def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "' +
str(e) +
'"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'), '*')
self.application.log('IN', self.trade_client.connection_id ,raw_message )
else:
self.application.log('IN', self.trade_client.connection_id, raw_message )
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.datetime.now()
response_msg = {
'MsgType' : '0',
'TestReqID' : req_msg.get('TestReqID'),
'ServerTimestamp' : int(mktime(dt.timetuple()) + dt.microsecond/1000.0 )
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get('DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0','1','2','3','4','5','6','7','8','9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG', self.trade_client.connection_id, "invoking..." + url_payment_processor )
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG', self.trade_client.connection_id, str(data) )
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail': str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail': str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
def run_application(options, instance_name):
input_log_file_handler = logging.handlers.TimedRotatingFileHandler(
os.path.expanduser(options.mailer_log), when='MIDNIGHT')
input_log_file_handler.setFormatter(logging.Formatter(u"%(asctime)s - %(message)s"))
mail_logger = logging.getLogger(instance_name)
mail_logger.setLevel(logging.INFO)
mail_logger.addHandler(input_log_file_handler)
ch = logging.StreamHandler(sys.stdout)
ch.setLevel(logging.DEBUG)
ch.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
mail_logger.addHandler(ch)
mail_logger.info('START')
def log(command, key, value=None):
log_msg = u'%s, %s, %s' %(command, key, value if value else None)
mail_logger.info(unicode(log_msg))
log('PARAM', 'BEGIN')
log('PARAM', 'trade_in', options.trade_in)
log('PARAM', 'trade_pub', options.trade_pub)
log('PARAM', 'mailer_log', options.mailer_log)
log('PARAM', 'mailchimp_apikey', options.mailchimp_apikey)
log('PARAM', 'mandrill_apikey', options.mandrill_apikey)
log('PARAM', 'mailer_username', options.mailer_username)
log('PARAM', 'mailchimp_newsletter_list_id', options.mailchimp_newsletter_list_id)
log('PARAM', 'END')
context = zmq.Context()
socket = context.socket(zmq.SUB)
socket.connect(options.trade_pub)
socket.setsockopt(zmq.SUBSCRIBE, "^EMAIL$")
trade_in_socket = context.socket(zmq.REQ)
trade_in_socket.connect(options.trade_in)
application_trade_client = TradeClient( context, trade_in_socket)
application_trade_client.connect()
login_response = application_trade_client.sendJSON( MessageBuilder.login( 8999999,
options.mailer_username,
options.mailer_password))
if login_response.get('UserStatus') != 1:
raise RuntimeError("Invalid user id")
brokers = {}
broker_list, broker_list_columns = application_trade_client.getBrokerList(['1'])
for b in broker_list:
brokers[b[0]] = { "params": b }
broker_mandrill_column_index = None
try:
broker_mandrill_column_index = broker_list_columns.index('MandrillApiKey')
except ValueError:
pass
for broker_id, broker_data in brokers.iteritems():
if broker_mandrill_column_index and broker_data['params'][ broker_mandrill_column_index ]:
broker_data['MandrillApiKey'] = broker_data['params'][ broker_mandrill_column_index ]
else:
broker_data['MandrillApiKey'] = options.mandrill_apikey
for broker_id, broker_data in brokers.iteritems():
print broker_id, broker_data['MandrillApiKey']
# [u'BrokerID', u'ShortName', u'BusinessName', u'Address', u'City', u'State',
# u'ZipCode', u'Country', u'PhoneNumber1', u'PhoneNumber2', u'Skype', u'Currencies',
# u'TosUrl', u'FeeStructure', u'TransactionFeeBuy', u'TransactionFeeSell', u'Status',
# u'ranking', u'Email', u'CountryCode', u'CryptoCurrencies', u'WithdrawStructure',
# u'SupportURL', u'SignupLabel', u'AcceptCustomersFrom', u'IsBrokerHub']
mailchimp_api = mailchimp.Mailchimp(options.mailchimp_apikey)
try:
mailchimp_api.helper.ping()
except mailchimp.Error:
raise RuntimeError("Invalid MailChimp API key")
mandrill_api = mandrill.Mandrill(options.mandrill_apikey)
try:
mandrill_api.users.ping()
except mandrill.Error:
raise RuntimeError("Invalid Mandrill API key")
while True:
try:
raw_email_message = socket.recv()
log('IN', 'TRADE_IN_PUB', raw_email_message)
msg = JsonMessage(raw_email_message)
if not msg.isEmail():
log('ERROR',
'EXCEPTION',
'Received message is not an email message')
continue
try:
broker_id = msg.get('BrokerID')
