def __init__(self, application, request, **kwargs):
super(WebSocketHandler, self).__init__(application, request, **kwargs)
self.remote_ip = request.headers.get(
'X-Forwarded-For',
request.headers.get('X-Real-Ip', request.remote_ip))
application.log('INFO', 'CONNECTION_OPEN', self.remote_ip)
self.trade_client = TradeClient(self.application.zmq_context,
self.application.trade_in_socket,
options.trade_pub)
self.md_subscriptions = {}
self.sec_status_subscriptions = {}
self.user_response = None
def __init__(self, application, request, **kwargs):
super(WebSocketHandler, self).__init__(application, request, **kwargs)
self.remote_ip = request.headers.get(
'X-Forwarded-For',
request.headers.get(
'X-Real-Ip',
request.remote_ip))
application.log('INFO', 'CONNECTION_OPEN', self.remote_ip )
self.trade_client = TradeClient(
self.application.zmq_context,
self.application.trade_in_socket,
options.trade_pub)
self.md_subscriptions = {}
self.sec_status_subscriptions = {}
self.user_response = None
class WebSocketHandler(websocket.WebSocketHandler):
def __init__(self, application, request, **kwargs):
super(WebSocketHandler, self).__init__(application, request, **kwargs)
self.remote_ip = request.headers.get(
'X-Forwarded-For',
request.headers.get(
'X-Real-Ip',
request.remote_ip))
application.log('INFO', 'CONNECTION_OPEN', self.remote_ip )
self.trade_client = TradeClient(
self.application.zmq_context,
self.application.trade_in_socket,
options.trade_pub)
self.md_subscriptions = {}
self.sec_status_subscriptions = {}
self.user_response = None
def on_trade_publish(self, message):
self.write_message(str(message[1]))
def open(self):
try:
self.trade_client.connect()
self.trade_client.on_trade_publish = self.on_trade_publish
self.application.register_connection(self)
except TradeClientException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Error establishing connection with trade", "Detail": "' +
str(e) +
'"}')
self.trade_client.close()
self.close()
def write_message(self, message, binary=False):
self.application.log('OUT', self.trade_client.connection_id, message )
super(WebSocketHandler, self).write_message(message, binary)
def close(self):
self.application.log('DEBUG', self.remote_ip, 'WebSocketHandler.close() invoked' )
super(WebSocketHandler, 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
cold_wallet = self.get_broker_wallet('cold', currency)
callback_url = options.callback_url + secret
if not cold_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': cold_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = options.url_payment_processor + '?' + parameters
print "invoking .. ", url_payment_processor
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
self.write_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)
}))
return
except Exception as e:
self.write_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)
}))
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 is_user_logged(self):
if not self.user_response:
return False
return self.user_response.get('UserStatus') == 1
def get_broker_wallet(self, type, currency):
if not self.user_response:
return
broker = self.user_response.get('Broker')
if not broker:
return
if 'CryptoCurrencies' not in broker:
return
broker_crypto_currencies = broker['CryptoCurrencies']
for crypto_currency in broker_crypto_currencies:
if crypto_currency['CurrencyCode'] == currency:
for wallet in crypto_currency['Wallets']:
if wallet['type'] == type:
return wallet['address']
def on_close(self):
self.application.log('DEBUG', self.trade_client.connection_id, 'WebSocketHandler.on_close' )
self.application.unregister_connection(self)
self.trade_client.close()
def on_trade_history_request(self, msg):
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
filter = msg.get('Filter')
offset = page * page_size
columns = [ 'TradeID' , 'Market', 'Side', 'Price', 'Size',
'Buyer' , 'Seller', 'Created' ]
