class ScheInterface(object):
def __init__(self, job_type, store_executor_alias, process_count):
self.sche = TornadoScheduler()
self.host = MONGO_CONFIG.get('host')
self.mongo_client = MongoClient(self.host)
self.job_type = job_type
self.mongo_job_store = MongoDBJobStore(collection='job',
database=DBNAME,
client=self.mongo_client)
self.store_executor_alise = store_executor_alias
self.process_poll = ProcessPoolExecutor(process_count)
def add_date_job(self, func, args, run_date, max_instances, listener_fun):
self.sche.add_jobstore(self.mongo_job_store,
alias=self.store_executor_alise)
self.sche.add_executor(self.process_poll,
alias=self.store_executor_alise)
self.sche.add_listener(listener_fun,
EVENT_JOB_ERROR | EVENT_JOB_MISSED)
try:
self.sche.add_job(func,
self.job_type,
args=args,
run_date=run_date,
max_instances=max_instances,
jobstore=self.store_executor_alise)
return True
except Exception:
return False
def on_tick():
tick_logger = logging.getLogger(__name__)
try:
last = snapshotter.snap_last_trade('BTC-USD')
rxt = datetime.datetime.now(pytz.utc)
px = float(last['price'])
qty = float(last['size'])
last_row = [{'index': rxt, 'price': px, 'qty': qty}]
tick_lib.write('BTC-USD', last_row, metadata={'source': 'CoinbasePro'})
tick_logger.info("wrote latest trade to Arctic: {} @ {}".format(
qty, px))
except CoinbaseAPIError:
tick_logger.info(
"ignoring transient error from Coinbase Pro API; will retry")
if __name__ == '__main__':
scheduler = TornadoScheduler()
scheduler.add_jobstore(MemoryJobStore())
scheduler.add_executor(TornadoExecutor())
scheduler.add_job(on_tick, 'interval', minutes=1)
scheduler.start()
# Execution will block here until Ctrl+C (Ctrl+Break on Windows) is pressed.
try:
logger.info("starting Tornado")
IOLoop.instance().start()
except (KeyboardInterrupt, SystemExit):
pass
