pyRT.crypto.ExchSvr Namespace Reference

cryptoOMS Exchange Server More...

Classes
class	Codec
	Codec : FlashJ-to-Exch and vice-versa. More...
class	Exchange
	Common Exchange Stuff. More...

Functions
def	ExchStart
	WS.Register( WebSox._SOXEVT_END, self.OnSoxEnd ) More...
def	ExchStop
	Stop WebSox. More...
def	GetLiveOrderIDs
	Return Live Orders as [ OrderID1, OrderID2, ... More...
def	GetOpenOrdersFromExch
	Query Exchange for Open Orders. More...
def	IsRestored
	Return True and orders restored. More...
def	On1SecTimer
	Useful Timer called every second from Zombie Thread. 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
	Called when WebSoxConn Thread Starts. More...
def	RestoreLiveOrders
	Restore Zombies to Live Orders from ODBC. More...
def	Run
	gatea.sys.Thread Interface to zero out books in throttled manner More...
def	SetState
	Set Exchange State; Propogate to FlsahJ. More...

Variables
	_bDoneZ
	while IsRunning() More...
	_bUP
	_ZDB

Detailed Description

cryptoOMS Exchange Server

Function Documentation

def pyRT.crypto.ExchSvr.ExchStart

(

self

)

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

Start Exchange

def pyRT.crypto.ExchSvr.ExchStop

(

self

)

Stop WebSox.

def pyRT.crypto.ExchSvr.GetLiveOrderIDs	(		self,
			bLog = True
	)

Return Live Orders as [ OrderID1, OrderID2, ...

] and shove to AlgoServers

Parameters

bLog	- True to log

Returns

Live Orders as [ OrderID1, OrderID2, ... ] and shove to AlgoServers

def pyRT.crypto.ExchSvr.GetOpenOrdersFromExch

(

self

)

Query Exchange for Open Orders.

Response as list of Orders as follows:

1. tCreate
2. Symbol
3. OrderID
4. OrdType
5. OrdSts
6. Price
7. Qty
8. Leaves
9. TimeInForce

Returns

[ [ OrderID1, Leaves1 ], ... ] on success; None on failure

def pyRT.crypto.ExchSvr.IsRestored

(

self

)

Return True and orders restored.

def pyRT.crypto.ExchSvr.On1SecTimer

(

self

)

Useful Timer called every second from Zombie Thread.

def pyRT.crypto.ExchSvr.OnSoxConn

(

self

)

Called BEFORE WebSox connects.

We connect

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

Called AFTER WebSox connects.

We connect

Parameters

msg

def pyRT.crypto.ExchSvr.OnSoxDisco

(

self

)

Called BEFORE WebSox connection is shut down.

We re-queue subscriptions

def pyRT.crypto.ExchSvr.OnSoxIdle

(

self

)

Called at WebSoxConn Idle time; We check heartbeat.

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

Called when WebSox Message Arrives.

Parameters

rx	- Message Received

def pyRT.crypto.ExchSvr.OnSoxStart

(

self

)

Called when WebSoxConn Thread Starts.

We load static data.

def pyRT.crypto.ExchSvr.RestoreLiveOrders

(

self

)

Restore Zombies to Live Orders from ODBC.

Returns

True if restored; False if not

def pyRT.crypto.ExchSvr.Run

(

self

)

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

def pyRT.crypto.ExchSvr.SetState	(		self,
			bUP,
			msg
	)

Set Exchange State; Propogate to FlsahJ.

Parameters

bUP	: True if UP
msg	: Status Msg

Variable Documentation

pyRT.crypto.ExchSvr._bDoneZ

while IsRunning()

pyRT.crypto.ExchSvr._bUP

pyRT.crypto.ExchSvr._ZDB