async def amend_order(self, i, j):
res = ApiResult()
res.success = True
self.orders_amended += 1
self.amend_orders_data.append((i, j))
return res
async def cancel_order(self, order_id):
res = ApiResult()
try:
eid = self.shared_storage.uid_to_eid[order_id]
except KeyError:
# Order elimination msg was received on the Streaming side
self.logger.warning(
f'Order was already removed. Order id = {order_id}')
res.success = True
return res
body = {'order_id': eid}
final_data = {
'channel': 'trading',
'type': 'request',
'action': 'cancel-order',
'data': body
}
self.logger.info(
f'Sending cancellation request. eid = {eid}, data: {final_data}')
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
self.logger.warning('ConnectionError will be raised')
raise ConnectionError(str(err))
res.success = True
return res
async def send_order(self, order_request):
res = ApiResult()
res.success = True
self.orders_sent += 1
self.new_orders_data.append(order_request)
return res
async def send_orders(self, orders_request):
res = ApiResult()
res.success = True
self.orders_sent += len(orders_request)
for _request in orders_request:
self.new_orders_data.append(_request)
return res
async def send_orders(self, orders):
res = ApiResult()
data = []
for order in orders:
if order.side == OrderSide.buy:
side = 'buy'
elif order.side == OrderSide.sell:
side = 'sell'
else:
raise Exception(f'Unknown order side. Type = {order.side}')
if order.type == OrderType.mkt:
ord_type = 'market'
elif order.type == OrderType.limit:
ord_type = 'limit'
else:
raise Exception(f'Unknown order type. Type = {order.type}')
body = {
'client_id': order.order_id,
'contract_code': self.config.symbol,
'type': ord_type,
'side': side,
'size': str(round(order.quantity, self.ROUNDING_QTY))
}
if order.type == OrderType.limit:
body['price'] = str(order.price)
if self.send_post_only_orders:
body['post_only'] = True
data.append(body)
final_data = {
'channel': 'trading',
'type': 'request',
'action': 'create-order',
'data': data
}
self.logger.info(f'EMX sending new order request. Data: {final_data}')
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res
async def cancel_active_orders(self):
res = ApiResult()
body = {'contract_code': self.config.symbol}
final_data = {
'channel': 'trading',
'type': 'request',
'action': 'cancel-all-orders',
'data': body
}
self.logger.info('Sending cancel all request')
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res
async def amend_orders(self, new_orders, old_orders):
res = ApiResult()
data = []
for new_order, old_order in zip(new_orders, old_orders):
try:
eid = self.shared_storage.uid_to_eid[old_order.order_id]
except KeyError:
self.logger.warning(
f'Order id was not found for amend. Order id = {old_order.order_id}'
)
return res
if new_order.type == OrderType.mkt:
ord_type = 'market'
elif new_order.type == OrderType.limit:
ord_type = 'limit'
else:
raise Exception(f'Unknown order type. Type = {new_order.type}')
if new_order.side != old_order.side:
raise Exception(f'Wrong order side. Side = {new_order.side}')
if new_order.side == OrderSide.buy:
side = 'buy'
elif new_order.side == OrderSide.sell:
side = 'sell'
else:
raise Exception(f'Unknown order side. Type = {new_order.side}')
body = {
'type': ord_type,
'side': side,
'order_id': eid,
'size': str(round(new_order.quantity, self.ROUNDING_QTY))
}
if new_order.type == OrderType.limit:
body['price'] = str(new_order.price)
data.append(body)
self.shared_storage.eid_to_uid[eid] = new_order.order_id
self.shared_storage.uid_to_eid[new_order.order_id] = eid
self.shared_storage.eids_to_amend[eid] = True
self.logger.debug(
f'Ids mapped during amend, eid = {eid}, uid = {new_order.order_id}'
)
final_data = {
'channel': 'trading',
'type': 'request',
'action': 'modify-order',
'data': data
}
self.logger.info(f'Sending bulk amend request. Data: {final_data}')
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res
async def cancel_orders(self, cancel_requests):
res = ApiResult()
res.success = True
self.orders_cancelled += len(cancel_requests)
return res
async def amend_orders(self, new, old):
res = ApiResult()
res.success = True
self.orders_amended += len(new)
return res