def __init__(self, application, request, **kwargs):
super(WebSocketHandler, self).__init__(application, request, **kwargs)
self.remote_ip = request.headers.get(
'X-Forwarded-For',
request.headers.get('X-Real-Ip', request.remote_ip))
application.log('INFO', 'CONNECTION_OPEN', self.remote_ip)
self.trade_client = TradeClient(self.application.zmq_context,
self.application.trade_in_socket,
options.trade_pub)
self.md_subscriptions = {}
self.sec_status_subscriptions = {}
self.user_response = None
def __init__(self, opt):
handlers = [
(r'/', WebSocketHandler), (r'/get_deposit(.*)', DepositHandler),
(r'/_webhook/verification_form', VerificationWebHookHandler),
(r'/_webhook/deposit_receipt', DepositReceiptWebHookHandler),
(r'/process_deposit(.*)', ProcessDepositHandler),
(r'/api/(?P<version>[^\/]+)/(?P<symbol>[^\/]+)/(?P<resource>[^\/]+)',
RestApiHandler)
]
settings = dict(cookie_secret='cookie_secret')
tornado.web.Application.__init__(self, handlers, **settings)
self.replay_logger = logging.getLogger("REPLAY")
self.replay_logger.setLevel(logging.INFO)
self.replay_logger.addHandler(input_log_file_handler)
self.replay_logger.info('START')
self.log_start_data()
from models import ENGINE, db_bootstrap
self.db_session = scoped_session(sessionmaker(bind=ENGINE))
db_bootstrap(self.db_session)
self.zmq_context = zmq.Context()
self.trade_in_socket = self.zmq_context.socket(zmq.REQ)
self.trade_in_socket.connect(opt.trade_in)
self.application_trade_client = TradeClient(self.zmq_context,
self.trade_in_socket)
self.application_trade_client.connect()
instruments = self.application_trade_client.getSecurityList()
self.md_subscriber = {}
for instrument in instruments:
symbol = instrument['Symbol']
self.md_subscriber[symbol] = MarketDataSubscriber.get(symbol, self)
self.md_subscriber[symbol].subscribe(self.zmq_context,
options.trade_pub,
self.application_trade_client)
last_trade_id = Trade.get_last_trade_id()
trade_list = self.application_trade_client.getLastTrades(last_trade_id)
for trade in trade_list:
msg = dict()
msg['id'] = trade[0]
msg['symbol'] = trade[1]
msg['side'] = trade[2]
msg['price'] = trade[3]
msg['size'] = trade[4]
msg['buyer_username'] = trade[5]
msg['seller_username'] = trade[6]
msg['created'] = trade[7]
msg['trade_date'] = trade[7][:10]
msg['trade_time'] = trade[7][11:]
msg['order_id'] = trade[8]
msg['counter_order_id'] = trade[9]
Trade.create(self.db_session, msg)
all_trades = Trade.get_all_trades(self.db_session)
for t in all_trades:
trade_info = dict()
trade_info['price'] = t.price
trade_info['size'] = t.size
trade_info['trade_date'] = t.created.strftime('%Y-%m-%d')
trade_info['trade_time'] = t.created.strftime('%H:%M:%S')
self.md_subscriber[t.symbol].inst_status.push_trade(trade_info)
for symbol, subscriber in self.md_subscriber.iteritems():
subscriber.ready()
self.connections = {}
self.heart_beat_timer = tornado.ioloop.PeriodicCallback(
self.send_heartbeat_to_trade, 30000)
self.heart_beat_timer.start()
