def process_event(self, event):
# self.update_balance()
self.balance_updated = False
if event['action'] == "insert":
check_result = self.check_expected_order(event)
if check_result:
return check_result
data = event['data'][0]
if data['ordStatus'] == 'New' \
or (data['ordStatus'] == 'Filled' and 'ordType' in data):
if event['data'][0]['execInst'] == 'Close':
# order to close position came
close_order = event['data'][0]
if close_order['ordType'] == 'Market':
price = None
else:
price = close_order['price']
return Actions.ActionClosePosition(
self.translate(close_order['symbol']),
self.translate(close_order['ordType']),
price,
close_order['orderID'],
self.exchange_name,
event
)
else:
order = self._self_order_to_global(event['data'][0])
return Actions.ActionNewOrder(
order,
self.exchange_name,
event)
elif event['action'] == 'update':
if 'ordStatus' not in event['data'][0]:
return
if event['data'][0]['ordStatus'] == 'Canceled':
orders = self.socket[event['data'][0]['symbol']].open_orders(clOrdIDPrefix="")
order = list(filter(lambda o: o['orderID'] == event['data'][0]['orderID'],
orders))[0]
global_order = self._self_order_to_global(order)
return Actions.ActionCancel(
global_order.symbol,
global_order.price,
global_order.id,
self.exchange_name,
event
)
