async def _reset_listen_key(self, *args, **kwargs):
"""Reset listen key."""
if not self._listen_key:
logger.error("listen key not initialized!", caller=self)
return
await self._rest_api.put_listen_key(self._listen_key)
logger.info("reset listen key success!", caller=self)
async def on_event_orderbook_update(self, orderbook: Orderbook):
""" 订单薄更新
"""
logger.debug("orderbook:", orderbook, caller=self)
bid3_price = orderbook.bids[2][0] # 买三价格
bid4_price = orderbook.bids[3][0] # 买四价格
# 判断是否需要撤单
if self.order_id:
if float(self.create_order_price) < float(bid3_price) or float(
self.create_order_price) > float(bid4_price):
return
_, error = await self.trader.revoke_order(self.order_id)
if error:
logger.error("revoke order error! error:", error, caller=self)
return
self.order_id = None
logger.info("revoke order:", self.order_id, caller=self)
# 创建新订单
price = (float(bid3_price) + float(bid4_price)) / 2
quantity = "0.1" # 假设委托数量为0.1
action = ORDER_ACTION_BUY
order_id, error = await self.trader.create_order(
action, price, quantity)
if error:
logger.error("create order error! error:", error, caller=self)
return
self.order_id = order_id
self.create_order_price = price
logger.info("create new order:", order_id, caller=self)
def _update_order(self, order_info):
"""Order update.
Args:
order_info: Order information.
Returns:
None.
"""
order_id = str(order_info["order_id"])
state = order_info["state"]
remain = float(order_info["size"]) - float(order_info["filled_size"])
avg_price = order_info.get("last_fill_px")
ctime = tools.utctime_str_to_ms(order_info["ctime"])
utime = tools.utctime_str_to_ms(order_info["utime"])
if state == "-2":
status = ORDER_STATUS_FAILED
elif state == "-1":
status = ORDER_STATUS_CANCELED
elif state == "0":
status = ORDER_STATUS_SUBMITTED
elif state == "1":
status = ORDER_STATUS_PARTIAL_FILLED
elif state == "2":
status = ORDER_STATUS_FILLED
else:
logger.error("status error! order_info:", order_info, caller=self)
SingleTask.run(self._error_callback, "order status error.")
return None
order = self._orders.get(order_id)
if not order:
info = {
"platform": self._platform,
"account": self._account,
"strategy": self._strategy,
"order_id": order_id,
"client_order_id": order_info["client_oid"],
"action": ORDER_ACTION_BUY
if order_info["side"] == "buy" else ORDER_ACTION_SELL,
"symbol": self._symbol,
"price": order_info["price"],
"quantity": order_info["size"]
}
order = Order(**info)
self._orders[order_id] = order
order.remain = remain
order.status = status
order.avg_price = avg_price if avg_price else 0
order.ctime = ctime
order.utime = utime
SingleTask.run(self._order_update_callback, copy.copy(order))
if status in [
ORDER_STATUS_FAILED, ORDER_STATUS_CANCELED, ORDER_STATUS_FILLED
]:
self._orders.pop(order_id)
async def _check_connection(self, *args, **kwargs):
if self._connected and self._channel and self._channel.is_open:
return
logger.error("CONNECTION LOSE! START RECONNECT RIGHT NOW!", caller=self)
self._connected = False
self._protocol = None
self._channel = None
self._event_handler = {}
SingleTask.run(self.connect, reconnect=True)
def __init__(self, **kwargs):
"""Initialize."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.okex.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://real.okex.com:8443"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if not kwargs.get("passphrase"):
e = Error("param passphrase miss")
if e:
logger.error(e, caller=self)
SingleTask.run(kwargs["error_callback"], e)
SingleTask.run(kwargs["init_callback"], False)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = kwargs["platform"]
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
self._order_update_callback = kwargs.get("order_update_callback")
self._init_callback = kwargs.get("init_callback")
self._error_callback = kwargs.get("error_callback")
self._raw_symbol = self._symbol.replace("/", "-")
self._order_channel = "spot/order:{symbol}".format(
symbol=self._raw_symbol)
url = self._wss + "/ws/v3"
self._ws = Websocket(url,
self.connected_callback,
process_binary_callback=self.process_binary)
self._assets = {
} # Asset object. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order objects. e.g. {"order_id": Order, ... }
# Initializing our REST API client.
self._rest_api = OKExRestAPI(self._access_key, self._secret_key,
self._passphrase, self._host)
