def update_email(api_key: str, email: str, response: Response):
email_obj = ndb.Key("UserEmail", api_key).get()
if email_obj is None:
email_obj = UserEmail(id=api_key, email=email)
response.status_code = status.HTTP_201_CREATED
else:
email_obj.email = email
response.status_code = status.HTTP_200_OK
email_obj.put()
def testUpdate(self):
self.user_a.upate('*****@*****.**', 'Bar Foy')
self.assertEqual('Bar Foy', self.user_a.name)
self.assertTrue(self.user_a.has_email())
self.assertEqual(self.user_a, UserEmail.find_user('*****@*****.**'))
self.user_b.upate('*****@*****.**', 'Foo Bar')
self.assertEqual('Foo Bar', self.user_b.name)
self.assertEqual('*****@*****.**', self.user_b.get_default_email())
self.assertEqual(self.user_b, UserEmail.find_user('*****@*****.**'))
def send(request):
email = request.POST.get('mail', None)
if email:
user_emails = UserEmail.objects.filter(email=email)
if user_emails.count() == 0:
user_email = UserEmail(user=request.user, email=email)
user_email.save()
try:
send_mail(
'Letter',
'msg',
'*****@*****.**',
[request.POST.get('mail', '')],
fail_silently=False,
html_message=request.POST.get('html')
)
return HttpResponse('200')
except:
return HttpResponse('500')
def setUp(self):
self.testbed = testbed.Testbed()
self.testbed.activate()
self.testbed.init_datastore_v3_stub()
self.testbed.init_memcache_stub()
self.user_a = User()
self.user_a.put()
self.user_b = User()
self.user_b.name = 'Foo Bar'
self.user_b.clientID = 'C123'
self.user_b.put()
self.setting = UserSettingKey()
self.setting.name = 'SEND_EMAIL'
self.setting.description = 'Acceptance to receiv E-mail'
self.setting.values = ['0', '1']
self.setting.put()
self.user_setting = UserSetting()
self.user_setting.setting_key = self.setting.key
self.user_setting.user = self.user_b.key
self.user_setting.value = '0'
self.user_setting.put()
self.email_a = UserEmail()
self.email_a.email = '*****@*****.**'
self.email_a.is_activated = False
self.email_a.is_default = False
self.email_a.user = self.user_b.key
self.email_a.put()
self.email_b = UserEmail()
self.email_b.email = '*****@*****.**'
self.email_b.is_activated = True
self.email_b.is_default = True
self.email_b.user = self.user_b.key
self.email_b.put()
def testDefaultEmailConsistancy(self):
self.assertEqual(None, self.user_a.get_default_email())
self.assertEqual('*****@*****.**', self.user_b.get_default_email())
UserEmail.create_or_update(self.user_a, '*****@*****.**', True)
UserEmail.create_or_update(self.user_b, '*****@*****.**', True)
user_a_emails = UserEmail.gql("WHERE user = :1",
self.user_a.key).fetch()
user_b_emails = UserEmail.gql("WHERE user = :1",
self.user_b.key).fetch()
self.assertEqual(1, len(user_a_emails))
self.assertTrue(user_a_emails[0].is_default)
self.assertEqual(3, len(user_b_emails))
for email in user_b_emails:
if '*****@*****.**' == email.email:
self.assertTrue(email.is_default)
else:
self.assertFalse(email.is_default)
def match(self, session, order, order_matcher_disabled=False):
other_side = []
self_side = []
if order.is_buy:
self_side = self.buy_side
other_side = self.sell_side
elif order.is_sell:
other_side = self.buy_side
self_side = self.sell_side
execution_reports = []
trades_to_publish = []
execution_side = '1' if order.is_buy else '2'
rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, rpt_order.toJson() ) )
is_last_match_a_partial_execution_on_counter_order = False
execution_counter = 0
number_of_filled_counter_market_orders = 0
if not order_matcher_disabled:
for execution_counter in xrange(0, len(other_side) + 1):
if execution_counter == len(other_side):
break # workaround to make the execution_counter be counted until the last order.
