def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
price_depth_event = PriceDepthEvent()
price_depth_event.symbol = parse.symbol
price_depth_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
price_depth = PriceDepth()
tick = json_wrapper.get_object("tick")
bid_list = list()
bids_array = tick.get_array("bids")
for item in bids_array.get_items_as_array():
depth_entry = DepthEntry()
depth_entry.price = item.get_float_at(0)
depth_entry.amount = item.get_float_at(1)
bid_list.append(depth_entry)
ask_list = list()
asks_array = tick.get_array("asks")
for item in asks_array.get_items_as_array():
depth_entry = DepthEntry()
depth_entry.price = item.get_float_at(0)
depth_entry.amount = item.get_float_at(1)
ask_list.append(depth_entry)
price_depth.bids = bid_list
price_depth.asks = ask_list
price_depth_event.data = price_depth
return price_depth_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("topic")
parse = ChannelParser(ch)
order_update_event = OrderUpdateEvent()
order_update_event.symbol = parse.symbol
order_update_event.timestamp = convert_cst_in_millisecond_to_utc(
json_wrapper.get_int("ts"))
data = json_wrapper.get_object("data")
order = Order()
order.order_id = data.get_int("order-id")
order.symbol = parse.symbol
order.account_type = account_info_map.get_account_by_id(
self.__api_key, data.get_int("account-id")).account_type
order.amount = data.get_float("order-amount")
order.price = data.get_float("order-price")
order.created_timestamp = convert_cst_in_millisecond_to_utc(
data.get_int("created-at"))
order.order_type = data.get_string("order-type")
order.filled_amount = data.get_float("filled-amount")
order.filled_cash_amount = data.get_float("filled-cash-amount")
order.filled_fees = data.get_float("filled-fees")
order.state = data.get_string("order-state")
order.source = data.get_string("order-source")
order_update_event.data = order
return order_update_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelCh)
parse = ChannelParser(ch)
price_depth_event = PriceDepthEvent()
price_depth_event.symbol = parse.symbol
price_depth_event.timestamp = json_wrapper.get_int("ts")
price_depth_event.ch = ch
data = json_wrapper.get_object(OutputKey.KeyTick)
price_depth = PriceDepth.json_parse(data)
price_depth_event.data = price_depth
return price_depth_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("topic")
parse = ChannelParser(ch)
order_update_event = OrderUpdateNewEvent()
order_update_event.symbol = parse.symbol
order_update_event.timestamp = json_wrapper.get_int("ts")
data = json_wrapper.get_object("data")
order = OrderUpdateNew.json_parse(data)
order_update_event.data = order
return order_update_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("rep")
parse = ChannelParser(ch)
trade_statistics_event = TradeStatisticsRequest()
trade_statistics_event.symbol = parse.symbol
ts = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
trade_statistics_event.timestamp = ts
tick = json_wrapper.get_object("data")
statistics = TradeStatistics.json_parse(tick, ts)
trade_statistics_event.trade_statistics = statistics
return trade_statistics_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelCh)
parse = ChannelParser(ch)
mbp_event = MbpEvent()
mbp_event.symbol = parse.symbol
mbp_event.ts = json_wrapper.get_int("ts")
mbp_event.ch = ch
data = json_wrapper.get_object(OutputKey.KeyTick)
mbp = Mbp.json_parse(data)
mbp_event.data = mbp
return mbp_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_statistics_event = TradeStatisticsEvent()
trade_statistics_event.symbol = parse.symbol
ts = json_wrapper.get_int("ts")
trade_statistics_event.timestamp = ts
tick = json_wrapper.get_object("tick")
statistics = TradeStatistics.json_parse(tick, ts)
trade_statistics_event.trade_statistics = statistics
return trade_statistics_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelCh)
parse = ChannelParser(ch)
candlestick_event = CandlestickEvent()
candlestick_event.symbol = parse.symbol
candlestick_event.interval = ""
candlestick_event.timestamp = json_wrapper.get_int("ts")
tick = json_wrapper.get_object(OutputKey.KeyTick)
data = Candlestick.json_parse(tick)
candlestick_event.data = data
return candlestick_event
def json_parse(json_wrapper):
rep = json_wrapper.get_string(OutputKey.KeyChannelRep)
parse = ChannelParser(rep)
mbp_event = MbpRequest()
mbp_event.symbol = parse.symbol
mbp_event.id = json_wrapper.get_int("id")
mbp_event.rep = rep
data = json_wrapper.get_object(OutputKey.KeyData)
mbp = Mbp.json_parse(data)
mbp_event.data = mbp