# Create a loop run task to send ping message to server per 5 seconds.
LoopRunTask.register(self._send_heartbeat_msg, 5)
async def _on_consume_event_msg(self, channel, body, envelope, properties):
try:
key = "{exchange}:{routing_key}".format(exchange=envelope.exchange_name, routing_key=envelope.routing_key)
funcs = self._event_handler[key]
for func in funcs:
SingleTask.run(func, channel, body, envelope, properties)
except:
logger.error("event handle error! body:", body, caller=self)
return
finally:
await self._channel.basic_client_ack(delivery_tag=envelope.delivery_tag) # response ack
def __init__(self, **kwargs):
"""Initialize Trade module."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://api.binance.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://stream.binance.com:9443"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
SingleTask.run(kwargs["error_callback"], e)
SingleTask.run(kwargs["init_callback"], False)
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = kwargs["platform"]
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._order_update_callback = kwargs.get("order_update_callback")
self._init_callback = kwargs.get("init_callback")
self._error_callback = kwargs.get("error_callback")
self._raw_symbol = self._symbol.replace(
"/", "") # Row symbol name, same as Binance Exchange.
self._listen_key = None # Listen key for Websocket authentication.
self._assets = {
} # Asset data. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order data. e.g. {order_id: order, ... }
# Initialize our REST API client.
self._rest_api = BinanceRestAPI(self._access_key, self._secret_key,
self._host)
# Create a loop run task to reset listen key every 30 minutes.
LoopRunTask.register(self._reset_listen_key, 60 * 30)
# Create a coroutine to initialize Websocket connection.
SingleTask.run(self._init_websocket)
LoopRunTask.register(self._send_heartbeat_msg, 10)
def __init__(self, **kwargs):
"""Initialize Trade module."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://api.huobi.pro"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://api.huobi.pro"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
SingleTask.run(kwargs["init_callback"], False)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = kwargs["platform"]
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._order_update_callback = kwargs.get("order_update_callback")
self._init_callback = kwargs.get("init_callback")
self._error_callback = kwargs.get("error_callback")
self._raw_symbol = self._symbol.replace("/", "").lower()
self._order_channel = "orders.{}".format(self._raw_symbol)
self._assets = {}
self._orders = {}
# Initialize our REST API client.
self._rest_api = HuobiRestAPI(
self._access_key,
self._secret_key,
self._host,
)
url = self._wss + "/ws/v1"
self._ws = Websocket(url,
self.connected_callback,
process_binary_callback=self.process_binary)
async def _init_websocket(self):
"""Initialize Websocket connection."""
# Get listen key first.
success, error = await self._rest_api.get_listen_key()
if error:
e = Error("get listen key failed: {}".format(error))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
return
self._listen_key = success["listenKey"]
uri = "/ws/" + self._listen_key
url = urljoin(self._wss, uri)
self._ws = Websocket(url, self.connected_callback, process_callback=self.process)
async def _connect(self) -> None:
logger.info("url:", self._url, caller=self)
proxy = config.proxy
session = aiohttp.ClientSession()
try:
self._ws = await session.ws_connect(self._url, proxy=proxy)
except aiohttp.ClientConnectorError:
logger.error("connect to Websocket server error! url:",
self._url,
caller=self)
return
if self._connected_callback:
SingleTask.run(self._connected_callback)
SingleTask.run(self._receive)
def __init__(self,
strategy=None,
platform=None,
symbol=None,
host=None,
wss=None,
account=None,
access_key=None,
secret_key=None,
passphrase=None,
order_update_callback=None,
position_update_callback=None,
init_callback=None,
error_callback=None,
**kwargs):
"""Initialize trade object."""
