Esempio n. 1
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 def add_nbbo(self, feeds: List[Feed], symbols: List[str], callback):
     """
     feeds: list of feed classes
         list of feeds (exchanges) that comprises the NBBO
     symbols: list str
         the trading symbols
     callback: function pointer
         the callback to be invoked when a new tick is calculated for the NBBO
     """
     cb = NBBO(callback, symbols)
     for feed in feeds:
         self.add_feed(feed(channels=[L2_BOOK], symbols=symbols, callbacks={L2_BOOK: cb}))
Esempio n. 2
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 def add_nbbo(self, feeds: List[Feed], symbols: List[str], callback, config=None):
     """
     feeds: list of feed classes
         list of feeds (exchanges) that comprises the NBBO
     symbols: list str
         the trading symbols
     callback: function pointer
         the callback to be invoked when a new tick is calculated for the NBBO
     config: dict, str, or None
         optional information to pass to each exchange that is part of the NBBO feed
     """
     cb = NBBO(callback, symbols)
     for feed in feeds:
         self.add_feed(feed(channels=[L2_BOOK], symbols=symbols, callbacks={L2_BOOK: cb}, config=config))
Esempio n. 3
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 def add_nbbo(self, feeds, pairs, callback, timeout=120):
     """
     feeds: list of feed classes
         list of feeds (exchanges) that comprises the NBBO
     pairs: list str
         the trading pairs
     callback: function pointer
         the callback to be invoked when a new tick is calculated for the NBBO
     timeout: int
         seconds without a message before a connection will be considered dead and reestablished.
         See `add_feed`
     """
     cb = NBBO(callback, pairs)
     for feed in feeds:
         self.add_feed(feed(channels=[L2_BOOK], pairs=pairs, callbacks={L2_BOOK: cb}), timeout=timeout)