sender = brokers[broker_id]['params'][broker_list_columns.index('MailerFromName')] + \
'<' + brokers[broker_id]['params'][broker_list_columns.index('MailerFromEmail')] + '>'
body = ""
msg_to = msg.get('To')
subject = msg.get('Subject')
language = msg.get('Language')
content_type = 'plain'
if msg.has('Template') and msg.get('Template'):
params = {}
if msg.has('Params') and msg.get('Params'):
params = json.loads(msg.get('Params'))
template_name = msg.get('Template')
if template_name == 'welcome':
# user signup .... let's register him on mailchimp newsletter
try:
mailchimp_api.lists.subscribe(
id = brokers[broker_id]['params'][broker_list_columns.index('MailchimpListID')],
email = {'email': params['email'] },
merge_vars = {'EMAIL' : params['email'], 'FNAME': params['username'] } )
except mailchimp.ListAlreadySubscribedError:
log('ERROR', 'EXCEPTION', params['email'] + ' mailchimp.ListAlreadySubscribedError' )
except mailchimp.Error, e:
log('ERROR', 'EXCEPTION', str(e))
template_content = []
for k,v in params.iteritems():
template_content.append( { 'name': k, 'content': v } )
for broker_column_key in broker_list_columns:
broker_column_value = brokers[broker_id]['params'][broker_list_columns.index(broker_column_key)]
template_content.append( { 'name': 'broker_' + convertCamelCase2Underscore(broker_column_key),
'content': broker_column_value } )
message = {
'from_email': brokers[broker_id]['params'][broker_list_columns.index('MailerFromEmail')],
'from_name': brokers[broker_id]['params'][broker_list_columns.index('MailerFromName')],
'to': [{'email': msg_to, 'name': params['username'],'type': 'to' }],
'metadata': {'website': 'www.blinktrade.com'},
'global_merge_vars': template_content
}
result = mandrill_api.messages.send_template(
template_name= (template_name + '-' + language.replace('_','-') ).lower(),
template_content=template_content,
message=message)
log('INFO', 'SUCCESS', str(result))
continue
elif msg.has('RawData') and msg.get('RawData'):
body = msg.get('RawData')
log('DEBUG', 'EMAIL',
u'{"Sender":"%s","To":"%s","Subject":"%s", "Body":"%s" }' % (sender,
msg_to,
subject,
body))
send_email(sender, msg_to, subject, body, content_type)
log('IN', 'SENT', "")
log('INFO', 'SUCCESS', msg.get('EmailThreadID'))
except Exception as ex:
traceback.print_exc()
log('ERROR', 'EXCEPTION', str(ex))
time.sleep(1)
except KeyboardInterrupt:
mail_logger.info('END')
break
def on_message(self, raw_message):
if self.honey_pot_connection:
self.application.log('INFO', "HONEY_POT", raw_message)
if self.trade_client is None or not self.trade_client.isConnected():
return
self.last_message_datetime.append(datetime.now())
message_time_last_second = self.last_message_datetime[-1] - timedelta(
seconds=1)
for x in xrange(0, len(self.last_message_datetime)):
if self.last_message_datetime[x] > message_time_last_second:
self.last_message_datetime = self.last_message_datetime[x:]
break
if len(self.last_message_datetime
) > 15: # higher than 15 messages per second
self.application.log(
"ERROR", "TOO_MANY_MESSAGES",
"Exceed 15 messages per second. [ip=" + self.remote_ip + ",'" +
raw_message + "']")
self.write_message(
'{"MsgType":"ERROR", "Description":"Too many messages per second", "Detail": "16 messages in the last second"}'
)
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "'
+ str(e) + '"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
req_msg.set('RemoteIP', self.remote_ip)
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'),
'*')
self.application.log('IN', self.trade_client.connection_id,
raw_message)
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.now()
response_msg = {
'MsgType':
'0',
'TestReqID':
req_msg.get('TestReqID'),
'ServerTimestamp':
int(mktime(dt.timetuple()) + dt.microsecond / 1000.0)
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get(
'DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0', '1', '2', '3', '4', '5', '6', '7',
'8', '9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG',
self.trade_client.connection_id,
"invoking..." + url_payment_processor)
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG',
self.trade_client.connection_id,
str(data))
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail':
str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail':
str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if self.is_user_logged():
self.application.log('LOGIN_OK',
self.trade_client.connection_id,
raw_message)
#TODO: Request open order list
#self.trade_client.
