def run(self): from bitex.message import JsonMessage, InvalidMessageException from market_data_publisher import MarketDataPublisher from execution import OrderMatcher from models import Order orders = self.db_session.query(Order).filter(Order.status.in_(("0", "1"))).order_by(Order.created) for order in orders: OrderMatcher.get( order.symbol ).match(self.db_session, order) while True: raw_message = self.input_socket.recv() msg_header = raw_message[:3] session_id = raw_message[4:20] json_raw_message = raw_message[21:].strip() try: msg = None if json_raw_message: try: msg = JsonMessage(json_raw_message) except InvalidMessageException, e: self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message) raise InvalidMessageError() # never write passwords in the log file if msg.has('Password'): raw_message = raw_message.replace(msg.get('Password'), '*') if msg.has('NewPassword'): raw_message = raw_message.replace(msg.get('NewPassword'), '*') self.log('IN', 'TRADE_IN_REQ' ,raw_message ) if msg: if msg.isMarketDataRequest(): # Market Data Request req_id = msg.get('MDReqID') market_depth = msg.get('MarketDepth') instruments = msg.get('Instruments') entries = msg.get('MDEntryTypes') transact_time = msg.get('TransactTime') timestamp = None if transact_time: timestamp = transact_time else: trade_date = msg.get('TradeDate') if not trade_date: trade_date = time.strftime("%Y%m%d", time.localtime()) self.log('OUT', 'TRADEDATE', trade_date) timestamp = datetime.datetime.strptime(trade_date, "%Y%m%d") self.log('OUT', 'TIMESTAMP', timestamp ) if len(instruments) > 1: raise InvalidMessageError() instrument = instruments[0] om = OrderMatcher.get(instrument) response_message = MarketDataPublisher.generate_md_full_refresh( application.db_session, instrument, market_depth, om, entries, req_id, timestamp ) response_message = 'REP,' + json.dumps( response_message , cls=JsonEncoder) elif msg.isTradeHistoryRequest(): page = msg.get('Page', 0) page_size = msg.get('PageSize', 100) offset = page * page_size columns = [ 'TradeID' , 'Market', 'Side', 'Price', 'Size', 'Buyer' , 'Seller', 'Created' ] trade_list = MarketDataPublisher.generate_trade_history(application.db_session, page_size, offset ) response_message = 'REP,' + json.dumps( { 'MsgType' : 'U33', # TradeHistoryResponse 'TradeHistoryReqID' : -1, 'Page' : page, 'PageSize' : page_size, 'Columns' : columns, 'TradeHistoryGrp' : trade_list }, cls=JsonEncoder ) else: response_message = self.session_manager.process_message( msg_header, session_id, msg ) else: response_message = self.session_manager.process_message( msg_header, session_id, msg ) except TradeRuntimeError, e: self.db_session.rollback() self.session_manager.close_session(session_id) response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace("'", "") + '", "Detail": ""}'
def run(self): from bitex.message import JsonMessage, InvalidMessageException from market_data_publisher import MarketDataPublisher from execution import OrderMatcher from models import Order orders = self.db_session.query(Order).filter( Order.status.in_(("0", "1"))).order_by(Order.created) for order in orders: OrderMatcher.get(order.symbol).match(self.db_session, order) while True: raw_message = self.input_socket.recv() msg_header = raw_message[:3] session_id = raw_message[4:20] json_raw_message = raw_message[21:].strip() try: msg = None if json_raw_message: try: msg = JsonMessage(json_raw_message) except InvalidMessageException, e: self.log('IN', 'TRADE_IN_REQ_ERROR', raw_message) raise InvalidMessageError() # never write passwords in the log file if msg.has('Password'): raw_message = raw_message.replace( msg.get('Password'), '*') if msg.has('NewPassword'): raw_message = raw_message.replace( msg.get('NewPassword'), '*') self.log('IN', 'TRADE_IN_REQ', raw_message) if msg: if msg.isMarketDataRequest(): # Market Data Request req_id = msg.get('MDReqID') market_depth = msg.get('MarketDepth') instruments = msg.get('Instruments') entries = msg.get('MDEntryTypes') transact_time = msg.get('TransactTime') timestamp = None if transact_time: timestamp = transact_time else: trade_date = msg.get('TradeDate') if not trade_date: trade_date = time.strftime( "%Y%m%d", time.localtime()) self.log('OUT', 