kwargs["strategy"] = strategy
kwargs["platform"] = platform
kwargs["symbol"] = symbol
kwargs["host"] = host
kwargs["wss"] = wss
kwargs["account"] = account
kwargs["access_key"] = access_key
kwargs["secret_key"] = secret_key
kwargs["passphrase"] = passphrase
kwargs["order_update_callback"] = self._on_order_update_callback
kwargs["position_update_callback"] = self._on_position_update_callback
kwargs["init_callback"] = self._on_init_callback
kwargs["error_callback"] = self._on_error_callback
self._raw_params = copy.copy(kwargs)
self._order_update_callback = order_update_callback
self._position_update_callback = position_update_callback
self._init_callback = init_callback
self._error_callback = error_callback
if platform == const.BINANCE:
from aioquant.platform.binance import BinanceTrade as T
elif platform == const.HUOBI:
from aioquant.platform.huobi import HuobiTrade as T
elif platform == const.OKEX:
from aioquant.platform.okex import OKExTrade as T
else:
logger.error("platform error:", platform, caller=self)
e = Error("platform error")
SingleTask.run(self._on_error_callback, e)
SingleTask.run(self._on_init_callback, False)
return
self._t = T(**kwargs)
async def create_order(self,
action,
symbol,
price,
quantity,
order_type=ORDER_TYPE_LIMIT,
client_oid=None):
"""Create an order.
Args:
action: Action type, `BUY` or `SELL`.
symbol: Trading pair, e.g. `BTC-USDT`.
price: Order price.
quantity: Order quantity.
order_type: Order type, `MARKET` or `LIMIT`.
client_oid: Client order id, default is `None`.
Returns:
success: Success results, otherwise it's None.
error: Error information, otherwise it's None.
"""
uri = "/api/spot/v3/orders"
data = {
"side": "buy" if action == ORDER_ACTION_BUY else "sell",
"instrument_id": symbol,
"margin_trading": 1
}
if order_type == ORDER_TYPE_LIMIT:
data["type"] = "limit"
data["price"] = price
data["size"] = quantity
elif order_type == ORDER_TYPE_MARKET:
data["type"] = "market"
if action == ORDER_ACTION_BUY:
data["notional"] = quantity # buy price.
else:
data["size"] = quantity # sell quantity.
else:
logger.error("order_type error! order_type:",
order_type,
caller=self)
return None, "order type error!"
if client_oid:
data["client_oid"] = client_oid
result, error = await self.request("POST", uri, body=data, auth=True)
return result, error
async def process_binary(self, raw):
"""Process binary message that received from websocket.
Args:
raw: Binary message received from websocket.
Returns:
None.
"""
msg = json.loads(gzip.decompress(raw).decode())
logger.debug("msg:", msg, caller=self)
op = msg.get("op")
if op == "auth":
if msg["err-code"] != 0:
e = Error(
"Websocket connection authorized failed: {}".format(msg))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
return
logger.info("Websocket connection authorized successfully.",
caller=self)
await self._auth_success_callback()
elif op == "ping": # ping
params = {"op": "pong", "ts": msg["ts"]}
await self._ws.send(params)
elif op == "sub":
if msg["topic"] != self._order_channel:
return
if msg["err-code"] != 0:
e = Error("subscribe order event error: {}".format(msg))
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
else:
SingleTask.run(self._init_callback, True)
elif op == "notify":
if msg["topic"] != self._order_channel:
return
data = msg["data"]
data["utime"] = msg["ts"]
self._update_order(data)
async def _receive(self):
"""Receive stream message from Websocket connection."""
async for msg in self.ws:
if msg.type == aiohttp.WSMsgType.TEXT:
if self._process_callback:
try:
data = json.loads(msg.data)
except:
data = msg.data
SingleTask.run(self._process_callback, data)
elif msg.type == aiohttp.WSMsgType.BINARY:
if self._process_binary_callback:
SingleTask.run(self._process_binary_callback, msg.data)
elif msg.type == aiohttp.WSMsgType.CLOSED:
logger.warn("receive event CLOSED:", msg, caller=self)
SingleTask.run(self.reconnect)
elif msg.type == aiohttp.WSMsgType.ERROR:
logger.error("receive event ERROR:", msg, caller=self)
else:
logger.warn("unhandled msg:", msg, caller=self)
async def create_order(self, action, price, quantity, *args, **kwargs):
"""Create an order.
