jgtfx2console 0.4.26__tar.gz → 0.5.15__tar.gz

jgtfx2console-0.5.15/MANIFEST.in

@@ -0,0 +1,32 @@
+include jgtfx2console/forexconnect/TableManagerListener.py
+include jgtfx2console/forexconnect/__init__.py
+include jgtfx2console/forexconnect/lib/linux/libhttplib.so
+include jgtfx2console/forexconnect/lib/linux/__init__.py
+include jgtfx2console/forexconnect/lib/linux/libForexConnect.so
+include jgtfx2console/forexconnect/lib/linux/libpricehistorymgr.so.2.8.0
+include jgtfx2console/forexconnect/lib/linux/libgstool3.so
+include jgtfx2console/forexconnect/lib/linux/libpdas.so
+include jgtfx2console/forexconnect/lib/linux/libfxmsg.so
+include jgtfx2console/forexconnect/lib/linux/fxcorepy.so
+include jgtfx2console/forexconnect/lib/linux/libsqlite3.8.so
+include jgtfx2console/forexconnect/lib/linux/libpython3.7m.so
+include jgtfx2console/forexconnect/lib/linux/libquotesmgr2.so.2.8
+include jgtfx2console/forexconnect/lib/linux/libfxtp.so
+include jgtfx2console/forexconnect/lib/linux/liblogger.so
+include jgtfx2console/forexconnect/lib/linux/libgsexpat.so
+include jgtfx2console/forexconnect/lib/linux/libboost_system.so.1.64.0
+include jgtfx2console/forexconnect/lib/linux/requirements.txt
+include jgtfx2console/forexconnect/lib/linux/libboost_python3.so.1.64.0
+include jgtfx2console/forexconnect/lib/linux/liblog4cplus.so
+recursive-include jgtfx2console/forexconnect/lib/linux/__pycache__ *
+recursive-include jgtfx2console/forexconnect/lib *
+include jgtfx2console/forexconnect/ForexConnect.py
+include jgtfx2console/forexconnect/errors.py
+include jgtfx2console/forexconnect/common.py
+include jgtfx2console/forexconnect/LiveHistory.py
+include jgtfx2console/forexconnect/SessionStatusListener.py
+include jgtfx2console/forexconnect/x-pyd.py
+include jgtfx2console/forexconnect/TableListener.py
+include jgtfx2console/forexconnect/ResponseListener.py
+include jgtfx2console/forexconnect/EachRowListener.py
+recursive-include jgtfx2console/forexconnect *

{jgtfx2console-0.4.26 → jgtfx2console-0.5.15}/PKG-INFO

@@ -1,12 +1,13 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: jgtfx2console
-Version: 0.4.26
+Version: 0.5.15
 Summary: PDS Services
 Home-page: https://github.com/jgwill/jgtfx2console
 Author: GUillaume Isabelle
 Author-email: Guillaume Isabelle <jgi@jgwill.com>
 Project-URL: Homepage, https://github.com/jgwill/jgtfx2console
 Project-URL: Bug Tracker, https://github.com/jgwill/jgtfx2console/issues
+Keywords: data
 Classifier: Programming Language :: Python :: 3
 Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: OS Independent
@@ -15,16 +16,8 @@ Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas>=0.25.1
 Requires-Dist: python-dotenv>=0.19.2
-Requires-Dist: jgtutils>=0.1.67
+Requires-Dist: jgtutils>=0.2.218
 Requires-Dist: tlid
-Provides-Extra: dev
-Requires-Dist: flake8<3.7.0,>=3.6.0; extra == "dev"
-Requires-Dist: isort<4.4.0,>=4.3.4; extra == "dev"
-Requires-Dist: coverage; extra == "dev"
-Requires-Dist: pytest>=3.10; extra == "dev"
-Requires-Dist: readme_renderer; extra == "dev"
-Requires-Dist: sphinx; extra == "dev"
-Requires-Dist: sphinx_rtd_theme>=0.4.0; extra == "dev"
 Provides-Extra: dev-lint
 Requires-Dist: flake8<3.7.0,>=3.6.0; extra == "dev-lint"
 Requires-Dist: isort<4.4.0,>=4.3.4; extra == "dev-lint"
@@ -35,6 +28,10 @@ Provides-Extra: dev-docs
 Requires-Dist: readme_renderer; extra == "dev-docs"
 Requires-Dist: sphinx; extra == "dev-docs"
 Requires-Dist: sphinx_rtd_theme>=0.4.0; extra == "dev-docs"
+Requires-Dist: html2text>=2020.1.16; extra == "dev-docs"
+Requires-Dist: html2markdown>=0.1.7; extra == "dev-docs"
+Dynamic: author
+Dynamic: home-page
 
