def dingding_pos(self, success_orders):
if success_orders:
msg = {}
for od in success_orders:
stg = od["strategy"] if od["strategy"] else "None"
ac = msg.get(stg, {})
msg[stg] = ac
txt = ac.get(od["account"], [])
ding = f"> {od['instrument_id']}, {self.mapping[od['type']]}, {od['filled_qty']} @ {od['price_avg']}\n\n"
txt.append(ding)
msg[stg][od['account']] = txt
ding = ""
for stg, detail in msg.items():
ding += f"### {stg}\n"
for ac, txts in detail.items():
ding += f"#### - {ac}:\n"
for txt in txts:
ding += txt
ding += f"\n {datetime.now().strftime('%y%m%d %H:%M:%S')}"
dingding("DASHBOARD", ding)
def auto_launch(self):
not_run = self.db_client.query("tasks", {
"status": 0,
"server": "idle"
})
if not_run:
stg_list = list(map(lambda x: x["strategy"], not_run))
dingding("INSTANCE", f"> ATTEMPT AUTO-LAUNCH: {stg_list}")
servers = self.db_client.query("server", {"type": "trading"})
servers_list = list(map(lambda x: x["server_name"], servers))
running_instance = self.db_client.query("tasks", {"status": 1})
running_serv = list(map(lambda x: x["server"], running_instance))
msg = "### AUTO-LAUNCHER\n\n"
for instance in not_run:
serv = None
for serv_r in list(set(sorted(running_serv))):
print("find existing:", instance["strategy"], serv_r,
running_serv.count(serv_r))
if running_serv.count(serv_r) < 8:
serv = serv_r
running_serv.append(serv)
break
if not serv:
f = sorted(list(set(servers_list) ^ set(running_serv)))
print("NEW servers:", f)
if f:
serv = f[0]
running_serv.append(serv)
else:
dingding("INSTANCE",
"> Auto-launch failed, NEED NEW SERVER")
break
msg += yield self.launch_process(serv, instance["strategy"],
instance["task_id"])
dingding("AUTO-LAUNCHER", msg)
def post(self,*args,**kwargs):
current_user = self.get_current_user()
logging.info(f"clearpos post,{self.request.arguments},{args}, body:{self.request.body_arguments}")
sym,ac,direction = self.get_argument("symbol").split("_")
qty = self.get_argument("qty")
stg = filter_name(self.get_argument("strategy"))
contract_map, contract_reverse = OKEX.query_futures_instruments()
instrument = contract_map[sym.split(":")[0]]
account_info = self.db_client.query_one("account",{"name":ac})
gateway = OKEX(account_info)
open_orders = gateway.query_futures_orders(instrument,"6")
print(open_orders)
if open_orders.get("result",False):
orders = open_orders["order_info"]
need_to_cancel = list(map(lambda x:x["client_oid"] if x["client_oid"].split("FUTU")[0]==stg else None, open_orders["order_info"]))
len_cancel_order = len(need_to_cancel)
for oid in list(set(need_to_cancel)):
r = gateway.cancel_futures_order(instrument, oid)
if r.get("result", False):
need_to_cancel.remove(oid)
if len(need_to_cancel)>0:
dingding("INSTANCE CONTROL",f"{stg}, error in cancelling orders")
else:
order_type = "3" if direction == "LONG" else "4"
futures_price = OKEX.query_futures_price(instrument)
price = f"{futures_price/1.02:0.3f}" if direction == "LONG" else f"{futures_price*1.02:0.3f}"
oid = f"{stg}FUTUDSB{datetime.now().strftime('%y%m%d%H%M')}"
r = gateway.send_futures_order(oid, order_type, instrument, price, qty)
if r.get("result",False):
dingding("INSTANCE CONTROL",f"> CLEAR POSITION: {stg}\n\n {current_user['name']} cancelled {len_cancel_order} open orders and closed postion")
else:
dingding("INSTANCE CONTROL",f"{stg}, error in close position:{r}")
def post(self, *args, **kwargs):
task_id = datetime.now().strftime("%Y%m%d%H%M%S%f")[:-3]
stg_list = list(self.request.arguments.keys())
json_obj = self.db_client.query("strategy",
{"name": {
"$in": stg_list
}})
for strategy in json_obj:
args = {
"task_id": task_id,
"Author": self.user["name"],
"status": 0,
"server": "idle",
"strategy": strategy["name"],
"account": strategy["trade_symbols_ac"]
}
self.db_client.insert_one("tasks", args)
msg = self.assign_task(stg_list, task_id)
dingding(
"TASK",
f"{args['Author']} Create Task \n\nid: {args['task_id']}\n\n{msg}")
self.finish(json.dumps(task_id))
def post(self,*args, **kwargs):
stg_name = self.get_argument('name',None)
method = self.get_argument('method',None)
task_id = self.get_argument('task_id',None)
path = f"{working_path}/{task_id}" # 策略文件夹路径
server_name = self.get_argument('server',None)
if server_name =="idle":
if method == "archive":
return self.finish(json.dumps({"result":f"{stg_name}-latest.tar"}))
elif method=="delete":
self.db_client.update_one("tasks",{"strategy":stg_name,"task_id":task_id},{"status":-1})
return self.finish(json.dumps({"result":True}))
server = get_server(server_name)
res=False
if server:
container = server.get(stg_name)
if method and stg_name:
now = int(datetime.now().timestamp()*1000)
if method == "halt":
if container:
if container.status == "running":
status = server.stop(stg_name)
if status=="exited":
self.db_client.update_one("tasks",{"strategy":stg_name,"task_id":task_id},{"status":0})
self.db_client.update_one("strategy",{"name":stg_name},{"server":"idle"})
self.db_client.insert_one("operation",{"name":stg_name,"op":0,"timestamp":now})
r=self.archive(server, stg_name, path)
res=True
else:
return self.finish(json.dumps({"error":"operation halt failed"}))
else:
return self.finish(json.dumps({"error":"container not running"}))
else:
return self.finish(json.dumps({"error":"container not exists"}))
elif method == "delete":
if container:
if container.status=="running":
return self.finish(json.dumps({"error":"you should halt container in advance"}))
else:
r = server.remove(stg_name)
if not r:
res = True
self.db_client.update_one("tasks",{"strategy":stg_name,"task_id":task_id},{"status":-1})
else:
return self.finish(json.dumps({"error":"container not exists"}))
elif method == "launch":
if not container:
r = server.create(
IMAGE, # 镜像名
stg_name, # 策略名
f"{path}/{stg_name}"
)
print("create container:",r)
status = server.start(stg_name)
if status == "running":
res=True
self.db_client.update_one("tasks",{"strategy":stg_name,"task_id":task_id},{"server":server_name,"status":1})
self.db_client.update_one("strategy",{"name":stg_name},{"server":server_name})
self.db_client.insert_one("operation",{"name":stg_name,"op":1,"timestamp":now})
elif method == "archive":
res = self.archive(server, stg_name, path)
else:
return self.finish(json.dumps({"error":"params not exists"}))
else:
if method == "archive":
return self.finish(json.dumps({"result":f"{stg_name}-latest.tar"}))
return self.finish(json.dumps({"error":"server not exists"}))
dingding("OPERATOR", f"* OPERATION {method} for {stg_name}: {res}")
self.finish(json.dumps({"result":res}))