def __init__(self):
super(IGStore, self).__init__()
self.notifs = collections.deque() # store notifications for cerebro
self._env = None # reference to cerebro for general notifications
self.broker = None # broker instance
self.datas = list() # datas that have registered over start
self._orders = collections.OrderedDict() # map order.ref to oid
self._ordersrev = collections.OrderedDict() # map oid to order.ref
self._transpend = collections.defaultdict(collections.deque)
self._oenv = self._ENVPRACTICE if self.p.practice else self._ENVLIVE
self.igapi = IGService(self.p.usr, self.p.pwd, self.p.token,
self._oenv)
self.igapi.create_session()
self.igss = Streamer(ig_service=self.igapi)
self.ig_session = self.igss.create_session()
self.igss.connect(self.p.account)
#Work with JSON rather than Pandas for better backtrader integration
self.igapi.return_dataframe = False
self._cash = 0.0
self._value = 0.0
self.pull_cash_and_value()
self._evt_acct = threading.Event()
class Ayam:
def __init__(self):
self.ig_service = IGService(username=config2.username,
password=config2.password,
api_key=config2.api_key,
acc_type=config2.acc_type)
self.ig_service.create_session()
def create_position(self, epic, direction, objectif, currency_info, qty):
otc = self.ig_service.create_open_position(
direction=direction,
currency_code=currency_info,
order_type="MARKET",
size=qty,
force_open=True,
expiry="-",
guaranteed_stop=False,
epic=epic,
limit_level=objectif,
level=None,
limit_distance=None,
quote_id=None,
stop_distance=None,
stop_level=None,
)
return otc
def main():
expire_after = timedelta(hours=1)
session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
# set expire_after=None if you don't want cache expiration
# set expire_after=0 if you don't want to cache queries
#config = IGServiceConfig()
# no cache
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
# if you want to globally cache queries
#ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
accounts = ig_service.fetch_accounts()
print("accounts:\n%s" % accounts)
#account_info = ig_service.switch_account(config.acc_number, False)
#print(account_info)
#open_positions = ig_service.fetch_open_positions()
#print("open_positions:\n%s" % open_positions)
print("")
#working_orders = ig_service.fetch_working_orders()
#print("working_orders:\n%s" % working_orders)
print("")
#epic = 'CS.D.EURUSD.MINI.IP'
epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
#resolution = 'D'
# see from pandas.tseries.frequencies import to_offset
#resolution = 'H'
resolution = '1Min'
#num_points = 10
#response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
# if you want to cache this query
#response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points, session)
#df_ask = response['prices']['ask']
#print("ask prices:\n%s" % df_ask)
(start_date, end_date) = ('2015-09-15', '2015-09-28')
#response = ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, start_date, end_date)
# if you want to cache this query
response = ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, start_date, end_date, session)
df_ask = response['prices']['ask']
print("ask prices:\n%s" % df_ask)
def __init__(self, config):
CACHE_NAME = 'igcache'
# Set up logging
self.logger = logging.getLogger(__name__)
self.logger.info("Establishing cached session with IG Markets")
session_cached = requests_cache.CachedSession(
cache_name=CACHE_NAME,
backend='sqlite',
expire_after=timedelta(hours=1))
self.ig_service = IGService(config.IG_USERNAME, config.IG_PASSWORD,
config.IG_API_KEY, config.IG_ACC_TYPE,
session_cached)
# Creates REST session
self.ig_session = self.ig_service.create_session()
def getTimeseries(self, start_date, end_date):
'''
# Gets data from IG markets API and structures into flattend df
:return: flat df
'''
self.start_date = start_date
self.end_date = end_date
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service.create_session()
self.ig_reponse = ig_service.fetch_historical_prices_by_epic_and_date_range(epic=self.epic,
resolution=self.resolution,
start_date=self.start_date,
end_date=self.end_date)
self.dataframe = flatten_df(self.ig_reponse['prices'])
self.sort_df()
return self.dataframe
def main():
logging.basicConfig(level=logging.DEBUG)
expire_after = timedelta(hours=1)
session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
# set expire_after=None if you don't want cache expiration
# set expire_after=0 if you don't want to cache queries
#config = IGServiceConfig()
# no cache
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
# if you want to globally cache queries
#ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
accounts = ig_service.fetch_accounts()
print("accounts:\n%s" % accounts)
#account_info = ig_service.switch_account(config.acc_number, False)
#print(account_info)
#open_positions = ig_service.fetch_open_positions()
#print("open_positions:\n%s" % open_positions)
print("")
#working_orders = ig_service.fetch_working_orders()
#print("working_orders:\n%s" % working_orders)
print("")
#epic = 'CS.D.EURUSD.MINI.IP'
epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
resolution = 'D'
# see from pandas.tseries.frequencies import to_offset
#resolution = 'H'
#resolution = '1Min'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
else:
print('Account not found: {0}'.format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=['QB.D.FT1605UD.03.IP/MINUTE'],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def connect(self, accountId=None):
logger.debug("Connecting to IG Streaming API...")
