def stream(self, accountID, **kwargs):
"""
Get a stream of Prices for an Account starting from when the request is
made.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing/stream')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('snapshot', kwargs.get('snapshot'))
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return ("pricing.Price",
self.ctx.pricing.Price.from_dict(j, self.ctx))
elif type == "HEARTBEAT":
return ("pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(
j, self.ctx))
return ("pricing.Price",
self.ctx.pricing.Price.from_dict(j, self.ctx))
request.set_line_parser(Parser(self.ctx))
response = self.ctx.request(request)
return response
def stream(self, accountID, **kwargs):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing/stream')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('snapshot', kwargs.get('snapshot'))
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(
j, self.ctx))
elif type == "HEARTBEAT":
return ("pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(
j, self.ctx))
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx))
request.set_line_parser(Parser(self.ctx))
response = self.ctx.request(request)
return response
def stream(
self,
accountID,
**kwargs
):
"""Price Stream
Get a stream of Prices for an Account starting from when the request is
made.
Parameters
----------
accountID :
ID of the Account to stream Prices for.
instruments : array, optional
List of Instruments to stream Prices for.
snapshot : , optional
Flag that enables/disables the sending of a pricing snapshot when
initially connecting to the stream.
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line)
type = j.get("type")
if type is None:
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
elif type == "HEARTBEAT":
return (
"pricing.Heartbeat",
self.ctx.pricing.Heartbeat.from_dict(j)
)
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response
def stream(
self,
accountID,
**kwargs
):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
elif type == "HEARTBEAT":
return (
"pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(j, self.ctx)
)
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response