def __init__(self):
try:
log.info("TickStream service started")
json_path = str(tsobj.basepath) + os.path.join(
tsobj.get_value("common", "masters"),
tsobj.get_value("common", "stream_list"))
log.info("Loading scripts details from json " +
str(tsobj.get_value("common", "stream_list")))
company_dicts = None
if json_path:
with open(json_path, 'r') as f:
company_dicts = json.load(f)
log.info("List of company loaded \n" + str(company_dicts))
strmobj = streamer()
log.info("Creating IB symbol mapping dictionary")
for index, script in enumerate(company_dicts):
tsobj.ib_subcribed_scripts.append({
"reqid":
index + 1,
"ibsymbol":
strmobj.get_ib_symbol_from_map(script["Symbol"])
})
log.info("NSE and IB Symbol Mapping Done !! \n" +
str(tsobj.ib_subcribed_scripts))
if tsobj.ib_subcribed_scripts is not None:
log.info("Tick Streamer starting streaming..")
strmobj.start_streaming()
except Exception as ex:
log.error(ex)
def stop_streaming(self):
try:
for script in tsobj.ib_subcribed_scripts:
self.ibobj.unsuscribe_contract(script, self.ibobj)
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def start_run(self, ibcon):
try:
log.info("IB Service started running")
ibcon.run()
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def __init__(self):
try:
IBWrapper.__init__(self)
IBClient.__init__(self, wrapper=self)
self._my_contract_details = {}
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def subscribe_contract(self, symboldict, ibcon):
try:
self.contract = self.get_stk_contract(
str(symboldict.get("ibsymbol")))
ibcon.reqMktData(int(symboldict.get("reqid")), self.contract, "",
False, False, [])
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def get_ib_symbol_from_map(self, nse_symbol):
try:
map_json = json.loads(open(str(SYM_MAP_PATH)).read())
for sym in map_json:
if sym['NSE_Symbol'] == nse_symbol:
return sym['IB_Symbol']
return nse_symbol
except Exception as ex:
log.error("No mapping value found for NSE Symbol:%s" % nse_symbol)
log.error(traceback.format_exc())
def start_streaming(self):
try:
self.ibobj.connect_ib(self.ibobj)
for contract in tsobj.ib_subcribed_scripts:
self.ibobj.subscribe_contract(contract, self.ibobj)
log.info("Sucessfully Subscribed " + str(contract))
self.ibobj.start_run(self.ibobj)
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def connect_ib(ib_connection):
try:
if not ib_connection.isConnected():
ib_connection.connect(TWS_IP, TMS_PORT, clientId=IB_CLIENT_ID)
log.info("serverVersion:%s connectionTime:%s" %
(ib_connection.serverVersion(),
ib_connection.twsConnectionTime()))
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def get_stk_contract(self, symbol):
try:
contract = Contract()
contract.symbol = symbol
contract.secType = "STK"
contract.currency = "INR"
contract.exchange = "NSE"
return contract
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def get_hrhd_data(self, ibcon):
try:
# self.back_test_symbol = self.back_test_symbols[self.exe_iterator]
self.contract = self.get_stk_contract(self.back_test_symbol)
self.cdate = self.hdate_prev
ibcon.reqHistoricalTicks(1, self.contract,
str(self.hdate_prev) + " 09:15:00", "",
1000, "TRADES", 1, True, [])
ibcon.run()
except:
log.error(traceback.format_exc())
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float,
attrib: TickAttrib):
try:
super().tickPrice(reqId, tickType, price, attrib)
print("TickPrice - TickerId:", reqId, "tickType:", tickType,
"Price:", price, "localtime", str(self.get_time_stamp()))
data = {
"reqid": reqId,
"price": price,
"timestamp": str(self.get_time_stamp())
}
producer.send(str(reqId), value=data)
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float,
attrib: TickAttrib):
try:
super().tickPrice(reqId, tickType, price, attrib)
#print("TickPrice - TickerId:", reqId, "tickType:", tickType,
# "Price:", price, "localtime", str(self.get_time_stamp()))
data = {
"TickerId":
reqId,
"TopicId":
str(tsobj.ib_subcribed_scripts[int(reqId) - 1]['ibsymbol']),
"Price":
price,
"Timestamp":
str(self.get_time_stamp())
}
producer.send(str(tsobj.ib_subcribed_scripts[int(reqId) -
1]['ibsymbol']),
value=data)
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
def unsuscribe_contract(self, symboldict, ibcon):
try:
ibcon.cancelMktData(int(symboldict.get("reqid")))
except Exception as ex:
log.error(ex)
log.error(traceback.format_exc())