ig_service = IGService(config.username, config.password,
config.api_key, config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
if accountId is None:
accountId = ig_session[u'accounts'][0][u'accountId']
ig_stream_service.connect(accountId)
self.ig_stream_service = ig_stream_service
def run(config, testing, tickers, filename, n, n_window):
# Set up variables needed for backtest
events_queue = queue.Queue()
ig_service = IGService(config.IG.USERNAME, config.IG.PASSWORD,
config.IG.API_KEY, config.IG.ACCOUNT.TYPE)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accountId = ig_session[u'accounts'][0][u'accountId']
ig_stream_service.connect(accountId)
initial_equity = PriceParser.parse(500000.00)
# Use IG Tick Price Handler
price_handler = IGTickPriceHandler(events_queue, ig_stream_service,
tickers)
# Use the Display Strategy
strategy = DisplayStrategy(n=n, n_window=n_window)
# Use an example Position Sizer
position_sizer = FixedPositionSizer()
# Use an example Risk Manager
risk_manager = ExampleRiskManager()
# Use the default Portfolio Handler
portfolio_handler = PortfolioHandler(initial_equity, events_queue,
price_handler, position_sizer,
risk_manager)
# Use the ExampleCompliance component
compliance = ExampleCompliance(config)
# Use a simulated IB Execution Handler
execution_handler = IBSimulatedExecutionHandler(events_queue,
price_handler, compliance)
# Use the default Statistics
statistics = SimpleStatistics(config, portfolio_handler)
# Set up the backtest
backtest = Backtest(price_handler, strategy, portfolio_handler,
execution_handler, position_sizer, risk_manager,
statistics, initial_equity)
results = backtest.simulate_trading(testing=testing)
statistics.save(filename)
return results
def main():
expire_after = timedelta(hours=1)
session = requests_cache.CachedSession(cache_name='cache', backend='sqlite', expire_after=expire_after)
# set expire_after=None if you don't want cache expiration
# set expire_after=0 if you don't want to cache queries
#config = IGServiceConfig()
# no cache
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
# if you want to globally cache queries
#ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
accounts = ig_service.fetch_accounts()
print("accounts:\n%s" % accounts)
#account_info = ig_service.switch_account(config.acc_number, False)
#print(account_info)
#open_positions = ig_service.fetch_open_positions()
#print("open_positions:\n%s" % open_positions)
print("")
#working_orders = ig_service.fetch_working_orders()
#print("working_orders:\n%s" % working_orders)
print("")
#epic = 'CS.D.EURUSD.MINI.IP'
epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
#resolution = 'D'
# see from pandas.tseries.frequencies import to_offset
#resolution = 'H'
resolution = '1Min'
#num_points = 10
#response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
# if you want to cache this query
#response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points, session)
#df_ask = response['prices']['ask']
#print("ask prices:\n%s" % df_ask)
(start_date, end_date) = ('2015-01-15', '2015-01-28')
#response = ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, start_date, end_date)
# if you want to cache this query
response = ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, start_date, end_date, session)
df_ask = response['prices']['ask']
print("ask prices:\n%s" % df_ask)
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username,
config.password,
config.api_key,
config.acc_type,
acc_number=config.acc_number)
ig_stream_service = IGStreamService(ig_service)
ig_stream_service.create_session()
#ig_stream_service.create_session(version='3')
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
#items=["L1:CS.D.GBPUSD.CFD.IP", "L1:CS.D.USDJPY.CFD.IP"], # sample CFD epics
items=["L1:CS.D.GBPUSD.TODAY.IP",
"L1:IX.D.FTSE.DAILY.IP"], # sample spreadbet epics
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=["ACCOUNT:" + config.acc_number],
fields=["AVAILABLE_CASH"],
)
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accountId = ig_session[u'accounts'][0][u'accountId']
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=['L1:CS.D.GBPUSD.CFD.IP', 'L1:CS.D.USDJPY.CFD.IP'],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subcription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items='ACCOUNT:' + accountId,
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
compat.wait_for_input(
"{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def main():
# setup
global priceObj
# logging.basicConfig(level=logging.INFO)
config = IGServiceConfig()
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
ig_stream_service.connect(accountId)
# save to DB thread
sched = BackgroundScheduler()
sched.add_job(saveToDB, 'interval', seconds=5)
sched.start()
# Making a new Subscription in MERGE mode
subscriptionCap = 38
subscriptionCurrent = 0
i = 0
listSubscription = []
while i < len(priceObj):
items = list(priceObj.keys())[i:i + subscriptionCap]
subscription_prices = Subscription(mode="MERGE",
items=items,
fields=["BID", "OFFER"])
subscription_prices.addlistener(onPriceUpdate)
sub_key_prices = ig_stream_service.ls_client.subscribe(
subscription_prices)
listSubscription.append(sub_key_prices)
time.sleep(2)
# print(subscription_prices)
print(items)
i += subscriptionCap
input("{0:-^80}\n".format("Press Enter to close"))
# Disconnecting
ig_stream_service.disconnect()
def main():
logging.basicConfig(level=logging.DEBUG)
expire_after = timedelta(hours=1)
session = requests_cache.CachedSession(cache_name="cache",
backend="sqlite",
expire_after=expire_after)
# set expire_after=None if you don't want cache expiration
# set expire_after=0 if you don't want to cache queries
# config = IGServiceConfig()
# no cache
ig_service = IGService(config.username,
config.password,
config.api_key,
config.acc_type,
acc_number=config.acc_number)
# if you want to globally cache queries
# ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
# ig_stream_service.create_session(version='3')
accounts = ig_service.fetch_accounts()
print("accounts:\n%s" % accounts)
# account_info = ig_service.switch_account(config.acc_number, False)
# print(account_info)
# open_positions = ig_service.fetch_open_positions()
# print("open_positions:\n%s" % open_positions)
print("")
