def getvolume(instrument):
""" Returns open orders from redis orderbook. """
#TODO: add some error checking in here
completed_book = instrument+"/completed"
orders = redis.zrange(completed_book,0,-1,withscores=True)
quote_volume = 0.0
base_volume = 0.0
for order in orders:
# I *REALLY* should not be doing this every time I go though, but it's temporary
# Note this is evaluated before gethigh and getlow when the front page is displayed so those values should be correct as well due to clean in up here
if not redis.exists(order[0]):
redis.zrem(completed_book,order[0])
continue
quote_volume += float(redis.hget(order[0],'quote_currency_amount'))
base_volume += float(redis.hget(order[0],'base_currency_amount'))
return {"quote_currency_volume":quote_volume, "base_currency_volume":base_volume}
def getvolume(instrument):
""" Returns open orders from redis orderbook. """
#TODO: add some error checking in here
completed_book = instrument+"/completed"
orders = redis.zrange(completed_book,0,-1,withscores=True)
quote_volume = 0.0
base_volume = 0.0
for order in orders:
# I *REALLY* should not be doing this every time I go though, but it's temporary
# Note this is evaluated before gethigh and getlow when the front page is displayed so those values should be correct as well due to clean in up here
if not redis.exists(order[0]):
redis.zrem(completed_book,order[0])
continue
quote_volume += float(redis.hget(order[0],'quote_currency_amount'))
base_volume += float(redis.hget(order[0],'base_currency_amount'))
return {"quote_currency_volume":quote_volume, "base_currency_volume":base_volume}
def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
print("FILLING ORDER: " + str(order))
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that
# normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue", old_order_id)
redis.srem(str(cUID) + "/orders", old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument'] + "/bid", old_order_id)
adjustbalance(
instrument.split("_")[1],
cUID,
ramount *
price,
price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument'] + "/ask", old_order_id)
adjustbalance(instrument.split("_")[0], cUID, ramount, price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable, 0, 0)
# search ask table to see if there are any orders that are at or below
# this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable, lowesthash[0])
amount_to_buy = 0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable, orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current, "amount"))
cUID = redis.hget(current, "uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount", camt - amount_to_buy)
amount_to_credit = price * ramount
adjustbalance(
quote_currency,
cUID,
price *
amount_to_buy,
price)
else:
# Our order is bigger than theirs, we can remove them from
# the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable, current)
redis.srem(str(cUID) + "/orders", current)
adjustbalance(quote_currency, cUID, price * camt, price)
co = CompletedOrder(
instrument,
'sell',
amount_to_buy,
price,
cUID)
db_session.add(co)
completedtxredis = generate_password_hash(
current + str(random.random()))
redis.hmset(
completedtxredis,
{
'price': price,
'quote_currency_amount': price *
amount_to_buy /
config.get_multiplier(quote_currency),
'base_currency_amount': amount_to_buy /
config.get_multiplier(base_currency)})
# redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist, completedtxredis, price)
if ramount == 0:
redis.srem(str(uid) + "/orders", orderid)
# TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable, orderid, price)
redis.hset(orderid, "amount", ramount)
if(amount_to_buy != 0):
# TODO: Write a completed transaction to SQL
adjustbalance(base_currency, uid, amount_to_buy, price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
# search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable, -1, -1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(
bidtable,
highesthash[0]) # unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable, orderid, price)
else:
orders = redis.zrangebyscore(bidtable, price, '+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current, "amount"))
cUID = redis.hget(current, "uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount", camt - amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency, cUID, amount_to_sell, price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable, current)
redis.srem(str(cUID) + "/orders", current)
adjustbalance(base_currency, cUID, amount_to_sell, price)
co = CompletedOrder(
instrument,
'buy',
amount_to_sell,
price,
cUID)
db_session.add(co)
completedtxredis = generate_password_hash(
current + str(random.random()))
redis.hmset(
completedtxredis,
{
'price': price,
'quote_currency_amount': price *
amount_to_sell /
config.get_multiplier(quote_currency),
'base_currency_amount': amount_to_sell /
config.get_multiplier(base_currency)})
# redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist, completedtxredis, price)
if ramount == 0:
# TODO: Write a completed transaction to SQL
redis.srem(str(uid) + "/orders", orderid)
break
if(ramount != 0):
redis.zadd(asktable, orderid, price)
redis.hset(orderid, "amount", ramount)
if(amount_to_credit != 0):
# TODO: Write a completed transaction to SQL
adjustbalance(
quote_currency,
uid,
amount_to_credit *
price,
price)
co = CompletedOrder(
instrument,
'sell',
amount_to_credit *
price,
price,
uid)
db_session.add(co)
else:
pass # TODO: throw an error, not a buy or sell
# db_session.add(b)
db_session.commit()
def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue",old_order_id)
redis.srem(str(cUID)+"/orders",old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument']+"/bid",old_order_id)
adjustbalance(instrument.split("_")[1],cUID,ramount*price,price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument']+"/ask",old_order_id)
adjustbalance(instrument.split("_")[0],cUID,ramount,price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable,0,0)
#search ask table to see if there are any orders that are at or below this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable,lowesthash[0])
amount_to_buy = 0.0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable,orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_buy)
amount_to_credit = price*ramount
adjustbalance(quote_currency,cUID,price*amount_to_buy,price)
else:
# Our order is bigger than theirs, we can remove them from the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(quote_currency,cUID,price*camt,price)
co = CompletedOrder(instrument, 'sell', amount_to_buy, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_buy/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_buy/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
redis.srem(str(uid)+"/orders",orderid)
#TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable,orderid, price)
redis.hset(orderid,"amount",ramount)
if(amount_to_buy != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(base_currency,uid,amount_to_buy,price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
#search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable,-1,-1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(bidtable,highesthash[0]) #unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable,orderid,price)
else:
orders = redis.zrangebyscore(bidtable,price,'+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency,cUID,amount_to_sell,price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(base_currency,cUID,amount_to_sell,price)
co = CompletedOrder(instrument, 'buy', amount_to_sell, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_sell/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_sell/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
#TODO: Write a completed transaction to SQL
redis.srem(str(uid)+"/orders",orderid)
break
if(ramount != 0):
redis.zadd(asktable,orderid,price)
redis.hset(orderid,"amount",ramount)
if(amount_to_credit != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(quote_currency,uid,amount_to_credit*price,price)
co = CompletedOrder(instrument, 'sell', amount_to_credit*price, price, uid)
db_session.add(co)
else:
pass #TODO: throw an error, not a buy or sell
#db_session.add(b)
db_session.commit()