import base64
import os
import zmq
from zmq.eventloop.zmqstream import ZMQStream
from message_builder import MessageBuilder
from message import JsonMessage, InvalidMessageException
class TradeClientException(Exception):
def __init__(self, error_message, detail = None):
self.error_message = error_message
self.detail = None
super(TradeClientException, self).__init__()
def __str__(self):
if self.detail:
return self.error_message + '( detail:%s)'%self.detail
return self.error_message
class TradeClient(object):
def __init__(self, zmq_context, trade_in_socket, trade_pub = None, reopen=True):
self.zmq_context = zmq_context
self.connection_id = None
self.trade_in_socket = trade_in_socket
self.is_logged = False
self.user_id = None
self.reopen = reopen
self.trade_pub = trade_pub
self.trade_pub_socket = None
self.trade_pub_socket_stream = None
if self.trade_pub:
self.trade_pub_socket = self.zmq_context.socket(zmq.SUB)
self.trade_pub_socket.connect(self.trade_pub)
self.trade_pub_socket_stream = ZMQStream(self.trade_pub_socket)
self.trade_pub_socket_stream.on_recv(self._on_trade_publish)
def _on_trade_publish(self, message):
self.on_trade_publish(message)
def on_trade_publish(self, message):
pass
def connect(self):
if not self.trade_pub_socket and self.trade_pub:
self.trade_pub_socket = self.zmq_context.socket(zmq.SUB)
self.trade_pub_socket.connect(self.trade_pub)
self.trade_pub_socket_stream = ZMQStream(self.trade_pub_socket)
self.trade_pub_socket_stream.on_recv(self._on_trade_publish)
self.trade_in_socket.send( "OPN," + base64.b32encode(os.urandom(10)))
response_message = self.trade_in_socket.recv()
opt_code = response_message[:3]
raw_message = response_message[4:]
if opt_code != 'OPN':
if opt_code == 'ERR':
raise TradeClientException( error_message = raw_message )
raise TradeClientException( error_message = 'Protocol Error: Unknown message opt_code received' )
self.connection_id = raw_message
def close(self):
if self.trade_pub_socket_stream:
self.trade_pub_socket_stream.close()
self.trade_pub_socket_stream = None
self.trade_pub_socket.close()
self.trade_pub_socket = None
if self.connection_id:
self.trade_in_socket.send( "CLS," + self.connection_id )
response_message = self.trade_in_socket.recv()
self.connection_id = None
def isConnected(self):
return self.connection_id is not None
def getBrokerList(self, status_list):
page = 0
page_size = 100
broker_list = []
columns = []
while True:
res = self.sendJSON(MessageBuilder.getBrokerList( status_list, None, page, page_size ))
columns = res.get('Columns')
broker_list.extend(res.get('BrokerListGrp'))
if len(res.get('BrokerListGrp')) < page_size:
break
page += 1
return broker_list, columns
def getLastTrades(self, last_trade_id, page=0):
if last_trade_id is None:
last_trade_id = 1
rep_msg = self.sendJSON({ 'MsgType': 'U32',
'TradeHistoryReqID': -1,
'Page': page,
'PageSize': 100 })
result_list = []
if rep_msg.isTradeHistoryResponse():
last_processed = 0
trade_list = rep_msg.get('TradeHistoryGrp')
if not trade_list :
return result_list
for trade in trade_list:
if last_trade_id <= trade[0]:
last_processed = trade[0]
if last_processed != last_trade_id:
result_list.append(trade)
if last_processed != last_trade_id:
return result_list + self.getLastTrades(last_trade_id, page+1)
return result_list
def getSecurityList(self):
resp = self.sendJSON({ 'MsgType' : 'x',
'SecurityReqID': 'getSecurityList',
'SecurityListRequestType': 0})
return resp
def sendString(self, string_msg):
if not self.isConnected() and self.reopen:
self.connect()
self.trade_in_socket.send_unicode( "REQ," + self.connection_id + ',' + string_msg)
response_message = self.trade_in_socket.recv()
raw_resp_message_header = response_message[:3]
raw_resp_message = response_message[4:].strip()
rep_msg = None
if raw_resp_message:
try:
rep_msg = JsonMessage(raw_resp_message)
except Exception:
pass
if raw_resp_message_header == 'CLS' and rep_msg and not rep_msg.isErrorMessage():
self.close()
if self.reopen:
self.connect()
return rep_msg
if raw_resp_message_header != 'REP':
self.close()
if self.reopen:
self.connect()
if rep_msg and rep_msg.isErrorMessage():
raise TradeClientException(rep_msg.get('Description'), rep_msg.get('Detail'))
raise TradeClientException('Invalid request: ' + raw_resp_message )
if rep_msg and rep_msg.isUserResponse():
if rep_msg.get("UserStatus") == 1:
self.user_id = rep_msg.get("UserID")
self.is_logged = True
if self.trade_pub_socket:
self.trade_pub_socket.setsockopt(zmq.SUBSCRIBE, '^' + str(self.user_id) + '$')
return rep_msg
def sendJSON(self, json_msg):
import json
return self.sendString(json.dumps(json_msg))
def sendMessage(self, msg):
return self.sendString(msg.raw_message)
