python: fix utils

python/bbgo/__init__.py

@@ -1,4 +1,5 @@
 from . import enums
+from . import utils
 from .services import MarketService
 from .services import TradingService
 from .services import UserDataService

python/bbgo/utils/__init__.py

@@ -0,0 +1,7 @@
+from .convert import parse_float
+from .convert import parse_time
+from .grpc_utils import get_credentials_from_env
+from .grpc_utils import get_grpc_cert_file_from_env
+from .grpc_utils import get_grpc_key_file_from_env
+from .grpc_utils import get_insecure_channel
+from .grpc_utils import get_insecure_channel_from_env

python/bbgo/utils/convert.py

@@ -0,0 +1,19 @@
+from datetime import datetime
+from typing import Union
+
+
+def parse_float(s: str) -> float:
+    if s is None:
+        return 0
+
+    if s == "":
+        return 0
+
+    return float(s)
+
+
+def parse_time(t: Union[str, int]) -> datetime:
+    if isinstance(t, str):
+        t = int(t)
+
+    return datetime.fromtimestamp(t / 1000),

python/bbgo/utils/grpc_utils.py

@@ -0,0 +1,43 @@
+import os
+
+import grpc
+
+
+def read_binary(f):
+    with open(f, 'rb') as fp:
+        return fp.read()
+
+
+def get_grpc_cert_file_from_env():
+    cert_file = os.environ.get('BBGO_GRPC_CERT_FILE')
+    return cert_file
+
+
+def get_grpc_key_file_from_env():
+    key_file = os.environ.get('BBGO_GRPC_KEY_FILE')
+    return key_file
+
+
+def get_credentials_from_env():
+    key_file = get_grpc_key_file_from_env()
+    private_key = read_binary(key_file)
+    cert_file = get_grpc_cert_file_from_env()
+    certificate_chain = read_binary(cert_file)
+
+    private_key_certificate_chain_pairs = [(private_key, certificate_chain)]
+    server_credentials = grpc.ssl_server_credentials(private_key_certificate_chain_pairs)
+    return server_credentials
+
+
+def get_insecure_channel(host: str, port: int) -> grpc.Channel:
+    address = f'{host}:{port}'
+    return grpc.insecure_channel(address)
+
+
+def get_insecure_channel_from_env() -> grpc.Channel:
+    host = os.environ.get('BBGO_GRPC_HOST') or '127.0.0.1'
+    port = os.environ.get('BBGO_GRPC_PORT') or 50051
+
+    address = get_insecure_channel(host, port)
+
+    return grpc.insecure_channel(address)