def do_receipt_list(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
if args.org is not None:
org_obj = try_get_then_lookup(
state, 'organization',
['organization:ticker', 'organization:pricing-source'], args.org)
if org_obj is not None:
ListWriter(state, 'receipt', args.full,
args.yaml).write('PayeeId', org_obj.get('object-id'))
else:
raise ClientException("{} does not match an organization".format(
args.org))
elif args.bond is not None:
bond_obj = try_get_then_lookup(state, 'bond',
['bond:isin', 'bond:cusip'], args.bond)
if bond_obj is not None:
ListWriter(state, 'receipt', args.full,
args.yaml).write('BondId', bond_obj.get('object-id'))
else:
raise ClientException("{} does not match a bond".format(args.bond))
else:
ListWriter(state, 'receipt', args.full, args.yaml).write()
def do_bond_list(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
ListWriter(state, 'bond', args.full, args.yaml).write()
def do_quote_list(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
if args.org is not None:
org_obj = try_get_then_lookup(
state, 'organization',
['organization:ticker', 'organization:pricing-source'], args.org)
if org_obj is not None:
ListWriter(state, 'quote', args.full,
args.yaml).write('Firm', org_obj.get('pricing-source'))
else:
raise ClientException("{} does not match an organization".format(
args.org))
elif args.user is not None:
user_obj = try_get_then_lookup(
state, 'participant',
['participant:username', 'participant:key-id'], args.user)
if user_obj is not None:
ListWriter(state, 'quote', args.full,
args.yaml).write('CreatorId', user_obj.get('object-id'))
else:
raise ClientException("{} does not match a user".format(args.user))
else:
ListWriter(state, 'quote', args.full, args.yaml).write()
def do_holding_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
org_obj = try_get_then_lookup(state, 'holding', [], args.identifier)
ShowWriter(org_obj, 'holding', args.identifier).write()
def do_org_list(args, config):
url = config.get("DEFAULT", 'url')
key_file = config.get("DEFAULT", 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
state = client.get_all_store_objects()
ListWriter(state, 'organization', args.full, args.yaml).write()
def do_bond_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
bond_obj = try_get_then_lookup(state, 'bond', ['bond:isin', 'bond:cusip'],
args.identifier)
ShowWriter(bond_obj, 'bond', args.identifier).write()
def do_settlement_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
object_id = vars(args).get('object-id')
settlement_obj = try_get_then_lookup(state, 'settlement',
['settlement:order-id'], object_id)
ShowWriter(settlement_obj, 'settlement', object_id).write()
def do_user_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
user_obj = try_get_then_lookup(
state, 'participant', ['participant:username', 'participant:key-id'],
args.identifier)
ShowWriter(user_obj, 'User', args.identifier).write()
def do_org_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
org_obj = try_get_then_lookup(
state, 'organization',
['organization:ticker', 'organization:pricing-source'],
args.identifier)
ShowWriter(org_obj, 'organization', args.identifier).write()
def do_holding_list(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
if args.org is not None:
org_obj = try_get_then_lookup(
state, 'organization',
['organization:ticker', 'organization:pricing-source'], args.org)
if org_obj is None:
raise ClientException("--org did not specify an organization")
ListWriter(state, 'holding', args.full,
args.yaml).write('OwnerId', org_obj.get('object-id'))
else:
ListWriter(state, 'holding', args.full, args.yaml).write()
def do_settlement_list(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
if args.creator is not None:
user_obj = try_get_then_lookup(
state, 'participant',
['participant:username', 'participant:key-id'], args.creator)
if user_obj is not None:
ListWriter(state, 'settlement', args.full,
args.yaml).write('CreatorId', user_obj.get('object-id'))
else:
raise ClientException("{} does not match a user".format(
args.creator))
else:
ListWriter(state, 'settlement', args.full, args.yaml).write()
def do_order_create(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
username = config.get("DEFAULT", 'username')
client = BondClient(base_url=url, keyfile=key_file)
args_dict = vars(args)
store = client.get_all_store_objects()
limit_price = None
