Merge branch 'caioaao-fix-exchange-order' into develop

This commit is contained in:
Frederic Fortier
2018-01-01 21:11:11 -05:00
3 changed files with 15 additions and 37 deletions
+7 -19
View File
@@ -655,10 +655,7 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
attempts=self.attempts['synchronize_portfolio_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'ordering again: {}'.format(e)
),
)
cleanup=lambda: log.warn('Ordering again.'))
log.info(
'got totals from exchanges, cash: {} positions: {}'.format(
cash, positions_value
@@ -807,11 +804,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
attempts=self.attempts['get_open_orders_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'fetching open orders again: {}'.format(e)
),
args=(asset,)
)
cleanup=lambda: log.warn('Fetching open orders again.'),
args=(asset,))
@api_method
def get_order(self, order_id, exchange_name):
@@ -836,11 +830,8 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
attempts=self.attempts['get_order_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'fetching orders again: {}'.format(e)
),
args=(order_id,)
)
cleanup=lambda: log.warn('Fetching orders again.'),
args=(order_id,))
@api_method
def cancel_order(self, order_param, exchange_name):
@@ -862,8 +853,5 @@ class ExchangeTradingAlgorithmLive(ExchangeTradingAlgorithmBase):
attempts=self.attempts['cancel_order_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'cancelling order again: {}'.format(e)
),
args=(order_id,)
)
cleanup=lambda: log.warn('cancelling order again.'),
args=(order_id,))
+4 -8
View File
@@ -171,13 +171,11 @@ class ExchangeBlotter(Blotter):
else:
order = retry(
action=self.get_exchange_transactions,
action=self.exchange_order,
attempts=self.attempts['order_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'ordering again: {}'.format(e)
),
cleanup=lambda: log.warn('Ordering again.'),
args=(asset, amount, style),
)
@@ -270,7 +268,5 @@ class ExchangeBlotter(Blotter):
attempts=self.attempts['get_transactions_attempts'],
sleeptime=self.retry_sleeptime,
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'fetching exchange transactions again: {}'.format(e)
),
)
cleanup=lambda: log.warn(
'Fetching exchange transactions again.'))
+4 -10
View File
@@ -86,17 +86,14 @@ class DataPortalExchangeBase(DataPortal):
attempts=self.attempts['get_history_window_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'fetching history again: {}'.format(e)
),
cleanup=lambda: log.warn('fetching history again.'),
args=(assets,
end_dt,
bar_count,
frequency,
field,
data_frequency,
ffill)
)
ffill))
@abc.abstractmethod
def get_exchange_history_window(self,
@@ -160,11 +157,8 @@ class DataPortalExchangeBase(DataPortal):
attempts=self.attempts['get_spot_value_attempts'],
sleeptime=self.attempts['retry_sleeptime'],
retry_exceptions=(ExchangeRequestError,),
cleanup=lambda e: log.warn(
'fetching spot value again: {}'.format(e)
),
args=(assets, field, dt, data_frequency),
)
cleanup=lambda: log.warn('fetching spot value again.'),
args=(assets, field, dt, data_frequency))
@abc.abstractmethod
def get_exchange_spot_value(self, exchange_name, assets, field, dt,