adding last price

aat/query.py

@@ -42,6 +42,10 @@ def _paginate(self, instrument: Instrument, lst: list, lst_sub: list, page: int
         return lst[from_:to_] \
             if page > 1 else lst[from_:]
 
+    def query_lastpriceall(self) -> List[MarketData]:
+        return [m for exs in self._last_price_by_asset_and_exchange.values()
+                for m in exs.values()]
+
     def query_lastprice(self,
                         instrument: Instrument,
                         exchange: ExchangeType = None) -> MarketData:

aat/ui/handlers/last_price.py

@@ -0,0 +1,30 @@
+import tornado.gen
+from .base import HTTPHandler
+from tornado.concurrent import run_on_executor
+from perspective import PerspectiveHTTPMixin
+
+
+class LastPriceHandler(PerspectiveHTTPMixin, HTTPHandler):
+    '''Server Handler
+    Extends:
+        HTTPHandler
+    '''
+    def initialize(self, trading_engine, **psp_kwargs):
+        self.te = trading_engine
+        self.psp_kwargs = psp_kwargs
+
+    @run_on_executor
+    def get_data(self, **psp_kwargs):
+        msgs = [s.to_dict(True, True) for s in self.te.query().query_lastpriceall()]
+        if len(msgs) > 0:
+            for msg in msgs:
+                msg['underlying'] = msg['instrument']['underlying']
+                msg['instrument'] = msg['instrument']['underlying'] + ',' + msg['instrument']['type']
+
+        super(LastPriceHandler, self).loadData(data=msgs, **psp_kwargs)
+        return super(LastPriceHandler, self).getData()
+
+    @tornado.gen.coroutine
+    def get(self):
+        dat = yield self.get_data(**self.psp_kwargs)
+        self.write(dat)

aat/ui/server.py

@@ -6,6 +6,7 @@
 from .handlers.accounts import AccountsHandler
 from .handlers.exchanges import ExchangesHandler
 from .handlers.instruments import InstrumentsHandler
+from .handlers.last_price import LastPriceHandler
 from .handlers.strategies import StrategiesHandler
 from .handlers.strategy_trade_request import StrategyTradeRequestHandler
 from .handlers.strategy_trade_response import StrategyTradeResponseHandler
@@ -51,6 +52,9 @@ def __init__(self,
                                                                                     'psp_kwargs': {'view': 'hypergrid'}}),
             (r"/api/v1/json/strategy-trade-responses", StrategyTradeResponseHandler, {'trading_engine': trading_engine,
                                                                                       'psp_kwargs': {'view': 'hypergrid'}}),
+            (r"/api/v1/json/last-price-all", LastPriceHandler, {'trading_engine': trading_engine,
+                                                                'psp_kwargs': {'view': 'hypergrid'}}),
+
             (r"/api/v1/json/trades", TradesHandler, {'trading_engine': trading_engine,
                                                      'psp_kwargs': {'view': 'hypergrid', 'limit': 100}}),
             (r"/static/(.*)", tornado.web.StaticFileHandler, {"path": static}),