# working_orders = ig_service.fetch_working_orders()
# print("working_orders:\n%s" % working_orders)
print("")
# epic = 'CS.D.EURUSD.MINI.IP'
epic = "IX.D.ASX.IFM.IP" # US (SPY) - mini
#epic = "CS.D.GBPUSD.CFD.IP" # sample CFD epic
resolution = "D"
# see from pandas.tseries.frequencies import to_offset
# resolution = 'H'
# resolution = '1Min'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
def get_candles(instruments, params):
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_service.create_session()
account_info = ig_service.switch_account(config.acc_number,
False) # not necessary
print(account_info)
open_positions = ig_service.fetch_open_positions()
print("open_positions:\n%s" % open_positions)
print("")
epic = 'CS.D.EURUSD.MINI.IP'
resolution = 'D'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
df_ask = response['prices']['ask']
print("ask prices:\n%s" % df_ask)
def create_ig_service(credentials):
LOGGER.info("Creating service with user:%s, api_key:%s, password:<hidden>",
credentials["username"], credentials["api_key"])
return IGService(credentials["username"], credentials["password"],
credentials["api_key"])
store.initialize_library('NASDAQ')
# Access the library
library = store['NASDAQ']
# Get some data from IG
# Get environment variables for IG
acc_number = os.environ['IG_SERVICE_ACC_NUMBER']
password = os.environ['IG_SERVICE_PASSWORD']
api_key = os.environ['IG_SERVICE_API_KEY']
username = os.environ['IG_SERVICE_USERNAME']
acc_type = os.environ['IG_SERVICE_ACC_TYPE']
# Create IG Session
ig_service = IGService(username, password, api_key, acc_type)
ig_service.create_session()
# Get account info
account_info = ig_service.switch_account(acc_number, False) # not necessary
print(account_info)
# get position info
open_positions = ig_service.fetch_open_positions()
print("open_positions:\n%s" % open_positions)
print()
epic = 'CS.D.EURUSD.MINI.IP'
resolution = 'D'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
def main():
logging.basicConfig(level=logging.DEBUG)
expire_after = timedelta(hours=1)
session = requests_cache.CachedSession(cache_name='cache',
backend='sqlite',
expire_after=expire_after)
# set expire_after=None if you don't want cache expiration
# set expire_after=0 if you don't want to cache queries
#config = IGServiceConfig()
# no cache
ig_service = IGService("mz_demo", "Marko01.",
"660d3924e9ffd0ed2481f027f150081b87574363", "DEMO")
# if you want to globally cache queries
#ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
accounts = ig_service.fetch_accounts()
print("accounts:\n%s" % accounts)
#account_info = ig_service.switch_account(config.acc_number, False)
# print(account_info)
open_positions = ig_service.fetch_open_positions()
print("open_positions:\n%s" % open_positions)
print("")
working_orders = ig_service.fetch_working_orders()
print("working_orders:\n%s" % working_orders)
print("")
#epic = 'CS.D.EURUSD.MINI.IP'
epic = 'IX.D.AEX.IFM.IP'
resolution = 'D'
# see from pandas.tseries.frequencies import to_offset
num_points = 120
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
# Exception: error.public-api.exceeded-account-historical-data-allowance
result_1 = ig_service.search_markets("Treasury Bond Decimalised")
market = ig_service.fetch_market_by_epic("CC.D.CC.UMA.IP")
print(result_1)
epic = "IX.D.SPTRD.IFA.IP"
market_info = ig_service.fetch_market_by_epic(epic, session)
print(market_info)
# if you want to cache this query
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points, session)
def start_session(self)->IGService:
self.check_required_credentials()
session = IGService(self.login, self.password, self.apiKey, self.accType)
session.create_session()
self.current_account = session.ig_session['currentAccountId']
return session
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from trading_ig import IGService
from utils_igmarkets.trading_ig_config import Config as config
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service.create_session()
open_positions = ig_service.fetch_open_positions()
print("open_positions:\n%s" % open_positions)
print("")
epic = 'CS.D.USDJPY.MINI.IP'
# telstra: AA.D.TLS.CASH.IP
# "epic": "CS.D.USDJPY.MINI.IP",
resolution = 'min'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
df_ask = response['prices']['ask']
print("ask prices:\n%s" % df_ask)
class IGStore(with_metaclass(MetaSingleton, object)):
'''
The IG store class should inherit from the the metaclass and add some
extensions to it.
'''
BrokerCls = None # broker class will autoregister
DataCls = None # data class will auto register
params = (
('token', ''),
('account', ''),
('usr', ''),
('pwd', ''),
('currency_code', 'GBP'), #The currency code of the account
('practice', True),
('account_tmout', 10.0), # account balance refresh timeout
)
_ENVPRACTICE = 'DEMO'
_ENVLIVE = 'LIVE'
_ORDEREXECS = {
bt.Order.Market: 'MARKET',
bt.Order.Limit: 'LIMIT',
bt.Order.Stop: 'STOP',
bt.Order.StopLimit: 'TODO',
}
_GRANULARITIES = 'TODO - NEEDED FOR HISTORICAL'
@classmethod
def getdata(cls, *args, **kwargs):
'''Returns ``DataCls`` with args, kwargs'''
return cls.DataCls(*args, **kwargs)
@classmethod
def getbroker(cls, *args, **kwargs):
'''Returns broker with *args, **kwargs from registered ``BrokerCls``'''
return cls.BrokerCls(*args, **kwargs)
def __init__(self):
super(IGStore, self).__init__()
self.notifs = collections.deque() # store notifications for cerebro
self._env = None # reference to cerebro for general notifications
self.broker = None # broker instance
self.datas = list() # datas that have registered over start
self._orders = collections.OrderedDict() # map order.ref to oid
self._ordersrev = collections.OrderedDict() # map oid to order.ref
self._transpend = collections.defaultdict(collections.deque)
self._oenv = self._ENVPRACTICE if self.p.practice else self._ENVLIVE
self.igapi = IGService(self.p.usr, self.p.pwd, self.p.token,
self._oenv)
self.igapi.create_session()
self.igss = Streamer(ig_service=self.igapi)
self.ig_session = self.igss.create_session()
self.igss.connect(self.p.account)
#Work with JSON rather than Pandas for better backtrader integration
self.igapi.return_dataframe = False
self._cash = 0.0
self._value = 0.0
self.pull_cash_and_value()
self._evt_acct = threading.Event()
def broker_threads(self):
'''
Setting up threads and targets for broker related notifications.
