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How to use _order_dict method in localstack
Best Python code snippet using localstack_python
current_orders.py
Source:current_orders.py 
1from sourse.ui.modules.base_qdockwidget_module import BaseUIModule2from datetime import datetime3from PyQt5 import QtWidgets, QtCore, QtGui4from crypto_futures_py import AbstractExchangeHandler5import dataclasses6import typing7import numpy as np8class CurrentOrdersModule(BaseUIModule):9 order_canceled = QtCore.pyqtSignal(str)10 all_orders_canceled = QtCore.pyqtSignal()11 rebuild_grid = QtCore.pyqtSignal()12 def _create_widgets(self):13 self.layout = QtWidgets.QHBoxLayout(self.base_widget)14 self.parent_widget.setWindowTitle("Orders")15 self.base_widget.setLayout(self.layout)16 self._order_dict: typing.Dict[17 str, typing.Tuple[int, AbstractExchangeHandler.OrderUpdate]18 ] = {}19 self._historical_order_dict: typing.Dict[20 str, typing.Tuple[int, AbstractExchangeHandler.OrderUpdate]21 ] = {}22 self.counter = 023 self.historical_counter = 024 self.horizontalHeaderLabelsList = [25 "Order id", # 026 "Client order id", # 127 "Status", # 228 "Symbol", # 329 "Price", # 430 "Average price", # 531 "Fee", # 632 "Fee asset", # 733 "Volume", # 834 "Volume realized", # 935 "Time", # 1036 "id", # 1137 ]38 self.colorfull_dictionary = {2: 2, 4: 8, 5: 8, 6: 6, 8: 8, 9: 9}39 self.table = QtWidgets.QTableWidget(40 len(self._order_dict), len(self.horizontalHeaderLabelsList)41 )42 self.table_historical = QtWidgets.QTableWidget(43 len(self._order_dict), len(self.horizontalHeaderLabelsList)44 )45 self.table.setSortingEnabled(True)46 self.table_historical.setSortingEnabled(True)47 self.table.setHorizontalHeaderLabels(self.horizontalHeaderLabelsList)48 self.table_historical.setHorizontalHeaderLabels(self.horizontalHeaderLabelsList)49 self.table.verticalHeader().hide()50 self.table_historical.verticalHeader().hide()51 header = self.table.horizontalHeader()52 header_historical = self.table_historical.horizontalHeader()53 for i in range(len(self.horizontalHeaderLabelsList)):54 header.setSectionResizeMode(i, QtWidgets.QHeaderView.Stretch)55 header_historical.setSectionResizeMode(i, QtWidgets.QHeaderView.Stretch)56 header_historical.setSectionResizeMode(57 len(self.horizontalHeaderLabelsList) - 1,58 QtWidgets.QHeaderView.ResizeToContents,59 )60 self.menu = QtWidgets.QMenu()61 self.tabwidget = QtWidgets.QTabWidget()62 self.tabwidget.addTab(self.table, "Current orders")63 self.tabwidget.addTab(self.table_historical, "Historical orders")64 self.layout.addWidget(self.tabwidget)65 self.table.sortItems(66 len(self.horizontalHeaderLabelsList) - 1, QtCore.Qt.AscendingOrder67 )68 self.table_historical.sortItems(69 len(self.horizontalHeaderLabelsList) - 1, QtCore.Qt.AscendingOrder70 )71 self.table.setColumnHidden(len(self.horizontalHeaderLabelsList) - 1, True)72 self.table_historical.setColumnHidden(73 len(self.horizontalHeaderLabelsList) - 1, True74 )75 self.table.setContextMenuPolicy(QtCore.Qt.CustomContextMenu)76 self.table.customContextMenuRequested.connect(self.generateMenu)77 self.table.viewport().installEventFilter(self)78 self._stashed_orders: typing.List[79 typing.Tuple[AbstractExchangeHandler.OrderUpdate, bool]80 ] = []81 self._orders_to_delete: typing.Dict[str, datetime] = {}82 self.order_update_timer = QtCore.QTimer(self)83 self.order_update_timer.setInterval(200)84 self.order_update_timer.timeout.connect(self._update_orders_threadsafe)85 