import time import asyncio 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.pending_callbacks = {} self.closed_orders = {} self.open_orders = {} self.logger = CustomLogger('BfxOrderManager', logLevel=logLevel) def get_open_orders(self): return list(self.open_orders.values()) def get_closed_orders(self): return list(self.closed_orders.values()) def get_pending_orders(self): return list(self.pending_orders.values()) async def _confirm_order(self, order, trade): ''' Called once when we first recieve infomation back from the bitfinex api that the order has been accepted. ''' if order.cId in self.pending_orders: if self.pending_callbacks[order.cId][0]: # call onComplete callback await self.pending_callbacks[order.cId][0](order, trade) order.set_confirmed() # remove from pending orders list del self.pending_orders[order.cId] del self.pending_callbacks[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(self.bfxapi, raw_ws_data[2]) trade = Trade(order) order.set_open_state(False) if order.id in self.open_orders: del self.open_orders[order.id] await self._confirm_order(order, trade) self.logger.info("Order closed: {} {}".format(order.symbol, order.status)) self.bfxapi._emit('order_closed', order, trade) async def build_from_order_snapshot(self, raw_ws_data): ''' Rebuild the user orderbook based on an incoming snapshot ''' osData = raw_ws_data[2] self.open_orders = {} for raw_order in osData: order = Order(self.bfxapi, raw_order) trade = Trade(order) order.set_open_state(True) self.open_orders[order.id] = order # await self._confirm_order(order, trade) self.bfxapi._emit('order_snapshot', self.open_orders) 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(self.bfxapi, raw_ws_data[2]) order.set_open_state(True) trade = Trade(order) self.open_orders[order.id] = order await self._confirm_order(order, trade) self.logger.info("Order update: {} {}".format(order, trade)) self.bfxapi._emit('order_update', 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(self.bfxapi, raw_ws_data[2]) order.set_open_state(True) trade = Trade(order) self.open_orders[order.id] = order await self._confirm_order(order, trade) self.logger.info("Order new: {} {}".format(order, trade)) self.bfxapi._emit('order_new', 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): cId = self._gen_unqiue_cid() # send order over websocket payload = { "cid": cId, "type": str(market_type), "symbol": symbol, "amount": str(amount), "price": str(price) } self.pending_orders[cId] = payload self.pending_callbacks[cId] = (onComplete, onError) await self.bfxapi._send_auth_command('on', payload) self.logger.info("Order cid={} ({} {} @ {}) dispatched".format( cId, symbol, amount, price)) async def update_order(self, orderId, *args, onComplete=None, onError=None, **kwargs): if orderId not in self.open_orders: raise Exception("Order id={} is not open".format(orderId)) order = self.open_orders[orderId] self.pending_callbacks[order.cId] = (onComplete, onError) await order.update(*args, **kwargs) self.logger.info("Update Order order_id={} dispatched".format(orderId)) async def close_order(self, orderId, onComplete=None, onError=None): if orderId not in self.open_orders: raise Exception("Order id={} is not open".format(orderId)) order = self.open_orders[orderId] self.pending_callbacks[order.cId] = (onComplete, onError) await order.cancel() self.logger.info("Order cancel order_id={} dispatched".format(orderId)) async def close_all_orders(self): ids = [self.open_orders[x].id for x in self.open_orders] await self.close_order_multi(ids) async def close_order_multi(self, orderIds): task_batch = [] for oid in orderIds: task_batch += [ asyncio.ensure_future(self.open_orders[oid].close()) ] await asyncio.wait(*[ task_batch ])