def getAllOrders(cretenExecDetlId=None,
tradeId=None,
orderSide=None,
orderType=None,
orderState=None):
q = Db.Session().query(Orders)
if cretenExecDetlId:
q = q.filter(
StrategyExec.creten_exec_detl_id == cretenExecDetlId,
StrategyExec.strategy_exec_id == Trade.strategy_exec_id,
Trade.trade_id == Orders.trade_id)
if tradeId:
q = q.filter(Orders.trade_id == tradeId)
if orderSide:
orderSide = makeList(orderSide)
q = q.filter(Orders.order_side.in_(orderSide))
if orderType:
orderType = makeList(orderType)
q = q.filter(Orders.order_type.in_(orderType))
if orderState:
orderState = makeList(orderState)
q = q.filter(Orders.order_state.in_(orderState))
return q.all()
def getAllTrades(strategyExecId=None, tradeState=None):
q = Db.Session().query(Trade)
if strategyExecId:
q = q.filter(Trade.strategy_exec_id == strategyExecId)
if tradeState:
tradeState = makeList(tradeState)
q = q.filter(Trade.trade_state.in_(tradeState))
return q.all()
def registerUserDataListener(self,
callbackPortfolio=None,
callbackOrders=None):
self.callbackPortfolio = makeList(callbackPortfolio)
self.callbackOrders = makeList(callbackOrders)
def registerCandleListener(self, pair, cretenInterval, callback):
self.candleSubscriptions.append(
CandleSubscriptionKey(pair, cretenInterval))
self.candleListenerCallbackMap[CandleSubscriptionKey(
pair, cretenInterval)] = makeList(callback)
def parsePortfolioUpdate(self, msg):
return makeList(msg)