def get_instrument(self, instmt_id):
"""
Return the instrument object by instrument id
:param instmt_id: Instrument ID
:return Instrument object
"""
exchange_name = self.config.get(instmt_id, 'exchange')
instmt_name = self.config.get(instmt_id, 'instmt_name')
instmt_code = self.config.get(instmt_id, 'instmt_code')
enabled = int(self.config.get(instmt_id, 'enabled'))
params = dict(self.config.items(instmt_id))
del params['exchange']
del params['instmt_name']
del params['instmt_code']
del params['enabled']
if enabled == 1:
return Instrument(exchange_name, instmt_name, instmt_code,
**params)
else:
return None
:return List of threads
"""
instmt.set_l2_depth(L2Depth(5))
instmt.set_prev_l2_depth(L2Depth(5))
instmt.set_instmt_snapshot_table_name(
self.get_instmt_snapshot_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
self.init_instmt_snapshot_table(instmt)
instmt.set_recovered(False)
t1 = threading.Thread(
target=partial(self.get_order_book_worker, instmt))
t2 = threading.Thread(target=partial(self.get_trades_worker, instmt))
t1.start()
t2.start()
return [t1, t2]
if __name__ == '__main__':
Logger.init_log()
exchange_name = 'Poloniex'
instmt_name = 'BTCETH'
instmt_code = 'BTC_ETH'
instmt = Instrument(exchange_name, instmt_name, instmt_code)
db_client = SqlClientTemplate()
exch = ExchGwPoloniex([db_client])
instmt.set_l2_depth(L2Depth(5))
instmt.set_prev_l2_depth(L2Depth(5))
instmt.set_recovered(False)
# exch.get_order_book_worker(instmt)
exch.get_trades_worker(instmt)
instmt.get_instmt_name()))
self.init_instmt_snapshot_table(instmt)
instmt.set_recovered(False)
t1 = threading.Thread(
target=partial(self.get_order_book_worker, instmt))
t1.start()
t2 = threading.Thread(target=partial(self.get_trades_worker, instmt))
t2.start()
return [t1, t2]
if __name__ == '__main__':
Logger.init_log()
exchange_name = 'Quoine'
instmt_name = 'BTCUSD'
instmt_code = '1'
instmt = Instrument(exchange_name, instmt_name, instmt_code)
db_client = SqlClientTemplate()
exch = ExchGwQuoine([db_client])
instmt.set_l2_depth(L2Depth(5))
instmt.set_prev_l2_depth(L2Depth(5))
instmt.set_order_book_table_name(
exch.get_order_book_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
instmt.set_trades_table_name(
exch.get_trades_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
instmt.set_recovered(False)
# exch.get_order_book_worker(instmt)
exch.get_trades_worker(instmt)
self.init_instmt_snapshot_table(instmt)
instmt.set_recovered(False)
# t1 = Process(target=partial(self.get_order_book_worker, instmt))
# t2 = Process(target=partial(self.get_trades_worker, instmt))
t1 = threading.Thread(
target=partial(self.get_order_book_worker, instmt))
t2 = threading.Thread(target=partial(self.get_trades_worker, instmt))
t1.start()
t2.start()
return [t1, t2]
if __name__ == '__main__':
Logger.init_log()
exchange_name = 'Cryptopia'
instmt_name = 'BTXBTC'
instmt_code = 'BTX_BTC'
instmt = Instrument(exchange_name, instmt_name, instmt_code)
db_client = SqlClientTemplate()
exch = ExchGwCryptopia([db_client])
instmt.set_l2_depth(L2Depth(5))
instmt.set_prev_l2_depth(L2Depth(5))
instmt.set_instmt_snapshot_table_name(
exch.get_instmt_snapshot_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
exch.init_instmt_snapshot_table(instmt)
instmt.set_recovered(False)
# exch.get_order_book_worker(instmt)
exch.get_trades_worker(instmt)
def start(self, instmt):
"""
Start the exchange gateway
:param instmt: Instrument
:return List of threads
"""
instmt.set_l2_depth(L2Depth(5))
instmt.set_prev_l2_depth(L2Depth(5))
instmt.set_instmt_snapshot_table_name(
self.get_instmt_snapshot_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
self.init_instmt_snapshot_table(instmt)
return [
self.api_socket.connect(
self.api_socket.get_link(),
on_message_handler=partial(self.on_message_handler, instmt),
on_open_handler=partial(self.on_open_handler, instmt),
on_close_handler=partial(self.on_close_handler, instmt))
]
if __name__ == '__main__':
exchange_name = 'BitMEX'
instmt_name = 'XBTUSD'
instmt_code = 'XBTUSD'
instmt = Instrument(exchange_name, instmt_name, instmt_code)
db_client = SqlClientTemplate()
Logger.init_log()
exch = ExchGwBitmex([db_client])
td = exch.start(instmt)