if args_dict.get('order-type') == 'Limit':
if args.limit_price is not None:
limit_price = args.limit_price
if args.firm_id is None:
firm_id = args.firm_id
try:
firm_id = try_get_then_lookup(store, 'participant',
['participant:username'],
username)["firm-id"]
print firm_id
except KeyError:
pass
else:
firm_id = args.firm_id
client.create_order(args.action,
args_dict.get('order-type'),
firm_id,
args.quantity,
args.isin,
args.cusip,
limit_price,
object_id=args.object_id)
if args.wait:
client.wait_for_commit()
def do_order_show(args, config):
url = config.get("DEFAULT", 'url')
client = BondClient(base_url=url, keyfile=None)
state = client.get_all_store_objects()
order_obj = try_get_then_lookup(state, 'order', [], args.identifier)
ShowWriter(order_obj, 'order', args.identifier).write()
if order_obj is not None and order_obj.get('status') == 'Settled':
settlement_obj = None
try:
settlement_obj = state.lookup('settlement:order-id',
order_obj.get('object-id'))
print "Settlement:"
print "----------------------------------------------------"
except KeyError:
pass
ShowWriter(settlement_obj, 'settlement',
order_obj.get('object-id')).write()
def do_load(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
for filename in args.filename:
try:
with open(filename) as fd:
data = yaml.load(fd)
except IOError, ioe:
raise ClientException("IOError: {}".format(str(ioe)))
print "Loading file: {}".format(filename)
with UpdateBatch(client):
for i in xrange(0, len(data['Transactions'])):
for j in xrange(0, len(data['Transactions'][i]["Updates"])):
update = data['Transactions'][i]["Updates"][j]
if "ObjectId" not in update:
update["ObjectId"] = \
hashlib.sha256(dict2cbor(update)).hexdigest()
print "Sending transaction {}, {}...".format(i, j)
print "Update ", update
client.send_bond_update(update)
if args.wait:
client.wait_for_commit()
def do_org_create(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
client.create_org(args.name, args.object_id, args.industry, args.ticker,
args.pricing_src, args.auth)
if args.wait:
client.wait_for_commit()
def do_user_register(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
username = config.get('DEFAULT', 'username')
client = BondClient(base_url=url, keyfile=key_file)
client.create_participant(username, args.firm_id)
if args.wait:
client.wait_for_commit()
def do_settlement_create(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
args_dict = vars(args)
client.create_settlement(args_dict.get('order-id'), args.object_id)
if args.wait:
client.wait_for_commit()
def do_user_update(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
key_dir = config.get("DEFAULT", 'key_dir')
username = config.get("DEFAULT", 'username')
args_dict = vars(args)
print args_dict
client = BondClient(base_url=url, keyfile=key_file)
client.update_participant(args_dict.get("object-id"),
username=args.username,
firm_id=args.firm_id)
# need to change the username in bond.cfg and the .wif filename
if args.username is not None:
change_wif_and_addr_filename(key_dir, username, args.username)
change_config('username', args.username)
if args.wait:
client.wait_for_commit()
def do_holding_create(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
state = client.get_all_store_objects()
args_dict = vars(args)
org = try_get_then_lookup(
state, "organization",
["organization:ticker", "organization:pricing_source"], args.owner)
if args_dict.get("asset-type") == "Currency":
asset_id = args_dict.get("asset-id")
else:
asset_id = try_get_then_lookup(state, "bond",
["bond:cusip", "bond:isin"],
args_dict.get("asset-id"))["object-id"]
client.create_holding(org["object-id"], args_dict.get("asset-type"),
asset_id, args.amount, args.object_id)
if args.wait:
client.wait_for_commit()
def do_quote_create(args, config):
url = config.get('DEFAULT', 'url')
key_file = config.get('DEFAULT', 'key_file')
client = BondClient(base_url=url, keyfile=key_file)
args_dict = vars(args)
try:
fp = float(args_dict.get('bid-price'))
bid_price = float_to_bondprice(fp)
except ValueError:
bid_price = args_dict.get('bid-price')
try:
fp = float(args_dict.get('ask-price'))
ask_price = float_to_bondprice(fp)
except ValueError:
ask_price = args_dict.get('ask-price')
client.create_quote(args.firm, args_dict.get('ask-qty'), ask_price,
args_dict.get('bid-qty'), bid_price, args.isin,
args.cusip, args.object_id)
if args.wait:
client.wait_for_commit()
def on_will_start(self):
