158 lines
4.0 KiB
Python
158 lines
4.0 KiB
Python
import sys
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import plugin
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import general
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class PulseWire:
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def __init__(self):
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...
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def onRaw(self, data: bytes):
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...
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def send_raw(self, data: bytes):
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sys.stdout.buffer.write(len(data).to_bytes(8, "little"))
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sys.stdout.buffer.write(data)
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sys.stdout.flush()
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def start(self):
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while True:
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len_buf = sys.stdin.buffer.read(8)
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sys.stderr.write(str(len_buf))
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if len(len_buf) == 0:
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continue
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length = int.from_bytes(len_buf, "little")
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if length == 0:
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continue
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buffer = sys.stdin.buffer.read(length)
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if len(buffer) != length:
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raise EOFError("Unexpected EOF while reading payload")
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self.onRaw(buffer)
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class Strategy(PulseWire):
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def onInitialize(self, msg: plugin.StrategyEngineMessage.Initialize):
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...
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def onWatchList(self, msg: plugin.StrategyEngineMessage.WatchList):
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...
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def onCommand(self, msg: plugin.StrategyEngineMessage.Command):
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...
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def onCandleUpdate(self, msg: plugin.StrategyEngineMessage.CandleUpdate):
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...
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def onCandlestick(self, msg: plugin.StrategyEngineMessage.Candlestick):
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...
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def on(self, req: plugin.StrategyEngineMessageType):
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...
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def send(self, req: plugin.StrategyMessageType):
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self.send_raw(req.to_com())
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def log(self, log: general.EventLog):
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msg = plugin.StrategyMessage.Log()
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msg.log = log
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self.send(msg)
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def getWatchList(self):
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self.send(plugin.StrategyMessage.GetWatchList())
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def getCandleStick(self, symbol: str, interval: general.CandleInterval, count: general.u32):
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msg = plugin.StrategyMessage.RequestCandlestick()
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msg.symbol = symbol
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msg.interval = interval
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msg.count = count
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self.send(msg)
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def unsubscribeAll(self):
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self.send(plugin.StrategyMessage.UnsubscribeAll())
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def signal(self, signal: plugin.StrategySignal):
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msg = plugin.StrategyMessage.Signal()
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msg.signal = signal
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self.send(msg)
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def onRaw(self, data: bytes):
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result: tuple[plugin.StrategyEngineMessageType, int] = plugin.StrategyEngineMessage.from_com(data=data)
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req, _ = result
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self.on(req)
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handler = getattr(
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self,
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f"on{req.__class__.__name__}",
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None
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)
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if handler:
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handler(req)
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class Risk(PulseWire):
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def onInitialize(self, msg: plugin.RiskEngineMessage.Initialize):
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...
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def onWatchList(self, msg: plugin.RiskEngineMessage.WatchList):
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...
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def onCommand(self, msg: plugin.RiskEngineMessage.Command):
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...
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def onSignal(self, msg: plugin.RiskEngineMessage.Signal):
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...
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def on(self, req: plugin.RiskEngineMessageType):
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...
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def send(self, req: plugin.RiskMessageType):
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self.send_raw(req.to_com())
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def log(self, log: general.EventLog):
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msg = plugin.RiskMessage.Log()
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msg.log = log
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self.send(msg)
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def getWatchList(self):
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self.send(plugin.RiskMessage.GetWatchList())
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def approveSignal(self, signal: general.Signal):
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msg = plugin.RiskMessage.Approve()
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msg.signal = signal
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self.send(msg)
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def rejectSignal(self, reason: str):
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msg = plugin.RiskMessage.Reject()
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msg.reason = reason
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self.send(msg)
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def onRaw(self, data: bytes):
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result: tuple[plugin.RiskEngineMessageType, int] = plugin.RiskEngineMessage.from_com(data=data)
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req, _ = result
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self.on(req)
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handler = getattr(
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self,
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f"on{req.__class__.__name__}",
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None
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)
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if handler:
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handler(req)
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class Bro(Strategy):
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def __init__(self):
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super().__init__()
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def onInitialize(self, msg: plugin.StrategyEngineMessage.Initialize):
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self.log(general.EventLog.info("bro", "Hello, World"))
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return super().onInitialize(msg)
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Bro().start() |