def getrate(self, inst):
logging.info('getrate %s' % inst)
spair = normalize_pair(inst)
xrates = self.factory.xrates
venue = 'O' # FIXME: hard-coded to OANDA for now.
if spair in xrates:
ts, bid, ask = xrates[spair]
elif spair:
if self.fxclient is not None:
# We're online, initialize and send from the live rate.
rtable = self.fxclient.getRateTable()
tick = rtable.getRate(Pair(spair))
(ts, bid, ask) = xrates[spair] = (sec2milli(tick.timestamp),
f2i(tick.bid), f2i(tick.ask))
else:
# We're offline, send 0 rate.
self.rate(0, spair, 0, 0)
return
else:
self.error("Invalid instrument %s." % repr(inst))
return
self.rate(ts, spair, bid, ask)
def getrate(self, inst):
logging.info('getrate %s' % inst)
spair = normalize_pair(inst)
xrates = self.factory.xrates
venue = 'O' # FIXME: hard-coded to OANDA for now.
if spair in xrates:
ts, bid, ask = xrates[spair]
elif spair:
if self.fxclient is not None:
# We're online, initialize and send from the live rate.
rtable = self.fxclient.getRateTable()
tick = rtable.getRate(Pair(spair))
(ts, bid, ask) = xrates[spair] = (sec2milli(tick.timestamp),
f2i(tick.bid),
f2i(tick.ask))
else:
# We're offline, send 0 rate.
self.rate(0, spair, 0, 0)
return
else:
self.error("Invalid instrument %s." % repr(inst))
return
self.rate(ts, spair, bid, ask)
def unsubscribe(self, inst):
logging.info('unsubscribe %s' % inst)
try:
self.factory.subscribers[normalize_pair(inst)].remove(self)
except KeyError:
logging.warning("Instrument %s not subscribed." % inst)
def subscribe(self, inst):
logging.info('subscribe %s' % inst)
self.factory.subscribers[normalize_pair(inst)].add(self)
def on_newinst(self, key):
if key not in self.generators:
self.generators[key] = rangen = RandomEventGenerator(self, Pair(normalize_pair(key)))
rangen.start()
def unsubscribe(self, inst):
logging.info('unsubscribe %s' % inst)
try:
self.factory.subscribers[normalize_pair(inst)].remove(self)
except KeyError:
logging.warning("Instrument %s not subscribed." % inst)
def subscribe(self, inst):
logging.info('subscribe %s' % inst)
self.factory.subscribers[normalize_pair(inst)].add(self)
def on_newinst(self, key):
if key not in self.generators:
self.generators[key] = rangen = (RandomEventGenerator(
self, Pair(normalize_pair(key))))
rangen.start()
