starting psp websocket code

AsyncAlgoTrading · Jun 19, 2019 · d2790e1 · d2790e1
1 parent fcd6d89
commit d2790e1
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Showing 3 changed files with 11 additions and 5 deletions.
diff --git a/aat/order_entry.py b/aat/order_entry.py
@@ -26,6 +26,7 @@ def oe_client(self):
             'secret': secret,
             'password': passphrase,
             'enableRateLimit': True,
+            'rateLimit': 250
             })
 
     @lru_cache(None)

diff --git a/aat/ui/handlers/exchanges.py b/aat/ui/handlers/exchanges.py
@@ -1,7 +1,8 @@
 import tornado.gen
-from .base import HTTPHandler
 from tornado.concurrent import run_on_executor
 from perspective import PerspectiveHTTPMixin
+from .base import HTTPHandler
+from aat.enums import ExchangeType_to_string
 
 
 class ExchangesHandler(PerspectiveHTTPMixin, HTTPHandler):
@@ -15,9 +16,13 @@ def initialize(self, trading_engine, **psp_kwargs):
 
     @run_on_executor
     def get_data(self, **psp_kwargs):
-        msgs = [{'name': x['exchange'].value,
-                 'instruments': ','.join(y.to_dict(True, True)['underlying'] for y in x['instruments'])}
-                for x in self.te.query().query_exchanges()]
+        exchanges = self.te.query().query_exchanges()
+        msgs = [{'id': j + i*len(exchanges),
+                 'name': ExchangeType_to_string(x['exchange']),
+                 'instrument': y.to_dict(True, True)['underlying']}
+                for i, x in enumerate(exchanges)
+                for j, y in enumerate(x['instruments'])
+                ]
         super(ExchangesHandler, self).loadData(data=msgs, **psp_kwargs)
         return super(ExchangesHandler, self).getData()
 

diff --git a/aat/ui/server.py b/aat/ui/server.py
@@ -42,7 +42,7 @@ def __init__(self,
 
         super(ServerApplication, self).__init__(
           extra_handlers + [
-            (r"/api/v1/json/accounts", AccountsHandler, {'trading_engine': trading_engine}),
+            (r"/api/v1/json/accounts", AccountsHandler, {'trading_engine': trading_engine, 'psp_kwargs': {'transfer_as_arrow': True}}),
             (r"/api/v1/json/exchanges", ExchangesHandler, {'trading_engine': trading_engine}),
             (r"/api/v1/json/instruments", InstrumentsHandler, {'trading_engine': trading_engine}),
             (r"/api/v1/json/strategies", StrategiesHandler, {'trading_engine': trading_engine,