def feed_enQ_msg(self, msg):
#print("Feed MSG: %s"%(json.dumps(msg, indent=4, sort_keys=True)))
msg_type = msg.get('type')
product_id = msg.get("product_id")
if (msg_type == 'ticker'):
if (product_id == None):
log.error("Feed Thread: Invalid Product-id: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error("Feed Thread: Unknown market: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
feed_enQ(market, msg)
elif (msg_type == 'snapshot') or (msg_type == 'l2update'):
if (product_id == None):
log.error("Feed Thread: Invalid Product-id: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error("Feed Thread: Unknown market: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
feed_enQ(market, msg)
elif (msg_type in ['received', 'open', 'done', 'change']):
if (product_id == None):
log.error("Feed Thread: Invalid Product-id: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error("Feed Thread: Unknown market: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
return
feed_enQ(market, msg)
elif (msg_type == 'match'):
#log.debug ("Feed Thread: Match msg : IGNORED")
pass
elif (msg_type == 'heartbeat'):
#log.debug ("Feed Thread: Heartbeat: IGNORED")
self.hearbeat_time = time.time()
elif (msg_type == 'subscriptions'):
log.debug("Feed: Subscribed to WS feed %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
elif (msg_type == 'error'):
log.error("Feed Thread: Error Msg received on Feed msg: %s" %
(json.dumps(msg, indent=4, sort_keys=True)))
else:
log.error("Feed Thread: Unknown Feed Msg Type (%s)" %
(msg['type']))
def _feed_enQ_msg(self, msg):
# log.debug ("feed msg: %s"%msg)
product_id = msg.id
if (product_id == None):
log.error("Feed Thread: Invalid Product-id: msg - \n %s" % (msg))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error("Feed Thread: Unknown market: %s" % (msg))
return
feed_enQ(market, msg)
def process_ui_get_market_indicators_rr(msg, ui_conn_pipe):
log.debug("enter")
exch = msg.get("exchange")
product = msg.get("product")
num_periods = msg.get("periods", 0)
start_time = msg.get("start_time", 0)
market = get_market_by_product(exch, product)
ind_list = {}
if market:
ind_list = market.get_indicator_list(num_periods, start_time)
msg["type"] = "GET_MARKET_INDICATORS_RESP"
msg["data"] = ind_list
ui_conn_pipe.send(msg)
def process_ui_pause_trading_notif(msg):
exch = msg.get("exchange")
product = msg.get("product")
buy_pause = msg.get("buy_pause")
sell_pause = msg.get("sell_pause")
m = get_market_by_product(exch, product)
if not m:
log.error("Unknown exchange/product exch: %s prod: %s" %
(exch, product))
else:
log.info("pause trading on exch: %s prod: %s" % (exch, product))
m.pause_trading(buy_pause, sell_pause)
def process_ui_trade_notif(msg):
exch = msg.get("exchange")
product = msg.get("product")
side = msg.get("side")
signal = msg.get("signal")
m = get_market_by_product(exch, product)
if not m:
log.error("Unknown exchange/product exch: %s prod: %s" %
(exch, product))
else:
log.info("Manual Trade Req: exch: %s prod: %s side: %s signal: %s" %
(exch, product, side, str(signal)))
m.consume_trade_signal(signal)
def process_ui_get_positions_rr(msg, ui_conn_pipe):
log.debug("enter")
exch = msg.get("exchange")
product = msg.get("product")
start_time = msg.get("start_time", 0)
end_time = msg.get("end_time", 0)
market = get_market_by_product(exch, product)
pos_list = {}
if market:
log.info("get positions ")
pos_list = market.get_positions_list(start_time, end_time)
msg["type"] = "GET_MARKET_POSITIONS_RESP"
msg["data"] = pos_list
ui_conn_pipe.send(msg)
def _feed_enQ_msg(self, msg):
log.debug("message :%s " % msg)
msg_type = msg.get('e')
symbol = msg.get("s")
product_id = self.symbol_to_id[symbol]
if (msg_type == 'kline'):
log.debug("kline")
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error(
"Feed Thread: Unknown market product: %s: msg %s" %
(product_id, json.dumps(msg, indent=4, sort_keys=True)))
return
k = msg.get('k')
if k.get('x') == True:
#This kline closed, this is a candle
feed_enQ(market, msg)
else:
# not interested
pass
else:
log.error("Unknown feed. message type: %s prod: %s" %
(msg_type, product_id))
return
def _feed_enQ_msg(self, msg_raw):
# log.debug("message :%s " % msg_raw)
if msg_raw.get('stream'):
msg = msg_raw.get('data')
else:
msg = msg_raw
msg_type = msg.get('e')
if (msg_type == 'aggTrade' or msg_type == 'trade'):
log.debug("aggTrade/trade")
symbol = msg.get("s")
product_id = self.symbol_to_id.get(symbol)
if not product_id:
log.error("unknown market(%s)" % (symbol))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error(
"Feed Thread: Unknown market product: %s: msg %s" %
(product_id, json.dumps(msg, indent=4, sort_keys=True)))
return
feed_enQ(market, msg)
elif (msg_type == 'kline'):
log.debug("kline")
symbol = msg.get("s")
product_id = self.symbol_to_id.get(symbol)
if not product_id:
log.error("unknown market(%s)" % (symbol))
return
k = msg.get('k')
if k.get('x') == True:
# This kline closed, this is a candle
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error(
"Feed Thread: Unknown market product: %s: msg %s" %
(product_id, json.dumps(msg, indent=4,
sort_keys=True)))
return
feed_enQ(market, msg)
else:
# not interested
pass
elif (msg_type == 'executionReport'):
log.debug("USER DATA: executionReport")
symbol = msg.get("s")
product_id = self.symbol_to_id.get(symbol)
if not product_id:
log.error("unknown market(%s)" % (symbol))
return
market = get_market_by_product(self.name, product_id)
if (market == None):
log.error(
"Feed Thread: Unknown market product: %s: msg %s" %
(product_id, json.dumps(msg, indent=4, sort_keys=True)))
return
feed_enQ(market, msg)
elif (msg_type == 'error'):
log.critical("websocket connection retries exceeded!!")
raise Exception("websocket connection retries exceeded!!")
else:
log.error("Unknown feed. message type: %s" % (msg_type))
return