self.order_update_timer.start()86 def get_current_orders(self) -> typing.List[AbstractExchangeHandler.OrderUpdate]:87 return [v[1] for v in self._order_dict.values()]88 def get_historical_orders(self) -> typing.List[AbstractExchangeHandler.OrderUpdate]:89 return [v[1] for v in self._historical_order_dict.values()]90 def eventFilter(self, source, event):91 if (92 event.type() == QtCore.QEvent.MouseButtonPress93 and event.buttons() == QtCore.Qt.RightButton94 ):95 self._on_right_button_clicked(event)96 return True97 else:98 return False99 def _on_right_button_clicked(self, event):100 self.menu = QtWidgets.QMenu()101 item = self.table.itemAt(event.pos())102 if item is not None:103 if self.table.item(item.row(), 2).text() == "NEW":104 client_order_ID = self.table.item(item.row(), 1).text()105 self.menu.addAction(106 "Cancel order", lambda: self.order_canceled.emit(client_order_ID),107 )108 self.menu.addAction(109 "Cancel all orders", lambda: self.all_orders_canceled.emit()110 )111 self.menu.addAction("Rebuild grid", lambda: self.rebuild_grid.emit())112 def generateMenu(self, pos):113 try:114 self.menu.exec_(self.table.mapToGlobal(pos))115 except:116 pass117 @QtCore.pyqtSlot()118 def _update_orders_threadsafe(self):119 for inp in self._stashed_orders.copy():120 self.add_order(*inp)121 self._stashed_orders.remove(inp)122 for order, time in self._orders_to_delete.copy().items():123 if order not in self._order_dict:124 del self._orders_to_delete[order]125 elif (datetime.now() - time).total_seconds() > 3:126 self.remove_order(order)127 del self._orders_to_delete[order]128 def add_order_threadsafe(129 self, order: AbstractExchangeHandler.OrderUpdate, historical_table: bool = False130 ):131 self._stashed_orders.append((order, historical_table))132 def add_order(133 self, order: AbstractExchangeHandler.OrderUpdate, historical_table: bool = False134 ) -> str:135 order_id = order.client_orderID if order.client_orderID != "" else order.orderID136 if order.status in ["FILLED", "CANCELED", "FAILED", "EXPIRED"]:137 self._orders_to_delete[order_id] = datetime.now()138 current_sorted_index = self.table.horizontalHeader().sortIndicatorSection()139 current_sorted_type = self.table.horizontalHeader().sortIndicatorOrder()140 self.table.sortItems(141 len(self.horizontalHeaderLabelsList) - 1, QtCore.Qt.AscendingOrder142 )143 self.table.setSortingEnabled(False)144 current_sorted_historical_index = (145 self.table_historical.horizontalHeader().sortIndicatorSection()146 )147 current_sorted_historical_type = (148 self.table_historical.horizontalHeader().sortIndicatorOrder()149 )150 self.table_historical.sortItems(10, QtCore.Qt.AscendingOrder)151 self.table_historical.setSortingEnabled(False)152 if not historical_table:153 if order_id in self._order_dict.keys():154 res = self._edit_order(order)155 elif order_id in self._historical_order_dict.keys():156 res = self.add_order(order, True)157 else:158 self._order_dict[order_id] = (len(self._order_dict), order)159 self.table.setRowCount(len(self._order_dict))160 for i, value in enumerate(dataclasses.asdict(order).values()):161 color, value = self.highlight(i, order, value)162 self.table.setItem(163 len(self._order_dict) - 1, i, self.createItem(str(value), color)164 )165 self.table.setItem(166 len(self._order_dict) - 1,167 len(self.horizontalHeaderLabelsList) - 1,168 self.QTableWidgetIntegerItem(str(self.counter)),169 )170 self.counter += 1171 res = order_id172 else:173 if order_id in self._historical_order_dict.keys():174 