# -*- coding: utf-8 -*-
import subprocess
import time
import pika
from gryphon.lib.logger import get_logger
logger = get_logger('emerald-havoc-consumer')
class QueueConsumerException(Exception):
pass
class QueueConsumer(object):
"""
This is an example consumer that will handle unexpected interactions with RabbitMQ
such as channel and connection closures.
If RabbitMQ closes the connection, it will reopen it. You should look at the output,
as there are limited reasons why the connection may be closed, which usually are
tied to permission related issues or socket timeouts.
If the channel is closed, it will indicate a problem with one of the commands that
were issued and that should surface in the output as well.
"""
def __init__(self, amqp_url, consumer_func, consumer_func_args, exchange,
exchange_type, binding_key, queue_name):
"""
Create a new instance of the consumer class, passing in the AMQP URL used to
IMPORTANT:
- the 'Order' used here is gryphon.lib.exchange.exchange_order, not the database
order model.
"""
from collections import defaultdict
import itertools
from cdecimal import Decimal
from gryphon.lib.logger import get_logger
from gryphon.lib.models.emeraldhavoc.orderbook import Orderbook
from gryphon.lib.money import Money
from gryphon.lib.metrics import midpoint
logger = get_logger(__name__)
CURRENCY_MISMATCH_ERROR_MESSAGE = """\
Orderbooks do not have the same volume currency. A: %s, B: %s\
"""
class MismatchedVolumeCurrenciesError(Exception):
def __init__(self, cur_a, cur_b):
self.message = CURRENCY_MISMATCH_ERROR_MESSAGE % (cur_a, cur_b)
class Cross(object):
"""
Represents a cross between the bids and asks two orderbooks, whether or not that
cross is a profitable arbitrage opportunity.
def turn_on_debug(loggers):
for logger_name in loggers:
logger = get_logger(logger_name)
logger.setLevel(logging.DEBUG)