'''
self.q_account = queue.Queue()
kwargs = {'q': self.q_account}
self.q_account.put(True) # force an immediate update
t = threading.Thread(target=self._t_account)
t.daemon = True
t.start()
t = threading.Thread(target=self._t_account_events, kwargs=kwargs)
t.daemon = True
t.start()
self.q_ordercreate = queue.Queue()
t = threading.Thread(target=self._t_order_create)
t.daemon = True
t.start()
self.q_orderclose = queue.Queue()
t = threading.Thread(target=self._t_order_cancel)
t.daemon = True
t.start()
# Wait once for the values to be set
self._evt_acct.wait(self.p.account_tmout)
def pull_cash_and_value(self):
'''
Method to set the initial cash and value before streaming updates start.
'''
accounts = self.igapi.fetch_accounts()
for account in accounts['accounts']:
if self.p.account == account['accountId']:
self._cash = account['balance']['available']
self._value = account['balance']['balance']
def get_cash(self):
#TODO - Check where we
return self._cash
def get_notifications(self):
'''Return the pending "store" notifications'''
self.notifs.append(None) # put a mark / threads could still append
return [x for x in iter(self.notifs.popleft, None)]
def get_positions(self):
#TODO - Get postion info from returned object.
positions = self.igapi.fetch_open_positions()
return positions['positions']
def get_value(self):
return self._value
def put_notification(self, msg, *args, **kwargs):
self.notifs.append((msg, args, kwargs))
def start(self, data=None, broker=None):
# Datas require some processing to kickstart data reception
if data is None and broker is None:
self.cash = None
return
if data is not None:
self._env = data._env
# For datas simulate a queue with None to kickstart co
self.datas.append(data)
if self.broker is not None:
self.broker.data_started(data)
elif broker is not None:
self.broker = broker
self.streaming_events()
self.broker_threads()
def stop(self):
# signal end of thread
if self.broker is not None:
self.q_ordercreate.put(None)
self.q_orderclose.put(None)
self.q_account.put(None)
'''
Loads of methods to add in-between
'''
def _t_account(self):
#TODO
'''
This is a thread with a queue that will extract data as it comes in
I need to pass the relavant account info here after subscribing to
the account information through lightstreamer
'''
while True:
try:
msg = self.q_account.get(timeout=self.p.account_tmout)
if msg is None:
break # end of thread
elif type(
msg
) != bool: #Check it is not the true value at the start of the queue... TODO improve this
try:
self._cash = float(msg["AVAILABLE_CASH"])
self._value = float(msg["EQUITY"])
except KeyError:
pass
except queue.Empty: # tmout -> time to refresh
pass
self._evt_acct.set()
def order_create(self, order, stopside=None, takeside=None, **kwargs):
'''
additional kwargs
expiry: Sting, default = 'DFB' Other examples could be 'DEC-14'. Check
the instrument details through IG to find out the correct expiry.
guaranteed_stop: Bool, default = False. Sets whether or not to use a
guranteed stop.
time_in_force: String. Must be either 'GOOD_TILL_CANCELLED' or "GOOD_TILL_DATE"
good_till_date: Datetime object. Must be provided is "GOOD_TILL_DATE" is set.
'''
okwargs = dict()
okwargs['currency_code'] = self.p.currency_code
#okwargs['dealReference'] = order.ref
okwargs['epic'] = order.data._dataname
#Size must be positive for both buy and sell orders
okwargs['size'] = abs(order.created.size)
okwargs['direction'] = 'BUY' if order.isbuy() else 'SELL'
okwargs['order_type'] = self._ORDEREXECS[order.exectype]
#TODO FILL_OR_KILL
#okwargs['timeInForce'] = 'FILL_OR_KILL'
okwargs['force_open'] = "false"
#Filler - required arguments can update later if Limit order is required
okwargs['level'] = order.created.price
okwargs['limit_level'] = None
okwargs['limit_distance'] = None
okwargs['stop_level'] = None
okwargs['stop_distance'] = None
#Allow users to set the expiry through kwargs
if 'expiry' in kwargs:
okwargs['expiry'] = kwargs["expiry"]
else:
okwargs['expiry'] = 'DFB'
#Allow users to set the a guaranteed stop
#Convert from boolean value to string.
if 'guaranteed_stop' in kwargs:
if kwargs['guaranteed_stop'] == True:
okwargs['guaranteed_stop'] = "true"
elif kwargs['guaranteed_stop'] == False:
okwargs['guaranteed_stop'] = "false"
else:
raise ValueError(
'guaranteed_stop must be a boolean value: "{}" '
'was entered'.format(kwargs['guaranteed_stop']))
else:
okwargs['guaranteed_stop'] = "false"
#Market orders use an 'order_type' keyword. Limit and stop orders use 'type'
if order.exectype == bt.Order.Market:
okwargs['quote_id'] = None
okwargs[
'level'] = None #IG Does not allow a level to be set on market orders
if order.exectype in [bt.Order.Stop, bt.Order.Limit]:
#Allow passing of a timeInForce kwarg
if 'time_in_force' in kwargs:
okwargs['time_in_force'] = kwargs['time_in_force']
if kwargs['time_in_force'] == 'GOOD_TILL_DATE':
if 'good_till_date' in kwargs:
#Trading_IG will do a datetime conversion
okwargs['good_till_date'] = kwargs['good_till_date']
else:
raise ValueError(
'If timeInForce == GOOD_TILL_DATE, a '
'goodTillDate datetime kwarg must be provided.')
