def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) price_depth_event = PriceDepthEvent() price_depth_event.symbol = parse.symbol price_depth_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts")) price_depth = PriceDepth() tick = json_wrapper.get_object("tick") bid_list = list() bids_array = tick.get_array("bids") for item in bids_array.get_items_as_array(): depth_entry = DepthEntry() depth_entry.price = item.get_float_at(0) depth_entry.amount = item.get_float_at(1) bid_list.append(depth_entry) ask_list = list() asks_array = tick.get_array("asks") for item in asks_array.get_items_as_array(): depth_entry = DepthEntry() depth_entry.price = item.get_float_at(0) depth_entry.amount = item.get_float_at(1) ask_list.append(depth_entry) price_depth.bids = bid_list price_depth.asks = ask_list price_depth_event.data = price_depth return price_depth_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("topic") parse = ChannelParser(ch) order_update_event = OrderUpdateEvent() order_update_event.symbol = parse.symbol order_update_event.timestamp = convert_cst_in_millisecond_to_utc( json_wrapper.get_int("ts")) data = json_wrapper.get_object("data") order = Order() order.order_id = data.get_int("order-id") order.symbol = parse.symbol order.account_type = account_info_map.get_account_by_id( self.__api_key, data.get_int("account-id")).account_type order.amount = data.get_float("order-amount") order.price = data.get_float("order-price") order.created_timestamp = convert_cst_in_millisecond_to_utc( data.get_int("created-at")) order.order_type = data.get_string("order-type") order.filled_amount = data.get_float("filled-amount") order.filled_cash_amount = data.get_float("filled-cash-amount") order.filled_fees = data.get_float("filled-fees") order.state = data.get_string("order-state") order.source = data.get_string("order-source") order_update_event.data = order return order_update_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelCh) parse = ChannelParser(ch) price_depth_event = PriceDepthEvent() price_depth_event.symbol = parse.symbol price_depth_event.timestamp = json_wrapper.get_int("ts") price_depth_event.ch = ch data = json_wrapper.get_object(OutputKey.KeyTick) price_depth = PriceDepth.json_parse(data) price_depth_event.data = price_depth return price_depth_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("topic") parse = ChannelParser(ch) order_update_event = OrderUpdateNewEvent() order_update_event.symbol = parse.symbol order_update_event.timestamp = json_wrapper.get_int("ts") data = json_wrapper.get_object("data") order = OrderUpdateNew.json_parse(data) order_update_event.data = order return order_update_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("rep") parse = ChannelParser(ch) trade_statistics_event = TradeStatisticsRequest() trade_statistics_event.symbol = parse.symbol ts = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts")) trade_statistics_event.timestamp = ts tick = json_wrapper.get_object("data") statistics = TradeStatistics.json_parse(tick, ts) trade_statistics_event.trade_statistics = statistics return trade_statistics_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelCh) parse = ChannelParser(ch) mbp_event = MbpEvent() mbp_event.symbol = parse.symbol mbp_event.ts = json_wrapper.get_int("ts") mbp_event.ch = ch data = json_wrapper.get_object(OutputKey.KeyTick) mbp = Mbp.json_parse(data) mbp_event.data = mbp return mbp_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) trade_statistics_event = TradeStatisticsEvent() trade_statistics_event.symbol = parse.symbol ts = json_wrapper.get_int("ts") trade_statistics_event.timestamp = ts tick = json_wrapper.get_object("tick") statistics = TradeStatistics.json_parse(tick, ts) trade_statistics_event.trade_statistics = statistics return trade_statistics_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelCh) parse = ChannelParser(ch) candlestick_event = CandlestickEvent() candlestick_event.symbol = parse.symbol candlestick_event.interval = "" candlestick_event.timestamp = json_wrapper.get_int("ts") tick = json_wrapper.get_object(OutputKey.KeyTick) data = Candlestick.json_parse(tick) candlestick_event.data = data return candlestick_event