if not order.leaves_qty > 0:
break
counter_order = other_side[execution_counter]
if not order.has_match(counter_order):
break
# check for self execution
if order.account_id == counter_order.account_id:
# self execution.... let's cancel the counter order
counter_order.cancel_qty( counter_order.leaves_qty )
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
# go to the next order
is_last_match_a_partial_execution_on_counter_order = False
continue
# Get the desired executed price and qty, by matching against the counter_order
executed_qty = order.match( counter_order, order.leaves_qty)
if counter_order.type == '1': # Market Order
executed_price = order.price
number_of_filled_counter_market_orders += 1
else:
executed_price = counter_order.price
# let's get the available qty to execute on the order side
available_qty_on_order_side = order.get_available_qty_to_execute(session,
'1' if order.is_buy else '2',
executed_qty,
executed_price )
qty_to_cancel_from_order = 0
if available_qty_on_order_side < executed_qty:
# ops ... looks like the order.user didn't have enough to execute the order
executed_qty = available_qty_on_order_side
# cancel the remaining qty
qty_to_cancel_from_order = order.leaves_qty - executed_qty
# check if the order got fully cancelled
if not executed_qty:
order.cancel_qty( qty_to_cancel_from_order )
cancel_rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, cancel_rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, cancel_rpt_order.toJson() ) )
break
# let's get the available qty to execute on the counter side
available_qty_on_counter_side = counter_order.get_available_qty_to_execute(session,
'1' if counter_order.is_buy else '2',
executed_qty,
executed_price )
qty_to_cancel_from_counter_order = 0
if available_qty_on_counter_side < executed_qty:
if qty_to_cancel_from_order:
qty_to_cancel_from_order -= executed_qty - available_qty_on_order_side
# ops ... looks like the counter_order.user didn't have enough to execute the order
executed_qty = available_qty_on_counter_side
# cancel the remaining qty
qty_to_cancel_from_counter_order = counter_order.leaves_qty - executed_qty
# check if the counter order was fully cancelled due the lack
if not executed_qty:
# just cancel the counter order, and go to the next order.
counter_order.cancel_qty( qty_to_cancel_from_counter_order )
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
# go to the next order
is_last_match_a_partial_execution_on_counter_order = False
continue
# lets perform the execution
if executed_qty:
order.execute( executed_qty, executed_price )
counter_order.execute(executed_qty, executed_price )
trade = Trade.create(session, order, counter_order, self.symbol, executed_qty, executed_price )
trades_to_publish.append(trade)
rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, rpt_order.toJson() ) )
rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, rpt_counter_order.toJson() ) )
def generate_email_subject_and_body( session, order, trade ):
from json import dumps
from pyblinktrade.json_encoder import JsonEncoder
from models import Currency
qty_currency = order.symbol[:3]
formatted_qty = Currency.format_number( session, qty_currency, trade.size / 1.e8 )
price_currency = order.symbol[3:]
formatted_price = Currency.format_number( session, price_currency, trade.price / 1.e8 )
formatted_total_price = Currency.format_number( session, price_currency, trade.size/1.e8 * trade.price/1.e8 )
email_subject = 'E'
email_template = "order-execution"
email_params = {
'username': order.user.username,
'order_id': order.id,
'trade_id': trade.id,
'side': order.side,
'executed_when': trade.created,
'qty': formatted_qty,
'price': formatted_price,
'total': formatted_total_price
}
return email_subject, email_template, dumps(email_params, cls=JsonEncoder)
email_data = generate_email_subject_and_body(session, order, trade)
UserEmail.create( session = session,
user_id = order.account_id,
broker_id = order.broker_id,
subject = email_data[0],
template= email_data[1],
language= order.email_lang,
params = email_data[2])
email_data = generate_email_subject_and_body(session, counter_order, trade)
UserEmail.create( session = session,
user_id = counter_order.account_id,
broker_id = counter_order.broker_id,
subject = email_data[0],
template= email_data[1],
language= counter_order.email_lang,
params = email_data[2])
#
# let's do the partial cancels
#
# Cancel the qty from the current order
if qty_to_cancel_from_order:
order.cancel_qty(qty_to_cancel_from_order)
# generate a cancel report
cancel_rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, cancel_rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, cancel_rpt_order.toJson() ) )
if qty_to_cancel_from_counter_order:
counter_order.cancel_qty(qty_to_cancel_from_counter_order)
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.leaves_qty > 0:
is_last_match_a_partial_execution_on_counter_order = True
md_entry_type = '0' if order.is_buy else '1'
counter_md_entry_type = '1' if order.is_buy else '0'