 
 

{jgtfx2console-0.4.26 → jgtfx2console-0.5.15}/jgtfx2console/LiveChartDataExport.py

@@ -47,7 +47,7 @@ def parse_args():
                             metavar="PASSWORD",
                             required=False,
                             help='Your password.')
-    arg_parser.add_argument('-config', metavar="CONFIG_FILE", default='jgtfxliveconfig.xml',
+    arg_parser.add_argument('-config', metavar="CONFIG_FILE", default='fxliveconfig.xml',
                             help='Config file')
 
     args = arg_parser.parse_args()
@@ -233,13 +233,13 @@ def parse_xml(config_file):
         output_dir = os.getenv('JGTPY_DATA') or jgtconf.get('JGTPY_DATA')
     dt_separator = find_in_tree(settings, "DateTimeSeparator").text
 
-    if dt_separator == '' or dt_separator is None:
+    if dt_separator == '' or dt_separator is None or dt_separator=='0' or dt_separator=='space'  or dt_separator=='\n' :
         dt_separator = ' '
     fdp = find_in_tree(settings, "FormatDecimalPlaces").text
     tzone = find_in_tree(settings, "Timezone").text
 
     if tzone != 'EST' and tzone != 'UTC' and tzone != 'Local':
-        print('Timezone is not recognized, using EST')
+        print('Timezone is not recognized, using UTC')
         tzone = 'UTC' #Default timezone
 
     print("=============================")

{jgtfx2console-0.4.26 → jgtfx2console-0.5.15}/jgtfx2console/__init__.py

@@ -42,6 +42,6 @@ with warnings.catch_warnings():
     # your code here
 
 
-__version__ = "0.4.26"
+__version__ = "0.5.15"
 
 