Args:
action: Trade direction, `BUY` or `SELL`.
price: Price of each order.
quantity: The buying or selling quantity.
kwargs:
order_type: Order type, `LIMIT` / `MARKET`, default is `LIMIT`.
Returns:
order_id: Order id if created successfully, otherwise it's None.
error: Error information, otherwise it's None.
"""
order_type = kwargs.get("order_type", ORDER_TYPE_LIMIT)
client_order_id = kwargs.get("client_order_id")
if action == ORDER_ACTION_BUY:
if order_type == ORDER_TYPE_LIMIT:
t = "buy-limit"
elif order_type == ORDER_TYPE_MARKET:
t = "buy-market"
else:
e = Error(
"order_type error! order_type: {}".format(order_type))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
return None, "order type error"
elif action == ORDER_ACTION_SELL:
if order_type == ORDER_TYPE_LIMIT:
t = "sell-limit"
elif order_type == ORDER_TYPE_MARKET:
t = "sell-market"
else:
e = Error(
"order_type error! order_type:: {}".format(order_type))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
return None, "order type error"
else:
logger.error("action error! action:", action, caller=self)
e = Error("action error! action:: {}".format(action))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
return None, "action error"
result, error = await self._rest_api.create_order(
self._raw_symbol, price, quantity, t, client_order_id)
if error:
SingleTask.run(self._error_callback, error)
return None, error
order_id = result["data"]
return order_id, None
async def send(self, data) -> bool:
""" Send message to Websocket server.
Args:
data: Message content, must be dict or string.
Returns:
If send successfully, return True, otherwise return False.
"""
if not self.ws:
logger.warn("Websocket connection not connected yet!", caller=self)
return False
if isinstance(data, dict):
await self.ws.send_json(data)
elif isinstance(data, str):
await self.ws.send_str(data)
else:
logger.error("send message failed:", data, caller=self)
return False
logger.debug("send message:", data, caller=self)
return True
def __init__(self) -> None:
"""
'吃盘口毛刺'的简化策略: 根据实时盘口变化取卖6和卖8的价格,并根据他们的平均价格来挂卖单
即, average_price = (ask6_price + ask8_price) / 2 取指定位数的数据, EOS是4位;
在策略启动的时候判断是否有挂单, 如果有挂单, 判断价格是否已经超过 ask6_price 和 ask8_price 的区间,
如果超过那么撤单后再重新挂单.
"""
self._symbol = "EOSUSDT"
self._action = "SELL"
self._quantity = "2.5"
self._order_id = ""
self._price = 0.0
self._is_ok = False
params = dict(
strategy=config.strategy_name,
platform=config.platform,
symbol=config.symbol,
account=config.account, # 分布式...多个
access_key=config.access_key,
secret_key=config.secret_key,
passphrase=config.passphrase,
order_update_callback=self.on_order_update_callback,
init_callback=self.on_init_callback,
error_callback=self.on_error_callback,
)
self._trade = Trade(**params)
if config.platform == BINANCE:
LoopRunTask.register(self.dynamic_trade_with_binance, interval=2)
elif config.platform == HUOBI:
LoopRunTask.register(self.dynamic_trade_with_huobi, interval=2)
elif config.platform == OKEX:
LoopRunTask.register(self.dynamic_trade_with_okex, interval=2)
else:
logger.error("platform error:", config.platform, caller=self)
quant.stop()
def __init__(self, market_type, platform, symbol, callback):
"""Initialize."""