return mbp_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelRep)
parse = ChannelParser(ch)
trade_event = TradeRequest()
trade_event.symbol = parse.symbol
tick = json_wrapper.get_array(OutputKey.KeyData)
trade_list = list()
for item in tick.get_items():
trade = Trade.json_parse(item)
trade_list.append(trade)
trade_event.trade_list = trade_list
return trade_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelCh)
parse = ChannelParser(ch)
price_depth_event = PriceDepthBboEvent()
price_depth_event.symbol = parse.symbol
price_depth_event.timestamp = convert_cst_in_millisecond_to_utc(
json_wrapper.get_int("ts"))
price_depth_event.ch = ch
data = json_wrapper.get_object(OutputKey.KeyTick)
price_depth = PriceDepthBbo.json_parse(data)
price_depth_event.data = price_depth
return price_depth_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_event = TradeEvent()
trade_event.symbol = parse.symbol
trade_event.timestamp = json_wrapper.get_int("ts")
tick = json_wrapper.get_object("tick")
data_array = tick.get_array("data")
trade_list = list()
for item in data_array.get_items():
trade = Trade.json_parse(item)
trade_list.append(trade)
trade_event.trade_list = trade_list
return trade_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string(OutputKey.KeyChannelRep)
parse = ChannelParser(ch)
candlestick_event = CandlestickRequest()
candlestick_event.symbol = parse.symbol
candlestick_event.interval = ""
tick = json_wrapper.get_array(OutputKey.KeyData)
candlestick_list = list()
for item in tick.get_items():
data = Candlestick.json_parse(item)
candlestick_list.append(data)
candlestick_event.data = candlestick_list
return candlestick_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_event = TradeEvent()
trade_event.symbol = parse.symbol
trade_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
tick = json_wrapper.get_object("tick")
data_array = tick.get_array("data")
trade_list = list()
for item in data_array.get_items():
trade = Trade()
trade.amount = item.get_float("amount")
trade.price = item.get_float("price")
trade.trade_id = item.get_string("id")
trade.direction = item.get_string("direction")
trade.timestamp = convert_cst_in_millisecond_to_utc(item.get_int("ts"))
trade_list.append(trade)
trade_event.trade_list = trade_list
return trade_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_statistics_event = TradeStatisticsEvent()
trade_statistics_event.symbol = parse.symbol
ts = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
trade_statistics_event.timestamp = ts
tick = json_wrapper.get_object("tick")
statistics = TradeStatistics()
statistics.amount = tick.get_float("amount")
statistics.open = tick.get_float("open")
statistics.close = tick.get_float("close")
statistics.high = tick.get_float("high")
statistics.timestamp = ts
statistics.count = tick.get_int("count")
statistics.low = tick.get_float("low")
statistics.volume = tick.get_float("vol")
trade_statistics_event.trade_statistics = statistics
return trade_statistics_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
candlestick_event = CandlestickEvent()
candlestick_event.symbol = parse.symbol
candlestick_event.interval = interval
candlestick_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
tick = json_wrapper.get_object("tick")
data = Candlestick()
data.timestamp = convert_cst_in_second_to_utc(tick.get_int("id"))
data.open = tick.get_float("open")
data.close = tick.get_float("close")
data.low = tick.get_float("low")
data.high = tick.get_float("high")
data.amount = tick.get_float("amount")
data.count = tick.get_int("count")
data.volume = tick.get_float("vol")
candlestick_event.data = data
return candlestick_event
def json_parse(json_wrapper):
ch = json_wrapper.get_string("topic")
parse = ChannelParser(ch)
order_update_event = OrderUpdateNewEvent()
order_update_event.symbol = parse.symbol
order_update_event.timestamp = convert_cst_in_millisecond_to_utc(
json_wrapper.get_int("ts"))
data = json_wrapper.get_object("data")
order = OrderUpdateNew()
order.match_id = data.get_int("match-id")
order.order_id = data.get_int("order-id")
order.symbol = parse.symbol
order.state = data.get_string("order-state")
order.role = data.get_string("role")
order.price = data.get_float("price")
order.filled_amount = data.get_float("filled-amount")
order.filled_cash_amount = data.get_float("filled-cash-amount")
order.unfilled_amount = data.get_float("unfilled-amount")
order.client_order_id = data.get_string("client-order-id")
order_update_event.data = order
return order_update_event
