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resilient_orderbook_reader.py
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resilient_orderbook_reader.py
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from liborderbook.orderbook_helper import RtOrderbookReader
from local_models import Service
class ResilientOrderbookReader(RtOrderbookReader):
def __init__(self, exchange, instrument, db_interface=None):
# if not db_interface:
# self.db_service_interface = DatabaseQuerier('127.0.0.1', 5678)
# else:
# self.db_service_interface = db_interface
self.exchange, self.instrument = exchange, instrument
shm = self.get_orderbook_shm()
self.shm = shm
print(f"Initialising resilient orderbook reader for {exchange} {instrument} on SHM {shm}")
super().__init__(shm)
def get_orderbook_shm(self):
#orderbook_details = self.db_service_interface.find_service('OrderbookFeeder', instrument=self.instrument, exchange=self.exchange)
orderbook_details = Service.get((Service.name == 'OrderbookFeeder') & (Service.exchange == self.exchange) & (Service.instrument == self.instrument))
return orderbook_details.address
def refresh_orderbook(self):
shm = self.get_orderbook_shm()
self.shm = shm
super().init_shm(shm)