def run(self, resp, candlesticks):
"""
raise ValueError
raise urllib3.exceptions.ProtocolError
raise requests.exceptions.Chunked EncodingError
"""
for line in resp.iter_lines(1):
if self.has_price(line):
recv = from_byte_to_dict(line)
self.execute_strategy(recv, candlesticks)
#一定時間ごとに注文or決済が反映されたかを確認する
if self.checking_freq == self.count:
print(f'heart beat(span): {self.count}')
#注文が反映されたか
if self.trader.test_is_reflected_order() is True:
#WAIT_ORDER -> POSITION
self.trader.switch_state()
#決済が反映されたか
if self.trader.test_is_reflected_position() is True:
#WAIT_POSITION -> ORDER
self.trader.switch_state()
self.count = 0 if self.checking_freq == self.count else (
self.count + 1)
def set_order(self, kind, notify):
if kind is not None:
resp = self.pricing.get_pricing_information(self.instrument)
msg = from_byte_to_dict(resp.content)
self.pre_price = float(msg['prices'][0]['bids'][0]['price'])
self.kind = kind
if notify is True:
notify_from_line(f'Order[{self.kind}] : {self.pre_price}')
def has_heartbeat(self, msg): if msg: msg = from_byte_to_dict(msg) if msg["type"] == "HEARTBEAT": return True else: return False else: return False
def has_price(self, msg): if msg: msg = from_byte_to_dict(msg) if msg["type"] == "PRICE": return True else: return False else: return False
def run(self, resp, candlesticks):
"""
戦略を元に売買を実行する
Parameter
---------
resp : requests.response
ストリーミングでの接続を行うためのレスポンスデータ
candlesticks : dict
取り扱うローソク足の種類と本数を格納した辞書型
Exception
---------
ValueError
urllib3.exceptions.ProtocolError
requests.exceptions.Chunked EncodingError
"""
for line in resp.iter_lines(1):
if self.has_price(line):
recv = from_byte_to_dict(line)
self.execute_strategy(recv, candlesticks)
#一定時間ごとに注文or決済が反映されたかを確認する
if self.checking_freq == self.count:
print(f'heart beat(span): {self.count}')
#注文が反映されたか
if self.trader.test_is_reflected_order() is True:
#WAIT_ORDER -> POSITION
self.trader.switch_state()
#決済が反映されたか
if self.trader.test_is_reflected_position() is True:
#WAIT_POSITION -> ORDER
self.trader.switch_state()
self.count = 0 if self.checking_freq == self.count else (self.count + 1)
def set_close(self, notify):
resp = self.pricing.get_pricing_information(self.instrument)
msg = from_byte_to_dict(resp.content)
self.post_price = float(msg['prices'][0]['bids'][0]['price'])
if notify is True:
notify_from_line(f'Close : {self.post_price}')