res = self._edit_order(order, True)175 else:176 self._historical_order_dict[order_id] = (177 len(self._historical_order_dict),178 order,179 )180 self.table_historical.setRowCount(len(self._historical_order_dict))181 for i, value in enumerate(dataclasses.asdict(order).values()):182 color, value = self.highlight(i, order, value)183 self.table_historical.setItem(184 len(self._historical_order_dict) - 1,185 i,186 self.createItem(str(value), color),187 )188 self.table_historical.setItem(189 len(self._historical_order_dict) - 1,190 len(self.horizontalHeaderLabelsList) - 1,191 self.QTableWidgetIntegerItem(str(self.historical_counter)),192 )193 self.historical_counter += 1194 res = order_id195 self.table.setSortingEnabled(True)196 self.table.sortItems(current_sorted_index, current_sorted_type)197 self.table_historical.setSortingEnabled(True)198 self.table_historical.sortItems(199 current_sorted_historical_index, current_sorted_historical_type200 )201 return res202 def _edit_order(203 self, order: AbstractExchangeHandler.OrderUpdate, historical_table: bool = False204 ) -> str:205 order_id = order.client_orderID if order.client_orderID != "" else order.orderID206 if historical_table:207 for i in range(self.table_historical.rowCount()):208 if str(order_id) == str(209 self.table_historical.item(210 i, 1 if order.client_orderID != "" else 0211 ).text()212 ):213 row = i214 break215 else:216 raise ValueError(f"{order_id} not historical table")217 order_index = self._historical_order_dict[order_id][0]218 self._historical_order_dict[order_id] = order_index, order219 else:220 for i in range(self.table.rowCount()):221 if str(order_id) == str(222 self.table.item(i, 1 if order.client_orderID != "" else 0).text()223 ):224 row = i225 break226 else:227 raise ValueError(f"{order_id} not historical table")228 order_index = self._order_dict[order_id][0]229 self._order_dict[order_id] = order_index, order230 for i, (key, value) in enumerate(dataclasses.asdict(order).items()):231 color, value = self.highlight(i, order, value)232 if key == "message":233 continue234 elif not historical_table:235 self.table.item(row, i).setText(str(value))236 self.table.item(row, i).setForeground(237 QtGui.QBrush(QtGui.QColor(*color))238 )239 else:240 self.table_historical.item(row, i).setText(str(value))241 self.table_historical.item(row, i).setForeground(242 QtGui.QBrush(QtGui.QColor(*color))243 )244 return order_id245 def highlight(246 self,247 i: int,248 order: AbstractExchangeHandler.OrderUpdate,249 value: typing.Union[int, float, str],250 ) -> typing.Tuple[typing.Tuple[int, int, int], typing.Union[int, float, str]]:251 if i in self.colorfull_dictionary.keys():252 j = list(dataclasses.asdict(order).values())[self.colorfull_dictionary[i]]253 try:254 if i == 5:255 if float(j) < 0:256 color = Colors.limegreen257 elif float(j) > 0:258 color = Colors.orangered259 else:260 color = Colors.yellow261 value = np.format_float_positional(value)262 elif float(j) > 0:263 color = Colors.limegreen264 elif float(j) < 0:265 color = Colors.orangered266 else:267 color = Colors.yellow268 except:269 color = (270 Colors.limegreen271 if str(j) == "FILLED"272 else Colors.orangered273 if str(j) == "CANCELED"274 else Colors.yellow275 if str(j) == "NEW"276 else Colors.darkorange277 if str(j) == "PENDING"278 else Colors.white279 )280 else:281 color = Colors.white282 return color, value283 def remove_order(self, order_id) -> None:284 for i in range(self.table.rowCount()):285 