def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(
self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def create_websocket(self): self.ws = BitExThreadedClient( self.blinktrade_ws_url ) self.ws.signal_connection_open.connect(self.on_ws_open) self.ws.signal_connection_closed.connect(self.on_ws_closed) self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat) self.ws.signal_logged.connect(self.on_blinktrade_connected) self.ws.signal_balance.connect(self.on_blinktrade_balance ) self.ws.signal_execution_report.connect(self.on_blinktrade_execution_report) self.ws.signal_send.connect(self.on_blinktrade_send) self.ws.signal_recv.connect(self.on_blinktrade_recv)
class BlinkTradeArbitrator(object):
def __init__(self, blinktrade_broker_id, blinktrade_username, blinktrade_password, blinktrade_ws_url='wss://api.blinktrade.com/trade/', symbol='BTCUSD'):
self.fiat_currency = symbol[3:]
self.crypto_currency = symbol[:3]
self.fiat_balance = 0
self.crypto_balance = 0
self.latency = 0
self.blinktrade_ws_url = blinktrade_ws_url
self.blinktrade_broker_id = blinktrade_broker_id
self.blinktrade_username = blinktrade_username
self.blinktrade_password = blinktrade_password
self.blinktrade_broker = None
self.blinktrade_profile = None
self.order_book_bid_processor = OrderBookProcessor('1', symbol)
self.order_book_ask_processor = OrderBookProcessor('2', symbol)
self.order_book_bid_processor.send_new_order_signal.connect(self.on_send_buy_new_order)
self.order_book_ask_processor.send_new_order_signal.connect(self.on_send_sell_new_order)
self.order_book_bid_processor.cancel_order_signal.connect(self.on_send_cancel_order)
self.order_book_ask_processor.cancel_order_signal.connect(self.on_send_cancel_order)
#Signals
self.signal_connected = Signal()
self.signal_disconnected = Signal()
self.signal_logged = Signal()
self.signal_order = Signal()
self.create_websocket()
def create_websocket(self):
self.ws = BitExThreadedClient( self.blinktrade_ws_url )
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance )
self.ws.signal_execution_report.connect(self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def is_connected(self):
return self.ws.is_connected
def is_logged(self):
return self.ws.is_logged
def on_ws_open(self, sender, msg):
self.signal_connected(self)
self.ws.login(self.blinktrade_broker_id, self.blinktrade_username, self.blinktrade_password )
def on_ws_closed(self, sender, code_reason):
self.signal_disconnected(self, code_reason)
def reconnect(self):
del self.ws
self.create_websocket()
self.connect()
def connect(self):
from ws4py.exc import HandshakeError
try:
self.ws.connect()
except HandshakeError, e:
print datetime.datetime.now(), 'ERROR', 'connection error: ', e
raise
class BlinkTradeArbitrator(object):
def __init__(self,
blinktrade_broker_id,
blinktrade_username,
blinktrade_password,
blinktrade_ws_url='wss://api.blinktrade.com/trade/',
symbol='BTCUSD'):
self.fiat_currency = symbol[3:]
self.crypto_currency = symbol[:3]
self.fiat_balance = 0
self.crypto_balance = 0
self.latency = 0
self.blinktrade_ws_url = blinktrade_ws_url
self.blinktrade_broker_id = blinktrade_broker_id
self.blinktrade_username = blinktrade_username
self.blinktrade_password = blinktrade_password
self.blinktrade_broker = None
self.blinktrade_profile = None
self.order_book_bid_processor = OrderBookProcessor('1', symbol)
self.order_book_ask_processor = OrderBookProcessor('2', symbol)
self.order_book_bid_processor.send_new_order_signal.connect(
self.on_send_buy_new_order)
self.order_book_ask_processor.send_new_order_signal.connect(
self.on_send_sell_new_order)
self.order_book_bid_processor.cancel_order_signal.connect(
self.on_send_cancel_order)
self.order_book_ask_processor.cancel_order_signal.connect(
self.on_send_cancel_order)
#Signals
self.signal_connected = Signal()
self.signal_disconnected = Signal()
self.signal_logged = Signal()
self.signal_order = Signal()
self.create_websocket()
def create_websocket(self):
self.ws = BitExThreadedClient(self.blinktrade_ws_url)
self.ws.signal_connection_open.connect(self.on_ws_open)
self.ws.signal_connection_closed.connect(self.on_ws_closed)
self.ws.signal_heartbeat.connect(self.on_blinktrade_heartbeat)
self.ws.signal_logged.connect(self.on_blinktrade_connected)
self.ws.signal_balance.connect(self.on_blinktrade_balance)
self.ws.signal_execution_report.connect(
self.on_blinktrade_execution_report)
self.ws.signal_send.connect(self.on_blinktrade_send)
self.ws.signal_recv.connect(self.on_blinktrade_recv)
def is_connected(self):
return self.ws.is_connected
def is_logged(self):
return self.ws.is_logged
def on_ws_open(self, sender, msg):
self.signal_connected(self)
time.sleep(2)
self.ws.login(self.blinktrade_broker_id, self.blinktrade_username,
self.blinktrade_password)
def on_ws_closed(self, sender, code_reason):
self.signal_disconnected(self, code_reason)
def reconnect(self):
del self.ws
self.create_websocket()
self.connect()
def connect(self):
from ws4py.exc import HandshakeError
try:
self.ws.connect()
except HandshakeError, e:
print datetime.datetime.now(), 'ERROR', 'connection error: ', e
raise
