def process_market(self):
#
# insert market info
#
self.lock()
mki = self._pending_market_info_insert
self._pending_market_info_insert = []
self.unlock()
if mki:
try:
cursor = self._db.cursor()
for mi in mki:
if mi[16] is None:
# margin factor is unavailable when market is down, so use previous value if available
cursor.execute("""SELECT margin_factor FROM market WHERE broker_id = '%s' AND market_id = '%s'""" % (mi[0], mi[1]))
row = cursor.fetchone()
if row:
# replace by previous margin factor from the DB
margin_factor = row[0]
mi = list(mi)
mi[16] = margin_factor
cursor.execute("""INSERT INTO market(broker_id, market_id, symbol,
market_type, unit_type, contract_type,
trade_type, orders,
base, base_display, base_precision,
quote, quote_display, quote_precision,
expiry, timestamp,
lot_size, contract_size, base_exchange_rate,
value_per_pip, one_pip_means, margin_factor,
min_size, max_size, step_size,
min_notional, max_notional, step_notional,
min_price, max_price, step_price,
maker_fee, taker_fee, maker_commission, taker_commission)
VALUES(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
ON CONFLICT (broker_id, market_id) DO UPDATE SET symbol = %s,
market_type = %s, unit_type = %s, contract_type = %s,
trade_type = %s, orders = %s,
base = %s, base_display = %s, base_precision = %s,
quote = %s, quote_display = %s, quote_precision = %s,
expiry = %s, timestamp = %s,
lot_size = %s, contract_size = %s, base_exchange_rate = %s,
value_per_pip = %s, one_pip_means = %s, margin_factor = %s,
min_size = %s, max_size = %s, step_size = %s,
min_notional = %s, max_notional = %s, step_notional = %s,
min_price = %s, max_price = %s, step_price = %s,
maker_fee = %s, taker_fee = %s, maker_commission = %s, taker_commission = %s""",
(*mi, *mi[2:]))
self._db.commit()
except Exception as e:
logger.error(repr(e))
# retry the next time
self.lock()
self._pending_market_info_insert = mki + self._pending_market_info_insert
self.unlock()
#
# select market info
#
self.lock()
mis = self._pending_market_info_select
self._pending_market_info_select = []
self.unlock()
if mis:
try:
cursor = self._db.cursor()
for mi in mis:
cursor.execute("""SELECT symbol,
market_type, unit_type, contract_type,
trade_type, orders,
base, base_display, base_precision,
quote, quote_display, quote_precision,
expiry, timestamp,
lot_size, contract_size, base_exchange_rate,
value_per_pip, one_pip_means, margin_factor,
min_size, max_size, step_size,
min_notional, max_notional, step_notional,
min_price, max_price, step_price,
maker_fee, taker_fee, maker_commission, taker_commission FROM market
WHERE broker_id = '%s' AND market_id = '%s'""" % (
mi[1], mi[2]))
row = cursor.fetchone()
if row:
market_info = Market(mi[2], row[0])
market_info.is_open = True
market_info.market_type = row[1]
market_info.unit_type = row[2]
market_info.contract_type = row[3]
market_info.trade = row[4]
market_info.orders = row[5]
market_info.set_base(row[6], row[7], int(row[8]))
market_info.set_quote(row[9], row[10], int(row[11]))
market_info.expiry = row[12]
market_info.last_update_time = row[13] * 0.001
market_info.lot_size = float(row[14])
market_info.contract_size = float(row[15])
market_info.base_exchange_rate = float(row[16])
market_info.value_per_pip = float(row[17])
market_info.one_pip_means = float(row[18])
if row[19] is not None or row[19] is not 'None':
if row[19] == '-': # not defined mean 1.0 or no margin
market_info.margin_factor = 1.0
else:
market_info.margin_factor = float(row[19])
market_info.set_size_limits(float(row[20]), float(row[21]), float(row[22]))
market_info.set_notional_limits(float(row[23]), float(row[24]), float(row[25]))
market_info.set_price_limits(float(row[26]), float(row[27]), float(row[28]))
market_info.maker_fee = float(row[29])
market_info.taker_fee = float(row[30])
market_info.maker_commission = float(row[31])
market_info.taker_commission = float(row[32])
else:
market_info = None
# notify
mi[0].notify(Signal.SIGNAL_MARKET_INFO_DATA, mi[1], (mi[2], market_info))
except Exception as e:
logger.error(repr(e))
# retry the next time
self.lock()
self._pending_market_info_select = mis + self._pending_market_info_select
self.unlock()
#
# select market list
#
self.lock()
mls = self._pending_market_list_select
self._pending_market_list_select = []
self.unlock()
if mls:
try:
cursor = self._db.cursor()
for m in mls:
cursor.execute("""SELECT market_id, symbol, base, quote FROM market WHERE broker_id = '%s'""" % (m[1],))
rows = cursor.fetchall()
market_list = []
for row in rows:
market_list.append(row)
# notify
m[0].notify(Signal.SIGNAL_MARKET_LIST_DATA, m[1], market_list)
except Exception as e:
logger.error(repr(e))
# retry the next time
self.lock()
self._pending_market_list_select = mls + self._pending_market_list_select
self.unlock()
