def fetch_market(self, market_id):
"""
Fetch and cache it.
@param market_id Is the IG epic name
"""
market_info = self._ig_service.fetch_market_by_epic(market_id)
if not market_info:
return
instrument = market_info['instrument']
snapshot = market_info['snapshot']
dealing_rules = market_info['dealingRules']
market = Market(market_id, instrument['marketId'])
# cannot interpret this value because IG want it as it is
market.expiry = instrument['expiry']
# not perfect but IG does not provides this information
if instrument["marketId"].endswith(
instrument["currencies"][0]["name"]):
base_symbol = instrument[
"marketId"][:-len(instrument["currencies"][0]["name"])]
else:
base_symbol = instrument["marketId"]
market.base_exchange_rate = instrument['currencies'][0][
'baseExchangeRate'] # "exchangeRate": 0.77
market.one_pip_means = float(instrument['onePipMeans'].split(' ')[0])
market.value_per_pip = float(instrument['valueOfOnePip'])
market.contract_size = float(instrument['contractSize'])
market.lot_size = float(instrument['lotSize'])
# @todo how to determine base precision ?
market.set_base(base_symbol, base_symbol)
market.set_quote(
instrument["currencies"][0]["name"],
instrument["currencies"][0]['symbol'],
-int(math.log10(market.one_pip_means))) # "USD", "$", precision
if snapshot:
market.is_open = snapshot["marketStatus"] == "TRADEABLE"
market.bid = snapshot['bid']
market.ofr = snapshot['offer']
# "marginFactorUnit": "PERCENTAGE" not avalaible if market is down
if instrument.get('marginFactor') and market.is_open:
market.margin_factor = float(instrument['marginFactor'])
margin_factor = instrument['marginFactor']
elif instrument.get('margin') and market.is_open:
market.margin_factor = 0.1 / float(instrument['margin'])
margin_factor = str(market.margin_factor)
else:
# we don't want this when market is down because it could overwrite the previous stored value
margin_factor = None
if instrument['unit'] == 'AMOUNT':
market.unit_type = Market.UNIT_AMOUNT
elif instrument['unit'] == 'CONTRACTS':
market.unit_type = Market.UNIT_CONTRACTS
elif instrument['unit'] == 'SHARES':
market.unit_type = Market.UNIT_SHARES
# BINARY OPT_* BUNGEE_*
if instrument['type'] == 'CURRENCIES':
market._market_type = Market.TYPE_CURRENCY
elif instrument['type'] == 'INDICES':
market._market_type = Market.TYPE_INDICE
elif instrument['type'] == 'COMMODITIES':
market._market_type = Market.TYPE_COMMODITY
elif instrument['type'] == 'SHARES':
market._market_type = Market.TYPE_STOCK
elif instrument['type'] == 'RATES':
market._market_type = Market.TYPE_RATE
elif instrument['type'] == 'SECTORS':
market._market_type = Market.TYPE_SECTOR
market.trade = Market.TRADE_MARGIN
market.contract_type = Market.CONTRACT_CFD
# take minDealSize as tick size
market.set_size_limits(dealing_rules["minDealSize"]["value"], 0.0,
dealing_rules["minDealSize"]["value"])
# @todo there is some limits in contract size
market.set_notional_limits(0.0, 0.0, 0.0)
# @todo maybe decimal_place of onePipMeans for tick_size
market.set_price_limits(0.0, 0.0, 0.0)
# commission for stocks
commission = "0.0"
# @todo
# store it
self.lock()
self._markets[market_id] = market
self.unlock()
# store market info
Database.inst().store_market_info((
self.name,
market_id,
market.symbol,
market.market_type,
market.unit_type,
market.contract_type, # type
market.trade,
market.orders, # type
market.base,
market.base_display,
market.base_precision, # base
market.quote,
market.quote_display,
market.quote_precision, # quote
market.expiry,
int(market.last_update_time * 1000.0), # expiry, timestamp
instrument['lotSize'],
instrument['contractSize'],
str(market.base_exchange_rate),
instrument['valueOfOnePip'],
instrument['onePipMeans'].split(' ')[0],
margin_factor,
dealing_rules["minDealSize"]["value"],
"0.0",
dealing_rules["minDealSize"]["value"], # size limits
"0.0",
"0.0",
"0.0", # notional limits
"0.0",
"0.0",
"0.0", # price limits
"0.0",
"0.0",
commission,
commission) # fees
)