# Note that the simulator will have already let us know about
# the initial list of validators. So, we can simply use the
# first client to submit our initial transactions.
try:
# Before the simulator starts, we will do any setup of
# participants, etc., if the configuration tells us to do so
setup_file = self.config.get('BondWorkload', 'setup_file')
# Now read in the setup file, which is to be in YAML format,
# and process the transactions.
with open(setup_file) as fd:
data = yaml.load(fd)
# Unless we know about at least one validator, we cannot load
# the setup date
if len(self._clients) > 0:
transactions = []
organizations = []
with self._create_temporary_key_file() as key_file:
client = \
BondClient(
base_url=self._clients[0].bond_client.base_url,
keyfile=key_file.name)
LOGGER.info(
'Submit initial transactions from %s to %s',
setup_file,
client.base_url)
for transaction in data['Transactions']:
try:
transactions.append(
client.send_bond_txn(transaction))
# Add any organizations with a pricing source so
# later we can add market maker role authorizations
organizations.extend(
[u for u in transaction['Updates']
if u['UpdateType'] == 'CreateOrganization'
and u.get('PricingSource') is not None
and u.get('ObjectId') is not None])
except (InvalidTransactionError,
UniqueConstraintError) as err:
LOGGER.error('Transaction failed: %s', err)
LOGGER.info(
'Wait for transactions to commit on %s',
client.base_url)
client.wait_for_commit()
# It is not enough to have waited for the client to which
# bond setup transactions were issued to commit. We really
# want to make sure that all of the validators have the
# transactions before we begin as once things get started we
# will issue new transactions to random validators.
LOGGER.info(
'Wait for transactions to propagate to all validators')
self._wait_for_all_to_commit(transactions)
# Because we may have loaded organizations that can create
# quotes (i.e., have a pricing source), we want to be sure
# to catch them here as well since they may not have
# already been in the system. So, run through the
# transactions and look for any updates that create an
# organization with a pricing source and add market maker
# role authorizations by the participants.
for client in self._clients:
# Refresh the client state to ensure that we get the
# local store in sync so that local validation of
# transactions doesn't fail.
for organization in organizations:
try:
LOGGER.info(
'Add marketmaker role authorization to '
'%s (%s) by participant {%s}',
organization.get('Name'),
organization.get('PricingSource'),
client.id)
client.bond_client.add_authorization_to_org(
object_id=organization.get('ObjectId'),
role='marketmaker',
participant_id=client.id)
# Because we succeeded, we can add the
# organization to the client so it can use it
# when it starts issuing orders/quotes. We will
# also keep the transaction ID so we can wi
client.organizations.append({
'object-id': organization.get('ObjectId'),
'name': organization.get('Name'),
'pricing-source':
organization.get('PricingSource')
})
except (InvalidTransactionError,
UniqueConstraintError) as err:
LOGGER.error('Transaction failed: %s', err)
else:
LOGGER.warning(
'Cannot pre-load bond transactions as we do not have any '
'known validators')
except ConfigParser.NoSectionError:
LOGGER.warning(
'Configuration does not contain BondWorkload section. '
'Will not pre-load bond transactions before starting.')
except ConfigParser.NoOptionError:
LOGGER.warning(
'Configuration BondWorkload section does not contain a '
'setup_file option. Will not pre-load bond transactions '
'before starting.')
