def cancel_privous_1_order():
global unfilled_buy_1_order, unfilled_sell_1_order
if unfilled_sell_1_order:
order_id=unfilled_sell_1_order["order_id"]
others=unfilled_sell_1_order["others"]
ret=cancel_order(order_id,others,HOST_ACT)
if unfilled_buy_1_order:
order_id=unfilled_buy_1_order["order_id"]
others=unfilled_buy_1_order["others"]
ret=cancel_order(order_id,others,HOST_ACT)
def setup_env():
unfilled_orders_ = query_unfilled_orders(TARGET_PID, HOST_ACT)
easylog.info("Going to cancel unfilled_orders_ count:%d", len(unfilled_orders_['rows']))
for row in unfilled_orders_["rows"]:
ret=cancel_order(row["order_id"],{'trade_no':row["trade_no"]},HOST_ACT)
if len(unfilled_orders_["rows"])>0:
sltime = 6.0
easylog.info("will sleep %f seconds to wait cancel order ", sltime)
time.sleep(sltime)
def create_sell_order(order):
global unfilled_sell_1_order,sell_1
if 'order_id' in unfilled_sell_1_order:
order_id=unfilled_sell_1_order["order_id"]
others=unfilled_sell_1_order["others"]
ret=cancel_order(order_id,others,HOST_ACT)
ret=create_order(TARGET_PID, str(order[1]), str(order[0]), ORDER_SIDE_SELL, get_uuid_str(), HOST_ACT)
sell_1.add(ret['order_id'])
unfilled_sell_1_order={
"price":order[1],
"created_at":0,
"amount":order[0],
"filled_amount" :0,
"filled_cash_amount" :0,
'order_id': ret['order_id'],
'others': ret['others']
}
return ret['order_id']
def create_sell_orders(orders):
global self_unfilled_orders_sell,self_unfilled_orders_sell_helper
self_unfilled_orders_sell_helper.sort(key=take_first)
for order in orders:
if len(self_unfilled_orders_sell_helper)>0 :
orderc=self_unfilled_orders_sell_helper[0]
order_id=orderc[1]
others=self_unfilled_orders_sell[order_id]["others"]
ret=cancel_order(order_id,others,HOST_ACT)
ret=create_order(TARGET_PID, str(order[1]), str(order[0]), ORDER_SIDE_SELL, get_uuid_str(), HOST_ACT)
self_unfilled_orders_sell[ret["order_id"]]={
"price":order[1],
"created_at":0,
"amount":order[0],
"filled_amount" :0,
"filled_cash_amount" :0,
'order_id': ret['order_id'],
'others': ret['others']
}
for record_id in self_unfilled_orders_sell:
self_unfilled_orders_sell_helper.append((self_unfilled_orders_sell[record_id]["price"],self_unfilled_orders_sell[record_id]["order_id"]))
def create_buy_order(order,status=False):
global unfilled_buy_1_order,buy_1,back_buy_orders
if "order_id" in unfilled_buy_1_order:
order_id=unfilled_buy_1_order["order_id"]
others=unfilled_buy_1_order["others"]
ret=cancel_order(order_id,others,HOST_ACT)
ret=create_order(TARGET_PID, str(order[1]), str(order[0]), ORDER_SIDE_BUY, get_uuid_str(), HOST_ACT)
buy_1.add(ret['order_id'])
unfilled_buy_1_order={
"price":order[1],
"created_at":0,
"amount":order[0],
"filled_amount" :0,
"filled_cash_amount" :0,
'order_id': ret['order_id'],
'others': ret['others']
}
if status:
back_buy_orders[ret['order_id']]=unfilled_buy_1_order
return ret['order_id']
def cancel_order_for_back_buy(order_id):
global back_buy_orders
others=back_buy_orders[order_id]["others"]
ret=cancel_order(order_id,others,HOST_ACT)
if order_id in back_buy_orders:
del back_buy_orders[order_id]
def cancel_all_orders():
global self_unfilled_orders_buy,self_unfilled_orders_buy_helper
for order_id in self_unfilled_orders_buy:
ret = cancel_order(order_id, self_unfilled_orders_buy[order_id]['others'],HOST_ACT)
self_unfilled_orders_buy, self_unfilled_orders_buy_helper = {}, []