def event(self, ts, pair, bid, ask):
# Store the event in the dumpfile.
if self.dumpfile is not None:
ntime = sec2milli(time())
msg = self.encode(ntime, ts, VENUE, pair.pair, bid, ask)
self.dumpfile.write(msg)
# Notify the listeners.
self.factory.notify_subscribers(ts, VENUE, pair.pair, bid, ask)
def event(self, ts, pair, bid, ask):
# Store the event in the dumpfile.
if self.dumpfile is not None:
ntime = sec2milli(time())
msg = self.encode(ntime, ts, VENUE, pair.pair, bid, ask)
self.dumpfile.write(msg)
# Notify the listeners.
self.factory.notify_subscribers(ts, VENUE, pair.pair, bid, ask)
def handle(self, ei, _):
""" Convert the data and dispatch it to the clients. """
tick = ei.tick
bid, ask = f2i(tick.bid), f2i(tick.ask)
ts = sec2milli(tick.timestamp)
# Reschedule kill call for a later time.
if self.killsecs:
if self.d is not None:
self.d.cancel()
self.d = reactor.callLater(self.killsecs, self.on_idle)
self.dispatch.event(ts, ei.pair, bid, ask)
def handle(self, ei, _):
""" Convert the data and dispatch it to the clients. """
tick = ei.tick
bid, ask = f2i(tick.bid), f2i(tick.ask)
ts = sec2milli(tick.timestamp)
# Reschedule kill call for a later time.
if self.killsecs:
if self.d is not None:
self.d.cancel()
self.d = reactor.callLater(self.killsecs, self.on_idle)
self.dispatch.event(ts, ei.pair, bid, ask)
def gen(self):
spair = str(self.pair)
xrates = self.factory.xrates
ts = sec2milli(time())
if spair in xrates:
(_, bid, ask) = xrates[spair]
else:
bid, ask = f2i(self.init_bid), f2i(self.init_ask)
delta = f2i(self.mininc) * randint(-2, +2)
bid += delta
ask += delta
self.m.dispatch.event(ts, self.pair, bid, ask)
if not self.stopping:
reactor.callLater(random() * self.tdelay, self.gen)
def gen(self):
spair = str(self.pair)
xrates = self.factory.xrates
ts = sec2milli(time())
if spair in xrates:
(_, bid, ask) = xrates[spair]
else:
bid, ask = f2i(self.init_bid), f2i(self.init_ask)
delta = f2i(self.mininc) * randint(-2, +2)
bid += delta
ask += delta
self.m.dispatch.event(ts, self.pair, bid, ask)
if not self.stopping:
reactor.callLater(random() * self.tdelay, self.gen)
def getrate(self, inst):
logging.info('getrate %s' % inst)
spair = normalize_pair(inst)
xrates = self.factory.xrates
venue = 'O' # FIXME: hard-coded to OANDA for now.
if spair in xrates:
ts, bid, ask = xrates[spair]
elif spair:
if self.fxclient is not None:
# We're online, initialize and send from the live rate.
rtable = self.fxclient.getRateTable()
tick = rtable.getRate(Pair(spair))
(ts, bid, ask) = xrates[spair] = (sec2milli(tick.timestamp),
f2i(tick.bid), f2i(tick.ask))
else:
# We're offline, send 0 rate.
self.rate(0, spair, 0, 0)
return
else:
self.error("Invalid instrument %s." % repr(inst))
return
self.rate(ts, spair, bid, ask)
def getrate(self, inst):
logging.info('getrate %s' % inst)
spair = normalize_pair(inst)
xrates = self.factory.xrates
venue = 'O' # FIXME: hard-coded to OANDA for now.
if spair in xrates:
ts, bid, ask = xrates[spair]
elif spair:
if self.fxclient is not None:
# We're online, initialize and send from the live rate.
rtable = self.fxclient.getRateTable()
tick = rtable.getRate(Pair(spair))
(ts, bid, ask) = xrates[spair] = (sec2milli(tick.timestamp),
f2i(tick.bid),
f2i(tick.ask))
else:
# We're offline, send 0 rate.
self.rate(0, spair, 0, 0)
return
else:
self.error("Invalid instrument %s." % repr(inst))
return
self.rate(ts, spair, bid, ask)
