def handle_transactions():
for currency in currencies:
logging.info('Processing {} deposits'.format(currency))
oldtransactions = CompletedOrder.query.filter().all()
oldids = [x.transaction_id for x in oldtransactions]
rpc = ServiceProxy(currencies[currency]['daemon'])
transactions = [
tx for tx in rpc.listtransactions() if tx['category'] == 'receive']
newtransactions = []
for tx in transactions:
if tx['txid'] not in oldids:
newtransactions.append(tx)
for tx in newtransactions:
addr = Address.query.filter(
Address.address == str(
tx['address'])).first()
if addr:
logging.info(
"New Deposit! TXID: {} Amount: {} UserID: {}".format(
tx['txid'],
tx['amount'],
addr.user))
adjustbalance(
currency, addr.user, int(
float(
tx['amount']) * currencies[currency]['multiplier']))
co = CompletedOrder(
currency + "_" + currency,
"DEPOSIT",
float(
tx['amount']),
0,
addr.user,
is_deposit=True,
transaction_id=tx['txid'])
db_session.add(co)
logging.info('Processing {} withdrawals'.format(currency))
withdrawals = CompletedOrder.query.filter(
CompletedOrder.is_withdrawal).filter(
CompletedOrder.withdrawal_complete == False).all()
for withdrawal in withdrawals:
# TODO: some proper error checking etc
logging.info(
"New Withdrawal! Amount: {}".format(
withdrawal.amount))
sendaddr = withdrawal.withdrawal_address
try:
rpc.sendtoaddress(sendaddr, withdrawal.amount)
except Exception as e:
logging.warning(
"Error in executing withdrawal! ID: {} JSONRPC Error: {}".format(
withdrawal.id,
repr(
e.error)))
withdrawal.withdrawal_complete = True
db_session.add(withdrawal)
db_session.commit()
def handle_transactions():
for currency in currencies:
logging.info('Processing {} deposits'.format(currency))
oldtransactions = CompletedOrder.query.filter().all()
oldids = [x.transaction_id for x in oldtransactions]
rpc = ServiceProxy(currencies[currency]['daemon'])
transactions = [
tx for tx in rpc.listtransactions() if tx['category'] == 'receive'
]
newtransactions = []
for tx in transactions:
if tx['txid'] not in oldids:
newtransactions.append(tx)
for tx in newtransactions:
addr = Address.query.filter(
Address.address == str(tx['address'])).first()
if addr:
logging.info(
"New Deposit! TXID: {} Amount: {} UserID: {}".format(
tx['txid'], tx['amount'], addr.user))
adjustbalance(
currency, addr.user,
int(
float(tx['amount']) *
currencies[currency]['multiplier']))
co = CompletedOrder(currency + "_" + currency,
"DEPOSIT",
float(tx['amount']),
0,
addr.user,
is_deposit=True,
transaction_id=tx['txid'])
db_session.add(co)
logging.info('Processing {} withdrawals'.format(currency))
withdrawals = CompletedOrder.query.filter(
CompletedOrder.is_withdrawal).filter(
CompletedOrder.withdrawal_complete == False).all()
for withdrawal in withdrawals:
# TODO: some proper error checking etc
logging.info("New Withdrawal! Amount: {}".format(
withdrawal.amount))
sendaddr = withdrawal.withdrawal_address
try:
rpc.sendtoaddress(sendaddr, withdrawal.amount)
except Exception as e:
logging.warning(
"Error in executing withdrawal! ID: {} JSONRPC Error: {}".
format(withdrawal.id, repr(e.error)))
withdrawal.withdrawal_complete = True
db_session.add(withdrawal)
db_session.commit()
def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
print("FILLING ORDER: " + str(order))
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue",old_order_id)
redis.srem(str(cUID)+"/orders",old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument']+"/bid",old_order_id)
adjustbalance(instrument.split("_")[1],cUID,ramount*price,price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument']+"/ask",old_order_id)
adjustbalance(instrument.split("_")[0],cUID,ramount,price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable,0,0)
#search ask table to see if there are any orders that are at or below this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable,lowesthash[0])
amount_to_buy = 0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable,orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_buy)
amount_to_credit = price*ramount
adjustbalance(quote_currency,cUID,price*amount_to_buy,price)
else:
# Our order is bigger than theirs, we can remove them from the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(quote_currency,cUID,price*camt,price)
co = CompletedOrder(instrument, 'sell', amount_to_buy, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_buy/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_buy/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
redis.srem(str(uid)+"/orders",orderid)
#TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable,orderid, price)
redis.hset(orderid,"amount",ramount)
if(amount_to_buy != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(base_currency,uid,amount_to_buy,price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
#search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable,-1,-1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(bidtable,highesthash[0]) #unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable,orderid,price)
else:
orders = redis.zrangebyscore(bidtable,price,'+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency,cUID,amount_to_sell,price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(base_currency,cUID,amount_to_sell,price)
co = CompletedOrder(instrument, 'buy', amount_to_sell, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_sell/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_sell/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
