pyRT.crypto.Algo.DreamChaser Namespace Reference

Logic:

1. Chase Bid / Ask Top of Book
2. Cxl/Rpl when Market Data Changes
3. Publish Stats to MDD

More...

Classes
class	Context
	Current Config, controlled by Cockpit. More...
class	Manager
	A little How-do-you-do. More...
class	MDDPublish
	MDDirect Publisher. More...
class	Record
	Real-time Record. More...

Functions
def	OnAlgoStart
	Called from AlgoServer Reactor : Algo Start. More...
def	OnAlgoStop
	Called from AlgoServer Reactor : Stop Algo. More...
def	OnConnectOMS
	Called from AlgoServer Reactor : OMS Connection Change (UP / DOWN) More...
def	OnEngineLoad
	Called from AlgoServer Reactor : Engine Loaded (server start) More...
def	OnEngineUnload
	Called from AlgoServer Reactor : Unload Engine (server stop) More...
def	OnExchange
	Called from AlgoServer Reactor : OMS Exchange Status Change (UP / DOWN) More...
def	OnHttpGet
	Called from AlgoServer Reactor : Http GET. More...
def	OnOMSMsg
	Called from AlgoServer Reactor : OMS Message Received (ExecRpt) More...

Detailed Description

Logic:

1. Chase Bid / Ask Top of Book
2. Cxl/Rpl when Market Data Changes
3. Publish Stats to MDD

Function Documentation

def pyRT.crypto.Algo.DreamChaser.OnAlgoStart

(

cxt

)

Called from AlgoServer Reactor : Algo Start.

Parameters

cxt	- Opaque Context from AlgoServer Reactor

def pyRT.crypto.Algo.DreamChaser.OnAlgoStop

(

cxt

)

Called from AlgoServer Reactor : Stop Algo.

Parameters

cxt	- Opaque Context from AlgoServer Reactor

def pyRT.crypto.Algo.DreamChaser.OnConnectOMS	(		cxt,
			bUP,
			msg
	)

Called from AlgoServer Reactor : OMS Connection Change (UP / DOWN)

Parameters

cxt	- Opaque Context from AlgoServer Reactor
bUP	- True if UP; False if DOWN
msg	- Message

def pyRT.crypto.Algo.DreamChaser.OnEngineLoad

(

cxt

)

Called from AlgoServer Reactor : Engine Loaded (server start)

We Create the Manager

Parameters

cxt	- Opaque Context from AlgoServer Reactor

def pyRT.crypto.Algo.DreamChaser.OnEngineUnload

(

cxt

)

Called from AlgoServer Reactor : Unload Engine (server stop)

We Stop the Manager

Parameters

cxt	- Opaque Context from AlgoServer Reactor

See Also

Manager.Stop()

def pyRT.crypto.Algo.DreamChaser.OnExchange	(		cxt,
			exch,
			bUP,
			ddb
	)

Called from AlgoServer Reactor : OMS Exchange Status Change (UP / DOWN)

Parameters

cxt	- Opaque Context from AlgoServer Reactor
exch	- Exchange Name
bUP	- True if UP; False if DOWN
ddb	- Dict received

def pyRT.crypto.Algo.DreamChaser.OnHttpGet	(		cxt,
			qry
	)

Called from AlgoServer Reactor : Http GET.

Parameters

cxt	- Opaque Context from AlgoServer Reactor
qry	- Http Query (JSON)

Returns

Http Response (JSON)

def pyRT.crypto.Algo.DreamChaser.OnOMSMsg	(		cxt,
			ddb
	)

Called from AlgoServer Reactor : OMS Message Received (ExecRpt)

Parameters

cxt	- Opaque Context from AlgoServer Reactor
ddb	- Dict received