def on_message(self, raw_message):
if self.honey_pot_connection:
self.application.log('INFO', "HONEY_POT", raw_message)
if self.trade_client is None or not self.trade_client.isConnected():
return
self.last_message_datetime.append(datetime.now())
message_time_last_second = self.last_message_datetime[-1] - timedelta(
seconds=1)
for x in xrange(0, len(self.last_message_datetime)):
if self.last_message_datetime[x] > message_time_last_second:
self.last_message_datetime = self.last_message_datetime[x:]
break
if len(self.last_message_datetime
) > 15: # higher than 15 messages per second
self.application.log(
"ERROR", "TOO_MANY_MESSAGES",
"Exceed 15 messages per second. [ip=" + self.remote_ip + ",'" +
raw_message + "']")
self.write_message(
'{"MsgType":"ERROR", "Description":"Too many messages per second", "Detail": "16 messages in the last second"}'
)
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "'
+ str(e) + '"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
req_msg.set('RemoteIP', self.remote_ip)
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'),
'*')
self.application.log('IN', self.trade_client.connection_id,
raw_message)
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.now()
response_msg = {
'MsgType':
'0',
'TestReqID':
req_msg.get('TestReqID'),
'ServerTimestamp':
int(mktime(dt.timetuple()) + dt.microsecond / 1000.0)
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get(
'DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0', '1', '2', '3', '4', '5', '6', '7',
'8', '9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG',
self.trade_client.connection_id,
"invoking..." + url_payment_processor)
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG',
self.trade_client.connection_id,
str(data))
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail':
str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail':
str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if self.is_user_logged():
self.application.log('LOGIN_OK',
self.trade_client.connection_id,
raw_message)
#TODO: Request open order list
#self.trade_client.
else:
self.application.log('LOGIN_FAILED',
self.trade_client.connection_id,
raw_message)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "' +
str(e) +
'"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'), '*')
self.application.log('IN', self.trade_client.connection_id ,raw_message )
else:
self.application.log('IN', self.trade_client.connection_id, raw_message )
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.datetime.now()
response_msg = {
'MsgType' : '0',
'TestReqID' : req_msg.get('TestReqID'),
'ServerTimestamp' : int(mktime(dt.timetuple()) + dt.microsecond/1000.0 )
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get('DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0','1','2','3','4','5','6','7','8','9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG', self.trade_client.connection_id, "invoking..." + url_payment_processor )
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG', self.trade_client.connection_id, str(data) )
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail': str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail': str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "'
+ str(e) + '"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
req_msg.set('RemoteIP', self.remote_ip)
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'),
'*')
self.application.log('IN', self.trade_client.connection_id,
raw_message)
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.now()
response_msg = {
'MsgType':
'0',
'TestReqID':
req_msg.get('TestReqID'),
'ServerTimestamp':
int(mktime(dt.timetuple()) + dt.microsecond / 1000.0)
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isNewOrderSingle():
if self.last_order_datetime:
order_time = datetime.now()
order_time_less_one_second = order_time - timedelta(
milliseconds=200) # max of 5 orders per second
if self.last_order_datetime > order_time_less_one_second:
#self.application.log('ORDER_REJECT', self.trade_client.connection_id, raw_message )
reject_message = {
"MsgType": "8",
"OrderID": None,
"ExecID": None,
"ExecType": "8",
"OrdStatus": "8",
"CumQty": 0,
"Symbol": req_msg.get("Symbol"),
"OrderQty": req_msg.get("Qty"),
"LastShares": 0,
"LastPx": 0,
"Price": req_msg.get("Price"),
"TimeInForce": "1",
"LeavesQty": 0,
"ExecSide": req_msg.get("Side"),
"Side": req_msg.get("Side"),
"OrdType": req_msg.get("OrdType"),
"CxlQty": req_msg.get("Qty"),
"ClOrdID": req_msg.get("ClOrdID"),
"AvgPx": 0,
"OrdRejReason":
"Exceeded the maximum number of orders sent per second.",
"Volume": 0
}
#self.write_message(str(json.dumps(reject_message, cls=JsonEncoder)))
#return
self.last_order_datetime = datetime.now()
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get(
'DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0', '1', '2', '3', '4', '5', '6', '7',
'8', '9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG',
self.trade_client.connection_id,
"invoking..." + url_payment_processor)
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG',
self.trade_client.connection_id,
str(data))
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail':
str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail':
str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if self.is_user_logged():
self.application.log('LOGIN_OK',
self.trade_client.connection_id,
raw_message)
#TODO: Request open order list
#self.trade_client.
else:
self.application.log('LOGIN_FAILED',
self.trade_client.connection_id,
raw_message)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()