jgtfx2console-0.5.15/jgtfx2console/common_samples/BatchOrderMonitor.py

@@ -0,0 +1,84 @@
+# Copyright 2019 Gehtsoft USA LLC
+
+# Licensed under the license derived from the Apache License, Version 2.0 (the "License"); 
+# you may not use this file except in compliance with the License.
+
+# You may obtain a copy of the License at
+
+# http://fxcodebase.com/licenses/open-source/license.html
+
+# Unless required by applicable law or agreed to in writing, software 
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from typing import List
+
+from forexconnect import fxcorepy
+
+from common_samples.OrderMonitor import OrderMonitor
+
+
+class BatchOrderMonitor:
+    __request_ids = None
+    __monitors = []
+
+    def __init__(self) -> None:
+        pass
+
+    @property
+    def monitors(self) -> List[OrderMonitor]:
+        return self.__monitors
+
+    @property
+    def is_batch_executed(self) -> bool:
+        all_completed = True
+        for monitor in self.__monitors:
+            if monitor.is_order_completed:
+                self.remove_request_id(monitor.order.request_id)
+            else:
+                all_completed = False
+        return len(self.__request_ids) == 0 and all_completed
+
+    def set_request_ids(self, request_ids: List[str]) -> None:
+        self.__request_ids = request_ids
+
+    def on_request_completed(self, request_id: str, response: fxcorepy.O2GResponse) -> None:
+        pass
+    
+    def remove_request_id(self, request_id: str) -> None:
+        if self.is_own_request(request_id):
+            self.__request_ids.remove(request_id)
+
+    def on_request_failed(self, request_id: str) -> None:
+        self.remove_request_id(request_id)
+
+    def on_trade_added(self, trade_row: fxcorepy.O2GTradeRow) -> None:
+        for monitor in self.__monitors:
+            monitor.on_trade_added(trade_row)
+
+    def on_order_added(self, order: fxcorepy.O2GOrderRow) -> None:
+        request_id = order.request_id
+        print("Order Added " + order.order_id)
+        if self.is_own_request(request_id):
+            if OrderMonitor.is_closing_order(order) or OrderMonitor.is_opening_order(order):
+                self._add_to_monitoring(order)
+
+    def on_order_deleted(self, order: fxcorepy.O2GOrderRow) -> None:
+        for monitor in self.__monitors:
+            monitor.on_order_deleted(order)
+
+    def on_message_added(self, message: fxcorepy.O2GMessageRow) -> None:
+        for monitor in self.__monitors:
+            monitor.on_message_added(message)
+
+    def on_closed_trade_added(self, close_trade_row: fxcorepy.O2GClosedTradeRow) -> None:
+        for monitor in self.__monitors:
+            monitor.on_closed_trade_added(close_trade_row)
+
+    def is_own_request(self, request_id: str) -> bool:
+        return request_id in self.__request_ids
+
+    def _add_to_monitoring(self, order: fxcorepy.O2GOrderRow) -> None:
+        self.__monitors.append(OrderMonitor(order))

