def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue",old_order_id)
redis.srem(str(cUID)+"/orders",old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument']+"/bid",old_order_id)
adjustbalance(instrument.split("_")[1],cUID,ramount*price,price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument']+"/ask",old_order_id)
adjustbalance(instrument.split("_")[0],cUID,ramount,price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable,0,0)
#search ask table to see if there are any orders that are at or below this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable,lowesthash[0])
amount_to_buy = 0.0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable,orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_buy)
amount_to_credit = price*ramount
adjustbalance(quote_currency,cUID,price*amount_to_buy,price)
else:
# Our order is bigger than theirs, we can remove them from the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(quote_currency,cUID,price*camt,price)
co = CompletedOrder(instrument, 'sell', amount_to_buy, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_buy/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_buy/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
redis.srem(str(uid)+"/orders",orderid)
#TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable,orderid, price)
redis.hset(orderid,"amount",ramount)
if(amount_to_buy != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(base_currency,uid,amount_to_buy,price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
#search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable,-1,-1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(bidtable,highesthash[0]) #unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable,orderid,price)
else:
orders = redis.zrangebyscore(bidtable,price,'+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency,cUID,amount_to_sell,price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(base_currency,cUID,amount_to_sell,price)
co = CompletedOrder(instrument, 'buy', amount_to_sell, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_sell/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_sell/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
#TODO: Write a completed transaction to SQL
redis.srem(str(uid)+"/orders",orderid)
break
if(ramount != 0):
redis.zadd(asktable,orderid,price)
redis.hset(orderid,"amount",ramount)
if(amount_to_credit != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(quote_currency,uid,amount_to_credit*price,price)
co = CompletedOrder(instrument, 'sell', amount_to_credit*price, price, uid)
db_session.add(co)
else:
pass #TODO: throw an error, not a buy or sell
#db_session.add(b)
db_session.commit()
def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
print("FILLING ORDER: " + str(order))
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that
# normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue", old_order_id)
redis.srem(str(cUID) + "/orders", old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument'] + "/bid", old_order_id)
adjustbalance(
instrument.split("_")[1],
cUID,
ramount *
price,
price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument'] + "/ask", old_order_id)
adjustbalance(instrument.split("_")[0], cUID, ramount, price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable, 0, 0)
# search ask table to see if there are any orders that are at or below
# this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable, lowesthash[0])
amount_to_buy = 0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable, orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current, "amount"))
cUID = redis.hget(current, "uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount", camt - amount_to_buy)
amount_to_credit = price * ramount
adjustbalance(
quote_currency,
cUID,
price *
amount_to_buy,
price)
else:
# Our order is bigger than theirs, we can remove them from
# the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable, current)
redis.srem(str(cUID) + "/orders", current)
adjustbalance(quote_currency, cUID, price * camt, price)
co = CompletedOrder(
instrument,
'sell',
amount_to_buy,
price,
cUID)
db_session.add(co)
completedtxredis = generate_password_hash(
current + str(random.random()))
redis.hmset(
completedtxredis,
{
'price': price,
'quote_currency_amount': price *
amount_to_buy /
config.get_multiplier(quote_currency),
'base_currency_amount': amount_to_buy /
config.get_multiplier(base_currency)})
# redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist, completedtxredis, price)
if ramount == 0:
redis.srem(str(uid) + "/orders", orderid)
# TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable, orderid, price)
redis.hset(orderid, "amount", ramount)
if(amount_to_buy != 0):
# TODO: Write a completed transaction to SQL
adjustbalance(base_currency, uid, amount_to_buy, price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
# search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable, -1, -1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(
bidtable,
highesthash[0]) # unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable, orderid, price)
else:
orders = redis.zrangebyscore(bidtable, price, '+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current, "amount"))
cUID = redis.hget(current, "uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount", camt - amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency, cUID, amount_to_sell, price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable, current)
redis.srem(str(cUID) + "/orders", current)
adjustbalance(base_currency, cUID, amount_to_sell, price)
co = CompletedOrder(
instrument,
'buy',
amount_to_sell,
price,
cUID)
db_session.add(co)
completedtxredis = generate_password_hash(
current + str(random.random()))
redis.hmset(
completedtxredis,
{
'price': price,
'quote_currency_amount': price *
amount_to_sell /
config.get_multiplier(quote_currency),
'base_currency_amount': amount_to_sell /
config.get_multiplier(base_currency)})
# redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist, completedtxredis, price)
if ramount == 0:
# TODO: Write a completed transaction to SQL
redis.srem(str(uid) + "/orders", orderid)
break
if(ramount != 0):
redis.zadd(asktable, orderid, price)
redis.hset(orderid, "amount", ramount)
if(amount_to_credit != 0):
# TODO: Write a completed transaction to SQL
adjustbalance(
quote_currency,
uid,
amount_to_credit *
price,
price)
co = CompletedOrder(
instrument,
'sell',
amount_to_credit *
price,
price,
uid)
db_session.add(co)
else:
pass # TODO: throw an error, not a buy or sell
# db_session.add(b)
db_session.commit()
def end(self):
redis.delete("session:%s" % self._id)
self._data = {}
self._changed = False