def connect(self):
super().connect()
try:
identity = self.service.identity(self._name)
if identity:
self._host = identity.get('host')
self._account_type = "LIVE" if self._host == "api.ig.com" else "demo"
self._account_id = identity.get('account-id')
self._connector = IGConnector(
self.service,
identity.get('username'),
identity.get('password'),
identity.get('account-id'),
identity.get('api-key'),
identity.get('host'))
self._connector.connect()
self._available_instruments = set()
except Exception as e:
logger.error(repr(e))
error_logger.error(traceback.format_exc())
self._connector = None
def connect(self):
super().connect()
with self._mutex:
try:
self._ready = False
self._connecting = True
identity = self.service.identity(self._name)
self._subscriptions = [] # reset previous list
if identity:
self._host = identity.get('host')
self._account_type = "LIVE" if self._host == "api.ig.com" else "demo"
self._account_id = identity.get('account-id')
self._connector = IGConnector(
self.service,
identity.get('username'),
identity.get('password'),
identity.get('account-id'),
identity.get('api-key'),
identity.get('host'))
self._connector.connect()
# from CST and XST
password = "******" % (self._connector.cst, self._connector.xst)
# logger.debug(self._connector.cst, self._connector.xst, self._connector.lightstreamer_endpoint, identity.get('account-id'), self._connector.client_id)
if self._lightstreamer:
# destroy previous connection
self._lightstreamer.destroy()
self._lightstreamer = LSClient(
self._connector.lightstreamer_endpoint, # "https://push.lightstreamer.com",
adapter_set="DEFAULT",
user=self._connector.client_id,
password=password)
self._lightstreamer.connect()
# subscribe for account and trades to have a reactive feedback and don't saturate the REST API
self.subscribe_account(identity.get('account-id'))
self.subscribe_trades(identity.get('account-id'))
#
# default watched instruments
#
configured_instruments = self.configured_symbols()
# @todo could check with API if configured epic exists and put them into this list
instruments = copy.copy(configured_instruments)
self._available_instruments = copy.copy(instruments)
configured_symbols = self.configured_symbols()
matching_symbols = self.matching_symbols_set(configured_symbols, instruments)
# cache them
self.__configured_symbols = configured_symbols
self.__matching_symbols = matching_symbols
self._ready = True
self._connecting = False
except Exception as e:
error_logger.error(repr(e))
traceback_logger.error(traceback.format_exc())
self._connector = None
self._lightstreamer = None
if self._connector and self._connector.connected and self._ready:
self.service.notify(Signal.SIGNAL_WATCHER_CONNECTED, self.name, time.time())
def connect(self):
super().connect()
try:
self.lock()
self._ready = False
identity = self.service.identity(self._name)
self._subscriptions = [] # reset previous list
if identity:
self._host = identity.get('host')
self._account_type = "LIVE" if self._host == "api.ig.com" else "demo"
self._account_id = identity.get('account-id')
self._connector = IGConnector(self.service,
identity.get('username'),
identity.get('password'),
identity.get('account-id'),
identity.get('api-key'),
identity.get('host'))
self._connector.connect()
# from CST and XST
password = "******" % (self._connector.cst,
self._connector.xst)
# logger.debug(self._connector.cst, self._connector.xst, self._connector.lightstreamer_endpoint, identity.get('account-id'), self._connector.client_id)
if self._lightstreamer:
# destroy previous connection
self._lightstreamer.destroy()
self._lightstreamer = LSClient(
self._connector.
lightstreamer_endpoint, # "https://push.lightstreamer.com",
adapter_set="DEFAULT",
user=self._connector.client_id,
password=password)
self._lightstreamer.connect()
# subscribe for account and trades to have a reactive feedback and don't saturate the REST API
self.subscribe_account(identity.get('account-id'))
self.subscribe_trades(identity.get('account-id'))
#
# default watched instruments
#
all_instruments = []
if '*' in self.configured_symbols():
self._available_instruments = set(all_instruments)
instruments = all_instruments
else:
instruments = self.configured_symbols()
