def _get_stream(self, context):
set_context(context)
asyncio.set_event_loop(asyncio.new_event_loop())
conn = tradeapi.StreamConn(self._key_id, self._secret, self._base_url)
channels = ['trade_updates']
@conn.on(r'trade_updates')
async def handle_trade_update(conn, channel, data):
# Check for any pending orders
waiting_order = self._orders_pending_submission.get(
data.order['client_order_id']
)
if waiting_order is not None:
if data.event == 'fill':
# Submit the waiting order
self.order(*waiting_order)
self._orders_pending_submission.pop(
data.order['client_order_id'], None
)
elif data.event in ['canceled', 'rejected']:
# Remove the waiting order
self._orders_pending_submission.pop(
data.order['client_order_id'], None
)
if data.event in ['canceled', 'rejected', 'fill']:
self._open_orders.pop(data.order['client_order_id'], None)
else:
self._open_orders[data.order['client_order_id']] = (
self._order2zp(Order(data.order))
)
conn.run(channels)
def _get_stream(self, context):
set_context(context)
asyncio.set_event_loop(asyncio.new_event_loop())
conn = tradeapi.StreamConn(self._key_id, self._secret, self._base_url)
channels = ['trade_updates']
@conn.on(r'trade_updates')
async def handle_trade_update(conn, channel, data):
if data.event in ['canceled', 'rejected', 'fill']:
del self._open_orders[data.order['client_order_id']]
else:
self._open_orders[data.order['client_order_id']] = (
self._order2zp(Order(data.order)))
conn.run(channels)
def _get_stream(self, context):
set_context(context)
asyncio.set_event_loop(asyncio.new_event_loop())
conn = tradeapi.StreamConn(
self._key_id,
self._secret,
self._base_url,
data_url=os.environ.get("DATA_PROXY_WS", ''),
data_stream='polygon' if self._use_polygon else 'alpacadatav1')
channels = ['trade_updates']
@conn.on(r'trade_updates')
async def handle_trade_update(conn, channel, data):
# Check for any pending orders
waiting_order = self._orders_pending_submission.get(
data.order['client_order_id'])
if waiting_order is not None:
if data.event == 'fill':
# Submit the waiting order
self.order(*waiting_order)
self._orders_pending_submission.pop(
data.order['client_order_id'], None)
elif data.event in ['canceled', 'rejected']:
# Remove the waiting order
self._orders_pending_submission.pop(
data.order['client_order_id'], None)
if data.event in ['canceled', 'rejected', 'fill']:
self._open_orders.pop(data.order['client_order_id'], None)
else:
self._open_orders[data.order['client_order_id']] = (
self._order2zp(Order(data.order)))
while 1:
try:
conn.run(channels)
log.info("Connection reestablished")
except Exception:
from time import sleep
sleep(5)
asyncio.set_event_loop(asyncio.new_event_loop())
def _get_stream(self, context):
async def handle_trade_update(data):
# Check for any pending orders
waiting_order = self._orders_pending_submission.get(
data.order['client_order_id'])
if waiting_order is not None:
if data.event == 'fill':
# Submit the waiting order
self.order(*waiting_order)
self._orders_pending_submission.pop(
data.order['client_order_id'], None)
elif data.event in ['canceled', 'rejected']:
# Remove the waiting order
self._orders_pending_submission.pop(
data.order['client_order_id'], None)
if data.event in ['canceled', 'rejected', 'fill']:
self._open_orders.pop(data.order['client_order_id'], None)
else:
self._open_orders[data.order['client_order_id']] = (
self._order2zp(Order(data.order)))
set_context(context)
asyncio.set_event_loop(asyncio.new_event_loop())
conn = Stream(self._key_id,
self._secret,
self._base_url,
data_feed=self._feed)
conn.subscribe_trade_updates(handle_trade_update)
while 1:
try:
conn.run()
log.info("Connection reestablished")
except Exception:
from time import sleep
sleep(5)
asyncio.set_event_loop(asyncio.new_event_loop())