async def cancel_order(self, orderid):
res = api_result()
try:
eid = self.shared_storage.uid_to_eid[orderid]
except KeyError:
# Order elimination msg was received on the Streaming side
self.logger.warning(
"Order was already removed. Order id = {}".format(orderid))
res.success = True
return res
body = {"order_id": eid}
final_data = {
"channel": "trading",
"type": "request",
"action": "cancel-order",
"data": body
}
self.logger.info(
"Sending cancellation request. eid = {}, data: {}".format(
eid, final_data))
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
self.logger.warning("ConnectionError will be raised")
raise ConnectionError(str(err))
res.success = True
return res
async def send_orders(self, orders):
res = api_result()
data = []
for order in orders:
side = ""
if order.side == order_side.buy:
side = "buy"
elif order.side == order_side.sell:
side = "sell"
else:
raise Exception("Unknown order side. Type = {}".format(
order.side))
ord_type = ""
if order.type == order_type.mkt:
ord_type = "market"
elif order.type == order_type.limit:
ord_type = "limit"
else:
raise Exception("Unknown order type. Type = {}".format(
order.type))
body = {
"client_id": order.orderid,
"contract_code": self.config.symbol,
"type": ord_type,
"side": side,
"size": str(round(order.quantity, self.ROUNDING_QTY))
}
if order.type == order_type.limit:
body["price"] = str(order.price)
data.append(body)
self.shared_storage.orders[order.orderid] = order
final_data = {
"channel": "trading",
"type": "request",
"action": "create-order",
"data": data
}
self.logger.info(
"EMX sending new order request. Data: {}".format(final_data))
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res
async def cancel_active_orders(self):
res = api_result()
body = {"contract_code": self.config.symbol}
final_data = {
"channel": "trading",
"type": "request",
"action": "cancel-all-orders",
"data": body
}
self.logger.info("Sending cancel all request")
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res
async def amend_orders(self, new_orders, old_orders):
res = api_result()
data = []
for new_order, old_order in zip(new_orders, old_orders):
try:
eid = self.shared_storage.uid_to_eid[old_order.orderid]
except KeyError:
self.logger.warning(
"Order id was not found for amend. Order id = {}".format(
old_order.orderid))
return res
ord_type = ""
if new_order.type == order_type.mkt:
ord_type = "market"
elif new_order.type == order_type.limit:
ord_type = "limit"
else:
raise Exception("Unknown order type. Type = {}".format(
new_order.type))
if new_order.side != old_order.side:
raise Exception("Wrong order side. Side = {}".format(
new_order.side))
side = ""
if new_order.side == order_side.buy:
side = "buy"
elif new_order.side == order_side.sell:
side = "sell"
else:
raise Exception("Unknown order side. Type = {}".format(
new_order.side))
body = {
"type": ord_type,
"side": side,
"order_id": eid,
"size": str(round(new_order.quantity, self.ROUNDING_QTY))
}
if new_order.type == order_type.limit:
body["price"] = str(new_order.price)
data.append(body)
self.shared_storage.eid_to_uid[eid] = new_order.orderid
self.shared_storage.uid_to_eid[new_order.orderid] = eid
self.shared_storage.eid_to_uid_amend[eid] = old_order.orderid
self.shared_storage.eids_to_amend[eid] = True
self.shared_storage.orders[new_order.orderid] = new_order
self.logger.debug(
"Ids mapped during amend, eid = {}, uid = {}".format(
eid, new_order.orderid))
final_data = {
"channel": "trading",
"type": "request",
"action": "modify-order",
"data": data
}
self.logger.info(
"Sending bulk amend request. Data: {}".format(final_data))
try:
await self.ws.ws.send_str(json.dumps(final_data))
except aiohttp.client_exceptions.ClientConnectorError as err:
raise ConnectionError(str(err))
res.success = True
return res