class TableHandler(EventHandler):
onData = None # type: ignore
onHalt = None # type: ignore
onContinue = None # type: ignore
onError = None # type: ignore
onStart = None # type: ignore
onExit = None # type: ignore
def __init__(self) -> None:
self._trades = Table(Trade.schema(), index="timestamp")
self._orders = Table(Order.schema(), index="id")
def installTables(self, manager: Any) -> None:
manager.host_table("trades", self._trades)
manager.host_table("orders", self._orders)
def tables(self) -> Tuple[Table, Table]:
return self._trades, self._orders
async def onTrade(self, event: Event) -> None:
"""onTrade"""
trade: Trade = event.target # type: ignore
self._trades.update([trade.json()])
async def onOpen(self, event: Event) -> None:
"""onOpen"""
order: Order = event.target # type: ignore
self._orders.update([order.json()])
async def onCancel(self, event: Event) -> None:
"""onCancel"""
order: Order = event.target # type: ignore
self._orders.remove([order.id])
async def onChange(self, event: Event) -> None:
"""onChange"""
order: Order = event.target # type: ignore
self._orders.update([order.json()])
async def onFill(self, event: Event) -> None:
"""onFill"""
order: Order = event.target # type: ignore
self._orders.remove([order.id])
class TableHandler(EventHandler):
onData = None # type: ignore
onHalt = None # type: ignore
onContinue = None # type: ignore
onError = None # type: ignore
onStart = None # type: ignore
onExit = None # type: ignore
def __init__(self):
self._trades = Table(Trade.perspectiveSchema(), index="timestamp")
self._orders = Table(Order.perspectiveSchema(), index="id")
def installTables(self, manager) -> None:
manager.host_table("trades", self._trades)
manager.host_table("orders", self._orders)
def tables(self) -> Tuple[Table, Table]:
return self._trades, self._orders
def onTrade(self, event: Event):
'''onTrade'''
self._trades.update([event.target.to_json()])
def onOpen(self, event: Event):
'''onOpen'''
self._orders.update([event.target.to_json()])
def onCancel(self, event: Event):
'''onCancel'''
self._orders.remove([event.target.id])
def onChange(self, event: Event):
'''onChange'''
self._orders.update([event.target.to_json()])
def onFill(self, event: Event):
'''onFill'''
self._orders.remove([event.target.id])