def process_event(self, event):
# return event in generic type from websocket
# if this event in general type it was send from start function and need call firs_copy
if 'exchange' in event:
return event
if event['e'] == 'outboundAccountPosition':
self.is_last_order_event_completed = True
if event['e'] == 'executionReport':
if event['X'] == 'FILLED':
return
elif event['x'] == 'CANCELED':
return Actions.ActionCancel(
event['s'],
event['p'],
event['i'],
self.exchange_name,
event
)
self.last_order_event = event # store event order_event coz we need in outboundAccountInfo event
# sometimes can came event executionReport x == filled and x == new together so we need flag
self.is_last_order_event_completed = False
return
elif event['e'] == 'outboundAccountInfo':
if self.is_last_order_event_completed:
return
order_event = self.last_order_event
if order_event['s'] not in self.pairs:
return
if order_event['o'] == 'MARKET': # if market order, we haven't price and cant calculate quantity
order_event['p'] = self.connection.get_ticker(symbol=order_event['s'])['lastPrice']
# part = self.get_part(order_event['s'], order_event['q'], order_event['p'], order_event['S'])
self.on_balance_update(event)
# shortcut mean https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md#order-update
order = Order(order_event['p'],
order_event['q'],
self.get_part(order_event['s'], order_event['q'], order_event['p'], order_event['S']),
order_event['i'],
order_event['s'],
order_event['S'],
order_event['o'],
self.exchange_name,
order_event['P'])
return Actions.ActionNewOrder(order,
self.exchange_name,
event)
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
)
