""".#protocol.py handling protocol."""
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import book
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from enum import Enum
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import httpx
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import json
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test = True
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HOST: str = "sytev070"
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if (test):
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PORT = "9005"
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else:
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PORT = "9000"
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USER: str = "jgrunbau"
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PASS: str = "b7d630945a0854581d9f86ba147f34a5"
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def handleMessage(bs: {str, book.Book}, message: {str, str}):
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"""Handle message from exchange."""
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if (message["type"] in {"FUTURE", "SPREAD", "CALL", "PUT"}):
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announce(bs, message)
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elif (message["type"] == "SETTLEMENT"):
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settle(bs, message)
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elif (message["type"] == "ADDED"):
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addOrder(bs, message)
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elif (message["type"] == "DELETED"):
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deleteOrder(bs, message)
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elif (message["type"] == "TRADE"):
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tradeOrder(bs, message)
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elif (message["type"] in {"BROKER_REQUEST", "BROKER_ACK",
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"BROKER_CONFIRM"}):
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broker(bs, message)
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def announce(bs: {str, book.Book}, message: {str, str}):
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"""Announce message."""
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# print(message)
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bs[message["product"]] = book.Book(message["type"], message["product"],
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message["stationId"], message["unit"],
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message["expiry"],
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message["aggressiveFee"],
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message["passiveFee"],
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message["brokerFee"])
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def settle(bs: {str, book.Book}, message: {str, str}):
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"""Settle order."""
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b = bs.pop(message["product"])
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if (False):
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b.printBook()
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print()
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if (len(b.askSide.levels) > 0):
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print(b.askSide.levels[0])
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if (len(b.bidSide.levels)):
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print(b.bidSide.levels[0])
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print()
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def addOrder(bs: {str, book.Book}, message: {str, str}):
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"""Order added to exchange."""
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if (message["side"] == "BUY"):
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bs[message["product"]].bid(
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book.Order(message["price"], book.OrderSide.Buy,
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message["resting"],
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message["timestamp"], message["id"]))
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else:
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bs[message["product"]].ask(
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book.Order(message["price"], book.OrderSide.Sell,
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message["resting"],
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message["timestamp"], message["id"]))
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def deleteOrder(bs: {str, book.Book}, message: {str, str}):
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"""Delete order from market."""
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if (message["side"] == "BUY"):
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bs[message["product"]].bidSide.delete(message["id"])
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else:
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bs[message["product"]].askSide.delete(message["id"])
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def tradeOrder(bs: {str, book.Book}, message: {str, str}):
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"""Order traded."""
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if (message["tradeType"] == "BUY_AGGRESSOR"):
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bs[message["product"]].bidSide.delete(message["passiveOrder"])
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elif (message["tradeType"] == "SELL_AGGRESSOR"):
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bs[message["product"]].askSide.delete(message["passiveOrder"])
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def broker(bs: {str, book.Book}, message: {str, str}):
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"""Broker trades."""
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pass
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def send(message):
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"""Send message with exchange."""
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return httpx.post(f"http://{HOST}:{PORT}/execution",
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data={"message": json.dumps(message),
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"username": USER,
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"password": PASS}).json()
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class OrderEnum(Enum):
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"""Enum for ordering from the exchange."""
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ADD = 0,
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DELETE = 1,
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BROKER_REQUEST = 2,
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BROKER_CONFIRM = 3
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def order(orderType: OrderEnum, product: str, price: float = 0,
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side: book.OrderSide = book.OrderSide.Buy,
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volume: int = 0, orderId: str = "", counterparty: str = ""):
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"""Order from exchange."""
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if (orderType == OrderEnum.ADD):
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resp = send({"type": "ADD",
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"product": product,
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"price": price,
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"side": side,
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"volume": volume})
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elif (orderType == OrderEnum.DELETE):
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resp = send({"type": "DELETE",
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"product": product,
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"id": id})
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elif (orderType == OrderEnum.BROKER_REQUEST):
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pass
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elif (orderType == OrderEnum.BROKER_CONFIRM):
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pass
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return resp
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