def on_ord_upd(self, ord_upd):
super(OrderManager, self).on_ord_upd(ord_upd)
# persist
if hasattr(self, "store") and self.store and self.persist_mode != PersistenceMode.RealTime:
self.store.save_ord_status_upd(ord_upd)
# update order
order = self.order_dict["%s.%s" % (ord_upd.cl_id, ord_upd.cl_ord_id)]
order.on_ord_upd(ord_upd)
# enrich the cl_id and cl_ord_id
ord_upd.cl_id = order.cl_id
ord_upd.cl_ord_id = order.cl_ord_id
# notify portfolio
portfolio = self.app_context.portf_mgr.get_portfolio(order.portf_id)
if portfolio:
portfolio.on_ord_upd(ord_upd)
else:
logger.warn("portfolio [%s] not found for order cl_id [%s] cl_ord_id [%s]" % (
order.portf_id, order.cl_id, order.cl_ord_id))
# notify stg
stg = self.app_context.stg_mgr.get(order.cl_id)
if stg:
stg.oon_ord_upd(ord_upd)
else:
logger.warn(
"stg [%s] not found for order cl_id [%s] cl_ord_id [%s]" % (order.cl_id, order.cl_id, order.cl_ord_id))
# persist
self._save_order(order)
def send_order(self, new_ord_req):
if new_ord_req.id() in self.order_dict:
raise Exception(
"ClientOrderId has been used!! cl_id = %s, cl_ord_id = %s" %
(new_ord_req.cl_id, new_ord_req.cl_ord_id))
# persist
if hasattr(
self, "store"
) and self.store and self.persist_mode != PersistenceMode.RealTime:
self.store.save_new_order_req(new_ord_req)
order = Order(new_ord_req)
self.order_dict[order.id()] = order
if order.broker_id:
broker = self.app_context.provider_mgr.get(order.broker_id)
if broker:
broker.on_new_ord_req(new_ord_req)
else:
logger.warn(
"broker [%s] not found for order cl_id [%s] cl_ord_id [%s]"
% (order.broker_id, order.cl_id, order.cl_ord_id))
# persist
self._save_order(order)
return order
def on_ord_upd(self, ord_upd):
super(OrderManager, self).on_ord_upd(ord_upd)
# persist
if hasattr(self, "store") and self.store and self.persist_mode != PersistenceMode.RealTime:
self.store.save_ord_status_upd(ord_upd)
# update order
order = self.order_dict["%s.%s" % (ord_upd.cl_id, ord_upd.cl_ord_id)]
order.on_ord_upd(ord_upd)
# enrich the cl_id and cl_ord_id
ord_upd.cl_id = order.cl_id
ord_upd.cl_ord_id = order.cl_ord_id
# notify portfolio
portfolio = self.app_context.portf_mgr.get_portfolio(order.portf_id)
if portfolio:
portfolio.on_ord_upd(ord_upd)
else:
logger.warn("portfolio [%s] not found for order cl_id [%s] cl_ord_id [%s]" % (
order.portf_id, order.cl_id, order.cl_ord_id))
# notify stg
stg = self.app_context.stg_mgr.get(order.cl_id)
if stg:
stg.oon_ord_upd(ord_upd)
else:
logger.warn(
"stg [%s] not found for order cl_id [%s] cl_ord_id [%s]" % (order.cl_id, order.cl_id, order.cl_ord_id))
# persist
self._save_order(order)
def send_order(self, new_ord_req):
if new_ord_req.id() in self.order_dict:
raise Exception(
"ClientOrderId has been used!! cl_id = %s, cl_ord_id = %s" % (new_ord_req.cl_id, new_ord_req.cl_ord_id))
# persist
if hasattr(self, "store") and self.store and self.persist_mode != PersistenceMode.RealTime:
self.store.save_new_order_req(new_ord_req)
order = Order(new_ord_req)
self.order_dict[order.id()] = order
if order.broker_id:
broker = self.app_context.provider_mgr.get(order.broker_id)
if broker:
broker.on_new_ord_req(new_ord_req)
else:
logger.warn("broker [%s] not found for order cl_id [%s] cl_ord_id [%s]" % (
order.broker_id, order.cl_id, order.cl_ord_id))
# persist
self._save_order(order)
return order
def connectionClosed(self):
logger.warn("connectionClosed")
def connectionClosed(self):
logger.warn("connectionClosed")