trade_list = generate_trade_history(page_size, offset)
response_msg = {
'MsgType' : 'U33', # TradeHistoryResponse
'TradeHistoryReqID' : msg.get('TradeHistoryReqID'),
'Page' : page,
'PageSize' : page_size,
'Columns' : columns,
'TradeHistoryGrp' : trade_list
}
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
def on_security_status_request(self, msg):
# Generate a FullRefresh
req_id = msg.get('SecurityStatusReqID')
# Disable previous Snapshot + Update Request
if int(msg.get('SubscriptionRequestType')) == 2:
if req_id in self.sec_status_subscriptions:
del self.sec_status_subscriptions[req_id]
return
instruments = msg.get('Instruments')
if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.sec_status_subscriptions:
self.sec_status_subscriptions[req_id] = []
for instrument in instruments:
ss = generate_security_status(
instrument,
req_id)
self.write_message(str(json.dumps(ss, cls=JsonEncoder)))
# Snapshot + Updates
if int(msg.get('SubscriptionRequestType')) == 1:
self.sec_status_subscriptions[req_id].append(
SecurityStatusPublisher(
req_id,
instrument,
self.on_send_json_msg_to_user))
def on_market_data_request(self, msg):
# Generate a FullRefresh
req_id = msg.get('MDReqID')
# Disable previous Snapshot + Update Request
if int(msg.get('SubscriptionRequestType')) == 2:
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
for instrument in instruments:
md = generate_md_full_refresh(
instrument,
market_depth,
entries,
req_id)
self.write_message(str(json.dumps(md, cls=JsonEncoder)))
# Snapshot + Updates
if int(msg.get('SubscriptionRequestType')) == 1:
self.md_subscriptions[req_id].append(
MarketDataPublisher(
req_id,
market_depth,
entries,
instrument,
self.on_send_json_msg_to_user))
def on_send_json_msg_to_user(self, sender, json_msg):
s = json.dumps(json_msg, cls=JsonEncoder)
self.write_message(s)
def __init__(self, opt):
handlers = [
(r'/', WebSocketHandler),
(r'/get_deposit(.*)', DepositHandler),
(r'/_webhook/verification_form', VerificationWebHookHandler),
(r'/_webhook/deposit_receipt', DepositReceiptWebHookHandler),
(r'/process_deposit(.*)', ProcessDepositHandler),
(r'/api/(?P<version>[^\/]+)/(?P<symbol>[^\/]+)/(?P<resource>[^\/]+)', RestApiHandler)
]
settings = dict(
cookie_secret='cookie_secret'
)
tornado.web.Application.__init__(self, handlers, **settings)
self.replay_logger = logging.getLogger("REPLAY")
self.replay_logger.setLevel(logging.INFO)
self.replay_logger.addHandler(input_log_file_handler)
self.replay_logger.info('START')
self.log_start_data()
from models import ENGINE, db_bootstrap
self.db_session = scoped_session(sessionmaker(bind=ENGINE))
db_bootstrap(self.db_session)
self.zmq_context = zmq.Context()
self.trade_in_socket = self.zmq_context.socket(zmq.REQ)
self.trade_in_socket.connect(opt.trade_in)
self.application_trade_client = TradeClient(
self.zmq_context,
self.trade_in_socket)
self.application_trade_client.connect()
instruments = self.application_trade_client.getSecurityList()
self.md_subscriber = {}
for instrument in instruments:
symbol = instrument['Symbol']
self.md_subscriber[symbol] = MarketDataSubscriber.get(symbol, self)
self.md_subscriber[symbol].subscribe(
self.zmq_context,
options.trade_pub,
self.application_trade_client)
last_trade_id = Trade.get_last_trade_id()
trade_list = self.application_trade_client.getLastTrades(last_trade_id)
for trade in trade_list:
msg = dict()
msg['id'] = trade[0]
msg['symbol'] = trade[1]
msg['side'] = trade[2]
msg['price'] = trade[3]
msg['size'] = trade[4]
msg['buyer_username'] = trade[5]
msg['seller_username'] = trade[6]
msg['created'] = trade[7]
msg['trade_date'] = trade[7][:10]
msg['trade_time'] = trade[7][11:]
msg['order_id'] = trade[8]
msg['counter_order_id'] = trade[9]
Trade.create( self.db_session, msg)
all_trades = Trade.get_all_trades(self.db_session)
for t in all_trades:
trade_info = dict()
trade_info['price'] = t.price
