def get_tradeable_assets(self):
url = 'https://api.tradier.com/v1/markets/lookup'
params = {'types': 'stock,etf,index', 'linebreak': 'true'}
r = s.get(url, params=params)
content = json.loads(r.text)
stocks = Stock.objects.all()
stocks = [item.symbol for item in stocks]
for stock in content["securities"]["security"]:
if stock["symbol"] not in stocks:
new_stock = Stock()
new_stock.symbol = stock["symbol"]
new_stock.company = stock["description"]
if StockExchange.objects.filter(code=stock["exchange"]):
new_stock.exchange = StockExchange.objects.get(
code=stock["exchange"])
new_stock.bid = 0
new_stock.ask = 0
new_stock.last = 0
new_stock.price = 0
new_stock.save()
stocks = Stock.objects.all()
stocks = [item.symbol for item in stocks]
return stocks
def stream_data(self, session_id, symbols):
url = 'https://stream.tradier.com/v1/markets/events'
params = {
'sessionid': session_id,
'linebreak': 'true',
'filter': 'trade,timesale,summary',
'symbols': symbols
}
#'filter':'trade',
r = s.post(url, data=params, stream=True)
#print(r.status_code)
print("Opening stream...")
for line in r.iter_lines():
if line: # filter out keep-alive new lines
if "is not a valid symbol" in str(line):
line = str(line)
print(str(line))
symbol = symbol.replace("b'", "")
symbol = symbol.replace("'", "")
symbol = line.replace(" is not a valid symbol", "")
print(symbol)
bad_stock = Stock.objects.get(symbol=symbol)
bad_stock.delete()
print("Just deleted %s from database" % bad_stock)
data = json.loads(line)
try:
if Stock.objects.get(symbol=data["symbol"]):
stock = Stock.objects.get(symbol=data["symbol"])
else:
stock = Stock()
stock.symbol = data["symbol"]
if data["type"] == "trade":
if data["price"] != "" and data["price"] != 'NaN':
stock.price = data["price"]
else:
stock.price = 0
if data["cvol"] != "" and data["cvol"] != 'NaN':
stock.volume = data["cvol"]
else:
stock.volume = 0
if data["last"] != "" and data["last"] != 'NaN':
stock.last = data["last"]
else:
stock.last = 0
elif data["type"] == "timesale":
if data["bid"] != "" and data["bid"] != 'NaN':
stock.bid = data["bid"]
else:
stock.bid = 0
if data["ask"] != "" and data["ask"] != 'NaN':
stock.ask = data["ask"]
else:
stock.ask = 0
else:
if data["prevClose"] != "" and data[
"prevClose"] != 'NaN':
stock.close_price = data["prevClose"]
else:
stock.close_price = 0
if data["open"] != "" and data["open"] != 'NaN':
stock.open_price = data["open"]
else:
stock.open_price = 0
if data["high"] != "" and data["high"] != 'NaN':
stock.high = data["high"]
else:
stock.high = 0
if data["low"] != "" and data["low"] != 'NaN':
stock.low = data["low"]
else:
stock.low = 0
stock.save()
except:
print(sys.exc_info())
print(data)