else:
self.application.log('LOGIN_FAILED',
self.trade_client.connection_id,
raw_message)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
def run(self):
from pyblinktrade.message import JsonMessage, InvalidMessageException
from market_data_publisher import MarketDataPublisher
from execution import OrderMatcher
from models import Order
orders = self.db_session.query(Order).filter(Order.status.in_(("0", "1"))).order_by(Order.created)
for order in orders:
OrderMatcher.get(order.symbol).match(self.db_session, order, self.order_matcher_disabled)
while True:
raw_message = self.input_socket.recv()
msg_header = raw_message[:3]
session_id = raw_message[4:20]
json_raw_message = raw_message[21:].strip()
try:
msg = None
if json_raw_message:
try:
msg = JsonMessage(json_raw_message)
except InvalidMessageException, e:
self.log("IN", "TRADE_IN_REQ_ERROR", raw_message)
raise InvalidMessageError()
# never write passwords in the log file
if msg.has("Password"):
raw_message = raw_message.replace(msg.get("Password"), "*")
if msg.has("NewPassword"):
raw_message = raw_message.replace(msg.get("NewPassword"), "*")
self.log("IN", "TRADE_IN_REQ", raw_message)
if msg:
if msg.isMarketDataRequest(): # Market Data Request
req_id = msg.get("MDReqID")
market_depth = msg.get("MarketDepth")
instruments = msg.get("Instruments")
entries = msg.get("MDEntryTypes")
transact_time = msg.get("TransactTime")
timestamp = None
if transact_time:
timestamp = transact_time
else:
trade_date = msg.get("TradeDate")
if not trade_date:
trade_date = time.strftime("%Y%m%d", time.localtime())
self.log("OUT", "TRADEDATE", trade_date)
timestamp = datetime.datetime.strptime(trade_date, "%Y%m%d")
self.log("OUT", "TIMESTAMP", timestamp)
if len(instruments) > 1:
raise InvalidMessageError()
instrument = instruments[0]
om = OrderMatcher.get(instrument)
response_message = MarketDataPublisher.generate_md_full_refresh(
self.db_session, instrument, market_depth, om, entries, req_id, timestamp
)
response_message = "REP," + json.dumps(response_message, cls=JsonEncoder)
elif msg.isTradeHistoryRequest():
page = msg.get("Page", 0)
page_size = msg.get("PageSize", 100)
offset = page * page_size
columns = [
"TradeID",
"Market",
"Side",
"Price",
"Size",
"BuyerID",
"SellerID",
"BuyerUsername",
"SellerUsername",
"Created",
"OrderId",
"CounterOrderID",
]
trade_list = MarketDataPublisher.generate_trade_history(self.db_session, page_size, offset)
response_message = "REP," + json.dumps(
{
"MsgType": "U33", # TradeHistoryResponse
"TradeHistoryReqID": -1,
"Page": page,
"PageSize": page_size,
"Columns": columns,
"TradeHistoryGrp": trade_list,
},
cls=JsonEncoder,
)
else:
response_message = self.session_manager.process_message(msg_header, session_id, msg)
else:
response_message = self.session_manager.process_message(msg_header, session_id, msg)
except TradeRuntimeError, e:
self.db_session.rollback()
self.session_manager.close_session(session_id)
response_message = (
'ERR,{"MsgType":"ERROR", "Description":"'
+ e.error_description.replace("'", "")
+ '", "Detail": ""}'
)
def run_application(options, instance_name):
input_log_file_handler = logging.handlers.TimedRotatingFileHandler(
os.path.expanduser(options.mailer_log), when='MIDNIGHT')
input_log_file_handler.setFormatter(
logging.Formatter(u"%(asctime)s - %(message)s"))
mail_logger = logging.getLogger(instance_name)
mail_logger.setLevel(logging.INFO)
mail_logger.addHandler(input_log_file_handler)
ch = logging.StreamHandler(sys.stdout)
ch.setLevel(logging.DEBUG)
ch.setFormatter(
logging.Formatter(
