pyRT.crypto.DeribitOE Namespace Reference

Deribit Order Entry WebSox Bridge. More...

Classes
class	Manager
	A little How-do-you-do. More...

Functions
def	OnAlgoMsg
	Called when OE message - NewOrder, CxlOrder, etc. More...
def	OnConnectAlgo
	Called from cryptoOMS Reactor : OMS Connection Change (UP / DOWN) More...
def	OnEngineLoad
	Called when engine is loaded (server start). More...
def	OnEngineUnload
	Called when engine is unloaded (server stop). More...
def	OnExchangeStart
	Called when user wants to start the exchange. More...
def	OnExchangeStop
	Called when user wants to stop the exchange. More...
def	OnSoxConn
	Called BEFORE WebSox connects. More...
def	OnSoxConnUp
	Called AFTER WebSox connects. More...
def	OnSoxDisco
	Called BEFORE WebSox connection is shut down. More...
def	OnSoxIdle
	Called at WebSoxConn Idle time; We check heartbeat. More...
def	OnSoxMsg
	Called when WebSox Message Arrives. More...
def	OnSoxStart
	WS.Register( WebSox._SOXEVT_END, self.OnSoxEnd ) More...
def	Run
	gatea.sys.Thread Interface to zero out books in throttled manner More...
def	Shutdown
	Stop WebSox. More...

Variables
tuple	ack = OEMsg.ExecRpt( OrdStatus=sts, Text=err, ddb=msg )
tuple	bye = codec.FlashJ2deribit( msg )
string	err = 'Unknown msg type %s'
	jdb['Cash'] = 'TBD' More...
	sts = OEMsg._STS_REJECT

Detailed Description

Deribit Order Entry WebSox Bridge.

Test : wss://test.deribit.com/ws/api/v2

Function Documentation

def pyRT.crypto.DeribitOE.OnAlgoMsg	(		cxt,
			msg
	)

Called when OE message - NewOrder, CxlOrder, etc.

• is received

Parameters

msg	- Received Dict

• is received

Parameters

cxt	- Opaque Context from cryptoOMS Reactor
msg	- Dict to send

def pyRT.crypto.DeribitOE.OnConnectAlgo	(		cxt,
			bUP,
			msg
	)

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

Parameters

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

def pyRT.crypto.DeribitOE.OnEngineLoad

(

cxt

)

Called when engine is loaded (server start).

We Create the Manager

Parameters

cxt	- Opaque Context from cryptoOMS Reactor

def pyRT.crypto.DeribitOE.OnEngineUnload

(

cxt

)

Called when engine is unloaded (server stop).

We Stop the Manager

Parameters

cxt	- Opaque Context from cryptoOMS Reactor

See Also

Manager.Stop()

def pyRT.crypto.DeribitOE.OnExchangeStart

(

cxt

)

Called when user wants to start the exchange.

Parameters

cxt	- Opaque Context from cryptoOMS Reactor

def pyRT.crypto.DeribitOE.OnExchangeStop

(

cxt

)

Called when user wants to stop the exchange.

Parameters

cxt	- Opaque Context from cryptoOMS Reactor

def pyRT.crypto.DeribitOE.OnSoxConn

(

self

)

Called BEFORE WebSox connects.

We connect

def pyRT.crypto.DeribitOE.OnSoxConnUp	(		self,
			msg
	)

Called AFTER WebSox connects.

We connect

Parameters

msg

def pyRT.crypto.DeribitOE.OnSoxDisco

(

self

)

Called BEFORE WebSox connection is shut down.

We re-queue subscriptions

def pyRT.crypto.DeribitOE.OnSoxIdle

(

self

)

Called at WebSoxConn Idle time; We check heartbeat.

def pyRT.crypto.DeribitOE.OnSoxMsg	(		self,
			rx
	)

Called when WebSox Message Arrives.

Parameters

rx	- Message Received

def pyRT.crypto.DeribitOE.OnSoxStart

(

self

)

WS.Register( WebSox._SOXEVT_END, self.OnSoxEnd )

Called when WebSoxConn Thread Starts. We load static data.

def pyRT.crypto.DeribitOE.Run

(

self

)

gatea.sys.Thread Interface to zero out books in throttled manner

def pyRT.crypto.DeribitOE.Shutdown

(

self

)

Stop WebSox.

Variable Documentation

tuple pyRT.crypto.DeribitOE.ack = OEMsg.ExecRpt( OrdStatus=sts, Text=err, ddb=msg )

tuple pyRT.crypto.DeribitOE.bye = codec.FlashJ2deribit( msg )

string pyRT.crypto.DeribitOE.err = 'Unknown msg type %s'

jdb['Cash'] = 'TBD'

pyRT.crypto.DeribitOE.sts = OEMsg._STS_REJECT