def json_parse(json_wrapper): rep = json_wrapper.get_string(OutputKey.KeyChannelRep) parse = ChannelParser(rep) mbp_event = MbpRequest() mbp_event.symbol = parse.symbol mbp_event.id = json_wrapper.get_int("id") mbp_event.rep = rep data = json_wrapper.get_object(OutputKey.KeyData) mbp = Mbp.json_parse(data) mbp_event.data = mbp return mbp_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelRep) parse = ChannelParser(ch) trade_event = TradeRequest() trade_event.symbol = parse.symbol tick = json_wrapper.get_array(OutputKey.KeyData) trade_list = list() for item in tick.get_items(): trade = Trade.json_parse(item) trade_list.append(trade) trade_event.trade_list = trade_list return trade_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelCh) parse = ChannelParser(ch) price_depth_event = PriceDepthBboEvent() price_depth_event.symbol = parse.symbol price_depth_event.timestamp = convert_cst_in_millisecond_to_utc( json_wrapper.get_int("ts")) price_depth_event.ch = ch data = json_wrapper.get_object(OutputKey.KeyTick) price_depth = PriceDepthBbo.json_parse(data) price_depth_event.data = price_depth return price_depth_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) trade_event = TradeEvent() trade_event.symbol = parse.symbol trade_event.timestamp = json_wrapper.get_int("ts") tick = json_wrapper.get_object("tick") data_array = tick.get_array("data") trade_list = list() for item in data_array.get_items(): trade = Trade.json_parse(item) trade_list.append(trade) trade_event.trade_list = trade_list return trade_event
def json_parse(json_wrapper): ch = json_wrapper.get_string(OutputKey.KeyChannelRep) parse = ChannelParser(ch) candlestick_event = CandlestickRequest() candlestick_event.symbol = parse.symbol candlestick_event.interval = "" tick = json_wrapper.get_array(OutputKey.KeyData) candlestick_list = list() for item in tick.get_items(): data = Candlestick.json_parse(item) candlestick_list.append(data) candlestick_event.data = candlestick_list return candlestick_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) trade_event = TradeEvent() trade_event.symbol = parse.symbol trade_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts")) tick = json_wrapper.get_object("tick") data_array = tick.get_array("data") trade_list = list() for item in data_array.get_items(): trade = Trade() trade.amount = item.get_float("amount") trade.price = item.get_float("price") trade.trade_id = item.get_string("id") trade.direction = item.get_string("direction") trade.timestamp = convert_cst_in_millisecond_to_utc(item.get_int("ts")) trade_list.append(trade) trade_event.trade_list = trade_list return trade_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) trade_statistics_event = TradeStatisticsEvent() trade_statistics_event.symbol = parse.symbol ts = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts")) trade_statistics_event.timestamp = ts tick = json_wrapper.get_object("tick") statistics = TradeStatistics() statistics.amount = tick.get_float("amount") statistics.open = tick.get_float("open") statistics.close = tick.get_float("close") statistics.high = tick.get_float("high") statistics.timestamp = ts statistics.count = tick.get_int("count") statistics.low = tick.get_float("low") statistics.volume = tick.get_float("vol") trade_statistics_event.trade_statistics = statistics return trade_statistics_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("ch") parse = ChannelParser(ch) candlestick_event = CandlestickEvent() candlestick_event.symbol = parse.symbol candlestick_event.interval = interval candlestick_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts")) tick = json_wrapper.get_object("tick") data = Candlestick() data.timestamp = convert_cst_in_second_to_utc(tick.get_int("id")) data.open = tick.get_float("open") data.close = tick.get_float("close") data.low = tick.get_float("low") data.high = tick.get_float("high") data.amount = tick.get_float("amount") data.count = tick.get_int("count") data.volume = tick.get_float("vol") candlestick_event.data = data return candlestick_event
def json_parse(json_wrapper): ch = json_wrapper.get_string("topic") parse = ChannelParser(ch) order_update_event = OrderUpdateNewEvent() order_update_event.symbol = parse.symbol order_update_event.timestamp = convert_cst_in_millisecond_to_utc( json_wrapper.get_int("ts")) data = json_wrapper.get_object("data") order = OrderUpdateNew() order.match_id = data.get_int("match-id") order.order_id = data.get_int("order-id") order.symbol = parse.symbol order.state = data.get_string("order-state") order.role = data.get_string("role") order.price = data.get_float("price") order.filled_amount = data.get_float("filled-amount") order.filled_cash_amount = data.get_float("filled-cash-amount") order.unfilled_amount = data.get_float("unfilled-amount") order.client_order_id = data.get_string("client-order-id") order_update_event.data = order return order_update_event