def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
pricing.start()
subject = pricing.build
for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]:
pricing.subscribe(
subject.fx.indicative.spot.currency_pair(ccyPair).create_subject())
vod = (subject.equity.exchange("LSE").level("Depth").source(
"ComStock").symbol("E:VOD").create_subject())
rog = (subject.equity.exchange("VTX").level("Depth").source(
"ComStock").symbol("E:ROG").create_subject())
pricing.subscribe(vod)
pricing.subscribe(rog)
time.sleep(25)
pricing.unsubscribe(vod)
time.sleep(25)
pricing.subscribe(vod)
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
pricing.start()
for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]:
pricing.subscribe(
pricing.build.fx.indicative.spot.currency_pair(
ccyPair).create_subject())
src = "IDC"
pricing.subscribe(
pricing.build.equity.exchange("LSE").level("Depth").source(src).symbol(
"E:VOD").create_subject())
pricing.subscribe(
pricing.build.equity.exchange("VTX").level("Depth").source(src).symbol(
"E:ROG").create_subject())
pricing.subscribe(
pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
"E:ROSE").create_subject())
pricing.subscribe(
pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
"E:ALPH").create_subject())
pricing.subscribe(
pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
"E:CSLP").create_subject())
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
pricing.start()
for lp in ["RBCFX", "SSFX", "MSFX", "CSFX", "JPMCFX"]:
for ccy_pair in ["EURUSD", "GBPUSD", "USDJPY"]:
ccy = ccy_pair[:3]
pricing.subscribe(
pricing.build.fx.quote.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
for ccy_pair in ["USDKRW", "USDINR", "USDCOP"]:
ccy = ccy_pair[:3]
pricing.subscribe(
pricing.build.fx.quote.ndf.liquidity_provider(lp).
currency_pair(ccy_pair).currency(ccy).quantity(1000000).tenor(
Tenor.of_month(1)).create_subject())
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
def killer():
time.sleep(10)
logging.error("** Killing the Pixie socket connection")
session.pricing._pixie_provider._opened_socket.shutdown(
socket.SHUT_RDWR)
for ccy_pair in ["EURUSD", "GBPUSD", "USDJPY"]:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.quote.spot.liquidity_provider(
"RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
Thread(target=killer).start()
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
subjects = [
session.pricing.build.fx.indicative.spot.currency_pair(
ccyPair).create_subject()
for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]
]
for s in subjects:
session.pricing.subscribe(s)
time.sleep(15)
for s in subjects:
session.pricing.unsubscribe(s)
time.sleep(15)
for s in subjects:
session.pricing.subscribe(s)
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
session.pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
def main():
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.subscribe(
pricing.build.fx.stream.spot.liquidity_provider("CSFX").currency_pair(
"EURUSD").currency("EUR").quantity(1000000).create_subject())
pricing.start()
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
pricing.start()
pricing.subscribe(
pricing.build.fx.stream.spot.liquidity_provider("DBFX").currency_pair(
"EURUSD").currency("EUR").quantity(1000000).create_subject())
pricing.subscribe(
pricing.build.fx.stream.spot.liquidity_provider("DBFX").currency_pair(
"USDJPY").currency("USD").quantity(5000000).create_subject())
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
for ccy_pair in [
"EURUSD",
"GBPUSD",
]:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
"RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
time.sleep(10)
print("Subscribe to new ones")
for ccy_pair in ["USDJPY"]:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
"RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
time.sleep(10)
print("Unsubscribe to new ones")
for ccy_pair in ["EURUSD", "GBPUSD"]:
ccy = ccy_pair[:3]
session.pricing.unsubscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
"RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
pricing.start()
subjects = create_subjects(pricing)
for subject in subjects:
pricing.subscribe(subject)
for _ in range(10):
sleep(2)
shuffle(subjects)
for subject in subjects[:3]:
pricing.unsubscribe(subject)
sleep(2)
shuffle(subjects)
for subject in subjects[:2]:
pricing.subscribe(subject)
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
def killer():
time.sleep(15)
session.pricing._puffin_provider.sock.close()
print("KILLER")
for ccyPair in ["EURUSD", "GBPUSD", "USDJPY"]:
session.pricing.subscribe(
session.pricing.build.fx.indicative.spot.currency_pair(
ccyPair).create_subject())
Thread(target=killer).start()
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
# Subscribe to next Level 1 subject
for lp in ["RBCFX", "SSFX", "MSFX"]:
ccy_pair = "EURUSD"
ccy = "EUR"
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
5000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
20000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
100000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1234567.80).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1234567.89).create_subject())
ccy = "USD"
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1234567.89).create_subject())
ccy_pair = "USDJPY"
ccy = "USD"
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
100000000).create_subject())
ccy = "JPY"
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
100000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1000000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
10000000000).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
12345678901).create_subject())
def test_version(self):
self.assertEqual(VERSION, Session.version())
def main():
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
)
session = Session.create_from_ini_file()
pricing = session.pricing
pricing.callbacks.price_event_fn = on_price_event
pricing.callbacks.subscription_event_fn = on_subscription_event
pricing.callbacks.provider_event_fn = on_provider_event
session.pricing.start()
# Subscribe to next Level 1 Quote subject
PROVIDERS = {
"UBSFX",
"SSFX",
"DBFX",
"CITIFX",
"NATIXISFX",
"RBCFX",
"TSFX2",
"BOAFX",
"TSFX",
"CSFX",
"GSFX",
"SGX",
"BARCFX",
"JEFFX",
"MSFX",
"JPMCFX",
"BNPFX",
}
CCY_PAIRS = {
"EURGBP",
"EURAUD",
"EURCLF",
"EURKWD",
"EURBHD",
"EUROMR",
"EURJOD",
"EURFKP",
"EURGIP",
"EURSHP",
"EURKYD",
"EURCHE",
"EURCUC",
"EURBSD",
"EURPAB",
"EURBMD",
"EURCUP",
"EURCHW",
"EURSGD",
"EURBND",
"EURLYD",
"EURAZN",
"EURANG",
"EURAWG",
"EURBAM",
"EURBGN",
"EURBYN",
"EURBBD",
"EURBZD",
"EURFJD",
"EURTOP",
"EURTND",
"EURGEL",
"EURWST",
"EURXCD",
"EURBRL",
"EURPGK",
"EURMXV",
"EURPEN",
"EURTMT",
"EURQAR",
"EURILS",
"EURAED",
"EURTRY",
"EURSAR",
"EURPLN",
"EURGHS",
"EURRON",
"EURMYR",
"EURSDG",
"CLFKWD",
"CLFBHD",
"CLFOMR",
"CLFJOD",
"CLFFKP",
"CLFGIP",
"CLFSHP",
"CLFKYD",
"CLFCHE",
"CLFCUC",
"CLFBSD",
"CLFPAB",
"CLFBMD",
"CLFCUP",
"CLFCHW",
"SGDBND",
"SGDLYD",
"SGDAZN",
"SGDANG",
"SGDAWG",
"SGDBAM",
"SGDBGN",
"SGDBYN",
"SGDBBD",
"SGDBZD",
"SGDFJD",
"SGDTOP",
"SGDTND",
"SGDGEL",
"SGDWST",
"XCDBRL",
"XCDPGK",
"XCDMXV",
"XCDPEN",
"XCDTMT",
"XCDQAR",
"XCDILS",
"XCDAED",
"XCDTRY",
"XCDSAR",
"XCDPLN",
"XCDGHS",
"XCDRON",
"XCDMYR",
"XCDSDG",
}
for lp in PROVIDERS:
for ccy_pair in CCY_PAIRS:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.quote.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1230080.11).create_subject())
for ccy_pair in CCY_PAIRS:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.quote.ndf.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1230080.11).tenor(Tenor.of_month(1)).create_subject())
for lp in PROVIDERS:
for ccy_pair in CCY_PAIRS:
ccy = ccy_pair[:3]
session.pricing.subscribe(
session.pricing.build.fx.stream.spot.liquidity_provider(
lp).currency_pair(ccy_pair).currency(ccy).quantity(
1230080.11).create_subject())
session.pricing.subscribe(
session.pricing.build.fx.quote.ndf.liquidity_provider(lp).
currency_pair(ccy_pair).currency(ccy).quantity(1000000).tenor(
Tenor.of_month(1)).create_subject())