def run(self):
from bitex.message import JsonMessage, InvalidMessageException
from market_data_publisher import MarketDataPublisher
from execution import OrderMatcher
from models import Order
orders = self.db_session.query(Order).filter(Order.status.in_(("0", "1"))).order_by(Order.created)
for order in orders:
OrderMatcher.get( order.symbol ).match(self.db_session, order)
while True:
raw_message = self.input_socket.recv()
msg_header = raw_message[:3]
session_id = raw_message[4:20]
json_raw_message = raw_message[21:].strip()
try:
msg = None
if json_raw_message:
try:
msg = JsonMessage(json_raw_message)
except InvalidMessageException, e:
self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message)
raise InvalidMessageError()
# never write passwords in the log file
if msg.has('Password'):
raw_message = raw_message.replace(msg.get('Password'), '*')
if msg.has('NewPassword'):
raw_message = raw_message.replace(msg.get('NewPassword'), '*')
self.log('IN', 'TRADE_IN_REQ' ,raw_message )
if msg:
if msg.isMarketDataRequest(): # Market Data Request
req_id = msg.get('MDReqID')
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
transact_time = msg.get('TransactTime')
timestamp = None
if transact_time:
timestamp = transact_time
else:
trade_date = msg.get('TradeDate')
if not trade_date:
trade_date = time.strftime("%Y%m%d", time.localtime())
self.log('OUT', 'TRADEDATE', trade_date)
timestamp = datetime.datetime.strptime(trade_date, "%Y%m%d")
self.log('OUT', 'TIMESTAMP', timestamp )
if len(instruments) > 1:
raise InvalidMessageError()
instrument = instruments[0]
om = OrderMatcher.get(instrument)
response_message = MarketDataPublisher.generate_md_full_refresh( application.db_session, instrument, market_depth, om, entries, req_id, timestamp )
response_message = 'REP,' + json.dumps( response_message , cls=JsonEncoder)
elif msg.isTradeHistoryRequest():
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
offset = page * page_size
columns = [ 'TradeID' , 'Market', 'Side', 'Price', 'Size',
'Buyer' , 'Seller', 'Created' ]
trade_list = MarketDataPublisher.generate_trade_history(application.db_session, page_size, offset )
response_message = 'REP,' + json.dumps( {
'MsgType' : 'U33', # TradeHistoryResponse
'TradeHistoryReqID' : -1,
'Page' : page,
'PageSize' : page_size,
'Columns' : columns,
'TradeHistoryGrp' : trade_list
}, cls=JsonEncoder )
else:
response_message = self.session_manager.process_message( msg_header, session_id, msg )
else:
response_message = self.session_manager.process_message( msg_header, session_id, msg )
except TradeRuntimeError, e:
self.db_session.rollback()
self.session_manager.close_session(session_id)
response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace("'", "") + '", "Detail": ""}'
def run(self):
from bitex.message import JsonMessage, InvalidMessageException
from market_data_publisher import MarketDataPublisher
from execution import OrderMatcher
from models import Order
orders = self.db_session.query(Order).filter(
Order.status.in_(("0", "1"))).order_by(Order.created)
for order in orders:
OrderMatcher.get(order.symbol).match(self.db_session, order)
while True:
raw_message = self.input_socket.recv()
msg_header = raw_message[:3]
session_id = raw_message[4:20]
json_raw_message = raw_message[21:].strip()
try:
msg = None
if json_raw_message:
try:
msg = JsonMessage(json_raw_message)
except InvalidMessageException, e:
self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message)
raise InvalidMessageError()
# never write passwords in the log file
if msg.has('Password'):
raw_message = raw_message.replace(
msg.get('Password'), '*')
if msg.has('NewPassword'):
raw_message = raw_message.replace(
msg.get('NewPassword'), '*')
self.log('IN', 'TRADE_IN_REQ', raw_message)
if msg:
if msg.isMarketDataRequest(): # Market Data Request
req_id = msg.get('MDReqID')
market_depth = msg.get('MarketDepth')
instruments = msg.get('Instruments')
entries = msg.get('MDEntryTypes')
transact_time = msg.get('TransactTime')
timestamp = None
if transact_time:
timestamp = transact_time
else:
trade_date = msg.get('TradeDate')
if not trade_date:
trade_date = time.strftime(
"%Y%m%d", time.localtime())
self.log('OUT', 'TRADEDATE', trade_date)
timestamp = datetime.datetime.strptime(
trade_date, "%Y%m%d")
self.log('OUT', 'TIMESTAMP', timestamp)
if len(instruments) > 1:
raise InvalidMessageError()
instrument = instruments[0]
om = OrderMatcher.get(instrument)
response_message = MarketDataPublisher.generate_md_full_refresh(
application.db_session, instrument, market_depth,
om, entries, req_id, timestamp)
response_message = 'REP,' + json.dumps(
response_message, cls=JsonEncoder)
elif msg.isTradeHistoryRequest():
page = msg.get('Page', 0)
page_size = msg.get('PageSize', 100)
offset = page * page_size
columns = [
'TradeID', 'Market', 'Side', 'Price', 'Size',
'Buyer', 'Seller', 'Created'
]
trade_list = MarketDataPublisher.generate_trade_history(
application.db_session, page_size, offset)
response_message = 'REP,' + json.dumps(
{
'MsgType': 'U33', # TradeHistoryResponse
'TradeHistoryReqID': -1,
'Page': page,
'PageSize': page_size,
'Columns': columns,
