def restore_tracking_states(self, saved_states: Dict[str, any]):
"""
Restore in-flight orders from saved tracking states, this is st the connector can pick up on where it left off
when it disconnects.
:param saved_states: The saved tracking_states.
"""
self._in_flight_orders.update({
key: GateIoInFlightOrder.from_json(value)
for key, value in saved_states.items()
})
def get_in_flight_order(
self,
client_order_id: str,
exchange_order_id: str = "someExchId") -> GateIoInFlightOrder:
order = GateIoInFlightOrder(client_order_id,
exchange_order_id,
self.trading_pair,
OrderType.LIMIT,
TradeType.BUY,
price=Decimal("5.1"),
amount=Decimal("1"),
creation_timestamp=1640001112.0)
return order
def start_tracking_order(self, order_id: str, exchange_order_id: str,
trading_pair: str, trade_type: TradeType,
price: Decimal, amount: Decimal,
order_type: OrderType):
"""
Starts tracking an order by simply adding it into _in_flight_orders dictionary.
"""
self._in_flight_orders[order_id] = GateIoInFlightOrder(
client_order_id=order_id,
exchange_order_id=exchange_order_id,
trading_pair=trading_pair,
order_type=order_type,
trade_type=trade_type,
price=price,
amount=amount)
def _trigger_order_fill(self, tracked_order: GateIoInFlightOrder,
update_msg: Dict[str, Any]):
self.trigger_event(
MarketEvent.OrderFilled,
OrderFilledEvent(
self.current_timestamp, tracked_order.client_order_id,
tracked_order.trading_pair, tracked_order.trade_type,
tracked_order.order_type,
Decimal(
str(
update_msg.get("fill_price",
update_msg.get("price", "0")))),
tracked_order.executed_amount_base,
AddedToCostTradeFee(flat_fees=[
TokenAmount(tracked_order.fee_asset,
tracked_order.fee_paid)
]), str(update_msg.get("update_time_ms",
update_msg.get("id")))))
if math.isclose(tracked_order.executed_amount_base, tracked_order.amount) or \
tracked_order.executed_amount_base >= tracked_order.amount or \
tracked_order.is_done:
tracked_order.last_state = "FILLED"
self.logger().info(
f"The {tracked_order.trade_type.name} order "
f"{tracked_order.client_order_id} has completed "
f"according to order status API.")
event_tag = MarketEvent.BuyOrderCompleted if tracked_order.trade_type is TradeType.BUY \
else MarketEvent.SellOrderCompleted
event_class = BuyOrderCompletedEvent if tracked_order.trade_type is TradeType.BUY \
else SellOrderCompletedEvent
self.trigger_event(
event_tag,
event_class(self.current_timestamp,
tracked_order.client_order_id,
tracked_order.base_asset,
tracked_order.quote_asset, tracked_order.fee_asset,
tracked_order.executed_amount_base,
tracked_order.executed_amount_quote,
tracked_order.fee_paid, tracked_order.order_type,
tracked_order.exchange_order_id))
self.stop_tracking_order(tracked_order.client_order_id)