'TRADEDATE', trade_date) timestamp = datetime.datetime.strptime( trade_date, "%Y%m%d") self.log('OUT', 'TIMESTAMP', timestamp) if len(instruments) > 1: raise InvalidMessageError() instrument = instruments[0] om = OrderMatcher.get(instrument) response_message = MarketDataPublisher.generate_md_full_refresh( application.db_session, instrument, market_depth, om, entries, req_id, timestamp) response_message = 'REP,' + json.dumps( response_message, cls=JsonEncoder) elif msg.isTradeHistoryRequest(): page = msg.get('Page', 0) page_size = msg.get('PageSize', 100) offset = page * page_size columns = [ 'TradeID', 'Market', 'Side', 'Price', 'Size', 'Buyer', 'Seller', 'Created' ] trade_list = MarketDataPublisher.generate_trade_history( application.db_session, page_size, offset) response_message = 'REP,' + json.dumps( { 'MsgType': 'U33', # TradeHistoryResponse 'TradeHistoryReqID': -1, 'Page': page, 'PageSize': page_size, 'Columns': columns, 'TradeHistoryGrp': trade_list }, cls=JsonEncoder) else: response_message = self.session_manager.process_message( msg_header, session_id, msg) else: response_message = self.session_manager.process_message( msg_header, session_id, msg) except TradeRuntimeError, e: self.db_session.rollback() self.session_manager.close_session(session_id) response_message = 'ERR,{"MsgType":"ERROR", "Description":"' + e.error_description.replace( "'", "") + '", "Detail": ""}'
def on_message(self, raw_message): if not self.trade_client.isConnected(): return try: req_msg = JsonMessage(raw_message) except InvalidMessageException as e: self.write_message( '{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "' + str(e) + '"}') self.application.unregister_connection(self) self.trade_client.close() self.close() return if req_msg.isUserRequest(): if req_msg.has('Password'): raw_message = raw_message.replace(req_msg.get('Password'), '*') if req_msg.has('NewPassword'): raw_message = raw_message.replace(req_msg.get('NewPassword'), '*') self.application.log('IN', self.trade_client.connection_id ,raw_message ) else: self.application.log('IN', self.trade_client.connection_id, raw_message ) if req_msg.isTestRequest() or req_msg.isHeartbeat(): dt = datetime.datetime.now() response_msg = { 'MsgType' : '0', 'TestReqID' : req_msg.get('TestReqID'), 'ServerTimestamp' : int(mktime(dt.timetuple()) + dt.microsecond/1000.0 ) } sendTime = req_msg.get('SendTime') if sendTime: response_msg['SendTime'] = sendTime self.write_message(str(json.dumps(response_msg, cls=JsonEncoder))) return if req_msg.isTradeHistoryRequest(): # Trade History request self.on_trade_history_request(req_msg) return if req_msg.isMarketDataRequest(): # Market Data Request self.on_market_data_request(req_msg) if not self.trade_client.isConnected(): self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' ) self.application.unregister_connection(self) self.trade_client.close() self.close() return if req_msg.isSecurityStatusRequest(): self.on_security_status_request(req_msg) return if req_msg.isDepositRequest(): if not req_msg.get('DepositMethodID') and not req_msg.get('DepositID'): currency = req_msg.get('Currency') secret = uuid.uuid4().hex cold_wallet = self.get_broker_wallet('cold', currency) callback_url = options.callback_url + secret if not cold_wallet: return parameters = urllib.urlencode({ 'method': 'create', 'address': cold_wallet, 'callback': callback_url, 'currency': currency }) try: url_payment_processor = options.url_payment_processor + '?' + parameters print "invoking .. ", url_payment_processor response = urllib2.urlopen(url_payment_processor) data = json.load(response) req_msg.set('InputAddress', data['input_address']) req_msg.set('Destination', data['destination']) req_msg.set('Secret', secret) except urllib2.HTTPError as e: self.write_message(json.dumps({ 'MsgType': 'ERROR', 'ReqID': req_msg.get('DepositReqID'), 'Description': 'Blockchain.info is not available at this moment, please try again within few minutes', 'Detail': str(e) })) return except Exception as e: self.write_message(json.dumps({ 'MsgType': 'ERROR', 'ReqID': req_msg.get('DepositReqID'), 'Description': 'Error retrieving a new deposit address from Blockchain.info. Please, try again', 