trade_info['size'] = t.size
trade_info['trade_date'] = t.created.strftime('%Y-%m-%d')
trade_info['trade_time'] = t.created.strftime('%H:%M:%S')
self.md_subscriber[ t.symbol ].inst_status.push_trade(trade_info)
for symbol, subscriber in self.md_subscriber.iteritems():
subscriber.ready()
self.connections = {}
self.heart_beat_timer = tornado.ioloop.PeriodicCallback(
self.send_heartbeat_to_trade,
30000)
self.heart_beat_timer.start()
def __init__(self, opt):
handlers = [
(r'/', WebSocketHandler), (r'/get_deposit(.*)', DepositHandler),
(r'/_webhook/verification_form', VerificationWebHookHandler),
(r'/_webhook/deposit_receipt', DepositReceiptWebHookHandler),
(r'/process_deposit(.*)', ProcessDepositHandler),
(r'/api/(?P<version>[^\/]+)/(?P<symbol>[^\/]+)/(?P<resource>[^\/]+)',
RestApiHandler)
]
settings = dict(cookie_secret='cookie_secret')
tornado.web.Application.__init__(self, handlers, **settings)
self.replay_logger = logging.getLogger("REPLAY")
self.replay_logger.setLevel(logging.INFO)
self.replay_logger.addHandler(input_log_file_handler)
self.replay_logger.info('START')
self.log_start_data()
from models import ENGINE, db_bootstrap
self.db_session = scoped_session(sessionmaker(bind=ENGINE))
db_bootstrap(self.db_session)
self.zmq_context = zmq.Context()
self.trade_in_socket = self.zmq_context.socket(zmq.REQ)
self.trade_in_socket.connect(opt.trade_in)
self.application_trade_client = TradeClient(self.zmq_context,
self.trade_in_socket)
self.application_trade_client.connect()
instruments = self.application_trade_client.getSecurityList()
self.md_subscriber = {}
for instrument in instruments:
symbol = instrument['Symbol']
self.md_subscriber[symbol] = MarketDataSubscriber.get(symbol, self)
self.md_subscriber[symbol].subscribe(self.zmq_context,
options.trade_pub,
self.application_trade_client)
last_trade_id = Trade.get_last_trade_id()
trade_list = self.application_trade_client.getLastTrades(last_trade_id)
for trade in trade_list:
msg = dict()
msg['id'] = trade[0]
msg['symbol'] = trade[1]
msg['side'] = trade[2]
msg['price'] = trade[3]
msg['size'] = trade[4]
msg['buyer_username'] = trade[5]
msg['seller_username'] = trade[6]
msg['created'] = trade[7]
msg['trade_date'] = trade[7][:10]
msg['trade_time'] = trade[7][11:]
msg['order_id'] = trade[8]
msg['counter_order_id'] = trade[9]
Trade.create(self.db_session, msg)
all_trades = Trade.get_all_trades(self.db_session)
for t in all_trades:
trade_info = dict()
trade_info['price'] = t.price
trade_info['size'] = t.size
trade_info['trade_date'] = t.created.strftime('%Y-%m-%d')
trade_info['trade_time'] = t.created.strftime('%H:%M:%S')
self.md_subscriber[t.symbol].inst_status.push_trade(trade_info)
for symbol, subscriber in self.md_subscriber.iteritems():
subscriber.ready()
self.connections = {}
self.heart_beat_timer = tornado.ioloop.PeriodicCallback(
self.send_heartbeat_to_trade, 30000)
self.heart_beat_timer.start()
class WebSocketHandler(websocket.WebSocketHandler):
def __init__(self, application, request, **kwargs):
super(WebSocketHandler, self).__init__(application, request, **kwargs)
self.remote_ip = request.headers.get(
'X-Forwarded-For',
request.headers.get('X-Real-Ip', request.remote_ip))
application.log('INFO', 'CONNECTION_OPEN', self.remote_ip)
self.trade_client = TradeClient(self.application.zmq_context,
self.application.trade_in_socket,
options.trade_pub)
self.md_subscriptions = {}
self.sec_status_subscriptions = {}
self.user_response = None
def on_trade_publish(self, message):
self.write_message(str(message[1]))
def open(self):
try:
self.trade_client.connect()
self.trade_client.on_trade_publish = self.on_trade_publish
self.application.register_connection(self)
except TradeClientException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Error establishing connection with trade", "Detail": "'
+ str(e) + '"}')
self.trade_client.close()
self.close()
