arqLogger

This library is intended to be used by developers seeking to send logs generated by the strategy outside Arquants infrastructure to be analyze and process.

Installation

Use the package manager pip to install arqLogger.

pip install -U arqLogger

In the case you used it in an Arquant Strategy. You import the package directly in the strategy and you are good to go.

Usage

The library can be used to create the server and the client side of the connection.

Client

Simple Strategy

How to use arqLogger in an Arquant Strategy

from arquants import Strategy
from arquants import Order

import arqLogger

class ExampleStrategy(Strategy):

    def __init__(self):
        # Init websocket logger connection
        self.logger = arqLogger.ArquantLogger(
           url="ws://ip:port/", # URL to connect 
           strategy=self, # Reference to the strategy
           strategy_id="My_Strategy_1", # Unique ID of the strategy
           param_list=locals()) # parameter list used to run the strategy, this information is send in the init message. (local function send all the variable define in the scope)

        # Establish a connection with the server and send the initial message
        self.logger.connect()


    def next(self):
        # Example on how to log Market Data message received.
        # data_list: list of n instrument to be log
        # entry_list: list with n list (one per instrument) in which we indicate the entries we want to log
        # additional: dict with additional information
        self.logger.log_md_event(data_list=[self.data0, self.data1],
                                 entry_list=[['bid_px','bid_qty','bid_px_2','bid_qty_2'], ['bid_px','bid_qty']],
                                 additional={
                                     "other_data": 0,
                                     "another_data": "Important Info",
                                 })

        # Send buy order for instrument data0 
        order = self.buy(data=self.data0, price=3000, size=10, exectype=Order.Limit)

        # Example on how to log when we send a New Order to the market.
        # order: new order.
        # additional: dict with additional information
        self.logger.log_new_order_response(order=order,
                                           additional={
                                                "other_data": 0,
                                                "another_data": "Important Info",
                                           })


    def notify_order(self, order):
        # Example on how to log when the strategy received an Update on an order.
        self.logger.log_er_event(order=order,
                                 additional={
                                     "important_info": 555,
                                 })
        if order.status is Order.Accepted:
            # Cancelling order
            self.cancel(order)
            # Example on how to log when we cancel an order.
            self.logger.log_cancel_order_response(order=order, 
                                                  additional={
                                                        "important_info": 555,
                                                  })
        if order.status is Order.Partial:
            # Replacing order
            replaced_order = self.replace(size=order.size, price=3001, order=order)
            # Example on how to log when we replace an order.
            self.logger.log_replace_order_response(order=replaced_order, 
                                                   additional={
                                                        "important_info": 555,
                                                   })
        # Example on how to log messages related with the strategy.
        # data: dict with the data we want to send in the log
        amount = 10
        self.ws.log_strategy(data={"internal_log": "calculating new rate.", "internal_amount": amount})        

    def on_pause(self):
        # Example on how to log a pause event.
        # description: describe what the strategy do when this happend
        self.logger.log_pause_event(description="Se apreto pausa, cancelando ordenes")

    def on_error(self):
        # Example on how to log an error event.
        # description: describe what the strategy do when this happend
        self.logger.log_error_event(description="Ocurrio un error en la estrategia, cancelando ordenes")     

Server

Example on how to create a websocket server using arqLogger

Simple Logging Server

How to setup a simple websocket server that print in the stdout all message received.

import arqLogger

# Function to be call when a new message is received by the server
def on_new_log(log):
   print("Message received: {0}".format(log))


# start new Websocket Sever in localhost port 8001 and specify function to be call when new message arrived
arqLogger.start_websocket(8001, on_new_log)

Advance Logging Server

How to to create a server that logs all the messages received in a new file.

import logging
from datetime import datetime
from logging.handlers import RotatingFileHandler

import arqLogger

# create new logger
logger = logging.getLogger("Rotating Log")
logger.setLevel(logging.INFO)

# add a rotating handler
handler = RotatingFileHandler("log_file.log", maxBytes=1000000, backupCount=5)
logger.addHandler(handler)


def on_new_log(log):
    logger.info("%s - %s" % (datetime.now(), log))


# start new Websocket Sever in localhost port 8001 and specify function to be call when new message arrived
arqLogger.start_websocket(8001, on_new_log)

Author/Maintainer

• Franco Zanuso