# let's include the order in the book if the order is not fully executed.
if order.leaves_qty > 0:
insert_pos = bisect.bisect_right(self_side, order)
self_side.insert( insert_pos, order )
if order.type == '2': # Limited orders go to the book.
MarketDataPublisher.publish_new_order( self.symbol, md_entry_type , insert_pos, order)
# don't send the first execution report (NEW) if the order was fully cancelled
if order.is_cancelled and order.cum_qty == 0:
execution_reports.pop(0)
# Publish all execution reports
for user_id, execution_report in execution_reports:
TradeApplication.instance().publish( user_id, execution_report )
# Publish Market Data for the counter order
if execution_counter:
if is_last_match_a_partial_execution_on_counter_order:
del other_side[0: execution_counter-1]
MarketDataPublisher.publish_executions( self.symbol,
counter_md_entry_type,
execution_counter - 1 - number_of_filled_counter_market_orders,
other_side[0] )
else:
del other_side[0: execution_counter]
MarketDataPublisher.publish_executions( self.symbol,
counter_md_entry_type,
execution_counter - number_of_filled_counter_market_orders )
if trades_to_publish:
MarketDataPublisher.publish_trades(self.symbol, trades_to_publish)
return ""
def match(self, session, order, order_matcher_disabled=False):
other_side = []
self_side = []
if order.is_buy:
self_side = self.buy_side
other_side = self.sell_side
elif order.is_sell:
other_side = self.buy_side
self_side = self.sell_side
execution_reports = []
trades_to_publish = []
execution_side = '1' if order.is_buy else '2'
rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, rpt_order.toJson() ) )
is_last_match_a_partial_execution_on_counter_order = False
execution_counter = 0
number_of_filled_counter_market_orders = 0
if not order_matcher_disabled:
for execution_counter in xrange(0, len(other_side) + 1):
if execution_counter == len(other_side):
break # workaround to make the execution_counter be counted until the last order.
if not order.leaves_qty > 0:
break
counter_order = other_side[execution_counter]
if not order.has_match(counter_order):
break
# check for self execution
if order.account_id == counter_order.account_id:
# self execution.... let's cancel the counter order
counter_order.cancel_qty( counter_order.leaves_qty )
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
# go to the next order
is_last_match_a_partial_execution_on_counter_order = False
continue
# Get the desired executed price and qty, by matching against the counter_order
executed_qty = order.match( counter_order, order.leaves_qty)
if counter_order.type == '1': # Market Order
executed_price = order.price
number_of_filled_counter_market_orders += 1
else:
executed_price = counter_order.price
# let's get the available qty to execute on the order side
available_qty_on_order_side = order.get_available_qty_to_execute(session,
'1' if order.is_buy else '2',
executed_qty,
executed_price )
qty_to_cancel_from_order = 0
if available_qty_on_order_side < executed_qty:
# ops ... looks like the order.user didn't have enough to execute the order
executed_qty = available_qty_on_order_side
# cancel the remaining qty
qty_to_cancel_from_order = order.leaves_qty - executed_qty
# check if the order got fully cancelled
if not executed_qty:
order.cancel_qty( qty_to_cancel_from_order )
cancel_rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, cancel_rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, cancel_rpt_order.toJson() ) )
break
# let's get the available qty to execute on the counter side
available_qty_on_counter_side = counter_order.get_available_qty_to_execute(session,
'1' if counter_order.is_buy else '2',
executed_qty,
executed_price )
qty_to_cancel_from_counter_order = 0
if available_qty_on_counter_side < executed_qty:
if qty_to_cancel_from_order:
qty_to_cancel_from_order -= executed_qty - available_qty_on_order_side
# ops ... looks like the counter_order.user didn't have enough to execute the order
executed_qty = available_qty_on_counter_side
# cancel the remaining qty
qty_to_cancel_from_counter_order = counter_order.leaves_qty - executed_qty
# check if the counter order was fully cancelled due the lack
if not executed_qty:
