Initial commit

tradesink.py

@@ -0,0 +1,60 @@
+import os
+os.environ.setdefault("DJANGO_SETTINGS_MODULE", "atrade_dashboard.settings")
+import django
+django.setup()
+
+import zmq
+import argparse
+import datetime
+from dashboard.models import Trade
+
+def parse_timestamp(ts):
+    return datetime.datetime.strptime(ts, '%Y-%m-%d %H:%M:%S.%f')
+
+def store_trade(j):
+    quantity = int(j['quantity'])
+    if j['operation'] == 'sell':
+        quantity = -quantity
+    elif j['operation'] != 'buy':
+        raise Exception('Invalid operation: ' + j['operation'])
+
+    try:
+        comment = j['order-comment']
+    except KeyError:
+        comment = ""
+    ts = parse_timestamp(j['execution-time'])
+    trade = Trade(account=j['account'], security=j['security'], price=float(j['price']), quantity=quantity, volume=float(j['volume']), volumeCurrency=j['volume-currency'], strategyId=j['strategy'],
+                signalId=j['signal-id'], comment=comment, timestamp=ts)
+    trade.save()
+
+
+def handle_cmd(cmd):
+    try:
+        if 'command' in cmd.keys():
+            return { 'response' : 'ok' }
+        elif 'trade' in cmd.keys():
+            store_trade(cmd['trade'])
+            return { 'response' : 'ok' }
+    except Exception as e:
+        print(e)
+    return { 'response' : 'error' }
+
+def main():
+    parser = argparse.ArgumentParser(description='Trade sink process')
+    parser.add_argument('-e', '--endpoint', action='store', help='Trade sink endpoint')
+    args = parser.parse_args()
+
+    ctx = zmq.Context.instance()
+    s = ctx.socket(zmq.REP)
+    s.bind(args.endpoint)
+
+    while True:
+        events = s.poll(1000, zmq.POLLIN)
+        if events == zmq.POLLIN:
+            cmd = s.recv_json()
+            response = handle_cmd(cmd)
+            s.send_json(response)
+
+
+if __name__ == "__main__":
+    main()