""".#protocol.py handling protocol."""
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import book
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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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pass
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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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bs.pop(message["product"])#.printBook()
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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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price = message["price"]
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volume = message["resting"] + message["filled"]
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if (message["side"] == "BUY"):
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side = book.OrderSide.Buy
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else:
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side = book.OrderSide.Sell
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bs[message["product"]].addOrder(book.Order(price, side, volume))
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