def _on_message(self, message):
""" Called when message received, parse message into JSON for processing """
print("RECEIVED on " + self.session_name + ":")
message_json = json.loads(message)
data = json.dumps(message_json,
sort_keys=True,
indent=2,
separators=(',', ':'))
for singleMsg in message_json:
print(singleMsg)
try:
#print(singleMsg['UpdateType'], singleMsg['Fields'])
data = singleMsg['Fields']
data_type = singleMsg['UpdateType']
try:
self._write_market_data(data, data_type)
except:
error = traceback.format_exc()
print(error)
measurement = "refinitiv_" + data_type + "_" + self.ric
logger(measurement, error, self.ric)
except:
pass
self._process_message(singleMsg)
def subscribe_tickers(measurement):
eth_symbols = symbol_eth()
for s in eth_symbols:
try:
data = deribit.getsummary(s)
time.sleep(0.01)
write_ticker_data(measurement, data)
except Exception as err:
error = traceback.format_exc()
logger(measurement,error,s)