jgtfx2console-0.5.15/jgtfx2console/common_samples/OrderMonitor.py

@@ -0,0 +1,171 @@
+# Copyright 2019 Gehtsoft USA LLC
+
+# Licensed under the license derived from the Apache License, Version 2.0 (the "License"); 
+# you may not use this file except in compliance with the License.
+
+# You may obtain a copy of the License at
+
+# http://fxcodebase.com/licenses/open-source/license.html
+
+# Unless required by applicable law or agreed to in writing, software 
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from typing import List
+from enum import Enum
+
+from forexconnect import fxcorepy
+
+
+class OrderMonitor:
+    class ExecutionResult(Enum):
+        EXECUTING = 1
+        EXECUTED = 2
+        PARTIAL_REJECTED = 3
+        FULLY_REJECTED = 4
+        CANCELED = 5
+
+    class OrderState(Enum):
+        ORDER_EXECUTING = 1
+        ORDER_EXECUTED = 2
+        ORDER_CANCELED = 3
+        ORDER_REJECTED = 4
+
+    __market_condition = "5"
+
+    def __init__(self, order: fxcorepy.O2GOrderRow) -> None:
+        self.__order = order
+        self.__trades = []
+        self.__closed_trades = []
+        self.__state = OrderMonitor.OrderState.ORDER_EXECUTING
+        self.__result = OrderMonitor.ExecutionResult.EXECUTING
+        self.__total_amount = 0
+        self.__reject_amount = 0
+        self.__reject_message = ""
+
+    @staticmethod
+    def is_opening_order(order: fxcorepy.O2GOrderRow) -> bool:
+        return order.type.startswith("O")
+
+    @staticmethod
+    def is_closing_order(order: fxcorepy.O2GOrderRow) -> bool:
+        return order.type.startswith("C")
+
+    @property
+    def order_row(self) -> fxcorepy.O2GOrderRow:
+        return self.__order
+
+    @property
+    def trade_rows(self) -> List[fxcorepy.O2GTradeRow]:
+        return self.__trades
+
+    @property
+    def closed_trade_rows(self) -> List[fxcorepy.O2GClosedTradeRow]:
+        return self.__closed_trades
+
+    @property
+    def reject_amount(self) -> int:
+        return self.__reject_amount
+
+    @property
+    def reject_message(self) -> str:
+        return self.__reject_message
+
+    @property
+    def result(self) -> ExecutionResult:
+        return self.__result
+
+    @property
+    def is_order_completed(self) -> bool:
+        print(self.__result)
+        return self.__result != OrderMonitor.ExecutionResult.EXECUTING
+
+    @property
+    def is_all_trades_received(self) -> bool:
+        if self.__state == OrderMonitor.OrderState.ORDER_EXECUTING:
+            return False
+        i_current_total_amount = 0
+        for trade in self.__trades:
+            i_current_total_amount += trade.amount
+
+        for trade in self.__closed_trades:
+            i_current_total_amount += trade.amount
+
+        return i_current_total_amount == self.__total_amount
+
+    def on_trade_added(self, trade: fxcorepy.O2GTradeRow) -> None:
+        trade_order_id = trade.open_order_id
+        order_id = self.__order.order_id
+        if trade_order_id == order_id:
+            self.__trades.append(trade)
+            if self.__state == OrderMonitor.OrderState.ORDER_EXECUTED or \
+                    self.__state == OrderMonitor.OrderState.ORDER_REJECTED or \
+                    self.__state == OrderMonitor.OrderState.ORDER_CANCELED:
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    def on_closed_trade_added(self, closed_trade: fxcorepy.O2GClosedTradeRow) -> None:
+        order_id = self.__order.order_id
+        closed_trade_order_id = closed_trade.close_order_id
+        print(closed_trade_order_id, order_id)
+        if order_id == closed_trade_order_id:
+            self.__closed_trades.append(closed_trade)
+            if self.__state == OrderMonitor.OrderState.ORDER_EXECUTED or \
+                    self.__state == OrderMonitor.OrderState.ORDER_REJECTED or \
+                    self.__state == OrderMonitor.OrderState.ORDER_CANCELED:
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    def on_order_deleted(self, order: fxcorepy.O2GOrderRow) -> None:
+        deleted_order_id = order.order_id
+        order_id = self.__order.order_id
+        if deleted_order_id == order_id:
+            # Store Reject amount
+            if order.status.startswith("R"):
+                self.__state = OrderMonitor.OrderState.ORDER_REJECTED
+                self.__reject_amount = order.amount
+                self.__total_amount = order.origin_amount - self.__reject_amount
+                if self.__reject_message != "" and self.is_all_trades_received:
+                    self.set_result(True)
+            elif order.status.startswith("C"):
+                self.__state = OrderMonitor.OrderState.ORDER_CANCELED
+                self.__reject_amount = order.amount
+                self.__total_amount = order.origin_amount - self.__reject_amount
+                if self.is_all_trades_received:
+                    self.set_result(False)
+            else:
+                self.__reject_amount = 0
+                self.__total_amount = order.origin_amount
+                self.__state = OrderMonitor.OrderState.ORDER_EXECUTED
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    def on_message_added(self, message: fxcorepy.O2GMessageRow) -> None:
+        if self.__state == OrderMonitor.OrderState.ORDER_REJECTED or \
+                self.__state == OrderMonitor.OrderState.ORDER_EXECUTING:
+            is_reject_message = self.check_and_store_message(message)
+            if self.__state == OrderMonitor.OrderState.ORDER_REJECTED and is_reject_message:
+                self.set_result(True)
+
+    def set_result(self, success: bool) -> None:
+        if success:
+            if self.__reject_amount == 0:
+                self.__result = OrderMonitor.ExecutionResult.EXECUTED
+            else:
+                self.__result = OrderMonitor.ExecutionResult.FULLY_REJECTED \
+                    if (len(self.__trades) == 0 and len(self.__closed_trades) == 0) \
+                    else OrderMonitor.ExecutionResult.PARTIAL_REJECTED
+
+        else:
+            self.__result = OrderMonitor.ExecutionResult.CANCELED
+
+    def check_and_store_message(self, message: fxcorepy.O2GMessageRow) -> bool:
+        feature = message.feature
+        if feature == self.__market_condition:
+            text = message.text
+            if self.__order.order_id in text:
+                self.__reject_message = message.text
+                return True
+        return False

