def _init_from_body(self, body):
# H2N
if 'settings' in body:
self.settings_getter = \
lambda: {name: (value, strptime(time_str))
for name, (value, time_str)
in body['settings'].iteritems()}
if 'revive' in body:
assert not body['revive']
self.revive = bool(body['revive']) # AbstractMessage
self.revive_getter = lambda: self.revive
if 'msgs' in body:
self.inbox_update = HeartbeatMessage.deserialize_inbox_update(
body['msgs'])
logger.verbose('Node receives inbox_update: %s',
self.inbox_update)
if 'last_auth_token_sync_ts' in body:
self.last_auth_token_sync_ts = \
ts_to_dt(body['last_auth_token_sync_ts'])
logger.verbose('Node receives last_auth_token_sync_ts: %s',
self.last_auth_token_sync_ts)
def format_ticks(self,
response,
*args,
symbol: Union[str, Symbol, None] = None,
**kwargs) -> Sequence[Tick]:
if not symbol:
raise ValueError("Missing Argument: `symbol`")
symbol = symbol_str_2_orm(symbol) if isinstance(symbol,
str) else symbol
ticks = []
for d in response["data"]:
for tick in d["data"]:
_price = Decimal(tick["price"])
_amount = Decimal(tick["amount"])
ticks.append(
Tick(exchange=self.exchange_orm_obj,
symbol=symbol,
trade_time=ts_to_dt(tick["ts"] / 1000),
price=_price,
amount=_amount,
value=_price * _amount))
return ticks
async def on_order(self, order):
print(f"on_order: {order}")
if order["type"] in ["received", "match", "done", "change"]:
return
try:
_price = Decimal(order["price"])
_amount = Decimal(order["size"])
self.orm_cache.append(
Order(
exchange=exchange,
symbol=symbol,
sequence=order["sequence"],
order_id=order["orderId"],
side=OrderSideEnum.SELL.name
if order["side"] == "sell" else OrderSideEnum.BUY.name,
time=ts_to_dt(int(order["time"]) / 10**9),
price=_price,
amount=_amount,
value=_price * _amount,
))
except Exception as e:
logger.error(e)
finally:
if len(self.orm_cache) >= 50:
Order.objects.bulk_create(self.orm_cache,
ignore_conflicts=True)
self.orm_cache = []
def deserialize_inbox_update(cls, ser):
"""
@type ser: dict
"""
result = {
'last_msg_read_ts': ts_to_dt(ser['last_msg_read_ts'])
if 'last_msg_read_ts' in ser
else None,
'last_msg_sync_ts': ts_to_dt(ser['last_msg_sync_ts'])
if 'last_msg_sync_ts' in ser
else None,
'messages': list(LocalizedUserMessage.from_json(m)()
for m in ser['messages'])
if 'messages' in ser else None,
}
return {key: value
for key, value in result.iteritems() if value is not None}
def deserialize_inbox_update(cls, ser):
"""
@type ser: dict
"""
result = {
'last_msg_read_ts':
ts_to_dt(ser['last_msg_read_ts'])
if 'last_msg_read_ts' in ser else None,
'last_msg_sync_ts':
ts_to_dt(ser['last_msg_sync_ts'])
if 'last_msg_sync_ts' in ser else None,
'messages':
list(LocalizedUserMessage.from_json(m)()
for m in ser['messages']) if 'messages' in ser else None,
}
return {
key: value
for key, value in result.iteritems() if value is not None
}
def deserialize_restore_progress(ser):
"""
@type ser: dict
"""
result = {
'started': ts_to_dt(ser['started']),
'uuid': UUID(ser['uuid']),
'num': ser['num'],
'of': ser['of'],
'num_bytes': ser['num_bytes'],
'of_bytes': ser['of_bytes'],
'elapsed': sec_to_td(ser['elapsed']),
'remaining': sec_to_td(ser['remaining']) if ser['remaining']
else None
}
assert set(result.iterkeys()) == set(ser.iterkeys()), \
(ser, result)
return result
def deserialize_restore_progress(ser):
"""
@type ser: dict
"""
result = {
'started': ts_to_dt(ser['started']),
'uuid': UUID(ser['uuid']),
'num': ser['num'],
'of': ser['of'],
'num_bytes': ser['num_bytes'],
'of_bytes': ser['of_bytes'],
'elapsed': sec_to_td(ser['elapsed']),
'remaining':
sec_to_td(ser['remaining']) if ser['remaining'] else None
}
assert set(result.iterkeys()) == set(ser.iterkeys()), \
(ser, result)
return result
def _init_from_body(self, body):
# H2N
if 'settings' in body:
self.settings_getter = \
lambda: {name: (value, strptime(time_str))
for name, (value, time_str)
in body['settings'].iteritems()}
if 'revive' in body:
assert not body['revive']
self.revive = bool(body['revive']) # AbstractMessage
self.revive_getter = lambda: self.revive
if 'msgs' in body:
self.inbox_update = HeartbeatMessage.deserialize_inbox_update(
body['msgs'])
logger.verbose('Node receives inbox_update: %s', self.inbox_update)
if 'last_auth_token_sync_ts' in body:
self.last_auth_token_sync_ts = \
ts_to_dt(body['last_auth_token_sync_ts'])
logger.verbose('Node receives last_auth_token_sync_ts: %s',
self.last_auth_token_sync_ts)