def td(ctx, source, account, low_latency):
pass_ctx_from_parent(ctx)
ctx.db = AccountsDB(
pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.SYSTEM, 'etc', 'kungfu',
ctx.locator), 'accounts')
account_config = ctx.db.get_td_account_config(source, account)
ext = EXTENSION_REGISTRY_TD.get_extension(source)(low_latency, ctx.locator,
account, account_config)
ext.run()
from .marketdata_sim import MarketDataSim
from .trader_sim import TraderSim
from extensions import EXTENSION_REGISTRY_MD, EXTENSION_REGISTRY_TD
EXTENSION_REGISTRY_MD.register_extension('sim', MarketDataSim)
EXTENSION_REGISTRY_TD.register_extension('sim', TraderSim)
pass_ctx_from_parent(ctx)
ctx.name = 'md_' + source
ctx.source = source
ctx.low_latency = low_latency
ctx.logger = create_logger(
source, ctx.log_level,
pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.MD, source, source,
ctx.locator))
run_extension(ctx, EXTENSION_REGISTRY_MD)
@kfc.command()
@click.option('-s',
'--source',
required=True,
type=click.Choice(EXTENSION_REGISTRY_TD.names()),
help='destination to send order')
@click.option('-a', '--account', type=str, help='account')
@click.option('-x',
'--low_latency',
is_flag=True,
help='run in low latency mode')
@click.pass_context
def td(ctx, source, account, low_latency):
pass_ctx_from_parent(ctx)
ctx.name = 'td_' + source + '_' + account
ctx.source = source
ctx.account = account
ctx.low_latency = low_latency
ctx.logger = create_logger(
source, ctx.log_level,
from . import ${PROJECT_NAME} as ext
from extensions import EXTENSION_REGISTRY_MD, EXTENSION_REGISTRY_TD
EXTENSION_REGISTRY_MD.register_extension('tora', ext.MD)
EXTENSION_REGISTRY_TD.register_extension('tora', ext.TD)
config_int = {}
config_double = {}
for pname in config:
if type(config[pname]) == str:
config_str[pname] = config[pname]
elif type(config[pname]) == int:
config_int[pname] = config[pname]
elif type(config[pname]) == float:
config_double[pname] = config[pname]
else:
logger.error('unknown config %s, %s', type(config[pname]), config[pname])
if not 'client_id' in config_int:
config_int['client_id'] = 1
config_str['save_file_path'] = '{}/runtime'.format(args.home)
plugin = registry.get_extension(extension_name)(config_str, config_int, config_double)
plugin.init()
plugin.start()
else:
logger.error('Unrecognized %s arg %s', extension_type, extension_name)
@arg('-s', '--source', dest='source', type=str, required=True, choices=EXTENSION_REGISTRY_MD.names(), help='data source')
@command(help='market data gateway')
def md(args, logger):
args.name = 'md_' + args.source
run_extension(EXTENSION_REGISTRY_MD, args, logger, args.source, 'md')
@arg('-d', '--dest', dest='dest', type=str, required=True, choices=EXTENSION_REGISTRY_TD.names(), help='destination to send order')
@command(help='trade gateway')
def td(args, logger):
run_extension(EXTENSION_REGISTRY_TD, args, logger, args.dest, 'td')
else:
ctx.logger.error('Unrecognized %s arg %s', registry.ext_type.lower(), ctx.name)
@kfc.command()
@click.option('-s', '--source', required=True, type=click.Choice(EXTENSION_REGISTRY_MD.names()), help='data source')
@click.option('-x', '--low_latency', is_flag=True, help='run in low latency mode')
@click.pass_context
def md(ctx, source, low_latency):
pass_ctx_from_parent(ctx)
ctx.name = 'md_' + source
ctx.source = source
ctx.low_latency = low_latency
ctx.logger = create_logger(source, ctx.log_level, pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.MD, source, source, ctx.locator))
run_extension(ctx, EXTENSION_REGISTRY_MD)
@kfc.command()
@click.option('-s', '--source', required=True, type=click.Choice(EXTENSION_REGISTRY_TD.names()), help='destination to send order')
@click.option('-a', '--account', type=str, help='account')
@click.option('-x', '--low_latency', is_flag=True, help='run in low latency mode')
@click.pass_context
def td(ctx, source, account, low_latency):
pass_ctx_from_parent(ctx)
ctx.name = 'td_' + source + '_' + account
ctx.source = source
ctx.account = account
ctx.low_latency = low_latency
ctx.logger = create_logger(source, ctx.log_level, pyyjj.location(pyyjj.mode.LIVE, pyyjj.category.TD, source, account, ctx.locator))
run_extension(ctx, EXTENSION_REGISTRY_TD)
from . import ${PROJECT_NAME} as ext
from extensions import EXTENSION_REGISTRY_MD, EXTENSION_REGISTRY_TD
EXTENSION_REGISTRY_MD.register_extension('kfextdemo', ext.MD)
EXTENSION_REGISTRY_TD.register_extension('kfextdemo', ext.TD)
from . import ${PROJECT_NAME} as ext
from extensions import EXTENSION_REGISTRY_MD, EXTENSION_REGISTRY_TD
EXTENSION_REGISTRY_MD.register_extension('passive', ext.MD)
EXTENSION_REGISTRY_TD.register_extension('passive', ext.TD)
