def main(argv=sys.argv):
config_uri = argv[1]
setup_logging(config_uri)
settings = get_appsettings(config_uri)
engine = engine_from_config(settings, 'sqlalchemy.')
DBSession.configure(bind=engine)
storeData = StoreOrderBookData(settings['kafka.url'])
def __init__(self, kafka_url: str):
self.log.info("Initialized with kafka_url=" + kafka_url)
self.consumer = KafkaConsumer(
bootstrap_servers=kafka_url,
value_deserializer=lambda v: json.loads(v))
self.consumer.subscribe(['orderbook'])
self.log.debug("Init OK")
while (1):
with transaction.manager:
self.log.debug("Polling records")
records = self.consumer.poll(1000)
orderbook = None
for key in records:
self.log.debug("Got " + str(len(records[key])) +
" records")
for record in records[key]:
orderbook = OrderBook(json.loads(record.value))
if orderbook != None:
self.log.debug("Got latest orderbook=" + repr(orderbook))
storage: OrderBookStorage = DBSession.query(
OrderBookStorage).filter_by(id=1).one()
storage.asks = orderbook.asks
storage.bids = orderbook.bids
self.log.debug("Stored latest orderbook status")
def put_place_limit_order(request: Request):
user = map_user(request)
if user == None:
return {"error": "no auth"}
else:
user_id = user.id
amount = float(request.matchdict['amount'])
price = float(request.matchdict['price'])
type = request.matchdict['type']
log.debug("New order for data:" + json.dumps({"amount":amount, "price":price, "type":type, "owner_id":user_id}))
with transaction.manager:
user = DBSession.query(User).filter_by(id=user_id).one()
if type == "ASK":
if user.stuff >= amount:
user.stuff = float(user.stuff) - amount
else:
log.debug("User does not have enough stuff")
return None
elif type == "BID":
if user.balance >= price*amount:
user.balance = float(user.balance) - price*amount
else:
log.debug("User does not have enough funds")
return None
order = {"id": str(uuid4()), "amount": amount, "price": price, "operation": "ADD", "type": type, "owner_id": user_id}
producer: KafkaProducer = request.registry.kafka_producer
log.debug("Placing order into queue" + json.dumps(order))
producer.send(topic='limit_order', value=order)
log.debug("Order successfully placed in the queue")
return order
def get_user_details(request):
user = map_user(request)
if user == None:
return {"error": "no auth"}
else:
user_id = user.id
user = DBSession.query(User).filter_by(id=user_id).one()
return user.toDict()
def map_user(request):
if (request.authorization is not None):
if (JWSig().unpack(request.authorization.params).valid()):
username = JWT().unpack(request.authorization.params).payload()['preferred_username']
#map username to userid
user = DBSession.query(User).filter_by(name=username).first()
return user
return None
def get_user_orders(request):
user = map_user(request)
if user == None:
return {"error": "no auth"}
else:
user_id = user.id
orders = DBSession.query(Order).filter_by(user_id=user_id).all()
orders_array = []
for order in orders:
orders_array.append(order.toDict())
return orders_array
def get_orderbook(request):
log.debug("Requested BID orderbooks")
return DBSession.query(OrderBookStorage).one().bids