def process_market(self): # # insert market info # self.lock() mki = self._pending_market_info_insert self._pending_market_info_insert = [] self.unlock() if mki: try: cursor = self._db.cursor() for mi in mki: if mi[16] is None: # margin factor is unavailable when market is down, so use previous value if available cursor.execute("""SELECT margin_factor FROM market WHERE broker_id = '%s' AND market_id = '%s'""" % (mi[0], mi[1])) row = cursor.fetchone() if row: # replace by previous margin factor from the DB margin_factor = row[0] mi = list(mi) mi[16] = margin_factor cursor.execute("""INSERT INTO market(broker_id, market_id, symbol, market_type, unit_type, contract_type, trade_type, orders, base, base_display, base_precision, quote, quote_display, quote_precision, expiry, timestamp, lot_size, contract_size, base_exchange_rate, value_per_pip, one_pip_means, margin_factor, min_size, max_size, step_size, min_notional, max_notional, step_notional, min_price, max_price, step_price, maker_fee, taker_fee, maker_commission, taker_commission) VALUES(%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) ON CONFLICT (broker_id, market_id) DO UPDATE SET symbol = %s, market_type = %s, unit_type = %s, contract_type = %s, trade_type = %s, orders = %s, base = %s, base_display = %s, base_precision = %s, quote = %s, quote_display = %s, quote_precision = %s, expiry = %s, timestamp = %s, lot_size = %s, contract_size = %s, base_exchange_rate = %s, value_per_pip = %s, one_pip_means = %s, margin_factor = %s, min_size = %s, max_size = %s, step_size = %s, min_notional = %s, max_notional = %s, step_notional = %s, min_price = %s, max_price = %s, step_price = %s, maker_fee = %s, taker_fee = %s, maker_commission = %s, taker_commission = %s""", (*mi, *mi[2:])) self._db.commit() except Exception as e: logger.error(repr(e)) # retry the next time self.lock() self._pending_market_info_insert = mki + self._pending_market_info_insert self.unlock() # # select market info # self.lock() mis = self._pending_market_info_select self._pending_market_info_select = [] self.unlock() if mis: try: cursor = self._db.cursor() for mi in mis: cursor.execute("""SELECT symbol, market_type, unit_type, contract_type, trade_type, orders, base, base_display, base_precision, quote, quote_display, quote_precision, expiry, timestamp, lot_size, contract_size, base_exchange_rate, value_per_pip, one_pip_means, margin_factor, min_size, max_size, step_size, min_notional, max_notional, step_notional, min_price, max_price, step_price, maker_fee, taker_fee, maker_commission, taker_commission FROM market WHERE broker_id = '%s' AND market_id = '%s'""" % ( mi[1], mi[2])) row = cursor.fetchone() if row: market_info = Market(mi[2], row[0]) market_info.is_open = True market_info.market_type = row[1] market_info.unit_type = row[2] market_info.contract_type = row[3] market_info.trade = row[4] market_info.orders = row[5] market_info.set_base(row[6], row[7], int(row[8])) market_info.set_quote(row[9], row[10], int(row[11])) market_info.expiry = row[12] market_info.last_update_time = row[13] * 0.001 market_info.lot_size = float(row[14]) market_info.contract_size = float(row[15]) market_info.base_exchange_rate = float(row[16]) market_info.value_per_pip = float(row[17]) market_info.one_pip_means = float(row[18]) if row[19] is not None or row[19] is not 'None': if row[19] == '-': # not defined mean 1.0 or no margin market_info.margin_factor = 1.0 else: market_info.margin_factor = float(row[19]) market_info.set_size_limits(float(row[20]), float(row[21]), float(row[22])) market_info.set_notional_limits(float(row[23]), float(row[24]), float(row[25])) market_info.set_price_limits(float(row[26]), float(row[27]), float(row[28])) market_info.maker_fee = float(row[29]) market_info.taker_fee = float(row[30]) market_info.maker_commission = float(row[31]) market_info.taker_commission = float(row[32]) else: market_info = None # notify mi[0].notify(Signal.SIGNAL_MARKET_INFO_DATA, mi[1], (mi[2], market_info)) except Exception as e: logger.error(repr(e)) # retry the next time self.lock() self._pending_market_info_select = mis + self._pending_market_info_select self.unlock() # # select market list # self.lock() mls = self._pending_market_list_select self._pending_market_list_select = [] self.unlock() if mls: try: cursor = self._db.cursor() for m in mls: cursor.execute("""SELECT market_id, symbol, base, quote FROM market WHERE broker_id = '%s'""" % (m[1],)) rows = cursor.fetchall() market_list = [] for row in rows: market_list.append(row) # notify m[0].notify(Signal.SIGNAL_MARKET_LIST_DATA, m[1], market_list) except Exception as e: logger.error(repr(e)) # retry the next time self.lock() self._pending_market_list_select = mls + self._pending_market_list_select self.unlock()