'%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
mail_logger.addHandler(ch)
mail_logger.info('START')
def log(command, key, value=None):
log_msg = u'%s, %s, %s' % (command, key, value if value else None)
mail_logger.info(unicode(log_msg))
log('PARAM', 'BEGIN')
log('PARAM', 'trade_in', options.trade_in)
log('PARAM', 'trade_pub', options.trade_pub)
log('PARAM', 'mailer_log', options.mailer_log)
log('PARAM', 'mailchimp_apikey', options.mailchimp_apikey)
log('PARAM', 'mandrill_apikey', options.mandrill_apikey)
log('PARAM', 'mailer_username', options.mailer_username)
log('PARAM', 'mailchimp_newsletter_list_id',
options.mailchimp_newsletter_list_id)
log('PARAM', 'END')
context = zmq.Context()
socket = context.socket(zmq.SUB)
socket.connect(options.trade_pub)
socket.setsockopt(zmq.SUBSCRIBE, "^EMAIL$")
trade_in_socket = context.socket(zmq.REQ)
trade_in_socket.connect(options.trade_in)
application_trade_client = TradeClient(context, trade_in_socket)
application_trade_client.connect()
login_response = application_trade_client.sendJSON(
MessageBuilder.login(8999999, options.mailer_username,
options.mailer_password))
if login_response.get('UserStatus') != 1:
raise RuntimeError("Invalid user id")
brokers = {}
broker_list, broker_list_columns = application_trade_client.getBrokerList(
['1'])
for b in broker_list:
brokers[b[0]] = {"params": b}
broker_mandrill_column_index = None
try:
broker_mandrill_column_index = broker_list_columns.index(
'MandrillApiKey')
except ValueError:
pass
for broker_id, broker_data in brokers.iteritems():
if broker_mandrill_column_index and broker_data['params'][
broker_mandrill_column_index]:
broker_data['MandrillApiKey'] = broker_data['params'][
broker_mandrill_column_index]
else:
broker_data['MandrillApiKey'] = options.mandrill_apikey
for broker_id, broker_data in brokers.iteritems():
print broker_id, broker_data['MandrillApiKey']
# [u'BrokerID', u'ShortName', u'BusinessName', u'Address', u'City', u'State',
# u'ZipCode', u'Country', u'PhoneNumber1', u'PhoneNumber2', u'Skype', u'Currencies',
# u'TosUrl', u'FeeStructure', u'TransactionFeeBuy', u'TransactionFeeSell', u'Status',
# u'ranking', u'Email', u'CountryCode', u'CryptoCurrencies', u'WithdrawStructure',
# u'SupportURL', u'SignupLabel', u'AcceptCustomersFrom', u'IsBrokerHub']
mailchimp_api = mailchimp.Mailchimp(options.mailchimp_apikey)
try:
mailchimp_api.helper.ping()
except mailchimp.Error:
raise RuntimeError("Invalid MailChimp API key")
mandrill_api = mandrill.Mandrill(options.mandrill_apikey)
try:
mandrill_api.users.ping()
except mandrill.Error:
raise RuntimeError("Invalid Mandrill API key")
while True:
try:
raw_email_message = socket.recv()
log('IN', 'TRADE_IN_PUB', raw_email_message)
msg = JsonMessage(raw_email_message)
if not msg.isEmail():
log('ERROR', 'EXCEPTION',
'Received message is not an email message')
continue
try:
broker_id = msg.get('BrokerID')
sender = brokers[broker_id]['params'][broker_list_columns.index('MailerFromName')] + \
'<' + brokers[broker_id]['params'][broker_list_columns.index('MailerFromEmail')] + '>'
body = ""
msg_to = msg.get('To')
subject = msg.get('Subject')
language = msg.get('Language')
content_type = 'plain'
if msg.has('Template') and msg.get('Template'):
params = {}
if msg.has('Params') and msg.get('Params'):
params = json.loads(msg.get('Params'))
template_name = msg.get('Template')
if template_name == 'welcome':
# user signup .... let's register him on mailchimp newsletter
try:
mailchimp_api.lists.subscribe(
id=brokers[broker_id]['params']
[broker_list_columns.index('MailchimpListID')],
