def send_thread_orders(self, host: str, thread_orders: List[ThreadOrderItem], datetime_start: datetime.datetime, datetime_end: datetime.datetime):
log_debug('Starting threads from ' + datetime_start.strftime('%H:%M:%S.%f') + ' to ' + datetime_end.strftime('%H:%M:%S.%f'))
for threaded_order in thread_orders:
for i in range(0, threaded_order.threads):
headers = EasyTraderOrderProcessor.get_headers_with_cookie(host, threaded_order)
threading.Thread(target=self.send_thread_order_until_time, args=(host,
threaded_order,
datetime_start, datetime_end, headers)).start()
log_debug('All threads started')
def process_orders_async(self, host: str,
async_orders: List[AsyncOrderItem],
datetime_start: datetime.datetime,
datetime_end: datetime.datetime):
asyncio.set_event_loop(asyncio.new_event_loop())
loop = asyncio.get_event_loop()
async_tasks = []
for async_order in async_orders:
async_tasks.append(
self.send_orders_async(host=host,
async_order=async_order,
datetime_start=datetime_start,
datetime_end=datetime_end))
log_debug('waiting for ' + str(len(async_tasks)) + ' tasks')
loop.run_until_complete(asyncio.wait(async_tasks))
async def send_order_async(self,
host: str,
async_order: AsyncOrderItem,
session: aiohttp.ClientSession, sem: asyncio.Semaphore, datetime_end: datetime.datetime):
headers = AgahOnlineOrderProcessor.get_headers_with_cookie(host, async_order)
tmp_data = AgahOnlineOrderProcessor.get_temp_date(async_order)
send_order_url = AgahOnlineOrderProcessor.get_send_order_url(host=host)
# acquire a semaphore
async with sem:
try:
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
tic = timeit.default_timer()
if dt_now <= datetime_end:
try:
async with session.post(url=send_order_url, json=tmp_data, headers=headers, verify_ssl=False) as resp:
# pass
toc = timeit.default_timer()
log_debug("resp:" + await resp. text() + ", sendTime: " + dt_now.strftime("%H:%M:%S.%f") + ', duration:' + str(toc-tic) + ' seconds') # delete later
# log_debug("resp:"+str(resp.status)+", sendTime: "+dt_now.strftime("%H:%M:%S.%f")+', duration:'+str(toc-tic) +' seconds')
except Exception as ex:
log_warning(str(ex) + '\n' + traceback.format_exc())
else:
# this usually happens if a lot of tasks are waiting behind semaphore.
# since time has passed the datetime_end, we should not make new request
log_debug("time is passed of datetime_end so we do not make new request")
except:
log_debug("Exception happened when sending request: "+traceback. format_exc())
async def send_order_async(self,
host: str,
async_order: AsyncOrderItem,
session: aiohttp.ClientSession,
sem: asyncio.Semaphore,
datetime_end: datetime.datetime):
headers = EasyTraderOrderProcessor.get_headers_with_cookie(host, async_order)
tmp_data = {"model": {"isin": async_order.isin_code, "financeId": "Broker", "quantity": async_order.quantity, "price": async_order.price, "state": 2, "side": EasyTraderOrderProcessor.get_order_side_int(async_order.side), "validityType": "Day", "iceberg": 0,
"clientSendingUnixTimeStamp": int(time. time()*1000)}}
send_order_url = EasyTraderOrderProcessor.get_send_order_url(host=host)
# acquire a semaphore
async with sem:
try:
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
tic = timeit.default_timer()
if dt_now <= datetime_end:
try:
async with session.post(url=send_order_url, json=tmp_data, headers=headers, verify_ssl=False) as resp:
# pass
toc = timeit.default_timer()
log_debug("resp:" + await resp. text() + ", sendTime: " + dt_now.strftime("%H:%M:%S.%f") + ', duration:' + str(toc-tic) + ' seconds') # delete later
# log_debug("resp:"+str(resp.status)+", sendTime: "+dt_now.strftime("%H:%M:%S.%f")+', duration:'+str(toc-tic) +' seconds')
except Exception as ex:
log_warning(str(ex) + '\n' + traceback.format_exc())
else:
# this usually happens if a lot of tasks are waiting behind semaphore.
# since time has passed the datetime_end, we should not make new request
log_debug("time is passed of datetime_end so we do not make new request")
except:
log_debug("Exception happened when sending request: "+traceback. format_exc())
async def send_orders_async(self, host: str, async_order: AsyncOrderItem,
datetime_start: datetime.datetime,
datetime_end: datetime.datetime):
tasks = []
sem = asyncio.Semaphore(async_order.limit)
delta_time = 1.0 / async_order.request_per_second
timeout = aiohttp.ClientTimeout(total=40,
connect=30) # unit is seconds
connector = aiohttp.TCPConnector(limit=None, verify_ssl=False)
async with aiohttp.ClientSession(connector=connector,
timeout=timeout) as session:
a = 0
while True:
if datetime.datetime.now(
tz=pytz.timezone("Asia/Tehran")) < datetime_start:
await asyncio.sleep(0.1)
continue
if datetime.datetime.now(
tz=pytz.timezone("Asia/Tehran")) > datetime_end:
break
a += 1
# if a%50 ==49:# delete this later. just for test
# await asyncio.sleep(1)
log_debug(
str(a) + " sending req at:" +
str(datetime.datetime.now(
tz=pytz.timezone("Asia/Tehran"))))
coro = self.send_order_async(host=host,
async_order=async_order,
session=session,
sem=sem,
datetime_end=datetime_end)
task = asyncio.ensure_future(coro)
tasks.append(task)
# await asyncio.sleep(0) # if we do this, we send all requests at once
# it is better to send requests uniformly spread over time
await asyncio.sleep(delta_time * 0.7)
log_debug('waiting for tasks')
if len(tasks) != 0:
await asyncio.wait(tasks)
log_debug('wait finished')
def send_thread_order_until_time(self, host: str,
threaded_order: ThreadOrderItem,
datetime_start: datetime.datetime,
datetime_end: datetime.datetime,
headers: Dict[str, Any]):
tmp_data = OnlinePlusOrderProcessor.get_temp_date(threaded_order)
send_order_url = OnlinePlusOrderProcessor.get_send_order_url(host=host)
total_wait_time = (datetime_start - datetime.datetime.now(
tz=pytz.timezone("Asia/Tehran"))).total_seconds()
if total_wait_time > 0:
log_debug('waiting ' + str(total_wait_time) + ' seconds')
time.sleep(total_wait_time)
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
while dt_now < datetime_end:
tic = timeit.default_timer()
log_debug('sending order')
try:
o = requests.post(url=send_order_url,
json=tmp_data,
headers=headers,
timeout=10000)
log_debug('order id:' + str(o.text))
except Exception as ex:
log_debug(str(ex))
toc = timeit.default_timer()
log_debug('order for ' + threaded_order.isin_code + ' sent in ' +
str(toc - tic) + ' seconds (' +
dt_now.strftime('%H:%M:%S.%f') + ')')
# time.sleep(0.5)
time.sleep(0.001)
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
log_debug('Thread for ' + threaded_order.isin_code + ' finished')
def send_thread_order_until_time(self,
host: str,
threaded_order: ThreadOrderItem,
datetime_start: datetime.datetime, datetime_end: datetime.datetime, headers: dict):
tmp_data = {"model": {"isin": threaded_order.isin_code, "financeId": "Broker", "quantity": threaded_order.quantity,
"price": threaded_order.price, "state": 2, "side": threaded_order.side, "validityType": "Day", "iceberg": 0,
"clientSendingUnixTimeStamp": int(time.time() * 1000)}}
send_order_url = EasyTraderOrderProcessor.get_send_order_url(host=host)
total_wait_time = (datetime_start - datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))).total_seconds()
if total_wait_time > 0:
log_debug('waiting '+str(total_wait_time)+' seconds')
time.sleep(total_wait_time)
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
while dt_now < datetime_end:
tic = timeit.default_timer()
log_debug('sending order')
try:
o = requests.post(url=send_order_url, json=tmp_data, headers=headers, timeout=10000)
log_debug('order id:' + str(o.text))
except Exception as ex:
log_debug(str(ex))
toc = timeit.default_timer()
log_debug('order for '+threaded_order.isin_code+' sent in ' + str(toc - tic) + ' seconds (' + dt_now.strftime('%H:%M:%S.%f') + ')')
# time.sleep(0.5)
time.sleep(0.001)
dt_now = datetime.datetime.now(tz=pytz.timezone("Asia/Tehran"))
log_debug('Thread for '+threaded_order.isin_code+' finished')
