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