def get_order_book(self, contract):
if contract not in self.markets:
raise WebserverException("exceptions/webserver/no-such-ticker", contract)
if contract not in self.books:
log("Warning: %s not in books" % contract)
# TODO: Get book from engine
self.books[contract] = {'contract': contract, 'bids': [], 'asks': []}
result = yield succeed(self.books[contract])
returnValue(result)
def get_trade_history(self, contract, start_timestamp=None, end_timestamp=None):
if contract not in self.markets:
raise WebserverException("exceptions/webserver/no-such-ticker", contract)
now = util.dt_to_timestamp(datetime.utcnow())
start = start_timestamp or int(now - 3.6e9) # delta 1 hour
end = end_timestamp or now
history = yield succeed([entry for entry in self.trade_history.get(contract, []) \
if start <= entry["timestamp"] <= end])
returnValue(history)
def place_order(self, order, username=None):
order["timestamp"] = util.dt_to_timestamp(datetime.datetime.utcnow())
order['username'] = username
# Check for zero price or quantity
if order["price"] == 0 or order["quantity"] == 0:
raise WebserverException(
"exceptions/webserver/invalid_price_quantity")
# check tick size and lot size in the accountant, not here
result = yield self.accountant.proxy.place_order(username, order)
returnValue(result)
def request_withdrawal(self,
contract,
amount,
address,
totp=None,
username=None):
"""
Makes a note in the database that a withdrawal needs to be processed
:param contract: the currency to process the withdrawal in
:param amount: the amount of money to withdraw
:param address: the address to which the withdrawn money is to be sent
:returns: bool, Deferred - if an invalid amount, just return False, otherwise return a deferred
"""
if amount <= 0:
raise WebserverException(
"exceptions/webserver/invalid-withdrawal-amount")
totp_result = yield self.administrator.proxy.check_totp(username, totp)
if totp_result:
result = yield self.accountant.proxy.request_withdrawal(
username, contract, amount, address)
returnValue(result)
else:
raise WebserverException("exceptions/webserver/invalid_otp")
def get_ohlcv_history(self, contract, period=None, start_timestamp=None,
end_timestamp=None):
if contract not in self.markets:
raise WebserverException("exceptions/webserver/no-such-ticker", contract)
now = util.dt_to_timestamp(datetime.utcnow())
start = start_timestamp or int(now - 5.184e12) # delta 60 days
end = end_timestamp or now
period = period or "day"
data = self.ohlcv_history.get(contract, {}).get(period, {})
ohlcv = yield succeed({key: value for key, value in data.iteritems() \
if value["open_timestamp"] <= end and \
start <= value["close_timestamp"]})
returnValue(ohlcv)
def get_new_api_credentials(self,
expiration=None,
totp=None,
username=None):
if expiration is None:
now = datetime.utcnow()
expiration = util.dt_to_timestamp(now + timedelta(days=7))
# Check totp
totp_result = yield self.administrator.proxy.check_totp(username, totp)
if totp_result:
r = yield self.administrator.proxy.get_new_api_credentials(
username, expiration)
returnValue(r)
else:
raise WebserverException("exceptions/webserver/invalid_otp")