Ejemplo n.º 1
0
    def __init__(self,
                 connection,
                 event_type: str,
                 date_time: Union[str, datetime],
                 exact_format: bool = True):
        """

        Parameters
        ----------
        connection: dxfeed.core.DXFeedPy.ConnectionClass
            Core class written in cython, that handle connection related details on the low level
        event_type: str
            One of possible event types: 'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle',
            'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' or ''
        date_time: str or datetime.datetime
            If present timed subscription will be created (conflated stream). For sting date format is following:
            %Y-%m-%d %H:%M:%S.%f. If None - stream subscription will be created (non-conflated). Default - None.
        exact_format: bool
            If False no warning will be thrown in case of incomplete date_time parameter. Default - True
        """
        self.__event_type = event_type
        if date_time is None:
            self.__sub = dxp.dxf_create_subscription(cc=connection,
                                                     event_type=event_type)
        else:
            date_time = cu.handle_datetime(date_time,
                                           fmt='%Y-%m-%d %H:%M:%S.%f',
                                           exact_format=exact_format)
            timestamp = int(date_time.timestamp() * 1000)
            self.__sub = dxp.dxf_create_subscription_timed(
                cc=connection, event_type=event_type, time=timestamp)
Ejemplo n.º 2
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def test_subscription_fail_on_incorrect_type(connection):
    dxc.dxf_create_subscription_timed(cc=connection, event_type='TradeQuote', time=0)
Ejemplo n.º 3
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def test_subscription_timed_on_correct_types(connection, sub_type):
    sub = dxc.dxf_create_subscription_timed(cc=connection, event_type=sub_type, time=0)
    act_sub_type = dxc.dxf_get_subscription_event_types(sc=sub)
    dxc.dxf_close_subscription(sub)
    assert act_sub_type == sub_type