else:
okwargs['time_in_force'] = 'GOOD_TILL_CANCELLED'
if order.exectype == bt.Order.StopLimit:
#TODO
okwargs['lowerBound'] = order.created.pricelimit
okwargs['upperBound'] = order.created.pricelimit
if order.exectype == bt.Order.StopTrail:
# TODO need to figure out how to get the stop distance and increment
# from the trail amount.
# print('order trail amount: {}'.format(order.trailamount))
okwargs['stop_distance'] = order.trailamount
#okwargs['trailingStopIncrement'] = 'TODO!'
if stopside is not None:
okwargs['stop_level'] = stopside.price
if takeside is not None:
okwargs['limit_level'] = takeside.price
okwargs.update(**kwargs) # anything from the user
self.q_ordercreate.put((
order.ref,
okwargs,
))
return order
def order_cancel(self, order):
self.q_orderclose.put(order.ref)
return order
def _t_order_cancel(self):
while True:
oref = self.q_orderclose.get()
if oref is None:
break
oid = self._orders.get(oref, None)
if oid is None:
continue # the order is no longer there
try:
o = self.igapi.delete_working_order(oid)
except Exception as e:
continue # not cancelled - FIXME: notify
self.broker._cancel(oref)
def _t_order_create(self):
while True:
msg = self.q_ordercreate.get()
if msg is None:
break
oref, okwargs = msg
# Check to see if it is a market order or working order.
# Market orders have an 'order_type' kwarg. Working orders
# use the 'type' kwarg for setting stop or limit
if okwargs['order_type'] == 'MARKET':
try:
#NOTE The IG API will confirm the deal automatically with the
#create_open_position call. Therefore if no error is returned here
#Then it was accepted and open.
o = self.igapi.create_open_position(**okwargs)
except Exception as e:
self.put_notification(e)
self.broker._reject(oref)
return
else:
# print('Creating Working Order')
try:
o = self.igapi.create_working_order(**okwargs)
except Exception as e:
print(e)
self.put_notification(e)
self.broker._reject(oref)
return
# Ids are delivered in different fields and all must be fetched to
# match them (as executions) to the order generated here
_o = {'dealId': None}
oids = list()
oids.append(o['dealId'])
#print('_t_order_create Deal ID = {}'.format(o['dealId']))
if o['dealStatus'] == 'REJECTED':
self.broker._reject(oref)
self.put_notification(o['reason'])
if not oids:
self.broker._reject(oref)
return
self._orders[oref] = oids[0]
#Send the summission notification
#TODO Shouldn't this come earlier????
self.broker._submit(oref)
if okwargs['order_type'] == 'MARKET':
self.broker._accept(oref) # taken immediately
self.broker._fill(oref, o['size'], o['level'],
okwargs['order_type'])
for oid in oids:
self._ordersrev[oid] = oref # maps ids to backtrader order
def streaming_account(self, tmout=None):
'''
Added by me to create a subscription to account information such as
balance, equity funds, margin.
'''
q = queue.Queue()
kwargs = {'q': q, 'tmout': tmout}
t = threading.Thread(target=self._t_account_listener, kwargs=kwargs)
t.daemon = True
t.start()
t = threading.Thread(target=self._t_account_events, kwargs=kwargs)
t.daemon = True
t.start()
return q
def _t_account_events(self, q, tmout=None):
'''
Thread to create the subscription to account events.
Here we create a merge subscription for lightstreamer.
'''
self.igss.set_account_q(q)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + self.p.account],
fields=["AVAILABLE_CASH", "EQUITY"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(self.igss.on_account_update)
# Registering the Subscription
sub_key_account = self.igss.ls_client.subscribe(subscription_account)
def streaming_events(self, tmout=None):
pass
def streaming_prices(self, dataname, tmout=None):
q = queue.Queue()
kwargs = {'q': q, 'dataname': dataname, 'tmout': tmout}
t = threading.Thread(target=self._t_streaming_prices, kwargs=kwargs)
t.daemon = True
t.start()
return q
def _t_streaming_prices(self, dataname, q, tmout):
'''
Target for the streaming prices thread. This will setup the streamer.
