def tickByTickAllLast(self, reqId, tickType, time, price, size, attribs,
exchange, specialConditions):
ticker = self.reqId2Ticker.get(reqId)
if not ticker:
self._logger.error(f'tickByTickAllLast: Unknown reqId: {reqId}')
return
attribs = TickAttrib(**attribs.__dict__)
tick = TickByTickAllLast(tickType, self.lastTime, price, size, attribs,
exchange, specialConditions)
ticker.tickByTicks.append(tick)
self.pendingTickers.add(ticker)
def tickByTickAllLast(self, reqId, tickType, time, price, size,
tickAttribLast, exchange, specialConditions):
ticker = self.reqId2Ticker.get(reqId)
if not ticker:
self._logger.error(f'tickByTickAllLast: Unknown reqId: {reqId}')
return
if price != ticker.last:
ticker.prevLast = ticker.last
ticker.last = price
if size != ticker.lastSize:
ticker.prevLastSize = ticker.lastSize
ticker.lastSize = size
tick = TickByTickAllLast(tickType, self.lastTime, price, size,
tickAttribLast, exchange, specialConditions)
ticker.tickByTicks.append(tick)
self.pendingTickers.add(ticker)