def setup(self):
user_file = path("@/CSV/users.csv")
print(user_file)
if not os.path.isfile(user_file):
raise ValueError("auth file missing.")
with open(user_file) as f:
reader = csv.DictReader(f)
for user_data in reader:
if (not (user_data["identity"] and user_data["password"])) or (
not (user_data["api_key"]
and user_data["api_secret"])):
logging.warning("invalid auth: %s".format(user_data))
continue
self.user_auth_list.append(user_data)
self.user_auth_queue.put_nowait(user_data)
self.order_price_list.extend(
map(lambda x: float(os.environ.get("BASE_PRICE", 10000)) + 0.5 * x,
range(1,
int(os.environ.get("LEVELS", 50)) + 1, 1)))
def cancel_all(client):
for auth in AUTH_LIST:
client.swagger_spec.http_client.authenticator = auth
try:
client.Order.Order_cancelAll().result()
except (SwaggerError, HTTPBadRequest) as e:
handle_exception(e)
if __name__ == "__main__":
running_flag = threading.Event()
pause_flag = threading.Event()
pause_flag.set()
init_auth(path("@/CSV/users.csv"), AUTH_TOTAL)
client_instance = nge(host=host_url(host=HOST))
if len(sys.argv) > 1 and sys.argv[1] == "cancel":
cancel_all(client_instance)
exit()
mbl_local = {"Buy": dict(), "Sell": dict()}
running_flag.set()
main(flags=(running_flag, pause_flag),
client=client_instance,
symbol=SYMBOL,
from common.utils import path
from clients.nge import nge, NGEAPIKeyAuthenticator
# from clients.sso import User
if __name__ == "__main__":
host = "http://localhost"
client = nge(host=host)
auth_queue = Queue()
base_price = float(os.environ.get("BASE_PRICE", 10000))
levels = int(os.environ.get("LEVELS", 50))
order_total = int(os.environ.get("ORDER_TOTAL", 10000))
user_file = path("@/CSV/users.csv")
order_file = path("@/CSV/orders.csv")
price_list = list(
map(lambda x: base_price + 0.5 * x, range(1, levels + 1, 1)))
volume_list = [1, 3, 5, 10, 15, 30, 50, 100]
directions = ("Buy", "Sell")
if not os.path.isfile(order_file):
with open(order_file, mode='w+', encoding='utf-8', newline='') as f:
order_writer = csv.DictWriter(f,
fieldnames=("symbol", "side",
"price", "orderQty"))
order_writer.writeheader()
order_writer.writerows([{
'symbol': 'XBTUSD',
def nge(host="http://trade", config=None, api_key=None, api_secret=None):
"""
:rtype: SwaggerClient
"""
if not config:
# See full config options at
# http://bravado.readthedocs.io/en/latest/configuration.html
config = {
# Don't use models (Python classes) instead of dicts for
# #/definitions/{models}
'use_models':
False,
'validate_requests':
True,
# bravado has some issues with nullable fields
'validate_responses':
False,
'include_missing_properties':
False,
# Returns response in 2-tuple of (body, response);
# if False, will only return body
'also_return_response':
True,
'formats': [
SwaggerFormat(format="guid",
to_wire=lambda guid_obj: str(guid_obj),
to_python=guid_deserializer,
description="GUID to uuid",
validate=guid_validate),
SwaggerFormat(format="date-time",
to_wire=datetime_serializer,
to_python=datetime_deserializer,
description="date-time",
validate=datetime_validate)
]
}
spec_dir = path("@/swagger")
spec_name = ("nge", "bitmex")
spec_extension = ("yaml", "yml", "json")
load_method = {
"yaml": yaml.safe_load,
"yml": yaml.safe_load,
"json": json.dumps
}
with pushd(spec_dir):
spec_file = ""
for name, ext in product(spec_name, spec_extension):
spec_file = ".".join([name, ext])
if os.path.isfile(spec_file):
break
if not spec_file:
raise RuntimeError("no valid swagger api define file found.")
with open(spec_file, encoding="utf-8") as f:
spec_dict = load_method[ext](f.read())
if api_key and api_secret:
request_client = RequestsClient()
request_client.authenticator = NGEAPIKeyAuthenticator(
host=host, api_key=api_key, api_secret=api_secret)
return SwaggerClient.from_spec(spec_dict,
origin_url=host,
config=config,
http_client=request_client)
else:
return SwaggerClient.from_spec(spec_dict,
origin_url=host,
config=config)
print(e)
continue
if not user or not user.logged:
print("register failed: {}".format(user_data))
continue
if not user.get_api_key():
print("get key failed: {}".format(user_data))
continue
user.deposit()
user_data.update({
'api_key': user.api_key,
'api_secret': user.api_secret
})
user_list.append(user_data)
end = time.time()
with open(path("@/CSV/users.csv"), mode="w", encoding="utf-8") as f:
writer = DictWriter(
f=f, fieldnames=["identity", "password", "api_key", "api_secret"])
writer.writeheader()
writer.writerows(user_list)
print("user registered total: {}".format(len(user_list)))
print("rps: {}".format(round(user_total / (end - start))))
req_key=key_mapper[item], req_cache=self._request_cache,
rtn_cache=rtn_cache_mapper[item], logger=self.logger,
origin_res=origin_attribute,
args=ResourceWrapper.args_tuple(
sync_req_rtn=self.SYNC_REQ_WITH_RTN,
wait_condition=self._wait_condition,
rtn_wait_timeout=self.RTN_WAIT_TIMEOUT))
return origin_attribute
if __name__ == "__main__":
import logging
logging.basicConfig(level=logging.INFO)
config_base = path("./config")
csv_base = path("./csv")
with open(os.path.join(config_base, "order_config.yml"), mode='rb') as f:
config = yaml.safe_load(f)
ex = APITester(**config)
order_file = os.path.join(csv_base, "order.csv")
resource_name = str(os.path.basename(order_file).split(
".")[0].capitalize())
resource = getattr(ex, resource_name)
DataMixin.register_resource(resource_name, resource)
order_list = CSVData(order_file, rec_obj_mixin=(DataMixin, ))