#TODO: Write a completed transaction to SQL
redis.srem(str(uid)+"/orders",orderid)
break
if(ramount != 0):
redis.zadd(asktable,orderid,price)
redis.hset(orderid,"amount",ramount)
if(amount_to_credit != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(quote_currency,uid,amount_to_credit*price,price)
co = CompletedOrder(instrument, 'sell', amount_to_credit*price, price, uid)
db_session.add(co)
else:
pass #TODO: throw an error, not a buy or sell
#db_session.add(b)
db_session.commit()
def fill_order():
""" Typical limit order book implementation, handles orders in Redis and writes exchange history to SQL. """
orderid = redis.blpop("order_queue")[1]
order = redis.hgetall(orderid)
ordertype = order["ordertype"]
# do this here, the canceled order hashes dont have all the info that normal ones do
if ordertype == "cancel":
old_order_id = order['old_order_id']
if redis.exists(old_order_id):
old_order = redis.hgetall(old_order_id)
redis.delete(old_order_id)
cUID = old_order['uid']
ramount = int(old_order["amount"])
instrument = old_order["instrument"]
price = float(old_order["price"])
redis.lrem("order_queue",old_order_id)
redis.srem(str(cUID)+"/orders",old_order_id)
if old_order['ordertype'] == 'buy':
redis.zrem(old_order['instrument']+"/bid",old_order_id)
adjustbalance(instrument.split("_")[1],cUID,ramount*price,price)
elif old_order['ordertype'] == 'sell':
redis.zrem(old_order['instrument']+"/ask",old_order_id)
adjustbalance(instrument.split("_")[0],cUID,ramount,price)
return
ramount = int(order["amount"])
instrument = order["instrument"]
base_currency = instrument.split("_")[0]
quote_currency = instrument.split("_")[1]
bidtable = instrument + "/bid"
asktable = instrument + "/ask"
completedlist = instrument + "/completed"
price = float(order["price"])
uid = order["uid"]
if ordertype == 'buy':
lowesthash = redis.zrange(asktable,0,0)
#search ask table to see if there are any orders that are at or below this price
lowestprice = 0.0
norders = redis.zcard(asktable)
if norders > 0:
lowestprice = redis.zscore(asktable,lowesthash[0])
amount_to_buy = 0.0
if lowestprice > price or norders < 1:
# if there are none, add straight to the orderbook
redis.zadd(bidtable,orderid, price)
else:
orders = redis.zrangebyscore(asktable, 0, price)
# Go through as many valid orders as needed
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
# Adjust their amount
amount_to_buy = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_buy)
amount_to_credit = price*ramount
adjustbalance(quote_currency,cUID,price*amount_to_buy,price)
else:
# Our order is bigger than theirs, we can remove them from the books
amount_to_buy += camt
ramount -= camt
redis.delete(current)
redis.zrem(asktable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(quote_currency,cUID,price*camt,price)
co = CompletedOrder(instrument, 'sell', amount_to_buy, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_buy/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_buy/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
redis.srem(str(uid)+"/orders",orderid)
#TODO: Write a completed transaction to SQL??
break
if ramount != 0:
redis.zadd(bidtable,orderid, price)
redis.hset(orderid,"amount",ramount)
if(amount_to_buy != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(base_currency,uid,amount_to_buy,price)
co = CompletedOrder(instrument, 'buy', amount_to_buy, price, uid)
db_session.add(co)
elif ordertype == 'sell':
#search bid table to see if there are are at or above this price
highesthash = redis.zrange(bidtable,-1,-1)
norders = redis.zcard(bidtable)
highestprice = 0
if norders > 0:
highestprice = redis.zscore(bidtable,highesthash[0]) #unsure why, but this workaround is needed for now
if norders < 1 or highestprice < price:
# if not add straight to the books
redis.zadd(asktable,orderid,price)
else:
orders = redis.zrangebyscore(bidtable,price,'+inf')[::-1]
amount_to_credit = 0
for current in orders:
camt = int(redis.hget(current,"amount"))
cUID = redis.hget(current,"uid")
if ramount < camt:
amount_to_credit += ramount
amount_to_sell = ramount
ramount = 0
redis.hset(current, "amount",camt-amount_to_sell)
amount_to_credit += ramount
adjustbalance(base_currency,cUID,amount_to_sell,price)
else:
amount_to_credit += camt
amount_to_sell = camt
ramount -= camt
redis.delete(current)
redis.zrem(bidtable,current)
redis.srem(str(cUID)+"/orders",current)
adjustbalance(base_currency,cUID,amount_to_sell,price)
co = CompletedOrder(instrument, 'buy', amount_to_sell, price, cUID)
db_session.add(co)
completedtxredis = generate_password_hash(current + str(random.random()))
redis.hmset(completedtxredis,{'price':price,'quote_currency_amount':price*amount_to_sell/config.get_multiplier(quote_currency),
'base_currency_amount':amount_to_sell/config.get_multiplier(base_currency)})
#redis.expire(completedtxredis,86400) # 24 * 60 * 60
redis.zadd(completedlist,completedtxredis, price)
if ramount == 0:
#TODO: Write a completed transaction to SQL
redis.srem(str(uid)+"/orders",orderid)
break
if(ramount != 0):
redis.zadd(asktable,orderid,price)
redis.hset(orderid,"amount",ramount)
if(amount_to_credit != 0):
#TODO: Write a completed transaction to SQL
adjustbalance(quote_currency,uid,amount_to_credit*price,price)
co = CompletedOrder(instrument, 'sell', amount_to_credit*price, price, uid)
db_session.add(co)
else:
pass #TODO: throw an error, not a buy or sell
#db_session.add(b)
db_session.commit()
