def distribute(self, update_type, message_id, text, choice=None):
try:
logger.debug("==============================================")
logger.debug("새로운 메시지가 도착했습니다.")
logger.debug(f"[{update_type}] message_id: {message_id}, choice: {choice}")
logger.debug(f"{text}")
logger.debug("==============================================")
if update_type == "message":
# TODO 메시지로 도착했을때 명령어 기능 추가하면 좋을듯..
logger.debug("[미개발..] %s", text)
elif update_type == "callback_query":
bot_id = text.split("\n")[0].split(":")[1].strip()
if self.bot_id != bot_id:
logger.debug("다른 봇 메시지는 무시합니다.")
return
question = self.question_tmp.get(message_id)
del self.question_tmp[message_id]
if choice == "YES":
logger.debug("selected: YES")
if question['yes_func'] is not None:
result = question['yes_func'](question['yes_param'])
else:
logger.debug("selected: No")
if question['no_func'] is not None:
result = question['no_func'](question['no_param'])
self.bot.edit_message_text(chat_id=question["message"]["chat_id"],
message_id=question["message"]["message_id"],
text=f"{question['message']['text']}\n결과 >> {result}",
parse_mode="HTML")
except KeyError:
logger.error(KeyError)
def put_order(self,
order_qty,
price=None,
stop_price=None,
post_only=True,
close_position=True,
type='Limit'):
order_logger.info(
'NEW ORDER > symbol[%s] type[%s] order_qty[%s] price[%s] stop_price[%s]',
self.symbol, type, order_qty, price, stop_price)
if self.dry_run:
return
try:
if type == 'Limit':
result = self.client.Order.Order_new(
symbol=self.symbol,
ordType=type,
orderQty=order_qty,
price=price,
side='Buy' if order_qty > 0 else 'Sell',
execInst='ParticipateDoNotInitiate'
if post_only else '').result()
elif type == 'Stop':
if close_position:
result = self.client.Order.Order_new(
symbol=self.symbol,
ordType=type,
stopPx=stop_price,
execInst='Close,LastPrice',
side='Buy' if order_qty > 0 else 'Sell').result()
else:
result = self.client.Order.Order_new(
symbol=self.symbol,
ordType=type,
orderQty=order_qty,
stopPx=stop_price).result()
elif type == 'LimitIfTouched' or type == "StopLimit":
result = self.client.Order.Order_new(
symbol=self.symbol,
ordType=type,
orderQty=order_qty,
price=price,
stopPx=stop_price,
execInst='ParticipateDoNotInitiate').result()
elif type == 'Market':
result = self.client.Order.Order_new(symbol=self.symbol,
ordType=type,
orderQty=order_qty,
price=price).result()
logger.debug('NEW ORDER > symbol[%s] Result > %s', self.symbol,
result[0])
order = result[0]
status = order['ordStatus']
if status != 'Rejected':
return order
except Exception as e:
logger.error('put order error %s', e)
async def init(self):
"""
이 부분을 호출하여 넥서스를 초기화한다.
:return:
"""
try:
await self.nexus.wait_ready()
except Exception as e:
logger.error('init error > %s', e)
utils.print_traceback()
async def start(self):
if not self.candle_handler:
logger.error('Nexus mock is not loaded yet!')
return
logger.info('Backtest start timer!')
while True:
df = await self._update_candle()
if df is None:
break
def amend_order(self,
order,
order_qty,
price=None,
stop_price=None,
type='Limit'):
"""
기존 주문 수정.
