def __init__(self, path, dde):
market.Market.__init__(self)
self.conn = Quik(path, dde)
self.bid = {}
self.ask = {}
self.conn.subscribe(
"TICKERS", {
"seccode": "Код бумаги",
"classcode": "Код класса",
"price": "Цена послед."
}, self.ontick)
self.conn.subscribe(
"ORDERS", {
"order_key": "Номер",
"seccode": "Код бумаги",
"operation": "Операция",
"price": "Цена",
"quantity": "Кол-во",
"left": "Остаток",
"state": "Состояние"
}, self.onorder)
self.conn.subscribe("BOOK", {
"price": "Цена",
"ask": "Покупка",
"bid": "Продажа"
}, self.onbook, self.onbookready)
def __init__(self, path, dde):
market.Market.__init__(self)
self.conn = Quik( path, dde )
self.bid = {}
self.ask = {}
self.conn.subscribe( "TICKERS", {
"seccode":"Код бумаги",
"classcode":"Код класса",
"price":"Цена послед."
}, self.ontick )
self.conn.subscribe( "ORDERS", {
"order_key":"Номер",
"seccode":"Код бумаги",
"operation":"Операция",
"price":"Цена",
"quantity":"Кол-во",
"left":"Остаток",
"state":"Состояние"
}, self.onorder )
self.conn.subscribe( "BOOK", {
"price":"Цена",
"ask":"Покупка",
"bid":"Продажа"
}, self.onbook, self.onbookready )
class QuikMarket(market.Market):
def __init__(self, path, dde):
market.Market.__init__(self)
self.conn = Quik( path, dde )
self.bid = {}
self.ask = {}
self.conn.subscribe( "TICKERS", {
"seccode":"Код бумаги",
"classcode":"Код класса",
"price":"Цена послед."
}, self.ontick )
self.conn.subscribe( "ORDERS", {
"order_key":"Номер",
"seccode":"Код бумаги",
"operation":"Операция",
"price":"Цена",
"quantity":"Кол-во",
"left":"Остаток",
"state":"Состояние"
}, self.onorder )
self.conn.subscribe( "BOOK", {
"price":"Цена",
"ask":"Покупка",
"bid":"Продажа"
}, self.onbook, self.onbookready )
def onbookready(self,tool):
ticker = self.ticker( tool )
ticker.book( self.bid, self.ask )
self.bid = {}
self.ask = {}
def onbook(self,data):
if data["bid"]:
self.bid[ data["price"] ] = data["bid"]
if data["ask"]:
self.ask[ data["price"] ] = data["ask"]
def ontick(self,data):
""" Quik tickers data handler """
ticker = self.ticker( data["seccode"] )
ticker.classcode = data["classcode"]
ticker.time = datetime.datetime.now()
ticker.price = data["price"]
ticker.volume = 0
self.tick(ticker)
def onorder(self,data):
state = data["state"]
ticker = self.__getattr__( data["seccode"] )
order = ticker.order( int( data["order_key"] ) )
order.operation = ORDER_OP[ data["operation"] ]
order.price = float( data["price"] )
order.quantity = int( data["quantity"] )
order.quantity_left = int( data["left"] )
if state == "Исполнена":
order.status = EXECUTED
order.onexecuted()
order.delete()
if state == "Активна":
order.status = ACTIVE
order.onregistered()
if state == "Снята":
order.status = KILLED
order.onkilled()
order.delete()
class QuikMarket(market.Market):
def __init__(self, path, dde):
market.Market.__init__(self)
self.conn = Quik(path, dde)
self.bid = {}
self.ask = {}
self.conn.subscribe(
"TICKERS", {
"seccode": "Код бумаги",
"classcode": "Код класса",
"price": "Цена послед."
}, self.ontick)
self.conn.subscribe(
"ORDERS", {
"order_key": "Номер",
"seccode": "Код бумаги",
"operation": "Операция",
"price": "Цена",
"quantity": "Кол-во",
"left": "Остаток",
"state": "Состояние"
}, self.onorder)
self.conn.subscribe("BOOK", {
"price": "Цена",
"ask": "Покупка",
"bid": "Продажа"
}, self.onbook, self.onbookready)
def onbookready(self, tool):
ticker = self.ticker(tool)
ticker.book(self.bid, self.ask)
self.bid = {}
self.ask = {}
def onbook(self, data):
if data["bid"]:
self.bid[data["price"]] = data["bid"]
if data["ask"]:
self.ask[data["price"]] = data["ask"]
def ontick(self, data):
""" Quik tickers data handler """
ticker = self.ticker(data["seccode"])
ticker.classcode = data["classcode"]
ticker.time = datetime.datetime.now()
ticker.price = data["price"]
ticker.volume = 0
self.tick(ticker)
def onorder(self, data):
state = data["state"]
ticker = self.__getattr__(data["seccode"])
order = ticker.order(int(data["order_key"]))
order.operation = ORDER_OP[data["operation"]]
order.price = float(data["price"])
order.quantity = int(data["quantity"])
order.quantity_left = int(data["left"])
if state == "Исполнена":
order.status = EXECUTED
order.onexecuted()
order.delete()
if state == "Активна":
order.status = ACTIVE
order.onregistered()
if state == "Снята":
order.status = KILLED
order.onkilled()
order.delete()
