Create ordermanager

bfxapi/websockets/OrderManager.py

@@ -0,0 +1,122 @@
+import time
+
+from ..utils.CustomLogger import CustomLogger
+from ..models import Order, Trade
+
+class OrderManager:
+
+  def __init__(self, bfxapi, logLevel='INFO'):
+    self.bfxapi = bfxapi
+    self.pending_orders = {}
+    self.confirmed_orders = {}
+    self.confirmed_trades = {}
+    self.logger = CustomLogger('BfxOrderManager', logLevel=logLevel)
+
+  def get_confirmed_trades(self):
+    return list(self.confirmed_trades.values())
+
+  def get_confirmed_orders(self):
+    return list(self.confirmed_orders.values())
+
+  def get_pending_orders(self):
+    return list(self.pending_orders.values())
+
+  async def _confirm_order(self, order, trade):
+    if order.cId in self.pending_orders:
+      if self.pending_orders[order.cId][0]:
+        # call onComplete callback
+        await self.pending_orders[order.cId][0](order, trade)
+      # add to confirmed orders list
+      order.set_confirmed()
+      self.confirmed_orders[order.cId] = order
+      self.confirmed_trades[order.cId] = trade
+      # remove from pending orders list
+      del self.pending_orders[order.cId]
+      self.bfxapi._emit('order_confirmed', order, trade)
+
+  async def confirm_order_closed(self, raw_ws_data):
+    # order created and executed
+    # [0,"oc",[1151349678,null,1542203391995,"tBTCUSD",1542203389940,1542203389966,0,0.1,
+    # "EXCHANGE MARKET",null,null,null,0,"EXECUTED @ 18922.0(0.03299997): was PARTIALLY FILLED 
+    # @ 18909.0(0.06700003)",null,null,18909,18913.2899961,0,0,null,null,null,0,0,null,null,null,
+    # "API>BFX",null,null,null]]
+    order = Order(raw_ws_data[2])
+    trade = Trade(order)
+    self.logger.info("Order closed: {} {}".format(order.symbol, order.status))
+    self.bfxapi._emit('order_closed', order, trade)
+    await self._confirm_order(order, trade)
+
+  async def confirm_order_update(self, raw_ws_data):
+    # order created but partially filled
+    # [0, 'ou', [1151351581, None, 1542629457873, 'tBTCUSD', 1542629458071, 
+    # 1542629458189, 0.01, 0.01, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE', 
+    # None, None, 100, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'API>BFX', 
+    # None, None, None]]
+    order = Order(raw_ws_data[2])
+    trade = Trade(order)
+    self.logger.info("Order update: {} {}".format(order, trade))
+    self.bfxapi._emit('order_update', order, trade)
+    await self._confirm_order(order, trade)
+
+  async def confirm_order_new(self, raw_ws_data):
+    # order created but not executed /  created but partially filled
+    # [0, 'on', [1151351563, None, 1542624024383, 'tBTCUSD', 1542624024596,
+    # 1542624024617, 0.01, 0.01, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE',
+    # None, None, 100, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'API>BFX',
+    # None, None, None]]
+    order = Order(raw_ws_data[2])
+    trade = Trade(order)
+    self.logger.info("Order new: {} {}".format(order, trade))
+    self.bfxapi._emit('order_new', order, trade)
+    await self._confirm_order(order, trade)
+
+  def _gen_unqiue_cid(self):
+    return int(round(time.time() * 1000))
+
+  async def submit_order(self, symbol, price, amount, market_type,
+      hidden=False, onComplete=None, onError=None, *args, **kwargs):
+    order_id = self._gen_unqiue_cid()
+    # send order over websocket
+    payload = {
+      "cid": order_id,
+      "type": str(market_type),
+      "symbol": symbol,
+      "amount": str(amount),
+      "price": str(price)
+    }
+    self.pending_orders[order_id] = (onComplete, onError)
+    await self.bfxapi._send_auth_command('on', payload)
+    self.logger.info("Order cid={} ({} {} @ {}) dispatched".format(
+      order_id, symbol, amount, price))
+
+  async def update_order(self, orderId, price=None, amount=None, delta=None,
+    price_aux_limit=None, price_trailing=None, flags=None, time_in_force=None,
+    onComplete=None, onError=None):
+    payload = { "id": orderId }
+    if price is not None:
+      payload['price'] = str(price)
+    if amount is not None:
+      payload['amount'] = str(amount)
+    if delta is not None:
+      payload['delta'] = str(delta)
+    if price_aux_limit is not None:
+      payload['price_aux_limit'] = str(price_aux_limit)
+    if price_trailing is not None:
+      payload['price_trailing'] = str(price_trailing)
+    if flags is not None:
+      payload['flags'] = str(flags)
+    if time_in_force is not None:
+      payload['time_in_force'] = str(time_in_force)
+    self.pending_orders[orderId] = (onComplete, onError)
+    await self.bfxapi._send_auth_command('ou', payload)
+    self.logger.info("Update Order order_id={} dispatched".format(orderId))
+
+  async def cancel_order(self, orderId, onComplete=None, onError=None):
+    self.pending_orders[orderId] = (onComplete, onError)
+    await self.bfxapi._send_auth_command('oc', { 'id': orderId })
+    self.logger.info("Order cancel order_id={} dispatched".format(orderId))
+
+  async def cancel_order_multi(self, orderIds, onComplete=None, onError=None):
+    self.pending_orders[orderIds[0]] = (onComplete, onError)
+    await self.bfxapi._send_auth_command('oc', { 'id': orderIds })
+    self.logger.info("Order cancel order_ids={} dispatched".format(orderIds))