# just cancel the counter order, and go to the next order.
counter_order.cancel_qty( qty_to_cancel_from_counter_order )
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
# go to the next order
is_last_match_a_partial_execution_on_counter_order = False
continue
# lets perform the execution
if executed_qty:
order.execute( executed_qty, executed_price )
counter_order.execute(executed_qty, executed_price )
trade = Trade.create(session, order, counter_order, self.symbol, executed_qty, executed_price )
trades_to_publish.append(trade)
rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, rpt_order.toJson() ) )
rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, rpt_counter_order.toJson() ) )
def generate_email_subject_and_body( session, order, trade ):
from json import dumps
from pyblinktrade.json_encoder import JsonEncoder
from models import Currency
qty_currency = order.symbol[:3]
formatted_qty = Currency.format_number( session, qty_currency, trade.size / 1.e8 )
price_currency = order.symbol[3:]
formatted_price = Currency.format_number( session, price_currency, trade.price / 1.e8 )
formatted_total_price = Currency.format_number( session, price_currency, trade.size/1.e8 * trade.price/1.e8 )
email_subject = 'E'
email_template = "order-execution"
email_params = {
'username': order.user.username,
'order_id': order.id,
'trade_id': trade.id,
'side': order.side,
'executed_when': trade.created,
'qty': formatted_qty,
'price': formatted_price,
'total': formatted_total_price
}
return email_subject, email_template, dumps(email_params, cls=JsonEncoder)
email_data = generate_email_subject_and_body(session, counter_order, trade)
UserEmail.create( session = session,
user_id = counter_order.account_id,
broker_id = counter_order.broker_id,
subject = email_data[0],
template= email_data[1],
language= counter_order.email_lang,
params = email_data[2])
#
# let's do the partial cancels
#
# Cancel the qty from the current order
if qty_to_cancel_from_order:
order.cancel_qty(qty_to_cancel_from_order)
# generate a cancel report
cancel_rpt_order = ExecutionReport( order, execution_side )
execution_reports.append( ( order.user_id, cancel_rpt_order.toJson() ) )
if order.user_id != order.account_id:
execution_reports.append( ( order.account_id, cancel_rpt_order.toJson() ) )
if qty_to_cancel_from_counter_order:
counter_order.cancel_qty(qty_to_cancel_from_counter_order)
# generate a cancel report
cancel_rpt_counter_order = ExecutionReport( counter_order, execution_side )
execution_reports.append( ( counter_order.user_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.user_id != counter_order.account_id:
execution_reports.append( ( counter_order.account_id, cancel_rpt_counter_order.toJson() ) )
if counter_order.leaves_qty > 0:
is_last_match_a_partial_execution_on_counter_order = True
md_entry_type = '0' if order.is_buy else '1'
counter_md_entry_type = '1' if order.is_buy else '0'
# let's include the order in the book if the order is not fully executed.
if order.leaves_qty > 0:
insert_pos = bisect.bisect_right(self_side, order)
self_side.insert( insert_pos, order )
if order.type == '2': # Limited orders go to the book.
