def is_order_present_in_order_history(pg_conn, trade, table_name="arbitrage_orders"):
"""
We can execute history retrieval several times.
Some exchanges do not have precise mechanism to exclude particular time range.
It is possible to have multiple trades per order = order_id.
As this is arbitrage it mean that all other fields may be the same.
exchange_id | trade_type | pair_id | price | volume | order_id | timest
executed_volume
:param pg_conn:
:param trade:
:param table_name:
:return:
"""
select_query = """select arbitrage_id, exchange_id, trade_type, pair_id, price, volume, executed_volume, order_id,
trade_id, order_book_time, create_time, execute_time from {table_name} where order_id = '{order_id}'""".format(
table_name=table_name, order_id=trade.order_id)
cursor = pg_conn.cursor
cursor.execute(select_query)
for row in cursor:
cur_trade = Trade.from_row(row)
if abs(cur_trade.executed_volume - trade.executed_volume) < 0.0000001 and \
cur_trade.create_time == trade.create_time:
return True
return False
def get_last_binance_trade(pg_conn, start_date, end_time, pair_id, table_name="arbitrage_trades"):
select_query = """select arbitrage_id, exchange_id, trade_type, pair_id, price, volume, executed_volume, order_id,
trade_id, order_book_time, create_time, execute_time from {table_name} where exchange_id = {exchange_id} and
pair_id = {pair_id} and create_time >= {start_time} and create_time <= {end_time}
ORDER BY create_time DESC limit 1""".format(
table_name=table_name, exchange_id=EXCHANGE.BINANCE, pair_id=pair_id, start_time=start_date, end_time=end_time)
cursor = pg_conn.cursor
cursor.execute(select_query)
for row in cursor:
return Trade.from_row(row)
return None
def get_all_orders(pg_conn, table_name="arbitrage_orders", time_start=START_OF_TIME, time_end=START_OF_TIME):
orders = []
if time_start == START_OF_TIME and time_end == START_OF_TIME:
select_query = """select arbitrage_id, exchange_id, trade_type, pair_id, price, volume, executed_volume,
order_id, trade_id, order_book_time, create_time, execute_time from {table_name}""".format(table_name=table_name)
else:
select_query = """select arbitrage_id, exchange_id, trade_type, pair_id, price, volume, executed_volume,
order_id, trade_id, order_book_time, create_time, execute_time from {table_name} where create_time >= {start_time}
and create_time <= {end_time}
""".format(table_name=table_name, start_time=time_start, end_time=time_end)
cursor = pg_conn.cursor
cursor.execute(select_query)
for row in cursor:
orders.append(Trade.from_row(row))
return orders
