def replace_orders(self, request):
logging.info('replace_orders %s' % request)
now = datetime.datetime.now()
replaceOrders = []
marketId = request['params']['marketId']
status = self.market_data[marketId]['status']
if status != 'OPEN':
synResponse = {"jsonrpc": "2.0",
"result": {'status': 'FAILURE',
'reason': 'MARKET_SUSPENDED'},
"id": 1}
return synResponse
for replaceInstructions in request['params']['instructions']:
betId = replaceInstructions['betId']
newPrice = replaceInstructions['newPrice']
if marketId in self.order_holder and betId in self.order_holder[marketId]:
size = self.order_holder[marketId][betId]['size']
sizeMatchedOld = self.order_holder[marketId][betId]['sizeMatched']
sizeRemaining = self.order_holder[marketId][betId]['sizeRemaining']
sizeCancelled = self.order_holder[marketId][betId]['sizeCancelled']
selectionId = self.order_holder[marketId][betId]['selectionId']
side = self.order_holder[marketId][betId]['side']
persistenceType = self.order_holder[marketId][betId]['persistenceType']
orderType = self.order_holder[marketId][betId]['orderType']
statusFlag = self.order_holder[marketId][betId]['statusFlag']
if statusFlag == 'PENDING':
self.order_holder[marketId][betId]['sizeCancelled'] = sizeRemaining
self.order_holder[marketId][betId]['sizeRemaining'] = 0.0
self.order_holder[marketId][betId]['statusFlag'] = 'MATCHED'
self.order_holder[marketId][betId]['onTop'] = 0.0
self.transaction_bet_id = str(int(self.transaction_bet_id) + 1)
newBetId = self.transaction_bet_id
self.order_holder[marketId][newBetId] = orderPlaceHolder.copy()
self.order_holder[marketId][newBetId]['selectionId'] = selectionId
self.order_holder[marketId][newBetId]['price'] = float(newPrice)
self.order_holder[marketId][newBetId]['size'] = float(sizeRemaining)
self.order_holder[marketId][newBetId]['side'] = side
self.order_holder[marketId][newBetId]['sizeRemaining'] = float(sizeRemaining)
self.order_holder[marketId][newBetId]['persistenceType'] = persistenceType
self.order_holder[marketId][newBetId]['orderType'] = orderType
self.order_holder[marketId][newBetId]['placedDate'] = now
self.order_holder[marketId][newBetId]['dateCreated'] = now
self.order_holder[marketId][newBetId]['dateUpdated'] = now
self.initial_match(marketId)
averagePriceMatched = self.order_holder[marketId][newBetId]['averagePriceMatched']
sizeMatched = self.order_holder[marketId][newBetId]['sizeMatched']
t = {"status": "SUCCESS",
"cancelInstructionReport": {"status": "SUCCESS",
"instruction": {"betId": betId},
"sizeCancelled": round(sizeRemaining, 2)},
"placeInstructionReport": {"status": "SUCCESS",
"instruction": {"selectionId": selectionId,
"limitOrder": {"size": round(sizeRemaining, 2),
"price": newPrice,
"persistenceType": "LAPSE"},
"orderType": "LIMIT",
"side": side},
"betId": newBetId,
"placedDate": str(now),
"averagePriceMatched": averagePriceMatched,
"sizeMatched": round(sizeMatched, 2)}}
if sizeMatchedOld == 0.0:
del self.order_holder[marketId][betId]
else:
t = {'status': 'FAILURE',
'reason': 'BET_TAKEN_OR_LAPSED'}
else:
t = {'status': 'FAILURE',
'reason': 'INVALID_BET_ID'}
replaceOrders.append(t)
synResponse = {'result': {'marketId': marketId,
'instructionReports': replaceOrders,
'status': 'SUCCESS'},
'jsonrpc': '2.0', 'id': 1}
logging.info('replace_orders %s' % synResponse)
return synResponse
def place_orders(self, request):
logging.info('placeOrders Req %s %s' % (self.prices.virtual_countdown, request))
synResponse = []
betIds = []
marketId = request['params']['marketId']
status = self.market_data[marketId]['status']
if status != 'OPEN':
synResponse = {"jsonrpc": "2.0",
"result": {'status': 'FAILURE',
'reason': 'MARKET_SUSPENDED'},
"id": 1}
return synResponse
now = datetime.datetime.now()
try:
self.order_holder[marketId]
except KeyError:
self.order_holder[marketId] = {}
for order in request['params']['instructions']:
try:
self.order_holder[marketId]
except KeyError:
self.order_holder[marketId] = {}
self.transaction_bet_id = str(int(self.transaction_bet_id) + 1)
betId = self.transaction_bet_id
self.order_holder[marketId][betId] = orderPlaceHolder.copy()
self.order_holder[marketId][betId]['selectionId'] = order['selectionId']
self.order_holder[marketId][betId]['price'] = float(order['limitOrder']['price'])
self.order_holder[marketId][betId]['size'] = float(order['limitOrder']['size'])
self.order_holder[marketId][betId]['side'] = order['side']
self.order_holder[marketId][betId]['sizeRemaining'] = float(order['limitOrder']['size'])
self.order_holder[marketId][betId]['persistenceType'] = order['limitOrder']['persistenceType']
self.order_holder[marketId][betId]['orderType'] = order['orderType']
self.order_holder[marketId][betId]['placedDate'] = now
self.order_holder[marketId][betId]['dateCreated'] = now
self.order_holder[marketId][betId]['statusFlag'] = 'INITIAL'
self.order_holder[marketId][betId]['dateUpdated'] = now
betIds.append(betId)
# todo, check: market, selection, price, side, persistanceType, orderType
self.initial_match(marketId) # calculate onTop
for betId in betIds: # createResponse
re = {"status": "SUCCESS",
"instruction": {"selectionId": int(self.order_holder[marketId][betId]['selectionId']),
"handicap": 0.0,
"limitOrder": {"size": self.order_holder[marketId][betId]['size'],
"price": self.order_holder[marketId][betId]['price'],
"persistenceType": self.order_holder[marketId][betId]['persistenceType']},
"orderType": self.order_holder[marketId][betId]['orderType'],
"side": self.order_holder[marketId][betId]['side']},
"betId": betId,
"placedDate": str(self.order_holder[marketId][betId]['placedDate']),
"averagePriceMatched": self.order_holder[marketId][betId]['averagePriceMatched'],
"sizeMatched": self.order_holder[marketId][betId]['sizeMatched']}
synResponse.append(re)
synResponse = {"jsonrpc": "2.0",
"result": {"status": "SUCCESS",
"marketId": marketId,
"instructionReports": synResponse},
"id": 1}
logging.info('place_orders Resp %s' % synResponse)
return synResponse