'''
if tmout is not None:
_time.sleep(tmout)
self.igss.set_price_q(q, dataname)
#igss = Streamer(q, ig_service=self.igapi)
#ig_session = igss.create_session()
#igss.connect(self.p.account)
epic = 'CHART:' + dataname + ':TICK'
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="DISTINCT",
items=[epic],
fields=["UTM", "BID", "OFR", "TTV", "LTV"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.igss.on_prices_update)
sub_key_prices = self.igss.ls_client.subscribe(subcription_prices)
def test_ig_service():
DELAY = 30
def wait(delay):
print(
"Wait %s s to avoid error.public-api.exceeded-account-allowance" %
delay)
time.sleep(delay)
session_cached = requests_cache.CachedSession(
cache_name='cache', backend='sqlite', expire_after=timedelta(hours=1))
session_not_cached = requests.Session()
for session in [session_cached, session_cached, session_not_cached]:
pp = pprint.PrettyPrinter(indent=4)
assert (isinstance(trading_ig.__version__, six.string_types))
config = ConfigEnvVar("IG_SERVICE")
#ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service = IGService(config.username, config.password,
config.api_key, config.acc_type, session)
ig_service.create_session()
print("fetch_accounts")
response = ig_service.fetch_accounts()
print(response)
#assert(response['balance'][0]['available']>0)
assert (response['balance'][0] > 0)
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_transaction_history_by_type_and_period")
response = ig_service.fetch_transaction_history_by_type_and_period(
10000, "ALL")
print(response)
assert (isinstance(response, pd.DataFrame))
wait(DELAY)
print("")
print("fetch_open_positions")
response = ig_service.fetch_open_positions()
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_working_orders")
response = ig_service.fetch_working_orders()
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_top_level_navigation_nodes")
response = ig_service.fetch_top_level_navigation_nodes()
print(response) # dict with nodes and markets
assert (isinstance(response, dict))
market_id = response['nodes']['id'].iloc[0]
print("")
print("fetch_client_sentiment_by_instrument")
response = ig_service.fetch_client_sentiment_by_instrument(market_id)
print(response)
assert (isinstance(response, dict))
print("")
print("fetch_related_client_sentiment_by_instrument")
response = ig_service.fetch_related_client_sentiment_by_instrument(
market_id)
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_sub_nodes_by_node")
node = market_id #?
response = ig_service.fetch_sub_nodes_by_node(node)
print(response)
assert (isinstance(response['markets'], pd.DataFrame))
assert (isinstance(response['nodes'], pd.DataFrame))
print("")
wait(DELAY)
print("fetch_all_watchlists")
response = ig_service.fetch_all_watchlists()
print(response)
assert (isinstance(response, pd.DataFrame))
watchlist_id = response['id'].iloc[0] # u'Popular Markets'
#epic =
print("")
print("fetch_watchlist_markets")
response = ig_service.fetch_watchlist_markets(watchlist_id)
print(response)
assert (isinstance(response, pd.DataFrame))
epic = response['epic'].iloc[
0] # epic = 'CS.D.EURUSD.MINI.IP' # epic = u'IX.D.CAC.IDF.IP'
print("")
print("fetch_market_by_epic")
response = ig_service.fetch_market_by_epic(epic)
print(response)
#pp.pprint(response)
assert (isinstance(response, dict))
print("")
print("search_markets")
search_term = 'EURUSD'
#search_term = 'SPY'
response = ig_service.search_markets(search_term)
print(response)
assert (isinstance(response, pd.DataFrame))
print("")
print("fetch_historical_prices_by_epic_and_num_points")
#epic = 'CS.D.EURUSD.MINI.IP'
#epic = 'IX.D.ASX.IFM.IP' # US 500 (SPY)
#epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
#resolution = 'HOUR' # MINUTE, MINUTE_2, MINUTE_3, MINUTE_5, MINUTE_10, MINUTE_15, MINUTE_30, HOUR, HOUR_2, HOUR_3, HOUR_4, DAY, WEEK, MONTH
resolution = 'H' # http://pandas.pydata.org/pandas-docs/stable/timeseries.html#dateoffset-objects
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
print(response)
#print(response['prices']['price'])
#print(response['prices']['price']['ask'])
#print(response['prices']['volume'])
assert (isinstance(response['allowance'], dict))
#assert(isinstance(response['prices']['volume'], pd.Series))
#assert(isinstance(response['prices']['price'], pd.Panel))
assert (isinstance(response['prices'], pd.DataFrame))
print("")
print("fetch_historical_prices_by_epic_and_date_range")
start_date = datetime(2014, 12, 15)
end_date = datetime(2014, 12, 20)
response = ig_service.fetch_historical_prices_by_epic_and_date_range(
epic, resolution, start_date, end_date)
print(response)
assert (isinstance(response['allowance'], dict))
#assert(isinstance(response['prices']['volume'], pd.Series))
#assert(isinstance(response['prices']['price'], pd.Panel))
assert (isinstance(response['prices'], pd.DataFrame))
wait(DELAY)
print("")
def test_ig_service():
delay_for_ig = 30
def wait(delay):
print(
"Wait %s s to avoid 'error.public-api.exceeded-account-allowance'"
% delay)
time.sleep(delay)
session_cached = requests_cache.CachedSession(
cache_name=CACHE_NAME,
backend="sqlite",
expire_after=timedelta(hours=1))
session_not_cached = requests.Session()
for i, session in enumerate(
[session_cached, session_cached, session_not_cached]):
# pp = pprint.PrettyPrinter(indent=4)
assert isinstance(trading_ig.__version__, six.string_types)
# ig_service = IGService(config.username, config.password,
# config.api_key, config.acc_type)
ig_service = IGService(config.username, config.password,
config.api_key, config.acc_type, session)
ig_service.create_session()
print("%d - fetch_accounts" % i)
response = ig_service.fetch_accounts()
print(response)
# assert(response['balance'][0]['available']>0)
assert response["balance"][0] > 0
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_transaction_history_by_type_and_period")
response = ig_service.fetch_transaction_history_by_type_and_period(
10000, "ALL")
print(response)
assert isinstance(response, pd.DataFrame)
wait(delay_for_ig)
print("")
print("fetch_open_positions")
response = ig_service.fetch_open_positions()
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_working_orders")
response = ig_service.fetch_working_orders()
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_top_level_navigation_nodes")
response = ig_service.fetch_top_level_navigation_nodes()
print(response) # dict with nodes and markets
assert isinstance(response, dict)
market_id = response["nodes"]["id"].iloc[0]
print("")
print("fetch_client_sentiment_by_instrument")