:param key:
:param order_qty:
:param price:
:return:
"""
if not self.dry_run:
try:
order_id = order['orderID']
if type == 'Limit':
result = self.client.Order.Order_amend(
orderID=order_id, orderQty=order_qty,
price=price).result()
elif type == 'Stop':
result = self.client.Order.Order_amend(
orderID=order_id,
orderQty=order_qty,
stopPx=stop_price).result()
elif type == 'LimitIfTouched' or type == "StopLimit":
result = self.client.Order.Order_amend(
orderID=order_id,
orderQty=order_qty,
price=price,
stopPx=stop_price).result()
elif type == 'Market':
result = self.client.Order.Order_new(symbol=self.symbol,
ordType=type,
orderQty=order_qty,
price=price).result()
logger.debug(
'AMEND ORDER > order_id[%s] symbol[%s] Result > %s',
order_id, self.symbol, result[0])
order = result[0]
status = order['ordStatus']
order_logger.info(
'AMEND ORDER (%s) > order_id[%s] symbol[%s] type[%s] order_qty[%s] price[%s] stop_price[%s]',
status, order_id, self.symbol, type, order_qty, price,
stop_price)
if status != 'Rejected':
return order
except Exception as e:
if 'Invalid ordStatus' in e.response.text:
raise OrderNotFoundException()
logger.error('amend order error %s', e)
async def _run_server(self):
try:
app = web.Application()
app.add_routes([
web.get('/', self._handle_info),
])
runner = web.AppRunner(app)
await runner.setup()
site = web.TCPSite(runner, '0.0.0.0', self.http_port)
await site.start()
logger.info('HTTP server bind port %s', self.http_port)
except Exception as e:
logger.error('_run_server error %s', e)
async def get_update():
async with aiohttp.ClientSession() as session:
offset = 0
limit = 50
current_ts = int(time.time())
while True:
url = f"https://api.telegram.org/bot{self.bot_token}/getUpdates?offset={offset + 1}&limit={limit}"
async with session.get(url) as response:
data = json.loads(await response.text())
if data["ok"]:
results = data["result"]
for result in results:
for update_type in result.keys():
try:
date = None
text = None
choice = None
message_id = None
if update_type == "message":
date = result["message"]["date"]
text = result["message"]["text"]
message_id = result["message"][
"message_id"]
elif update_type == "callback_query":
date = result["callback_query"][
"message"]["date"]
text = result["callback_query"][
"message"]["text"]
message_id = result[
"callback_query"]["message"][
"message_id"]
choice = result["callback_query"][
"data"]
if update_type == "update_id" or current_ts >= date:
# 이전 메시지 무시..
offset = result["update_id"]
continue
self.distribute(
update_type, str(message_id), text,
choice)
except KeyError:
logger.error("key error", KeyError)
# 한번씩 쉬면서 대화 내용 조회하기.
time.sleep(1)
async def listen(self):
if self.websocket:
while True:
try:
message = await self.websocket.recv()
self.__on_message(message)
except Exception as e:
logger.error('listen error', e)
self.connected = False
logger.error('########################################')
logger.error('########################################')
logger.error('########################################')
logger.error('Websocket closed. %s', e)
logger.error('########################################')
logger.error('########################################')
logger.error('########################################')
logger.error('Try websocket reconnect in 5 seconds...')
# 5초후 웹소켓 접속 재시도.
await asyncio.sleep(5)
await self.connect()
else:
raise Exception('Websocket disconnected.')
def __on_message(self, message):
'''Handler for parsing WS messages.'''
message = json.loads(message)
logger.debug(json.dumps(message))
table = message['table'] if 'table' in message else None
action = message['action'] if 'action' in message else None
try:
if 'subscribe' in message:
logger.debug("Subscribed to %s." % message['subscribe'])
elif action:
if table not in self.data:
self.data[table] = []
# There are four possible actions from the WS:
# 'partial' - full table image
# 'insert' - new row
# 'update' - update row
# 'delete' - delete row
value = message['data']
if action == 'partial':
logger.debug("%s: partial" % table)
self.data[table] += value
# Keys are communicated on partials to let you know how to uniquely identify
# an item. We use it for updates.
self.keys[table] = message['keys']
elif action == 'insert':
logger.debug('%s: inserting %s' % (table, value))
self.data[table] += value
# Limit the max length of the table to avoid excessive memory usage.
# Don't trim orders because we'll lose valuable state if we do.
if table not in [
'order', 'orderBookL2'
] and len(self.data[table]) > BitmexWS.MAX_TABLE_LEN:
self.data[table] = self.data[table][int(BitmexWS.
MAX_TABLE_LEN /
2):]
elif action == 'update':
logger.debug('%s: updating %s' % (table, value))
# Locate the item in the collection and update it.
for updateData in value:
item = findItemByKeys(self.keys[table],
self.data[table], updateData)
if not item:
return # No item found to update. Could happen before push
item.update(updateData)
# Remove cancelled / filled orders
if table == 'order' and item['leavesQty'] <= 0:
self.data[table].remove(item)
elif action == 'delete':
logger.debug('%s: deleting %s' % (table, value))
# Locate the item in the collection and remove it.
for deleteData in value:
item = findItemByKeys(self.keys[table],
self.data[table], deleteData)
self.data[table].remove(item)
else:
raise Exception("Unknown action: %s" % action)
# 업데이트 콜백을 호출한다.
for item in value:
if self.is_ready:
if table.startswith('tradeBin'):
if self.update_candle and item:
self.update_candle(item)
elif table == 'orderBook10':
if self.update_orderbook and item:
self.update_orderbook(item)
elif table == 'order':
if self.update_order and item:
self.update_order(item)
if table == 'position':
if self.update_position and item:
self.update_position(item)
except:
logger.error(traceback.format_exc())