# prefetching and then WS subscribtion because else it block the WS processing...
# look to see for a better solution
# susbcribe for symbols
for symbol in instruments:
# fetch from 1m to 1w, we have a problem of the 10k candle limit per weekend, then we only
# prefetch for the last of each except for 1m and 5m we assume we have a delay of 5 minutes
# from the manual prefetch script execution and assuming the higher timeframe are already up-to-date.
self.fetch_and_generate(symbol, Instrument.TF_1M, 5, None)
self.fetch_and_generate(symbol, Instrument.TF_3M, 2, None)
self.fetch_and_generate(symbol, Instrument.TF_5M, 1, None)
self.fetch_and_generate(symbol, Instrument.TF_15M, 1, None)
self.fetch_and_generate(symbol, Instrument.TF_1H, 1, None)
self.fetch_and_generate(symbol, Instrument.TF_4H, 1, None)
self.fetch_and_generate(symbol, Instrument.TF_1D, 1, None)
self.fetch_and_generate(symbol, Instrument.TF_1W, 1, None)
logger.info("%s prefetch for %s" % (self.name, symbol))
self.insert_watched_instrument(symbol, [0])
# avoid blocking websocket during sleep
# self.unlock()
# time.sleep(8.0) # 1 sec per query + 1 extra second
# self.lock()
# logger.info("Watcher %s wait 10 seconds to limit to a fair API usage" % (self.name,))
# self.unlock()
# time.sleep(10.0)
# self.lock()
# susbcribe for symbols
for symbol in instruments:
# to know when market close but could be an hourly REST API call, but it consume one subscriber...
# @todo so maybe prefers REST call hourly ? but need bid/ofr properly defined at signals on trader.market and strategy.instrument !
self.subscribe_market(symbol)
# tick data
self.subscribe_tick(symbol)
# ohlc data (now generated)
# for tf in IGWatcher.STORED_TIMEFRAMES:
# self.subscribe_ohlc(symbol, tf)
self._ready = True
except Exception as e:
logger.debug(repr(e))
error_logger.error(traceback.format_exc())
self._connector = None
self._lightstreamer = None
finally:
self.unlock()
if self._connector and self._connector.connected and self._ready:
self.service.notify(Signal.SIGNAL_WATCHER_CONNECTED, self.name,
time.time())
def connect(self):
super().connect()
try:
self.lock()
identity = self.service.identity(self._name)
self._subscriptions = [] # reset previous list
if identity:
self._host = identity.get('host')
self._account_type = "LIVE" if self._host == "api.ig.com" else "demo"
self._account_id = identity.get('account-id')
self._connector = IGConnector(self.service,
identity.get('username'),
identity.get('password'),
identity.get('account-id'),
identity.get('api-key'),
identity.get('host'))
self._connector.connect()
# from CST and XST
password = "******" % (self._connector.cst,
self._connector.xst)
# logger.debug(self._connector.cst, self._connector.xst, self._connector.lightstreamer_endpoint, identity.get('account-id'), self._connector.client_id)
if self._lightstreamer:
# destroy previous connection
self._lightstreamer.destroy()
self._lightstreamer = LSClient(
self._connector.
lightstreamer_endpoint, # "https://push.lightstreamer.com",
adapter_set="DEFAULT",
user=self._connector.client_id,
password=password)
self._lightstreamer.connect()
# subscribe for account and trades to have a reactive feedback and don't saturate the REST API
self.subscribe_account(identity.get('account-id'))
self.subscribe_trades(identity.get('account-id'))
#
# default watched instruments
#
all_instruments = []
if '*' in self.configured_symbols():
self._available_instruments = set(all_instruments)
instruments = all_instruments
else:
instruments = self.configured_symbols()
# susbcribe for symbols
for symbol in instruments:
# to know when market close but could be an hourly REST API call, but it consume one subscriber...
# @todo so maybe prefers REST call hourly ? but need bid/ofr properly defined at signals on trader.market and strategy.instrument !
self.subscribe_market(symbol)
# tick data
self.subscribe_tick(symbol)
# ohlc data (now generated)
# for tf in IGWatcher.STORED_TIMEFRAMES:
# self.subscribe_ohlc(symbol, tf)
self.insert_watched_instrument(symbol, [0])
self.service.notify(Signal.SIGNAL_WATCHER_CONNECTED, self.name,
time.time())
except Exception as e:
logger.debug(repr(e))
error_logger.error(traceback.format_exc())
self._connector = None
self._lightstreamer = None
finally:
self.unlock()