MarketDataPublisher.publish_new_order( self.symbol, md_entry_type , insert_pos, order)
# don't send the first execution report (NEW) if the order was fully cancelled
if order.is_cancelled and order.cum_qty == 0:
execution_reports.pop(0)
# Publish all execution reports
for user_id, execution_report in execution_reports:
TradeApplication.instance().publish( user_id, execution_report )
# Publish Market Data for the counter order
if execution_counter:
if is_last_match_a_partial_execution_on_counter_order:
del other_side[0: execution_counter-1]
MarketDataPublisher.publish_executions( self.symbol,
counter_md_entry_type,
execution_counter - 1 - number_of_filled_counter_market_orders,
other_side[0] )
else:
del other_side[0: execution_counter]
MarketDataPublisher.publish_executions( self.symbol,
counter_md_entry_type,
execution_counter - number_of_filled_counter_market_orders )
if trades_to_publish:
MarketDataPublisher.publish_trades(self.symbol, trades_to_publish)
return ""
def get(self):
return UserEmail(id="123abc", email="*****@*****.**")
class Test(unittest.TestCase):
def setUp(self):
self.testbed = testbed.Testbed()
self.testbed.activate()
self.testbed.init_datastore_v3_stub()
self.testbed.init_memcache_stub()
self.user_a = User()
self.user_a.put()
self.user_b = User()
self.user_b.name = 'Foo Bar'
self.user_b.clientID = 'C123'
self.user_b.put()
self.setting = UserSettingKey()
self.setting.name = 'SEND_EMAIL'
self.setting.description = 'Acceptance to receiv E-mail'
self.setting.values = ['0', '1']
self.setting.put()
self.user_setting = UserSetting()
self.user_setting.setting_key = self.setting.key
self.user_setting.user = self.user_b.key
self.user_setting.value = '0'
self.user_setting.put()
self.email_a = UserEmail()
self.email_a.email = '*****@*****.**'
self.email_a.is_activated = False
self.email_a.is_default = False
self.email_a.user = self.user_b.key
self.email_a.put()
self.email_b = UserEmail()
self.email_b.email = '*****@*****.**'
self.email_b.is_activated = True
self.email_b.is_default = True
self.email_b.user = self.user_b.key
self.email_b.put()
def tearDown(self):
self.testbed.deactivate()
def testGetSettings(self):
self.assertEqual(0, len(self.user_a.get_settings()))
settings = self.user_b.get_settings()
self.assertEqual(1, len(settings))
self.assertEqual('SEND_EMAIL', settings[0].setting_key.get().name)
def testUpdateSettings(self):
self.user_a.update_setting(self.setting, '1')
self.assertEqual('0', self.user_setting.value)
self.user_b.update_setting(self.setting, '1')
self.assertEqual('1', self.user_setting.value)
def testUpdate(self):
self.user_a.upate('*****@*****.**', 'Bar Foy')
self.assertEqual('Bar Foy', self.user_a.name)
self.assertTrue(self.user_a.has_email())
self.assertEqual(self.user_a, UserEmail.find_user('*****@*****.**'))
self.user_b.upate('*****@*****.**', 'Foo Bar')
self.assertEqual('Foo Bar', self.user_b.name)
self.assertEqual('*****@*****.**', self.user_b.get_default_email())
self.assertEqual(self.user_b, UserEmail.find_user('*****@*****.**'))
def testHasEmail(self):
self.assertFalse(self.user_a.has_email())
self.assertTrue(self.user_b.has_email())
def testDefaultEmailConsistancy(self):
self.assertEqual(None, self.user_a.get_default_email())
self.assertEqual('*****@*****.**', self.user_b.get_default_email())
UserEmail.create_or_update(self.user_a, '*****@*****.**', True)
UserEmail.create_or_update(self.user_b, '*****@*****.**', True)
user_a_emails = UserEmail.gql("WHERE user = :1",
self.user_a.key).fetch()
user_b_emails = UserEmail.gql("WHERE user = :1",
self.user_b.key).fetch()
self.assertEqual(1, len(user_a_emails))
self.assertTrue(user_a_emails[0].is_default)
self.assertEqual(3, len(user_b_emails))
for email in user_b_emails:
if '*****@*****.**' == email.email:
self.assertTrue(email.is_default)
else:
self.assertFalse(email.is_default)
def testFindByEmail(self):
user = User.find_by_email('*****@*****.**')
self.assertEqual(self.user_b, user)
user = User.find_by_email('*****@*****.**')
self.assertEqual(self.user_b, user)
user = User.find_by_email('*****@*****.**')
self.assertEqual(None, user)
def testClinet(self):
self.assertEqual(self.user_b, User.client('C123'))
user = User.client('C001')
self.assertNotEqual(None, user)
self.assertEqual('C001', user.clientID)