except IOError as err:
LOGGER.warning('Failed to pre-load bond transactions: %s', err)
# Ensure that all clients have fresh state of the new transactions
# that we submitted and that all transactions submitted to the client
# are committed
for client in self._clients:
LOGGER.info(
'Wait for all transactions on %s to commit',
client.bond_client.base_url)
client.bond_client.wait_for_commit()
# Fetch the state from the first client and find the list of bonds so
# we can use them to issue orders
state = self._clients[0].bond_client.get_all_store_objects()
bond_list = [b for b in state.iteritems() if
b[1]["object-type"] == 'bond']
self._bond_ids = \
[BondIdentifier(isin=b.get('isin'), cusip=b.get('cusip'))
for _, b in bond_list]
if len(self._bond_ids) == 0:
raise \
Exception('There are no bonds to issue orders/quotes against')
def on_validator_discovered(self, url):
# We need a key file for the client then create a new client and add
# it to our cadre of clients to use. For each client, we are going to
# get the list of organizations it knows about. For any organization
# that has a pricing source (i.e., can be a market maker) that is not
# one of our made up ones (i.e., starts with Z), we are going to add
# an authorization to it for the newly-created participant and
# role of market maker. If the client has no such organizations, we
# will create one of our own. Later on we will be able to issue orders
# and quotes against this(these) organization(s). It is important
# that orders (buy/sell) and quotes be issued from the same client
# that creates the participant.
with self._create_temporary_key_file() as key_file:
try:
client = BondClient(base_url=url, keyfile=key_file.name)
# Participant and organization names are limited to 16
# characters and a full ISO formatted date/time is too long
# so generate something that can be used as a fairly random
# string of 14 characters
random_name = \
hashlib.md5(datetime.now().isoformat()).hexdigest()
participant_name = 'P_{0:.14s}'.format(random_name)
participant_id = 'intel_simparticipant_{0}'.format(random_name)
LOGGER.info(
'Create participant %s with ID %s for %s',
participant_name,
participant_id,
client.base_url)
client.create_participant(
username=participant_name,
object_id=participant_id)
# Get the list of organizations that have a pricing source
# that doesn't start with Z (i.e., is one we made up).
state = client.get_all_store_objects()
organizations = []
org_list = [x[1] for x in state.iteritems() if
x[1]["object-type"] == 'organization']
for org in org_list:
pricing_source = org.get('pricing-source')
if pricing_source is not None \
and not pricing_source.startswith('Z'):
organizations.append(org)
# If there were none, then we need to create one so that we
# at least have one market maker for this client to issue
# quotes/orders against.
if len(organizations) == 0:
marketmaker_name = 'M_{0:.14s}'.format(random_name)
marketmaker_id = \
'intel_simmarketmaker_{0}'.format(random_name)
# Just in case there are market makers left lying around
# from a previous run we will keep trying until we hit a
# unique pricing source. Once successful, add this
# organization to the list
while True:
try:
pricing_source = \
next(self._pricing_source_generator)
client.create_org(
name=marketmaker_name,
object_id=marketmaker_id,
pricing_src=pricing_source)
break
except InvalidTransactionError:
pass
organizations.append({
'object-id': marketmaker_id,
'name': marketmaker_name,
'pricing-source': pricing_source
})
LOGGER.info(
'Create marketmaker %s with pricing source %s and '
'ID %s for %s',
marketmaker_name,
pricing_source,
marketmaker_id,
client.base_url)
# Now, we need to add a participant/market maker role
# authorization to each organization
for organization in organizations:
LOGGER.info(
'Add marketmaker role authorization to %s (%s) by '
'participant %s',
organization.get('name'),
organization.get('pricing-source'),
participant_id)
client.add_authorization_to_org(
object_id=organization.get('object-id'),
role='marketmaker',
participant_id=participant_id)
# Add the client to our list so that we can choose from it
# when randomly issuing new transactions.
with self._lock:
self._clients.append(
Client(
organizations=organizations,
bond_client=client,
id=participant_id))
except (InvalidTransactionError, MessageException) as err:
LOGGER.error(
'Failed to create participant and authorize '
'organization(s): %s',
err)