def _update_type_from_raw(self, raw_order):
try:
self.exchange_order_type = TradeOrderType(
raw_order[ExchangeConstantsOrderColumns.TYPE.value])
except ValueError:
self.exchange_order_type = TradeOrderType.UNKNOWN
self.side, self.order_type = parse_order_type(raw_order)
def parse_order_type(raw_order):
try:
side: TradeOrderSide = TradeOrderSide(
raw_order[ExchangeConstantsOrderColumns.SIDE.value])
order_type: TradeOrderType = TradeOrderType(
raw_order[ExchangeConstantsOrderColumns.TYPE.value])
if side == TradeOrderSide.BUY:
if order_type == TradeOrderType.LIMIT or order_type == TradeOrderType.LIMIT_MAKER:
order_type = TraderOrderType.BUY_LIMIT
elif order_type == TradeOrderType.MARKET:
order_type = TraderOrderType.BUY_MARKET
else:
order_type = _get_sell_and_buy_types(order_type)
elif side == TradeOrderSide.SELL:
if order_type == TradeOrderType.LIMIT or order_type == TradeOrderType.LIMIT_MAKER:
order_type = TraderOrderType.SELL_LIMIT
elif order_type == TradeOrderType.MARKET:
order_type = TraderOrderType.SELL_MARKET
else:
order_type = _get_sell_and_buy_types(order_type)
return side, order_type
except KeyError:
get_logger(
Order.__class__.__name__).error("Failed to parse order type")
return None, None
def parse_order_type(raw_order):
try:
side: TradeOrderSide = TradeOrderSide(raw_order[ExchangeConstantsOrderColumns.SIDE.value])
order_type: TradeOrderType = TradeOrderType.UNKNOWN
parsed_order_type: TraderOrderType = TraderOrderType.UNKNOWN
try:
order_type = TradeOrderType(raw_order[ExchangeConstantsOrderColumns.TYPE.value])
except ValueError as e:
if raw_order[ExchangeConstantsOrderColumns.TYPE.value] is None:
# No order type info: use unknown order type
return side, TraderOrderType.UNKNOWN
else:
# Incompatible order type info: raise error
raise e
if order_type == TradeOrderType.UNKNOWN:
parsed_order_type = TraderOrderType.UNKNOWN
elif side == TradeOrderSide.BUY:
if order_type == TradeOrderType.LIMIT or order_type == TradeOrderType.LIMIT_MAKER:
parsed_order_type = TraderOrderType.BUY_LIMIT
elif order_type == TradeOrderType.MARKET:
parsed_order_type = TraderOrderType.BUY_MARKET
else:
parsed_order_type = _get_sell_and_buy_types(order_type)
elif side == TradeOrderSide.SELL:
if order_type == TradeOrderType.LIMIT or order_type == TradeOrderType.LIMIT_MAKER:
parsed_order_type = TraderOrderType.SELL_LIMIT
elif order_type == TradeOrderType.MARKET:
parsed_order_type = TraderOrderType.SELL_MARKET
else:
parsed_order_type = _get_sell_and_buy_types(order_type)
return side, parsed_order_type
except (KeyError, ValueError):
return None, None
def __update_type_from_raw(self, raw_order):
self.side: TradeOrderSide = TradeOrderSide(
raw_order[ExchangeConstantsOrderColumns.SIDE.value])
order_type: TradeOrderType = TradeOrderType(
raw_order[ExchangeConstantsOrderColumns.TYPE.value])
if self.side == TradeOrderSide.BUY:
if order_type == TradeOrderType.LIMIT:
self.order_type = TraderOrderType.BUY_LIMIT
elif order_type == TradeOrderType.MARKET:
self.order_type = TraderOrderType.BUY_MARKET
elif self.side == TradeOrderSide.SELL:
if order_type == TradeOrderType.LIMIT:
self.order_type = TraderOrderType.SELL_LIMIT
elif order_type == TradeOrderType.MARKET:
self.order_type = TraderOrderType.SELL_MARKET