if platform == "#" or symbol == "#":
multi = True
else:
multi = False
if market_type == const.MARKET_TYPE_ORDERBOOK:
from aioquant.event import EventOrderbook
EventOrderbook(Orderbook(platform, symbol)).subscribe(callback, multi)
elif market_type == const.MARKET_TYPE_TRADE:
from aioquant.event import EventTrade
EventTrade(Trade(platform, symbol)).subscribe(callback, multi)
elif market_type in [
const.MARKET_TYPE_KLINE, const.MARKET_TYPE_KLINE_3M, const.MARKET_TYPE_KLINE_5M,
const.MARKET_TYPE_KLINE_15M, const.MARKET_TYPE_KLINE_30M, const.MARKET_TYPE_KLINE_1H,
const.MARKET_TYPE_KLINE_3H, const.MARKET_TYPE_KLINE_6H, const.MARKET_TYPE_KLINE_12H,
const.MARKET_TYPE_KLINE_1D, const.MARKET_TYPE_KLINE_3D, const.MARKET_TYPE_KLINE_1W,
const.MARKET_TYPE_KLINE_15D, const.MARKET_TYPE_KLINE_1MON, const.MARKET_TYPE_KLINE_1Y]:
from aioquant.event import EventKline
EventKline(Kline(platform, symbol, kline_type=market_type)).subscribe(callback, multi)
else:
logger.error("market_type error:", market_type, caller=self)
async def connect(self, reconnect=False):
"""Connect to RabbitMQ server and create default exchange.
Args:
reconnect: If this invoke is a re-connection ?
"""
logger.info("host:", self._host, "port:", self._port, caller=self)
if self._connected:
return
# Create a connection.
try:
transport, protocol = await aioamqp.connect(host=self._host, port=self._port, login=self._username,
password=self._password, login_method="PLAIN")
except Exception as e:
logger.error("connection error:", e, caller=self)
return
finally:
if self._connected:
return
channel = await protocol.channel()
self._protocol = protocol
self._channel = channel
self._connected = True
logger.info("Rabbitmq initialize success!", caller=self)
# Create default exchanges.
exchanges = ["Orderbook", "Kline", "Trade"]
for name in exchanges:
await self._channel.exchange_declare(exchange_name=name, type_name="topic")
logger.debug("create default exchanges success!", caller=self)
if reconnect:
self._bind_and_consume()
else:
# Maybe we should waiting for all modules to be initialized successfully.
asyncio.get_event_loop().call_later(5, self._bind_and_consume)
async def process_binary(self, raw):
"""Process binary message that received from websocket.
Args:
raw: Binary message received from websocket.
Returns:
None.
"""
decompress = zlib.decompressobj(-zlib.MAX_WBITS)
msg = decompress.decompress(raw)
msg += decompress.flush()
msg = msg.decode()
if msg == "pong":
return
logger.debug("msg:", msg, caller=self)
msg = json.loads(msg)
# Authorization message received.
if msg.get("event") == "login":
if not msg.get("success"):
e = Error(
"Websocket connection authorized failed: {}".format(msg))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
return
logger.info("Websocket connection authorized successfully.",
caller=self)
# Fetch orders from server. (open + partially filled)
order_infos, error = await self._rest_api.get_open_orders(
self._raw_symbol)
if error:
e = Error("get open orders error: {}".format(msg))
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
return
if len(order_infos) > 100:
logger.warn("order length too long! (more than 100)",
caller=self)
for order_info in order_infos:
order_info["ctime"] = order_info["created_at"]
order_info["utime"] = order_info["timestamp"]
self._update_order(order_info)
# Subscribe order channel.
data = {"op": "subscribe", "args": [self._order_channel]}
await self._ws.send(data)
return
# Subscribe response message received.
if msg.get("event") == "subscribe":
if msg.get("channel") == self._order_channel:
SingleTask.run(self._init_callback, True)
else:
e = Error("subscribe order event error: {}".format(msg))
SingleTask.run(self._error_callback, e)
SingleTask.run(self._init_callback, False)
return
# Order update message received.
if msg.get("table") == "spot/order":
for data in msg["data"]:
data["ctime"] = data["timestamp"]
data["utime"] = data["last_fill_time"]
self._update_order(data)
async def fetch(cls,
method,
url,
params=None,
body=None,
data=None,
headers=None,
timeout=30,
**kwargs):
""" Create a HTTP request.
Args:
method: HTTP request method. `GET` / `POST` / `PUT` / `DELETE`
url: Request url.
params: HTTP query params.
body: HTTP request body, string or bytes format.
data: HTTP request body, dict format.
headers: HTTP request header.
timeout: HTTP request timeout(seconds), default is 30s.
kwargs:
proxy: HTTP proxy.
