def _crawl(result):
deferred = process.crawl('rofxnet', domain='rofxnet')
persistentstore = PersistentStore()
logging.info('Persistent store...')
persistentstore.log(logging)
logging.info('Parsing items...')
try:
to_be_opened = persistentstore.to_be_opened_items()
to_be_closed = persistentstore.to_be_closed_items()
logging.info('To be opened: ' + str(len(to_be_opened)))
logging.info('To be closed: ' + str(len(to_be_closed)))
for k, v in orderTradeMap.items():
persistentstore.tag_trade_id(k, v)
for key, item in to_be_opened.items():
symbol = get_close_matches(item['symbol'],
symbols) # EURUSD > EUR/USD
symbol = next(iter(symbol), None)
if symbol:
is_buy = (item['action'].upper() == 'BUY')
lots = item['lots']
order = con.open_trade(symbol=symbol,
is_buy=is_buy,
rate=0,
is_in_pips=False,
amount=lots,
time_in_force='GTC',
order_type='AtMarket')
if order != 0:
persistentstore.tag_opened(key, str(order.__orderId__),
time.time())
logging.info('New order opened: ' + key)
persistentstore.tag_opened(key, str(order.__orderId__),
time.time())
if order is None: #returns None when instantly opened? grab from trades table
fake_order_id = int(time.time())
persistentstore.tag_attemped_opened(key, fake_order_id)
logging.info(
'Server returned None instead of Order but order was opened'
)
logging.info('Attemping manual grep from trades table.')
trades = con.get_open_positions()
trades = trades.loc[(trades['currency'] == symbol) & (
trades['isBuy'] == is_buy)].sort_values(
by=['time']) #get open trades for given parameters
for index, trade in trades.iterrows():
trade_id = trade['tradeId']
existing = persistentstore.get_item_by_trade_id(
trade_id) #might be opened already?
if existing is None:
persistentstore.tag_opened(key, str(fake_order_id),
time.time())
orderTradeMap[str(fake_order_id)] = str(trade_id)
persistentstore.tag_trade_id(
fake_order_id, trade_id)
break
for hashid in to_be_closed:
item = persistentstore.get_item_by_id(hashid)
lots = item['lots']
con.close_trade(trade_id=item['tradeid'], amount=lots)
profit = 0 #TODO
persistentstore.tag_closed(hashid, profit, time.time())
logging.info('Position closed: ' + hashid)
except:
logging.error('Exception parsing item')
persistentstore.clear_parsed_items()
persistentstore.dump()
deferred.addCallback(
lambda results: logging.info('waiting 60 seconds before restart...'))
deferred.addCallback(sleep, seconds=60)
deferred.addCallback(_crawl)
deferred.addErrback(crash) # <-- add errback here
return deferred