email={'email': params['email']},
merge_vars={
'EMAIL': params['email'],
'FNAME': params['username']
})
except mailchimp.ListAlreadySubscribedError:
log(
'ERROR', 'EXCEPTION', params['email'] +
' mailchimp.ListAlreadySubscribedError')
except mailchimp.Error, e:
log('ERROR', 'EXCEPTION', str(e))
template_content = []
for k, v in params.iteritems():
template_content.append({'name': k, 'content': v})
for broker_column_key in broker_list_columns:
broker_column_value = brokers[broker_id]['params'][
broker_list_columns.index(broker_column_key)]
template_content.append({
'name':
'broker_' +
convertCamelCase2Underscore(broker_column_key),
'content':
broker_column_value
})
message = {
'from_email':
brokers[broker_id]['params'][broker_list_columns.index(
'MailerFromEmail')],
'from_name':
brokers[broker_id]['params'][broker_list_columns.index(
'MailerFromName')],
'to': [{
'email': msg_to,
'name': params['username'],
'type': 'to'
}],
'metadata': {
'website': 'www.blinktrade.com'
},
'global_merge_vars':
template_content
}
result = mandrill_api.messages.send_template(
template_name=(template_name + '-' +
language.replace('_', '-')).lower(),
template_content=template_content,
message=message)
log('INFO', 'SUCCESS', str(result))
continue
elif msg.has('RawData') and msg.get('RawData'):
body = msg.get('RawData')
log(
'DEBUG', 'EMAIL',
u'{"Sender":"%s","To":"%s","Subject":"%s", "Body":"%s" }'
% (sender, msg_to, subject, body))
send_email(sender, msg_to, subject, body, content_type)
log('IN', 'SENT', "")
log('INFO', 'SUCCESS', msg.get('EmailThreadID'))
except Exception as ex:
traceback.print_exc()
log('ERROR', 'EXCEPTION', str(ex))
time.sleep(1)
except KeyboardInterrupt:
mail_logger.info('END')
break
def run(self):
from pyblinktrade.message import JsonMessage, InvalidMessageException
from market_data_publisher import MarketDataPublisher
from execution import OrderMatcher
from models import Order
orders = self.db_session.query(Order).filter(
Order.status.in_(("0", "1"))).order_by(Order.created)
for order in orders:
OrderMatcher.get(order.symbol).match(self.db_session, order,
self.order_matcher_disabled)
while True:
raw_message = self.input_socket.recv()
msg_header = raw_message[:3]
session_id = raw_message[4:20]
json_raw_message = raw_message[21:].strip()
try:
msg = None
if json_raw_message:
try:
msg = JsonMessage(json_raw_message)
except InvalidMessageException, e:
self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message)
raise InvalidMessageError()
# never write passwords in the log file
if msg.has('Password'):
raw_message = raw_message.replace(
msg.get('Password'), '*')
if msg.has('NewPassword'):
raw_message = raw_message.replace(
msg.get('NewPassword'), '*')
self.log('IN', 'TRADE_IN_REQ', raw_message)
if msg:
if msg.isMarketDataRequest(): # Market Data Request
req_id = msg.get('MDReqID')
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
transact_time = msg.get('TransactTime')
timestamp = None
if transact_time:
timestamp = transact_time
else:
trade_date = msg.get('TradeDate')
if not trade_date:
trade_date = time.strftime(
"%Y%m%d", time.localtime())
self.log('OUT', 'TRADEDATE', trade_date)
timestamp = datetime.datetime.strptime(
trade_date, "%Y%m%d")
self.log('OUT', 'TIMESTAMP', timestamp)
if len(instruments) > 1:
raise InvalidMessageError()
instrument = instruments[0]
om = OrderMatcher.get(instrument)
response_message = MarketDataPublisher.generate_md_full_refresh(
self.db_session, instrument, market_depth, om,
entries, req_id, timestamp)
response_message = 'REP,' + json.dumps(
response_message, cls=JsonEncoder)