def write_message(self, message, binary=False):
self.application.log('OUT', self.trade_client.connection_id, message)
super(WebSocketHandler, self).write_message(message, binary)
def close(self):
self.application.log('DEBUG', self.remote_ip,
'WebSocketHandler.close() invoked')
super(WebSocketHandler, 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
cold_wallet = self.get_broker_wallet('cold', currency)
callback_url = options.callback_url + secret
if not cold_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': cold_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = options.url_payment_processor + '?' + parameters
print "invoking .. ", url_payment_processor
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
self.write_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)
}))
return
except Exception as e:
self.write_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)
}))
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 is_user_logged(self):
if not self.user_response:
return False
return self.user_response.get('UserStatus') == 1
def get_broker_wallet(self, type, currency):
if not self.user_response:
return
broker = self.user_response.get('Broker')
if not broker:
return
if 'CryptoCurrencies' not in broker:
return
broker_crypto_currencies = broker['CryptoCurrencies']
for crypto_currency in broker_crypto_currencies:
if crypto_currency['CurrencyCode'] == currency:
for wallet in crypto_currency['Wallets']:
if wallet['type'] == type:
return wallet['address']
def on_close(self):
self.application.log('DEBUG', self.trade_client.connection_id,
'WebSocketHandler.on_close')
self.application.unregister_connection(self)
self.trade_client.close()
def on_trade_history_request(self, msg):
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
filter = msg.get('Filter')
offset = page * page_size
columns = [
'TradeID', 'Market', 'Side', 'Price', 'Size', 'Buyer', 'Seller',
'Created'
]
trade_list = generate_trade_history(page_size, offset)
response_msg = {
'MsgType': 'U33', # TradeHistoryResponse
'TradeHistoryReqID': msg.get('TradeHistoryReqID'),
'Page': page,
'PageSize': page_size,
'Columns': columns,
'TradeHistoryGrp': trade_list
}
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
def on_security_status_request(self, msg):
# Generate a FullRefresh
req_id = msg.get('SecurityStatusReqID')
# Disable previous Snapshot + Update Request
if int(msg.get('SubscriptionRequestType')) == 2:
if req_id in self.sec_status_subscriptions:
del self.sec_status_subscriptions[req_id]
return
instruments = msg.get('Instruments')
if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.sec_status_subscriptions:
self.sec_status_subscriptions[req_id] = []
for instrument in instruments:
ss = generate_security_status(instrument, req_id)
self.write_message(str(json.dumps(ss, cls=JsonEncoder)))
# Snapshot + Updates
if int(msg.get('SubscriptionRequestType')) == 1:
self.sec_status_subscriptions[req_id].append(
SecurityStatusPublisher(req_id, instrument,
self.on_send_json_msg_to_user))
def on_market_data_request(self, msg):
# Generate a FullRefresh
req_id = msg.get('MDReqID')
# Disable previous Snapshot + Update Request
if int(msg.get('SubscriptionRequestType')) == 2:
if req_id in self.md_subscriptions:
del self.md_subscriptions[req_id]
return
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates
if req_id not in self.md_subscriptions:
self.md_subscriptions[req_id] = []
for instrument in instruments:
md = generate_md_full_refresh(instrument, market_depth, entries,
req_id)
self.write_message(str(json.dumps(md, cls=JsonEncoder)))
# Snapshot + Updates
if int(msg.get('SubscriptionRequestType')) == 1:
self.md_subscriptions[req_id].append(
MarketDataPublisher(req_id, market_depth, entries,
instrument,
self.on_send_json_msg_to_user))
def on_send_json_msg_to_user(self, sender, json_msg):
s = json.dumps(json_msg, cls=JsonEncoder)
self.write_message(s)
