def cancel(self, session):
users_and_holdings = Holding.users_that_hold_asset(
session, self.contract_asset)
if any(user for user, volume_sum in users_and_holdings
if user is not self.issuer):
logger.info(
'Cannot cancel futures contract {} if other people hold it'.
format(self.id))
return False
valid_states = (OrderStateType.cancelled.value,
OrderStateType.executed.value)
if session.query(exists().where(
and_(Order.contract == self,
Order.state.notin_(valid_states)))).scalar():
logger.info(
'There are orders not in state (cancelled, executed) for contract {}'
.format(self.id))
return False
if self.expired or self.expires_at < datetime.now():
logger.info(
'The expire() method has been run or exp. date has passed for contract {}'
.format(self.id))
return False
if self.cancelled:
logger.info('The contract {} has already been cancelled'.format(
self.id))
return False
# Return funds that was taken for deposit
funds = self.issuer.increase_volume_of_asset(session, self.asset,
self.volume)
if funds is None:
logger.warning(
'Could not return funds when cancelling futures contract {}'.
format(self.id))
return None
# Remove entire volume held in the future (should always work)
self.issuer.decrease_volume_of_asset(
session, self.contract_asset,
self.issuer.volume_of_asset(session, self.contract_asset))
# We cannot delete the asset from database since we know that at least one `Holding` refers to it
self.contract_asset.remove(session)
if not session.query(Order).count():
session.delete(self)
else:
self.cancelled = True
session.add(self)
session.commit()
logger.info('Cancelled contract {}'.format(self.id))
return True
def expire(self, session):
if self.expired:
return
users_and_holdings = Holding.users_that_hold_asset(session, self.contract_asset)
# We may assume that all holdings are strictly positive
total_volume = sum(volume_sum for _, volume_sum in users_and_holdings)
for user, volume_sum in users_and_holdings:
user.increase_volume_of_asset(session, self.asset, volume_sum / total_volume * self.volume)
logger.info('Distributed {} of asset {} to user {}'.format(volume_sum, self.asset_id, user.id))
self.expired = True
session.add(self)
session.commit()
def expire(self, session):
if self.expired:
return
users_and_holdings = Holding.users_that_hold_asset(
session, self.contract_asset)
# We may assume that all holdings are strictly positive
total_volume = sum(volume_sum for _, volume_sum in users_and_holdings)
for user, volume_sum in users_and_holdings:
user.increase_volume_of_asset(
session, self.asset, volume_sum / total_volume * self.volume)
logger.info('Distributed {} of asset {} to user {}'.format(
volume_sum, self.asset_id, user.id))
self.expired = True
session.add(self)
session.commit()
def cancel(self, session):
users_and_holdings = Holding.users_that_hold_asset(session, self.contract_asset)
if any(user for user, volume_sum in users_and_holdings if user is not self.issuer):
logger.info('Cannot cancel futures contract {} if other people hold it'.format(self.id))
return False
valid_states = (OrderStateType.cancelled.value, OrderStateType.executed.value)
if session.query(exists().where(and_(Order.contract == self, Order.state.notin_(valid_states)))).scalar():
logger.info('There are orders not in state (cancelled, executed) for contract {}'.format(self.id))
return False
if self.expired or self.expires_at < datetime.now():
logger.info('The expire() method has been run or exp. date has passed for contract {}'.format(self.id))
return False
if self.cancelled:
logger.info('The contract {} has already been cancelled'.format(self.id))
return False
# Return funds that was taken for deposit
funds = self.issuer.increase_volume_of_asset(session, self.asset, self.volume)
if funds is None:
logger.warning('Could not return funds when cancelling futures contract {}'.format(self.id))
return None
# Remove entire volume held in the future (should always work)
self.issuer.decrease_volume_of_asset(session, self.contract_asset,
self.issuer.volume_of_asset(session, self.contract_asset))
# We cannot delete the asset from database since we know that at least one `Holding` refers to it
self.contract_asset.remove(session)
if not session.query(Order).count():
session.delete(self)
else:
self.cancelled = True
session.add(self)
session.commit()
logger.info('Cancelled contract {}'.format(self.id))
return True