'Detail': str(e) })) return try: resp_message = self.trade_client.sendMessage(req_msg) if resp_message: self.write_message(resp_message.raw_message) if resp_message and resp_message.isUserResponse(): self.user_response = resp_message if not self.trade_client.isConnected(): self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()' ) self.application.unregister_connection(self) self.trade_client.close() self.close() except TradeClientException as e: exception_message = { 'MsgType': 'ERROR', 'Description': 'Invalid message', 'Detail': str(e) } self.write_message(json.dumps(exception_message)) self.application.unregister_connection(self) self.trade_client.close() self.close()
def on_message(self, raw_message): if not self.trade_client.isConnected(): return try: req_msg = JsonMessage(raw_message) except InvalidMessageException as e: self.write_message( '{"MsgType":"ERROR", "Description":"Invalid message", "Detail": "' + str(e) + '"}') self.application.unregister_connection(self) self.trade_client.close() self.close() return if req_msg.isUserRequest(): if req_msg.has('Password'): raw_message = raw_message.replace(req_msg.get('Password'), '*') if req_msg.has('NewPassword'): raw_message = raw_message.replace(req_msg.get('NewPassword'), '*') self.application.log('IN', self.trade_client.connection_id, raw_message) else: self.application.log('IN', self.trade_client.connection_id, raw_message) if req_msg.isTestRequest() or req_msg.isHeartbeat(): dt = datetime.datetime.now() response_msg = { 'MsgType': '0', 'TestReqID': req_msg.get('TestReqID'), 'ServerTimestamp': int(mktime(dt.timetuple()) + dt.microsecond / 1000.0) } sendTime = req_msg.get('SendTime') if sendTime: response_msg['SendTime'] = sendTime self.write_message(str(json.dumps(response_msg, cls=JsonEncoder))) return if req_msg.isTradeHistoryRequest(): # Trade History request self.on_trade_history_request(req_msg) return if req_msg.isMarketDataRequest(): # Market Data Request self.on_market_data_request(req_msg) if not self.trade_client.isConnected(): self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()') self.application.unregister_connection(self) self.trade_client.close() self.close() return if req_msg.isSecurityStatusRequest(): self.on_security_status_request(req_msg) return if req_msg.isDepositRequest(): if not req_msg.get('DepositMethodID') and not req_msg.get( 'DepositID'): currency = req_msg.get('Currency') secret = uuid.uuid4().hex cold_wallet = self.get_broker_wallet('cold', currency) callback_url = options.callback_url + secret if not cold_wallet: return parameters = urllib.urlencode({ 'method': 'create', 'address': cold_wallet, 'callback': callback_url, 'currency': currency }) try: url_payment_processor = options.url_payment_processor + '?' + parameters print "invoking .. ", url_payment_processor response = urllib2.urlopen(url_payment_processor) data = json.load(response) req_msg.set('InputAddress', data['input_address']) req_msg.set('Destination', data['destination']) req_msg.set('Secret', secret) except urllib2.HTTPError as e: self.write_message( json.dumps({ 'MsgType': 'ERROR', 'ReqID': req_msg.get('DepositReqID'), 'Description': 'Blockchain.info is not available at this moment, please try again within few minutes', 'Detail': str(e) })) return except Exception as e: self.write_message( json.dumps({ 'MsgType': 'ERROR', 'ReqID': req_msg.get('DepositReqID'), 'Description': 'Error retrieving a new deposit address from Blockchain.info. Please, try again', 'Detail': str(e) })) return try: resp_message = self.trade_client.sendMessage(req_msg) if resp_message: self.write_message(resp_message.raw_message) if resp_message and resp_message.isUserResponse(): self.user_response = resp_message if not self.trade_client.isConnected(): self.application.log('DEBUG', self.trade_client.connection_id, 'not self.trade_client.isConnected()') self.application.unregister_connection(self) self.trade_client.close() self.close() except TradeClientException as e: exception_message = { 'MsgType': 'ERROR', 'Description': 'Invalid message', 'Detail': str(e) } self.write_message(json.dumps(exception_message)) self.application.unregister_connection(self) self.trade_client.close() self.close()