def __init__(self, ctx, location, **kwargs):
pywingchun.Book.__init__(self)
self.ctx = ctx
self.location = location
self.tags = AccountBookTags.make_from_location(self.location)
self.subject = Subject()
self.setup_trading_day(kwargs.pop("trading_day", None))
self.initial_equity = kwargs.pop("initial_equity", 0.0)
self.static_equity = kwargs.pop("static_equity", 0.0)
self.avail = kwargs.pop("avail", 0.0)
self.realized_pnl = kwargs.pop("realized_pnl", 0.0)
self._positions = {}
positions = kwargs.pop("positions", [])
for pos in positions:
if isinstance(pos, pywingchun.Position):
pos = msg_utils.object_as_dict(pos)
if isinstance(pos, dict):
try:
pos = Position.factory(ctx=self.ctx, book=self, **pos)
except Exception as err:
exc_type, exc_obj, exc_tb = sys.exc_info()
self.ctx.logger.error('init position from dict %s, error [%s] %s', pos, exc_type, traceback.format_exception(exc_type, exc_obj, exc_tb))
continue
if isinstance(pos, Position):
self._positions[pos.uid] = pos
else:
raise TypeError("Position object required, but {} provided".format(type(pos)))
def on_positions(self, positions):
self.ctx.logger.debug(
"{} [{:08x}] position report received, size: {}".format(
self.location.uname, self.location.uid, len(positions)))
for pos in positions:
self.ctx.logger.info(pos)
self._positions = {}
for pos in positions:
if isinstance(pos, pywingchun.Position):
pos = msg_utils.object_as_dict(pos)
if isinstance(pos, dict):
try:
pos = Position.factory(ctx=self.ctx, book=self, **pos)
except Exception as err:
exc_type, exc_obj, exc_tb = sys.exc_info()
self.ctx.logger.error(
'init position from dict %s, error [%s] %s', pos,
exc_type,
traceback.format_exception(exc_type, exc_obj, exc_tb))
continue
if isinstance(pos, Position):
self._positions[pos.uid] = pos
else:
raise TypeError(
"Position object required, but {} provided".format(
type(pos)))
if self.ctx.name == "ledger":
self.subject.on_next(self.event)
for pos in self.positions:
self.subject.on_next(pos.event)
self.ctx.db.dump_book(self)
self.ctx.logger.info("book {} [{:08x}] saved in database".format(
self.location.uname, self.location.uid))
def __get_inst_info(self, instrument_id):
return msg_utils.object_as_dict(
self.book_context.get_inst_info(instrument_id))
def as_dict(self):
return {"msg_type": self.msg_type, "data": msg_utils.object_as_dict(self.data)}
def on_instruments(self, instruments):
inst_list = list(set(instruments))
if inst_list:
dicts = [msg_utils.object_as_dict(inst) for inst in inst_list]
self.ctx.db.set_instruments(dicts)
self.ctx.inst_infos = {inst["instrument_id"]: inst for inst in dicts}