Infrastructure ¶

The infrastructure subpackage provides technology specific infrastructure implementations.

Out of the box a Redis backed cache is implemented.

class RedisCacheDatabase ( TraderId trader_id , Logger logger , Serializer serializer , config: Optional[CacheDatabaseConfig] = None ) ¶

Bases: CacheDatabase

Provides a cache database backed by Redis.

Parameters :

trader_id ( TraderId ) – The trader ID for the database.
logger ( Logger ) – The logger for the database.
serializer ( Serializer ) – The serializer for database operations.
config ( CacheDatabaseConfig , optional ) – The configuration for the instance.

Raises :

TypeError – If config is not of type CacheDatabaseConfig .

Warning

Redis can only accurately store int64 types to 17 digits of precision. Therefore nanosecond timestamp int64’s with 19 digits will lose 2 digits of precision when persisted. One way to solve this is to ensure the serializer converts timestamp int64’s to strings on the way into Redis, and converts timestamp strings back to int64’s on the way out. One way to achieve this is to set the timestamps_as_str flag to true for the MsgPackSerializer , as per the default implementations for both TradingNode and BacktestEngine .

add ( self , unicode key , bytes value ) → void ¶

Add the given general object value to the database.

Parameters :

key ( str ) – The key to write to.
value ( bytes ) – The object value.

add_account ( self , Account account ) → void ¶

Add the given account to the database.

Parameters :: account ( Account ) – The account to add.

add_currency ( self , Currency currency ) → void ¶

Add the given currency to the database.

Parameters :: currency ( Currency ) – The currency to add.

add_instrument ( self , Instrument instrument ) → void ¶

Add the given instrument to the database.

Parameters :: instrument ( Instrument ) – The instrument to add.

add_order ( self , Order order ) → void ¶

Add the given order to the database.

Parameters :: order ( Order ) – The order to add.

add_position ( self , Position position ) → void ¶

Add the given position associated with the given strategy ID.

Parameters :: position ( Position ) – The position to add.

add_submit_order_command ( self , SubmitOrder command ) → void ¶

Add the given submit order command to the database.

Parameters :: command ( SubmitOrder ) – The command to add.

add_submit_order_list_command ( self , SubmitOrderList command ) → void ¶

Add the given submit order list command to the database.

Parameters :: command ( SubmitOrderList ) – The command to add.

delete_actor ( self , ComponentId component_id ) → void ¶

Delete the given actor from the database.

Parameters :: component_id ( ComponentId ) – The ID of the actor state dictionary to delete.

delete_strategy ( self , StrategyId strategy_id ) → void ¶

Delete the given strategy from the database.

Parameters :: strategy_id ( StrategyId ) – The ID of the strategy state dictionary to delete.

flush ( self ) → void ¶: Flush the database which clears all data.

load ( self ) → dict ¶

Load all general objects from the database.

Returns :: dict[str, bytes]

load_account ( self , AccountId account_id ) → Account ¶

Load the account associated with the given account ID (if found).

Parameters :: account_id ( AccountId ) – The account ID to load.
Returns :: Account or None

load_accounts ( self ) → dict ¶

Load all accounts from the database.

Returns :: dict[AccountId, Account]

load_actor ( self , ComponentId component_id ) → dict ¶

Load the state for the given actor.

Parameters :: component_id ( ComponentId ) – The ID of the actor state dictionary to load.
Returns :: dict[str, bytes]

load_currencies ( self ) → dict ¶

Load all currencies from the database.

Returns :: dict[str, Currency]

load_currency ( self , unicode code ) → Currency ¶

Load the currency associated with the given currency code (if found).

Parameters :: code ( str ) – The currency code to load.
Returns :: Currency or None

load_instrument ( self , InstrumentId instrument_id ) → Instrument ¶

Load the instrument associated with the given instrument ID (if found).

Parameters :: instrument_id ( InstrumentId ) – The instrument ID to load.
Returns :: Instrument or None

load_instruments ( self ) → dict ¶

Load all instruments from the database.

Returns :: dict[InstrumentId, Instrument]

load_order ( self , ClientOrderId client_order_id ) → Order ¶

Load the order associated with the given client order ID (if found).

Parameters :: client_order_id ( ClientOrderId ) – The client order ID to load.
Returns :: Order or None

load_orders ( self ) → dict ¶

Load all orders from the database.

Returns :: dict[ClientOrderId, Order]

load_position ( self , PositionId position_id ) → Position ¶

Load the position associated with the given ID (if found).

Parameters :: position_id ( PositionId ) – The position ID to load.
Returns :: Position or None

load_positions ( self ) → dict ¶

Load all positions from the database.

Returns :: dict[PositionId, Position]

load_strategy ( self , StrategyId strategy_id ) → dict ¶

Load the state for the given strategy.

Parameters :: strategy_id ( StrategyId ) – The ID of the strategy state dictionary to load.
Returns :: dict[str, bytes]

load_submit_order_command ( self , ClientOrderId client_order_id ) → SubmitOrder ¶

Load the command associated with the given client order ID (if found).

Parameters :: client_order_id ( ClientOrderId ) – The client order ID for the command to load.
Returns :: SubmitOrder or None

load_submit_order_commands ( self ) → dict ¶

Load all submit order commands from the database.

Returns :: dict[ClientOrderId, SubmitOrder]

load_submit_order_list_command ( self , OrderListId order_list_id ) → SubmitOrderList ¶

Load the command associated with the given order list ID (if found).

Parameters :: order_list_id ( OrderListId ) – The order list ID for the command to load.
Returns :: SubmitOrderList or None

load_submit_order_list_commands ( self ) → dict ¶

Load all submit order list commands from the database.

Returns :: dict[OrderListId, SubmitOrderList]

update_account ( self , Account account ) → void ¶

Update the given account in the database.

Parameters :: account ( The account to update ( from last event ) . ) –

update_actor ( self , Actor actor ) → void ¶

Update the given actor state in the database.

Parameters :: actor ( Actor ) – The actor to update.

update_order ( self , Order order ) → void ¶

Update the given order in the database.

Parameters :: order ( Order ) – The order to update (from last event).

update_position ( self , Position position ) → void ¶

Update the given position in the database.

Parameters :: position ( Position ) – The position to update (from last event).

update_strategy ( self , Strategy strategy ) → void ¶

Update the given strategy state in the database.

Parameters :: strategy ( Strategy ) – The strategy to update.