def on_order(self, event, order):
self.ctx.logger.info('on order %s from %s', order,
self.get_location(event.dest).uname)
order_dict = to_dict(order)
self.data_proxy.add_order(**order_dict)
self.publish(
json.dumps({
"msg_type": int(MsgType.Order),
"data": order_dict
}))
def on_trade(self, event, trade):
self.ctx.logger.info('on trade %s from %s', trade, self.get_location(event.dest).uname)
client_id = self.get_location(event.dest).name
trade_dict = to_dict(trade)
trade_dict["client_id"] = client_id
self.data_proxy.add_trade(**trade_dict)
self.publish(json.dumps({"msg_type": int(MsgType.Trade), "data": trade_dict}))
if trade.account_id in self.accounts:
self.accounts[trade.account_id].apply_trade(trade)
self._get_portfolio_ledger(client_id).apply_trade(trade)
def on_trade(self, event, trade):
self.ctx.logger.info('on trade %s', trade)
trade_dict = to_dict(trade)
self.data_proxy.add_trade(**trade_dict)
self.publish(
json.dumps({
"msg_type": int(MsgType.Trade),
"data": trade_dict
}))
if trade.account_id in self.accounts:
self.accounts[trade.account_id].apply_trade(trade)
def on_assets(self, asset_info, positions):
self.ctx.logger.info("on assets, acc: %s", asset_info.account_id)
for pos in positions:
self.ctx.logger.info("on assets, pos: %s", pos)
account = Ledger(trading_day=self.trading_day,
ledger_category=asset_info.ledger_category,
account_id=asset_info.account_id,
source_id=asset_info.source_id,
avail=asset_info.avail,
positions={
get_symbol_id(pos.instrument_id, pos.exchange_id):
StockPosition(**to_dict(pos))
for pos in positions
})
self.accounts[asset_info.account_id] = account
account.register_callback(
lambda messages:
[self.publish(json.dumps(message)) for message in messages])
account.register_callback(self.ledger_holder.on_messages)
def on_assets(self, account_info, positions):
self.ctx.logger.info("on assets, acc: %s", account_info.account_id)
for pos in positions:
self.ctx.logger.info("on assets, pos: %s", pos)
account = Ledger(avail=account_info.avail,
positions={
get_symbol_id(pos.instrument_id, pos.exchange_id):
StockPosition(**to_dict(pos))
for pos in positions
})
self.accounts[account_info.account_id] = account
self.data_proxy.save_account(
account_info.account_id, "xtp", account.message,
[pos.message for pos in account.positions])
self.publish(
json.dumps({
"msg_type": int(MsgType.AccountInfo),
"data": {
**{
"account_id": account_info.account_id,
"source_id": "xtp"
},
**account.message
}
}))
for pos in account.positions:
self.publish(
json.dumps({
"msg_type": int(MsgType.Position),
"data": {
**{
"account_id": account_info.account_id,
"source_id": "xtp"
},
**pos.message
}
}))