class Forceorder():
def __init__(self):
self.ev = EventEngine()
self.ev.start()
self.broke = BinanceFutures(self.ev)
self.broke.start("btcusdt", [FORCEORDER])
self.ev.register(FORCEORDER, self.callback)
def callback(self, event):
"""
{'e': 'forceOrder', 'E': 1594107015086,
'o': {'s': 'BTCUSDT',
'S': 'SELL',
'o': 'LIMIT',
'f': 'IOC',
'q': '1.300',
'p': '9206.39',
'ap': '9242.01',
'X': 'FILLED',
'l': '1.084',
'z': '1.300',
'T': 1594107015081}}
:param event:
:return:
"""
e = event.data
try:
data = e["o"]
db.insert_one("forceorder", data)
except Exception as e:
log.debug(e)
class BaseEngine():
def __init__(self):
self.event=EventEngine()
self.strategy=None
def run(self):
self.register_event()
def register_event(self):
""""""
self.event.register(EventType.TICKER, self.process_ticket_event)
self.event.register(EventType.ORDER, self.process_order_event)
self.event.register(EventType.TRADE, self.process_trade_event)
self.event.register(EventType.POSITION, self.process_position_event)
def process_bar_event(self, event):
strategy = self.strategy
call_strategy_func(strategy, strategy.on_bar, event)
def process_ticket_event(self,event):
strategy = self.strategy
call_strategy_func(strategy, strategy.on_ticket, event)
def process_order_event(self, event):
strategy = self.strategy
call_strategy_func(strategy, strategy.on_order, event)
def process_trade_event(self, event):
strategy = self.strategy
call_strategy_func(strategy, strategy.on_trade, event)
def process_position_event(self,event):
strategy=self.strategy
call_strategy_func(strategy,strategy.on_position,event)
def test_subscribe():
ev = EventEngine()
ev.start()
b = Bitmax(ev)
b.start("btcusdt", [FORCEORDER])
ev.register(FORCEORDER, on_sub)