if str(order_id) == str(self.table.item(i, 1).text()):286 row = i287 break288 else:289 raise ValueError(f"{order_id} not in 'Client order id' column")290 current_sorted_index = self.table.horizontalHeader().sortIndicatorSection()291 current_sorted_type = self.table.horizontalHeader().sortIndicatorOrder()292 self.table.sortItems(293 len(self.horizontalHeaderLabelsList) - 1, QtCore.Qt.AscendingOrder294 )295 self.table.setSortingEnabled(False)296 self.add_order(self._order_dict[order_id][1], True)297 self.table.removeRow(row)298 del self._order_dict[order_id]299 self.table.setSortingEnabled(True)300 self.table.sortItems(current_sorted_index, current_sorted_type)301 def remove_all_orders(self) -> None:302 self.table.setSortingEnabled(False)303 self._transfer_table()304 self._order_dict = {}305 self.table.setRowCount(0)306 self.table.setSortingEnabled(True)307 def _transfer_table(self) -> None:308 for i in self._order_dict:309 self.add_order(self._order_dict[i][1], True)310 class QTableWidgetIntegerItem(QtWidgets.QTableWidgetItem):311 def __lt__(self, other):312 try:313 return int(self.text()) < int(other.text())314 except ValueError:315 return self.text() < other.text()316 def createItem(317 self, text: str, color: typing.Tuple[int, int, int]318 ) -> QtWidgets.QTableWidgetItem:319 tableWidgetItem = QtWidgets.QTableWidgetItem(text)320 tableWidgetItem.setForeground(QtGui.QBrush(QtGui.QColor(*color)))321 tableWidgetItem.setFlags(QtCore.Qt.ItemIsSelectable | QtCore.Qt.ItemIsEnabled)322 return tableWidgetItem323class Colors:324 red = (255, 0, 0)325 green = (0, 255, 0)326 blue = (0, 0, 255)327 white = (255, 255, 255)328 black = (0, 0, 0)329 yellow = (255, 255, 0)330 darkorange = (255, 140, 0)331 orangered = (255, 69, 0)332 limegreen = (50, 205, 50)333 neutralred = (239, 83, 80)334 neutralgreen = (38, 166, 154)335 def __init__(self):...
agent.py
Source:agent.py
1import asyncio2import typing as t3from .entities import SymbolPair4from .entities.account import Account5from .entities.order import Order6from .errors import (7 AgentError,8 OrderCancellationError,9 OrderCreationError,10)11from .exchange import Exchange12class CreateMarketOrder(t.NamedTuple):13 pair: SymbolPair14 side: Order.Side15 amount: float16 acc_name: str17 order_id: int18class CreateLimitOrder(t.NamedTuple):19 pair: SymbolPair20 price: float21 side: Order.Side22 amount: float23 acc_name: str24 order_id: int25class CancelOrder(t.NamedTuple):26 pair: SymbolPair27 order_id: int28class Sleep(t.NamedTuple):29 time: int30class Agent:31 _account: Account32 _instruction_list: t.List[33 t.Union[Sleep, CreateMarketOrder, CreateLimitOrder, CancelOrder]34 ]35 _order_book: t.Dict[int, Order]36 _working_event: asyncio.Event37 _task: t.Any38 _order_dict: t.Dict[int, int]39 _exchange = Exchange()40 is_run: bool41 def __init__(42 self,43 instructions: t.List[44 t.Union[Sleep, CreateMarketOrder, CreateLimitOrder, CancelOrder]45 ],46 account: Account,47 ):48 self._account = account49 self._instruction_list = instructions50 self._working_event = asyncio.Event()51 self._order_dict = {}52 self.is_run = False53 async def _run(self) -> None:54 for instruction in self._instruction_list:55 await self._working_event.wait()56 if isinstance(instruction, CreateLimitOrder):57 if instruction.order_id in self._order_dict:58 raise OrderCreationError("Order is already exist")59 order = await self._exchange.create_limit(60 instruction.pair,61 instruction.price,62 instruction.side,63 