def handle_tick_size(self, msg):
if self.enable_ticker:
self.output('%s %d %s %d' %
(repr(msg), msg.field, TickType().getField(
msg.field), msg.size))
symbol = self.symbols_by_id[msg.tickerId]
if msg.field == 0: # bid_size
symbol.bid_size = msg.size
if self.enable_ticker:
symbol.update_quote()
elif msg.field == 3: # ask_size
symbol.ask_size = msg.size
if self.enable_ticker:
symbol.update_quote()
elif msg.field == 5: # last_size
symbol.size = msg.size
elif msg.field == 8: # volume
symbol.volume = msg.size
if self.enable_ticker:
symbol.update_trade()
def handle_tick_price(self, msg):
for cb in self.addsymbol_callbacks:
if str(cb.id.ticker_id) == str(msg.tickerId):
cb.complete(True)
if self.enable_ticker:
self.output('%s %d %s %s' %
(repr(msg), msg.field, TickType().getField(
msg.field), msg.price))
symbol = self.symbols_by_id[msg.tickerId]
if msg.field == 1: # bid
symbol.bid = msg.price
if self.enable_ticker:
symbol.update_quote()
elif msg.field == 2: # ask
symbol.ask = msg.price
if self.enable_ticker:
symbol.update_quote()
elif msg.field == 4: # last
symbol.last = msg.price
elif msg.field == 9: # close
symbol.close = msg.price
def __init__(self, tws, symbol, client_id):
self.tws = tws
self.output = tws.output
self.ticktype = TickType()
self.clients = set([client_id])
self.ticker_id = tws.next_id()
self.symbol = symbol
self.bid = 0.0
self.bid_size = 0
self.ask = 0.0
self.ask_size = 0
self.last = 0.0
self.size = 0
self.volume = 0
self.close = 0.0
self.tws.symbols[symbol] = self
self.last_quote = ''
self.tws.symbols_by_id[self.ticker_id] = self
contract = self.tws.create_contract(symbol, 'STK', 'SMART', 'SMART',
'USD')
self.output('TWS_Symbol %s %s created for client %s' %
(self, symbol, client_id))
self.output('reqMktData(%d, %s)' % (self.ticker_id, symbol))
self.tws.tws_conn.reqMktData(self.ticker_id, contract, '', False)
def handle_tick_string(self, msg):
if self.enable_ticker:
self.output('%s %d %s %s' %
(repr(msg), msg.tickType, TickType().getField(
msg.tickType), msg.value))