response = ig_service.fetch_client_sentiment_by_instrument(market_id)
print(response)
assert isinstance(response, dict)
print("")
print("fetch_related_client_sentiment_by_instrument")
response = ig_service.fetch_related_client_sentiment_by_instrument(
market_id)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_sub_nodes_by_node")
node = market_id
response = ig_service.fetch_sub_nodes_by_node(node)
print(response)
assert isinstance(response["markets"], pd.DataFrame)
assert isinstance(response["nodes"], pd.DataFrame)
print("")
wait(delay_for_ig)
print("fetch_all_watchlists")
response = ig_service.fetch_all_watchlists()
print(response)
assert isinstance(response, pd.DataFrame)
watchlist_id = response["id"].iloc[0] # u'Popular Markets'
print("")
print("fetch_watchlist_markets")
response = ig_service.fetch_watchlist_markets(watchlist_id)
print(response)
assert isinstance(response, pd.DataFrame)
# epic = 'CS.D.EURUSD.MINI.IP'
# epic = u'IX.D.CAC.IDF.IP'
epic = response["epic"].iloc[0]
print("")
print("fetch_market_by_epic")
response = ig_service.fetch_market_by_epic(epic)
print(response)
# pp.pprint(response)
assert isinstance(response, dict)
print("")
print("search_markets")
search_term = "EURUSD"
# search_term = 'SPY'
response = ig_service.search_markets(search_term)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
wait(delay_for_ig)
wait(delay_for_ig)
print("fetch_historical_prices_by_epic_and_num_points")
# epic = 'CS.D.EURUSD.MINI.IP'
# epic = 'IX.D.ASX.IFM.IP' # US 500 (SPY)
# epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
# MINUTE, MINUTE_2, MINUTE_3, MINUTE_5, MINUTE_10, MINUTE_15,
# MINUTE_30, HOUR, HOUR_2, HOUR_3, HOUR_4, DAY, WEEK, MONTH
# resolution = 'HOUR'
# http://pandas.pydata.org/pandas-docs/stable/timeseries.html#dateoffset-objects
resolution = "H"
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
print(response)
# print(response['prices']['price'])
# print(response['prices']['price']['ask'])
# print(response['prices']['volume'])
assert isinstance(response["allowance"], dict)
# assert(isinstance(response['prices']['volume'], pd.Series))
# assert(isinstance(response['prices']['price'], pd.Panel))
assert isinstance(response["prices"], pd.DataFrame)
print("")
wait(delay_for_ig)
print("fetch_historical_prices_by_epic_and_date_range")
end_date = datetime.utcnow().replace(hour=0,
minute=0,
second=0,
microsecond=0)
start_date = end_date - timedelta(days=3)
response = ig_service.fetch_historical_prices_by_epic_and_date_range(
epic, resolution, start_date, end_date)
print(response)
assert isinstance(response["allowance"], dict)
# assert(isinstance(response['prices']['volume'], pd.Series))
# assert(isinstance(response['prices']['price'], pd.Panel))
assert isinstance(response["prices"], pd.DataFrame)
print("")
wait(delay_for_ig)
def main():
epics1 = [
'CHART:CS.D.GBPEUR.MINI.IP:1MINUTE',
'CHART:IR.D.10YEAR100.FWM2.IP:1MINUTE',
'CHART:CC.D.LCO.UME.IP:1MINUTE', 'CHART:CS.D.NZDUSD.MINI.IP:1MINUTE',
'CHART:CS.D.USDCAD.MINI.IP:1MINUTE',
'CHART:CS.D.USDJPY.MINI.IP:1MINUTE', 'CHART:CO.D.RR.FWM1.IP:1MINUTE',
'CHART:CO.D.O.FWM2.IP:1MINUTE', 'CHART:IX.D.SPTRD.IFM.IP:1MINUTE',
'CHART:IX.D.NASDAQ.IFE.IP:1MINUTE'
]
epics2 = ['CHART:CS.D.GBPEUR.MINI.IP:1MINUTE']
epics3 = ['CHART:IR.D.10YEAR100.FWM2.IP:1MINUTE']
epics4 = ['CHART:CS.D.NZDUSD.MINI.IP:1MINUTE']
epics2 = ['CHART:KA.D.ECHOGS.CASH.IP:1MINUTE']
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
else:
print('Account not found: {0}'.format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=epics1,
fields=["UTM", "BID_OPEN", "BID_HIGH", "BID_LOW", "BID_CLOSE"],
)
# adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def __init__(self):
self.ig_service = IGService(username=config2.username,
password=config2.password,
api_key=config2.api_key,
acc_type=config2.acc_type)
self.ig_service.create_session()
#!/usr/bin/env python
# -*- coding: utf-8 -*-
from trading_ig import IGService
from utils_igmarkets.trading_ig_config import Config as config
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_service.create_session()
open_positions = ig_service.fetch_open_positions()
print("open_positions:\n%s" % open_positions)
print("")
epic = 'CS.D.USDJPY.MINI.IP'
# telstra: AA.D.TLS.CASH.IP
# "epic": "CS.D.USDJPY.MINI.IP",
resolution = 'min'
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(
epic, resolution, num_points)
df_ask = response['prices']['ask']
print("ask prices:\n%s" % df_ask)
def test_ig_service():
DELAY = 30
def wait(delay):
print("Wait %s s to avoid error.public-api.exceeded-account-allowance" % delay)
time.sleep(delay)
session_cached = requests_cache.CachedSession(cache_name="cache", backend="sqlite", expire_after=timedelta(hours=1))
session_not_cached = requests.Session()
for session in [session_cached, session_cached, session_not_cached]:
pp = pprint.PrettyPrinter(indent=4)
assert isinstance(trading_ig.__version__, six.string_types)
config = ConfigEnvVar("IG_SERVICE")
# ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type, session)
ig_service.create_session()
print("fetch_accounts")
response = ig_service.fetch_accounts()
print(response)
# assert(response['balance'][0]['available']>0)
assert response["balance"][0] > 0
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_account_activity_by_period")
response = ig_service.fetch_account_activity_by_period(10000)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_transaction_history_by_type_and_period")
response = ig_service.fetch_transaction_history_by_type_and_period(10000, "ALL")
print(response)
assert isinstance(response, pd.DataFrame)
wait(DELAY)
print("")
print("fetch_open_positions")
response = ig_service.fetch_open_positions()
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_working_orders")
response = ig_service.fetch_working_orders()
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_top_level_navigation_nodes")
response = ig_service.fetch_top_level_navigation_nodes()
print(response) # dict with nodes and markets
assert isinstance(response, dict)
market_id = response["nodes"]["id"].iloc[0]
print("")
print("fetch_client_sentiment_by_instrument")
response = ig_service.fetch_client_sentiment_by_instrument(market_id)
print(response)
assert isinstance(response, dict)
print("")
print("fetch_related_client_sentiment_by_instrument")
response = ig_service.fetch_related_client_sentiment_by_instrument(market_id)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_sub_nodes_by_node")
node = market_id # ?