Return:
code: HTTP response code.
success: HTTP response data. If something wrong, this field is None.
error: If something wrong, this field will holding a Error information, otherwise it's None.
Raises:
HTTP request exceptions or response data parse exceptions. All the exceptions will be captured and return
Error information.
"""
session = cls._get_session(url)
if not kwargs.get("proxy"):
kwargs[
"proxy"] = config.proxy # If there is a `HTTP PROXY` Configuration in config file?
try:
if method == "GET":
response = await session.get(url,
params=params,
headers=headers,
timeout=timeout,
**kwargs)
elif method == "POST":
response = await session.post(url,
params=params,
data=body,
json=data,
headers=headers,
timeout=timeout,
**kwargs)
elif method == "PUT":
response = await session.put(url,
params=params,
data=body,
json=data,
headers=headers,
timeout=timeout,
**kwargs)
elif method == "DELETE":
response = await session.delete(url,
params=params,
data=body,
json=data,
headers=headers,
timeout=timeout,
**kwargs)
else:
error = "http method error!"
return None, None, error
except Exception as e:
logger.error("method:",
method,
"url:",
url,
"headers:",
headers,
"params:",
params,
"body:",
body,
"data:",
data,
"Error:",
e,
caller=cls)
return None, None, e
code = response.status
if code not in (200, 201, 202, 203, 204, 205, 206):
text = await response.text()
logger.error("method:",
method,
"url:",
url,
"headers:",
headers,
"params:",
params,
"body:",
body,
"data:",
data,
"code:",
code,
"result:",
text,
caller=cls)
return code, None, text
try:
result = await response.json()
except:
result = await response.text()
logger.debug("response data is not json format!",
"method:",
method,
"url:",
url,
"headers:",
headers,
"params:",
params,
"body:",
body,
"data:",
data,
"code:",
code,
"result:",
result,
caller=cls)
logger.debug("method:",
method,
"url:",
url,
"headers:",
headers,
"params:",
params,
"body:",
body,
"data:",
data,
"code:",
code,
"result:",
json.dumps(result),
caller=cls)
return code, result, None
def _update_order(self, order_info):
"""Order update.
Args:
order_info: Order information.
Returns:
None.
Note:
order-state: Order status, `submitting` / `submitted` / `partial-filled` / `partial-canceled` / `filled` / `canceled`
"""
order_id = str(order_info["order-id"])
action = ORDER_ACTION_BUY if order_info["order-type"] in [
"buy-market", "buy-limit"
] else ORDER_ACTION_SELL
state = order_info["order-state"]
remain = "%.8f" % float(order_info["unfilled-amount"])
avg_price = "%.8f" % float(order_info["price"])
ctime = order_info["created-at"]
utime = order_info["utime"]
if state == "canceled":
status = ORDER_STATUS_CANCELED
elif state == "partial-canceled":
status = ORDER_STATUS_CANCELED
elif state == "submitting":
status = ORDER_STATUS_SUBMITTED
elif state == "submitted":
status = ORDER_STATUS_SUBMITTED
elif state == "partial-filled":
status = ORDER_STATUS_PARTIAL_FILLED
elif state == "filled":
status = ORDER_STATUS_FILLED
else:
e = Error("status error! order_info: {}".format(order_info))
logger.error(e, caller=self)
SingleTask.run(self._error_callback, e)
return None
order = self._orders.get(order_id)
if not order:
info = {
"platform": self._platform,
"account": self._account,
"strategy": self._strategy,
"order_id": order_id,
"action": action,
"symbol": self._symbol,
"price": "%.8f" % float(order_info["order-price"]),
"quantity": "%.8f" % float(order_info["order-amount"]),
"remain": remain,
"status": status
}
order = Order(**info)
self._orders[order_id] = order
order.remain = remain
order.status = status
order.avg_price = avg_price
order.ctime = ctime
order.utime = utime
SingleTask.run(self._order_update_callback, copy.copy(order))
if status in [
ORDER_STATUS_FAILED, ORDER_STATUS_CANCELED, ORDER_STATUS_FILLED
]:
self._orders.pop(order_id)