def json_parse(json_wrapper):
ch = json_wrapper.get_string("topic")
parse = ChannelParser(ch)
order_update_event = OrderUpdateEvent()
order_update_event.symbol = parse.symbol
order_update_event.timestamp = convert_cst_in_millisecond_to_utc(
json_wrapper.get_int("ts"))
data = json_wrapper.get_object("data")
order = Order()
order.order_id = data.get_int("order-id")
order.symbol = parse.symbol
order.account_type = account_info_map.get_account_by_id(
self.__api_key, data.get_int("account-id")).account_type
order.amount = data.get_float("order-amount")
order.price = data.get_float("order-price")
order.created_timestamp = convert_cst_in_millisecond_to_utc(
data.get_int("created-at"))
order.order_type = data.get_string("order-type")
order.filled_amount = data.get_float("filled-amount")
order.filled_cash_amount = data.get_float("filled-cash-amount")
order.filled_fees = data.get_float("filled-fees")
order.state = data.get_string("order-state")
order.source = data.get_string("order-source")
order_update_event.data = order
return order_update_event
def parse(json_wrapper):
order_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
order = Order()
order.account_type = account_info_map.get_account_by_id(
self.__api_key, item.get_int("account-id")).account_type
order.amount = item.get_float("amount")
order.canceled_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int_or_default("canceled-at", 0))
order.finished_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int_or_default("finished-at", 0))
order.order_id = item.get_int("id")
order.symbol = item.get_string("symbol")
order.price = item.get_float("price")
order.created_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int("created-at"))
order.order_type = item.get_string("type")
order.filled_amount = item.get_float("field-amount")
order.filled_cash_amount = item.get_float("field-cash-amount")
order.filled_fees = item.get_float("field-fees")
order.source = item.get_string("source")
order.state = item.get_string("state")
order_list.append(order)
return order_list
def get_account_type_map(json_wrapper):
#get account type mapping
account_id_type_map = {}
data = json_wrapper.get_object("data")
account_id = data.get_int("account-id")
account_type = account_info_map.get_account_by_id(
self.__api_key, account_id).account_type
account_id_type_map[account_id] = account_type
return account_id_type_map
def format_order(self, json_data):
account_type = account_info_map.get_account_by_id(
self.__api_key, json_data.get_int("account-id")).account_type
# 检查是否有canceled-at and finished-at
if "finished-at" not in json_data.json_object:
json_data.json_object["finished-at"] = 0
if "canceled-at" not in json_data.json_object:
json_data.json_object["canceled-at"] = 0
order = Order.json_parse(json_data, account_type)
return order
def get_account_type_map(json_wrapper):
#get account type mapping
account_id_type_map = {}
error_code = json_wrapper.get_int("err-code")
if error_code == 0:
order_list_json = json_wrapper.get_array("data")
for order_json in order_list_json.get_items():
account_id = order_json.get_int("account-id")
account_type = account_info_map.get_account_by_id(
self.__api_key, account_id).account_type
account_id_type_map[account_id] = account_type
return account_id_type_map
def json_parse(json_wrapper):
account_event = AccountEvent()
account_event.timestamp = json_wrapper.get_int("ts")
data = json_wrapper.get_object("data")
account_event.change_type = data.get_string("event")
list_array = data.get_array("list")
account_change_list = list()
for item in list_array.get_items():
account_change = AccountChange()
account_change.account_type = account_info_map.get_account_by_id(
self.__api_key, item.get_int("account-id")).account_type
account_change.currency = item.get_string("currency")
account_change.balance = item.get_float("balance")
account_change.balance_type = item.get_string("type")
account_change_list.append(account_change)
account_event.account_change_list = account_change_list
return account_event
def parse(json_wrapper):
data = json_wrapper.get_object("data")
order = Order()
order.order_id = data.get_int("id")
order.symbol = data.get_string("symbol")
order.price = data.get_float("price")
order.amount = data.get_float("amount")
order.account_type = account_info_map.get_account_by_id(self.__api_key,
data.get_int("account-id")).account_type
order.created_timestamp = convert_cst_in_millisecond_to_utc(data.get_int("created-at"))
order.canceled_timestamp = convert_cst_in_millisecond_to_utc(data.get_int("canceled-at"))
order.finished_timestamp = convert_cst_in_millisecond_to_utc(data.get_int("finished-at"))
order.order_type = data.get_string("type")
order.filled_amount = data.get_float("field-amount")
order.filled_cash_amount = data.get_float("field-cash-amount")
order.filled_fees = data.get_float("field-fees")
order.source = data.get_string("source")
order.state = data.get_string("state")
return order
def parse(json_wrapper):
loan_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
loan = Loan()
loan.loan_balance = item.get_float("loan-balance")
loan.interest_balance = item.get_float("interest-balance")
loan.interest_rate = item.get_float("interest-rate")
loan.loan_amount = item.get_float("loan-amount")
loan.interest_amount = item.get_float("interest-amount")
loan.symbol = item.get_string("symbol")
loan.currency = item.get_string("currency")
loan.id = item.get_int("id")
loan.state = item.get_string("state")
loan.account_type = account_info_map.get_account_by_id(self.__api_key,
item.get_int("account-id")).account_type
loan.user_id = item.get_int("user-id")
loan.accrued_timestamp = convert_cst_in_millisecond_to_utc(item.get_int("accrued-at"))
loan.created_timestamp = convert_cst_in_millisecond_to_utc(item.get_int("created-at"))
loan_list.append(loan)
return loan_list
def format_order(self, json_data):
order = Order()
order.order_id = json_data.get_int("id")
order.symbol = json_data.get_string("symbol")
order.price = json_data.get_float("price")
order.amount = json_data.get_float("amount")
order.created_timestamp = convert_cst_in_millisecond_to_utc(
json_data.get_int("created-at"))
order.canceled_timestamp = convert_cst_in_millisecond_to_utc(
json_data.get_int("canceled-at"))
order.finished_timestamp = convert_cst_in_millisecond_to_utc(
json_data.get_int("finished-at"))
order.order_type = json_data.get_string("type")
order.filled_amount = json_data.get_float("field-amount")
order.filled_cash_amount = json_data.get_float("field-cash-amount")
order.filled_fees = json_data.get_float("field-fees")
order.account_type = account_info_map.get_account_by_id(
self.__api_key, json_data.get_int("account-id")).account_type
order.source = json_data.get_string("source")
order.state = json_data.get_string("state")
order.stop_price = json_data.get_float_or_default("stop-price", 0.0)
order.operator = json_data.get_string_or_default("operator", "")
order.next_time = json_data.get_string_or_default("next-time", "")
return order
def format_order(self, json_data):
account_type = account_info_map.get_account_by_id(
self.__api_key, json_data.get_int("account-id")).account_type
order = Order.json_parse(json_data, account_type)
return order