response = ig_service.fetch_sub_nodes_by_node(node)
print(response)
assert isinstance(response["markets"], pd.DataFrame)
assert isinstance(response["nodes"], pd.DataFrame)
print("")
wait(DELAY)
print("fetch_all_watchlists")
response = ig_service.fetch_all_watchlists()
print(response)
assert isinstance(response, pd.DataFrame)
watchlist_id = response["id"].iloc[0] # u'Popular Markets'
# epic =
print("")
print("fetch_watchlist_markets")
response = ig_service.fetch_watchlist_markets(watchlist_id)
print(response)
assert isinstance(response, pd.DataFrame)
epic = response["epic"].iloc[0] # epic = 'CS.D.EURUSD.MINI.IP' # epic = u'IX.D.CAC.IDF.IP'
print("")
print("fetch_market_by_epic")
response = ig_service.fetch_market_by_epic(epic)
print(response)
# pp.pprint(response)
assert isinstance(response, dict)
print("")
print("search_markets")
search_term = "EURUSD"
# search_term = 'SPY'
response = ig_service.search_markets(search_term)
print(response)
assert isinstance(response, pd.DataFrame)
print("")
print("fetch_historical_prices_by_epic_and_num_points")
# epic = 'CS.D.EURUSD.MINI.IP'
# epic = 'IX.D.ASX.IFM.IP' # US 500 (SPY)
# epic = 'IX.D.ASX.IFM.IP' # US (SPY) - mini
# resolution = 'HOUR' # MINUTE, MINUTE_2, MINUTE_3, MINUTE_5, MINUTE_10, MINUTE_15, MINUTE_30, HOUR, HOUR_2, HOUR_3, HOUR_4, DAY, WEEK, MONTH
resolution = "H" # http://pandas.pydata.org/pandas-docs/stable/timeseries.html#dateoffset-objects
num_points = 10
response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
print(response)
# print(response['prices']['price'])
# print(response['prices']['price']['ask'])
# print(response['prices']['volume'])
assert isinstance(response["allowance"], dict)
# assert(isinstance(response['prices']['volume'], pd.Series))
# assert(isinstance(response['prices']['price'], pd.Panel))
assert isinstance(response["prices"], pd.DataFrame)
print("")
print("fetch_historical_prices_by_epic_and_date_range")
start_date = datetime(2014, 12, 15)
end_date = datetime(2014, 12, 20)
response = ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, start_date, end_date)
print(response)
assert isinstance(response["allowance"], dict)
# assert(isinstance(response['prices']['volume'], pd.Series))
# assert(isinstance(response['prices']['price'], pd.Panel))
assert isinstance(response["prices"], pd.DataFrame)
wait(DELAY)
print("")
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u"accounts"]
for account in accounts:
if account[u"accountId"] == config.acc_number:
accountId = account[u"accountId"]
break
else:
print("Account not found: {0}".format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=["CHART:CS.D.EURUSD.MINI.IP:1MINUTE"],
fields=[
"LTV", "UTM", "DAY_OPEN_MID", "DAY_NET_CHG_MID",
"DAY_PERC_CHG_MID", "DAY_HIGH", "DAY_LOW", "OFR_OPEN", "OFR_HIGH",
"OFR_LOW", "OFR_CLOSE", "BID_OPEN", "BID_HIGH", "BID_LOW",
"BID_CLOSE", "LTP_OPEN", "LTP_HIGH", "LTP_LOW", "LTP_CLOSE",
"CONS_END", "CONS_TICK_COUNT"
],
)
# adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=["ACCOUNT:" + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
heartbeat_items = ["TRADE:HB.U.HEARTBEAT.IP"]
heartbeat = Subscription(
mode='MERGE',
items=heartbeat_items,
fields=["HEARTBEAT"],
)
heartbeat.addlistener(on_heartbeat_update)
sub_heartbeat = ig_stream_service.ls_client.subscribe(heartbeat)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
producer.flush()
