def are_all_orders_cancelled_after_timeout(
self,
list_of_broker_orders: listOfOrders,
wait_time_seconds: int = 60) -> listOfOrders:
timer = quickTimer(wait_time_seconds)
while timer.unfinished:
list_of_broker_orders = self.list_of_orders_not_yet_cancelled(
list_of_broker_orders)
if len(list_of_broker_orders) == 0:
break
return list_of_broker_orders
def check_all_orders_cancelled_with_timeout(self,
list_of_broker_orders,
wait_time_seconds=60):
timer = quickTimer(wait_time_seconds)
result = failure
while timer.unfinished:
list_of_broker_orders = self.check_all_orders_cancelled(
list_of_broker_orders)
if len(list_of_broker_orders) == 0:
result = success
break
return result
def wait_for_valid_bid_and_ask_and_return_current_tick(
self, wait_time_seconds=10):
waiting = True
timer = quickTimer(wait_time_seconds)
while waiting:
if timer.finished:
return missing_data
last_bid = self.bid()
last_ask = self.ask()
last_bid_is_valid = not np.isnan(last_bid)
last_ask_is_valid = not np.isnan(last_ask)
if last_bid_is_valid and last_ask_is_valid:
break
return self.current_tick()
def wait_for_valid_bid_and_ask_and_return_current_tick(
self, wait_time_seconds: int = 10) -> oneTick:
waiting = True
timer = quickTimer(wait_time_seconds)
while waiting:
if timer.finished:
return missing_data
self.refresh()
last_bid = self.bid()
last_ask = self.ask()
last_bid_is_valid = not np.isnan(last_bid)
last_ask_is_valid = not np.isnan(last_ask)
if last_bid_is_valid and last_ask_is_valid:
break
current_tick = self.current_tick(require_refresh=False)
return current_tick
def cancel_order(data, broker_order_with_controls):
log = broker_order_with_controls.order.log_with_attributes(data.log)
data_broker = data
data_broker.cancel_order_given_control_object(broker_order_with_controls)
# Wait for cancel. It's vitual we do this since if a fill comes in before we finish it will screw
# everyting up...
timer = quickTimer(seconds = 600)
not_cancelled = True
while not_cancelled:
is_cancelled = data_broker.check_order_is_cancelled_given_control_object(broker_order_with_controls)
if is_cancelled:
log.msg("Cancelled order")
break
if timer.finished():
log.critical("Ran out of time to cancel order - may cause weird behaviour!")
break
return broker_order_with_controls
def cancel_order(data: dataBlob,
broker_order_with_controls: orderWithControls) -> orderWithControls:
log = broker_order_with_controls.order.log_with_attributes(data.log)
data_broker = dataBroker(data)
data_broker.cancel_order_given_control_object(broker_order_with_controls)
# Wait for cancel. It's vitual we do this since if a fill comes in before we finish it will screw
# everything up...
timer = quickTimer(seconds=CANCEL_WAIT_TIME)
not_cancelled = True
while not_cancelled:
is_cancelled = data_broker.check_order_is_cancelled_given_control_object(
broker_order_with_controls)
if is_cancelled:
log.msg("Cancelled order")
break
if timer.finished:
log.warn("Ran out of time to cancel order - may cause weird behaviour!")
break
return broker_order_with_controls
