models: create static create methods

This commit is contained in:
Jacob Plaster
2018-12-04 15:39:07 +00:00
parent 136773197d
commit 3df4604766
3 changed files with 99 additions and 58 deletions

View File

@@ -46,7 +46,7 @@ class OrderManager:
# "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(self.bfxapi, raw_ws_data[2])
order = Order.from_raw_order(raw_ws_data[2])
order.set_open_state(False)
if order.id in self.open_orders:
del self.open_orders[order.id]
@@ -61,7 +61,7 @@ class OrderManager:
osData = raw_ws_data[2]
self.open_orders = {}
for raw_order in osData:
order = Order(self.bfxapi, raw_order)
order = Order.from_raw_order(raw_ws_data[2])
order.set_open_state(True)
self.open_orders[order.id] = order
self.bfxapi._emit('order_snapshot', self.get_open_orders())
@@ -72,7 +72,7 @@ class OrderManager:
# 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(self.bfxapi, raw_ws_data[2])
order = Order.from_raw_order(raw_ws_data[2])
order.set_open_state(True)
self.open_orders[order.id] = order
await self._confirm_order(order)
@@ -85,7 +85,7 @@ class OrderManager:
# 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(self.bfxapi, raw_ws_data[2])
order = Order.from_raw_order(raw_ws_data[2])
order.set_open_state(True)
self.open_orders[order.id] = order
await self._confirm_order(order)
@@ -117,7 +117,7 @@ class OrderManager:
raise Exception("Order id={} is not open".format(orderId))
order = self.open_orders[orderId]
self.pending_callbacks[order.cId] = (onConfirm, onClose)
await order.update(*args, **kwargs)
await order._update(orderId, *args, **kwargs)
self.logger.info("Update Order order_id={} dispatched".format(orderId))
async def close_order(self, orderId, onConfirm=None, onClose=None):
@@ -125,7 +125,7 @@ class OrderManager:
raise Exception("Order id={} is not open".format(orderId))
order = self.open_orders[orderId]
self.pending_callbacks[order.cId] = (onConfirm, onClose)
await order.cancel()
await self._close_order(orderId)
self.logger.info("Order cancel order_id={} dispatched".format(orderId))
async def close_all_orders(self):
@@ -139,3 +139,25 @@ class OrderManager:
asyncio.ensure_future(self.open_orders[oid].close())
]
await asyncio.wait(*[ task_batch ])
async def _close_order(self, orderId):
await self.bfxapi._send_auth_command('oc', { 'id': orderId })
async def _update(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None,
price_trailing=None, flags=None, time_in_force=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)
await self.bfxapi._send_auth_command('ou', payload)