elif msg.isTradeHistoryRequest():
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
offset = page * page_size
columns = [
'TradeID', 'Market', 'Side', 'Price', 'Size',
'BuyerID', 'SellerID', 'BuyerUsername',
'SellerUsername', 'Created', 'OrderId',
'CounterOrderID'
]
trade_list = MarketDataPublisher.generate_trade_history(
self.db_session, page_size, offset)
response_message = 'REP,' + json.dumps(
{
'MsgType': 'U33', # TradeHistoryResponse
'TradeHistoryReqID': -1,
'Page': page,
'PageSize': page_size,
'Columns': columns,
'TradeHistoryGrp': trade_list
},
cls=JsonEncoder)
else:
response_message = self.session_manager.process_message(
msg_header, session_id, msg)
else:
response_message = self.session_manager.process_message(
msg_header, session_id, msg)
except TradeRuntimeError, e:
self.db_session.rollback()
self.session_manager.close_session(session_id)
response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace(
"'", "") + '", "Detail": ""}'
def run(self):
from pyblinktrade.message import JsonMessage, InvalidMessageException
from market_data_publisher import MarketDataPublisher
from execution import OrderMatcher
from models import Order
orders = self.db_session.query(Order).filter(Order.status.in_(("0", "1"))).order_by(Order.created)
for order in orders:
OrderMatcher.get( order.symbol ).match(self.db_session, order, self.order_matcher_disabled)
while True:
raw_message = self.input_socket.recv()
msg_header = raw_message[:3]
session_id = raw_message[4:20]
json_raw_message = raw_message[21:].strip()
try:
msg = None
if json_raw_message:
try:
msg = JsonMessage(json_raw_message)
except InvalidMessageException, e:
self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message)
raise InvalidMessageError()
# never write passwords in the log file
if msg.has('Password'):
raw_message = raw_message.replace(msg.get('Password'), '*')
if msg.has('NewPassword'):
raw_message = raw_message.replace(msg.get('NewPassword'), '*')
self.log('IN', 'TRADE_IN_REQ' ,raw_message )
if msg:
if msg.isMarketDataRequest(): # Market Data Request
req_id = msg.get('MDReqID')
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
transact_time = msg.get('TransactTime')
timestamp = None
if transact_time:
timestamp = transact_time
else:
trade_date = msg.get('TradeDate')
if not trade_date:
trade_date = time.strftime("%Y%m%d", time.localtime())
self.log('OUT', 'TRADEDATE', trade_date)
timestamp = datetime.datetime.strptime(trade_date, "%Y%m%d")
self.log('OUT', 'TIMESTAMP', timestamp )
if len(instruments) > 1:
raise InvalidMessageError()
instrument = instruments[0]
om = OrderMatcher.get(instrument)
response_message = MarketDataPublisher.generate_md_full_refresh( self.db_session, instrument, market_depth, om, entries, req_id, timestamp )
response_message = 'REP,' + json.dumps( response_message , cls=JsonEncoder)
elif msg.isTradeHistoryRequest():
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
offset = page * page_size
columns = [ 'TradeID' , 'Market', 'Side', 'Price', 'Size',
'BuyerID' , 'SellerID', 'BuyerUsername' ,'SellerUsername', 'Created',
'OrderId' , 'CounterOrderID']
trade_list = MarketDataPublisher.generate_trade_history(self.db_session, page_size, offset )
response_message = 'REP,' + json.dumps({
'MsgType' : 'U33', # TradeHistoryResponse
'TradeHistoryReqID' : -1,
'Page' : page,
'PageSize' : page_size,
'Columns' : columns,
'TradeHistoryGrp' : trade_list
}, cls=JsonEncoder)
else:
response_message = self.session_manager.process_message( msg_header, session_id, msg )
else:
response_message = self.session_manager.process_message( msg_header, session_id, msg )
except TradeRuntimeError, e:
self.db_session.rollback()
self.session_manager.close_session(session_id)
response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace("'", "") + '", "Detail": ""}'
def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "'
+ str(e) + '"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
req_msg.set('RemoteIP', self.remote_ip)
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'),
'*')
self.application.log('IN', self.trade_client.connection_id,
raw_message)
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.now()
response_msg = {
'MsgType':
'0',
'TestReqID':
req_msg.get('TestReqID'),
'ServerTimestamp':
int(mktime(dt.timetuple()) + dt.microsecond / 1000.0)
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isNewOrderSingle():
if self.last_order_datetime:
order_time = datetime.now()
order_time_less_one_second = order_time - timedelta(
milliseconds=200) # max of 5 orders per second
if self.last_order_datetime > order_time_less_one_second:
#self.application.log('ORDER_REJECT', self.trade_client.connection_id, raw_message )
reject_message = {
"MsgType": "8",
"OrderID": None,
"ExecID": None,
"ExecType": "8",
"OrdStatus": "8",
"CumQty": 0,
"Symbol": req_msg.get("Symbol"),
"OrderQty": req_msg.get("Qty"),
"LastShares": 0,
"LastPx": 0,
"Price": req_msg.get("Price"),
"TimeInForce": "1",
"LeavesQty": 0,
"ExecSide": req_msg.get("Side"),
"Side": req_msg.get("Side"),
"OrdType": req_msg.get("OrdType"),
"CxlQty": req_msg.get("Qty"),
"ClOrdID": req_msg.get("ClOrdID"),
"AvgPx": 0,
"OrdRejReason":
"Exceeded the maximum number of orders sent per second.",
"Volume": 0
}
#self.write_message(str(json.dumps(reject_message, cls=JsonEncoder)))
#return
self.last_order_datetime = datetime.now()
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get(
'DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
callback_url = self.application.options.callback_url + secret
hot_wallet = self.get_broker_wallet('hot', currency)
cold_wallet = self.get_broker_wallet('cold', currency)
if not hot_wallet and not cold_wallet:
return
if not hot_wallet and cold_wallet:
dest_wallet = cold_wallet
elif hot_wallet and not cold_wallet:
dest_wallet = hot_wallet
else:
# 62.5% of all deposits go to the cold wallet, and 37.5% go to the hot wallet
dest_wallet = hot_wallet
if secret[0] in ('0', '1', '2', '3', '4', '5', '6', '7',
'8', '9'):
dest_wallet = cold_wallet
if not dest_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': dest_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = self.application.options.url_payment_processor + '?' + parameters
self.application.log('DEBUG',
self.trade_client.connection_id,
"invoking..." + url_payment_processor)
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
self.application.log('DEBUG',
self.trade_client.connection_id,
str(data))
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail':
str(e)
})
self.write_message(out_message)
return
except Exception as e:
out_message = json.dumps({
'MsgType':
'ERROR',
'ReqID':
req_msg.get('DepositReqID'),
'Description':
'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail':
str(e)
})
self.write_message(out_message)
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if self.is_user_logged():
self.application.log('LOGIN_OK',
self.trade_client.connection_id,
raw_message)
#TODO: Request open order list
#self.trade_client.
else:
self.application.log('LOGIN_FAILED',
self.trade_client.connection_id,
raw_message)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