jgtfx2console-0.5.15/jgtfx2console/common_samples/OrderMonitorNetting.py

@@ -0,0 +1,195 @@
+# Copyright 2019 Gehtsoft USA LLC
+
+# Licensed under the license derived from the Apache License, Version 2.0 (the "License"); 
+# you may not use this file except in compliance with the License.
+
+# You may obtain a copy of the License at
+
+# http://fxcodebase.com/licenses/open-source/license.html
+
+# Unless required by applicable law or agreed to in writing, software 
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from typing import List
+from enum import Enum
+
+from forexconnect import fxcorepy
+
+
+class OrderMonitorNetting:
+
+    class ExecutionResult(Enum):
+        EXECUTING = 1
+        EXECUTED = 2
+        PARTIAL_REJECTED = 3
+        FULLY_REJECTED = 4
+        CANCELED = 5
+
+    class OrderState(Enum):
+        ORDER_EXECUTING = 1
+        ORDER_EXECUTED = 2
+        ORDER_CANCELED = 3
+        ORDER_REJECTED = 4
+    
+    __market_condition = "5"
+
+    def __init__(self, order: fxcorepy.O2GOrderRow, i_net_position_amount: int = 0) -> None:
+        self.__order = order
+        self.__trades = []
+        self.__updated_trades = []
+        self.__closed_trades = []
+        self.__state = OrderMonitorNetting.OrderState.ORDER_EXECUTING
+        self.__result = OrderMonitorNetting.ExecutionResult.EXECUTING
+        self.__total_amount = 0
+        self.__reject_amount = 0
+        self.__reject_message = ""
+        self.__initial_amount = i_net_position_amount
+
+    @staticmethod
+    def is_opening_order(order: fxcorepy.O2GOrderRow) -> bool:
+        return order.type.startswith("O")
+
+    @staticmethod
+    def is_closing_order(order: fxcorepy.O2GOrderRow) -> bool:
+        return order.type.startswith("C")
+
+    # Process trade adding during order execution
+    def on_trade_added(self, trade: fxcorepy.O2GTradeRow) -> None:
+        trade_order_id = trade.open_order_id
+        order_id = self.__order.order_id
+        if trade_order_id == order_id:
+            self.__trades.append(trade)
+            if self.__state == OrderMonitorNetting.OrderState.ORDER_EXECUTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_REJECTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_CANCELED:
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    # Process trade updating during order execution
+    def on_trade_updated(self, trade_row: fxcorepy.O2GTradeRow) -> None:
+        s_trade_order_id = trade_row.open_order_id
+        s_order_id = self.__order.order_id
+        if s_trade_order_id == s_order_id:
+            self.__updated_trades.append(trade_row)
+            if self.__state == OrderMonitorNetting.OrderState.ORDER_EXECUTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_REJECTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_CANCELED:
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    # Process trade closing during order execution
+    def on_closed_trade_added(self, closed_trade: fxcorepy.O2GClosedTradeRow) -> None:
+        order_id = self.__order.order_id
+        closed_trade_order_id = closed_trade.close_order_id
+        if order_id == closed_trade_order_id:
+            self.__closed_trades.append(closed_trade)
+            if self.__state == OrderMonitorNetting.OrderState.ORDER_EXECUTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_REJECTED or \
+                    self.__state == OrderMonitorNetting.OrderState.ORDER_CANCELED:
+                if self.is_all_trades_received:
+                    self.set_result(True)
+
+    # Process order deletion as result of execution
+    def on_order_deleted(self, order: fxcorepy.O2GOrderRow) -> None:
+        deleted_order_id = order.order_id
+        order_id = self.__order.order_id
+        if deleted_order_id == order_id:
+            # Store Reject amount
+            if order.Status.startswith("R"):
