def sell_request(symbol, share, ask):
try:
symbol = str(symbol)
share = int(share)
ask = float(ask)
if share > 0 and ask > 0.0:
orderid = market.sell_request(symbol, share, ask)
market.match(symbol)
return jsonify({'status':'SELL OK', 'order_id':orderid})
except:
return jsonify({'status':'SELL FAILED'})
def buy_request(symbol, share, bid):
try:
symbol = str(symbol)
share = int(share)
bid = float(bid)
if share > 0 and bid > 0.0:
orderid = market.buy_request(symbol, share, bid)
market.match(symbol)
return jsonify({'status':'BUY OK', 'order_id':orderid})
except:
return jsonify({'status':'BUY FAILED'})
def on_message(self, msg):
msg_type = msg['type']
if msg_type == 'subscriptions':
return
if 'product_id' not in msg:
print("Bad MSG:", msg)
product = msg['product_id']
market = first(self.markets, lambda m: m.symbol() == product)
if msg_type == 'snapshot':
print("Got GDAX", product, "snapshot:", len(json.dumps(msg)), "bytes")
qinc = market.tick_size()
ssize = market.step_size()
bids = { Decimal(p).quantize(qinc): Decimal(s).quantize(ssize) for (p, s) in msg['bids'] }
asks = { Decimal(p).quantize(qinc): Decimal(s).quantize(ssize) for (p, s) in msg['asks'] }
market.reset_book(bids, asks)
elif msg_type == 'last_match' or msg_type == 'match':
qinc = market.tick_size()
price = Decimal(msg['price']).quantize(qinc)
market.match(price)
elif msg_type == 'l2update':
changes = msg['changes']
qinc = market.tick_size()
ssize = market.step_size()
for change in changes:
side = change[0]
price = Decimal(change[1]).quantize(qinc)
size = Decimal(change[2]).quantize(ssize)
if side == 'buy':
market.update_bid(price, size)
else:
market.update_ask(price, size)