'TradeHistoryGrp': trade_list
},
cls=JsonEncoder)
else:
response_message = self.session_manager.process_message(
msg_header, session_id, msg)
else:
response_message = self.session_manager.process_message(
msg_header, session_id, msg)
except TradeRuntimeError, e:
self.db_session.rollback()
self.session_manager.close_session(session_id)
response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace(
"'", "") + '", "Detail": ""}'
def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "' +
str(e) +
'"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'), '*')
self.application.log('IN', self.trade_client.connection_id ,raw_message )
else:
self.application.log('IN', self.trade_client.connection_id, raw_message )
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.datetime.now()
response_msg = {
'MsgType' : '0',
'TestReqID' : req_msg.get('TestReqID'),
'ServerTimestamp' : int(mktime(dt.timetuple()) + dt.microsecond/1000.0 )
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get('DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
cold_wallet = self.get_broker_wallet('cold', currency)
callback_url = options.callback_url + secret
if not cold_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': cold_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = options.url_payment_processor + '?' + parameters
print "invoking .. ", url_payment_processor
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
self.write_message(json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail': str(e)
}))
return
except Exception as e:
self.write_message(json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description': 'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail': str(e)
}))
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' )
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
def on_message(self, raw_message):
if not self.trade_client.isConnected():
return
try:
req_msg = JsonMessage(raw_message)
except InvalidMessageException as e:
self.write_message(
'{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "'
+ str(e) + '"}')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isUserRequest():
if req_msg.has('Password'):
raw_message = raw_message.replace(req_msg.get('Password'), '*')
if req_msg.has('NewPassword'):
raw_message = raw_message.replace(req_msg.get('NewPassword'),
'*')
self.application.log('IN', self.trade_client.connection_id,
raw_message)
else:
self.application.log('IN', self.trade_client.connection_id,
raw_message)
if req_msg.isTestRequest() or req_msg.isHeartbeat():
dt = datetime.datetime.now()
response_msg = {
'MsgType':
'0',
'TestReqID':
req_msg.get('TestReqID'),
'ServerTimestamp':
int(mktime(dt.timetuple()) + dt.microsecond / 1000.0)
}
sendTime = req_msg.get('SendTime')
if sendTime:
response_msg['SendTime'] = sendTime
self.write_message(str(json.dumps(response_msg, cls=JsonEncoder)))
return
if req_msg.isTradeHistoryRequest(): # Trade History request
self.on_trade_history_request(req_msg)
return
if req_msg.isMarketDataRequest(): # Market Data Request
self.on_market_data_request(req_msg)
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
return
if req_msg.isSecurityStatusRequest():
self.on_security_status_request(req_msg)
return
if req_msg.isDepositRequest():
if not req_msg.get('DepositMethodID') and not req_msg.get(
'DepositID'):
currency = req_msg.get('Currency')
secret = uuid.uuid4().hex
cold_wallet = self.get_broker_wallet('cold', currency)
callback_url = options.callback_url + secret
if not cold_wallet:
return
parameters = urllib.urlencode({
'method': 'create',
'address': cold_wallet,
'callback': callback_url,
'currency': currency
})
try:
url_payment_processor = options.url_payment_processor + '?' + parameters
print "invoking .. ", url_payment_processor
response = urllib2.urlopen(url_payment_processor)
data = json.load(response)
req_msg.set('InputAddress', data['input_address'])
req_msg.set('Destination', data['destination'])
req_msg.set('Secret', secret)
except urllib2.HTTPError as e:
self.write_message(
json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description':
'Blockchain.info is not available at this moment, please try again within few minutes',
'Detail': str(e)
}))
return
except Exception as e:
self.write_message(
json.dumps({
'MsgType': 'ERROR',
'ReqID': req_msg.get('DepositReqID'),
'Description':
'Error retrieving a new deposit address from Blockchain.info. Please, try again',
'Detail': str(e)
}))
return
try:
resp_message = self.trade_client.sendMessage(req_msg)
if resp_message:
self.write_message(resp_message.raw_message)
if resp_message and resp_message.isUserResponse():
self.user_response = resp_message
if not self.trade_client.isConnected():
self.application.log('DEBUG', self.trade_client.connection_id,
'not self.trade_client.isConnected()')
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
except TradeClientException as e:
exception_message = {
'MsgType': 'ERROR',
'Description': 'Invalid message',
'Detail': str(e)
}
self.write_message(json.dumps(exception_message))
self.application.unregister_connection(self)
self.trade_client.close()
self.close()