+                self.__state = OrderMonitorNetting.OrderState.ORDER_REJECTED
+                self.__reject_amount = order.amount
+                self.__total_amount = order.origin_amount - self.__reject_amount
+                if self.__reject_message != "" and self.is_all_trades_received:
+                    self.set_result(True)
+            else:
+                if order.Status.startswith("C"):
+                    self.__state = OrderMonitorNetting.OrderState.ORDER_CANCELED
+                    self.__reject_amount = order.amount
+                    self.__total_amount = order.origin_amount - self.__reject_amount
+                    if self.is_all_trades_received:
+                        self.set_result(False)
+                else:
+                    self.__reject_amount = 0
+                    self.__total_amount = order.OriginAmount
+                    self.__state = OrderMonitorNetting.OrderState.ORDER_EXECUTED
+                    if self.is_all_trades_received:
+                        self.set_result(True)
+
+    def on_message_added(self, message: fxcorepy.O2GMessageRow) -> None:
+        if self.__state == OrderMonitorNetting.OrderState.ORDER_REJECTED or \
+                self.__state == OrderMonitorNetting.OrderState.ORDER_EXECUTING:
+            is_reject_message = self.check_and_store_message(message)
+            if self.__state == OrderMonitorNetting.OrderState.ORDER_REJECTED and is_reject_message:
+                self.set_result(True)
+
+    @property
+    def order_row(self) -> fxcorepy.O2GOrderRow:
+        return self.__order
+
+    @property
+    def trade_rows(self) -> List[fxcorepy.O2GTradeRow]:
+        return self.__trades
+
+    @property
+    def updated_trade_rows(self) -> List[fxcorepy.O2GTradeRow]:
+        return self.__updated_trades
+
+    @property
+    def closed_trade_rows(self) -> List[fxcorepy.O2GClosedTradeRow]:
+        return self.__closed_trades
+
+    @property
+    def reject_amount(self) -> int:
+        return self.__reject_amount
+
+    @property
+    def reject_message(self) -> str:
+        return self.__reject_message
+
+    @property
+    def result(self) -> ExecutionResult:
+        return self.__result
+
+    @property
+    def is_order_completed(self) -> bool:
+        return self.__result != OrderMonitorNetting.ExecutionResult.EXECUTING
+
+    def check_and_store_message(self, message: fxcorepy.O2GMessageRow) -> bool:
+        feature = message.feature
+        if feature == self.__market_condition:
+            text = message.text
+            if self.__order.order_id in text:
+                self.__reject_message = message.text
+                return True
+        return False
+
+    @property
+    def is_all_trades_received(self) -> bool:
+        if self.__state == OrderMonitorNetting.OrderState.ORDER_EXECUTING:
+            return False
+        i_current_total_amount = 0
+        for trade in self.__trades:
+            i_current_total_amount += trade.amount
+
+        for trade in self.__updated_trades:
+            i_current_total_amount += trade.amount
+        
+        for trade in self.__closed_trades:
+            i_current_total_amount += trade.amount
+
+        return abs(i_current_total_amount - self.__initial_amount) == self.__total_amount
+
+    def set_result(self, success: bool) -> None:
+        if success:
+            if self.__reject_amount == 0:
+                self.__result = OrderMonitorNetting.ExecutionResult.EXECUTED
+            else:
+                self.__result = OrderMonitorNetting.ExecutionResult.FULLY_REJECTED \
+                    if (len(self.__trades) == 0 and len(self.__closed_trades) == 0) \
+                    else OrderMonitorNetting.ExecutionResult.PARTIAL_REJECTED
+            
+        else:
+            self.__result = OrderMonitorNetting.ExecutionResult.CANCELED