instruction.amount,64 instruction.acc_name,65 )66 self._order_dict[instruction.order_id] = order.order_id67 elif isinstance(instruction, CreateMarketOrder):68 if instruction.order_id in self._order_dict:69 raise OrderCreationError("Order is already exist")70 order = await self._exchange.create_market(71 instruction.pair,72 instruction.side,73 instruction.amount,74 instruction.acc_name,75 )76 self._order_dict[instruction.order_id] = order.order_id77 elif isinstance(instruction, CancelOrder):78 try:79 order_id = self._order_dict[instruction.order_id]80 except KeyError:81 raise OrderCancellationError82 await self._exchange.cancel_order(instruction.pair, order_id)83 elif isinstance(instruction, Sleep):84 await asyncio.sleep(instruction.time)85 self.is_run = False86 async def run(self) -> None:87 if self.is_run:88 raise AgentError("Agent is already running")89 task = asyncio.create_task(self._run())90 self._task = task91 self._working_event.set()92 self.is_run = True93 await task94 def pause(self) -> None:95 self._working_event.clear()96 def stop(self) -> None:97 if not self.is_run:98 raise AgentError("Agent is already closed")99 self.pause()100 self._task.cancel()...
lob.py
Source:lob.py
1from limit_price import LimitPriceNode, AVL_Tree2from order import order, order_wrapper3class LOB:4 5 def __init__(self) -> None:6 self.ask_tree = None7 self.bid_tree = None8 self.best_ask = None9 self.best_bid = None10 self.ask_tree_self = AVL_Tree()11 self.bid_tree_self = AVL_Tree()12 self._order_dict = {}13 self._price_dict = {}14 15 def process(self, new_order: order):16 ## Need also to update _order_dict and _price_dict17 if new_order.id in self._order_dict:18 # Order currently in the record19 if new_order.quantity == 0:20 # Remove order21 if not self._order_dict[new_order.id].prev_order and not self._order_dict[new_order.id].next_order:22 # Need also to delete the limit price node23 if new_order.is_sell:24 # Update the best ask25 if self.best_ask.price == new_order.price:26 self.best_ask = self._price_dict[new_order.price].parent if self._price_dict[new_order.price].parent else None27 self.ask_tree = self.ask_tree_self.delete(self.ask_tree, new_order.price)28 else:29 # Update the best bid30 if self.best_bid.price == new_order.price:31 self.best_bid = self._price_dict[new_order.price].parent if self._price_dict[new_order.price].parent else None32 self.bid_tree = self.bid_tree_self.delete(self.bid_tree, new_order.price)33 34 del self._price_dict[new_order.price]35 else: 36 self._order_dict[new_order.id].pop()37 38 del self._order_dict[new_order.id]39 else:40 # Update order41 self._order_dict[new_order.id].update(new_order)42 else:43 # New order44 if new_order.price in self._price_dict:45 # The LimitPriceNode exists46 self._price_dict[new_order.price].wrapper.append(new_order)47 self._order_dict[new_order.id] = new_order48 else:49 # The LimitPriceNode doesn't exist50 new_node = LimitPriceNode(new_order)51 if not new_order.is_sell:52 # A new sell order53 self.best_bid = new_node if (self.best_bid is None or self.best_bid.price<new_node.price) else self.best_bid54 self.bid_tree = self.bid_tree_self.insert(self.bid_tree, new_node)55 else:56 # A new buy order57 self.best_ask = new_node if (self.best_ask is None or self.best_ask.price>new_node.price) else self.best_ask58 self.ask_tree = self.ask_tree_self.insert(self.ask_tree, new_node)59 60 self._price_dict[new_order.price] = new_node...
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