def __init__(self,
connection,
event_type: str,
date_time: Union[str, datetime],
exact_format: bool = True):
"""
Parameters
----------
connection: dxfeed.core.DXFeedPy.ConnectionClass
Core class written in cython, that handle connection related details on the low level
event_type: str
One of possible event types: 'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle',
'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' or ''
date_time: str or datetime.datetime
If present timed subscription will be created (conflated stream). For sting date format is following:
%Y-%m-%d %H:%M:%S.%f. If None - stream subscription will be created (non-conflated). Default - None.
exact_format: bool
If False no warning will be thrown in case of incomplete date_time parameter. Default - True
"""
self.__event_type = event_type
if date_time is None:
self.__sub = dxp.dxf_create_subscription(cc=connection,
event_type=event_type)
else:
date_time = cu.handle_datetime(date_time,
fmt='%Y-%m-%d %H:%M:%S.%f',
exact_format=exact_format)
timestamp = int(date_time.timestamp() * 1000)
self.__sub = dxp.dxf_create_subscription_timed(
cc=connection, event_type=event_type, time=timestamp)
def _detach_listener(self):
"""
Removes listener so new events won't be received
Returns
-------
self: Subscription
"""
dxp.dxf_detach_listener(self.__sub)
return self
def test_symbol_deletion(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols)
dxc.dxf_remove_symbols(sc=sub, symbols=['AAPL'])
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert ['GOOG'] == actual_symbols
def test_symbol_clearing(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols)
dxc.dxf_clear_symbols(sc=sub)
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert actual_symbols == []
def create_subscription(self, event_type: str, date_time: Union[str, datetime] = None):
"""
Method creates certain event type subscription and returns Subscription class
Parameters
----------
event_type: str
One of possible event types: 'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle',
'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' or ''
date_time: str or datetime.datetime
If present timed subscription will be created (conflated stream). For sting date format is following:
%Y-%m-%d %H:%M:%S.%f. If None - stream subscription will be created. Default - None.
Note
----
Some event types (e.g. Candle) support only timed subscription.
Returns
-------
subscription: Subscription
Subscription class related to current connection
"""
con_status = dxp.dxf_get_current_connection_status(self.__connection, return_str=False)
if con_status == 0 or con_status == 2:
raise ValueError('Connection is not established')
subscription = Subscription(connection=self.__connection,
event_type=event_type,
date_time=date_time)
return subscription
def _attach_default_listener(self):
"""
Method to attach default listener. If event handler was not previously set, DefaultHandler will be initialized.
Returns
-------
self: Subscription
"""
if not self.get_event_handler():
self.set_event_handler(DefaultHandler())
simplefilter(action='ignore', category=FutureWarning)
dxp.dxf_attach_listener(self.__sub)
simplefilter(action='default', category=FutureWarning)
return self
def add_symbols(self, symbols: Union[str, Iterable[str]]):
"""
Method to add symbol. Supports addition of one symbol as a string as well as list of symbols.
If no event handler was set, DefaultHandler will be initialized.
Parameters
----------
symbols: str, Iterable
Symbols to add. Previously added and remained symbols are ignored on C-API level
Returns
-------
self: Subscription
"""
self._attach_default_listener()
dxp.dxf_add_symbols(sc=self.__sub, symbols=cu.to_iterable(symbols))
return self
def remove_symbols(self,
symbols: Optional[Union[str, Iterable[str]]] = None):
"""
Method removes symbols from subscription. If no symbols provided removes all symbols
Parameters
----------
symbols: str, Iterable
One ticker or list of tickers to remove from subscription
Returns
-------
self: Subscription
"""
if symbols:
dxp.dxf_remove_symbols(self.__sub, symbols=cu.to_iterable(symbols))
else:
dxp.dxf_clear_symbols(self.__sub)
return self
def test_wrong_symbol_types_ignored(connection):
symbols = ['AAPL', 'GOOG']
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_add_symbols(sc=sub, symbols=symbols + [1, 5.0, [], True, {}, ()])
actual_symbols = dxc.dxf_get_symbols(sc=sub)
dxc.dxf_close_subscription(sub)
assert set(symbols) == set(actual_symbols)
def connect(self, reconnect: bool = True):
"""
Creates connection. If connection status differs from "Not connected" and `reconnect` is False, does nothing
Parameters
----------
reconnect: bool
When True closes previous connection. Default - True
Returns
-------
self: Endpoint
"""
if reconnect:
dxp.dxf_close_connection(self.__connection)
con_status = dxp.dxf_get_current_connection_status(self.__connection, return_str=True)
if con_status == 'Not connected':
self.__connection = dxp.dxf_create_connection(self.address)
return self
def test_double_event_handler_attachment(connection):
handler1 = DefaultHandler()
handler2 = DefaultHandler()
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
sub.set_event_handler(handler1)
dxc.dxf_attach_listener(sub)
symbols = ['AAPL', 'MSFT']
dxc.dxf_add_symbols(sub, symbols)
sub.set_event_handler(handler2)
assert sub.get_event_handler() is handler2
assert set(dxc.dxf_get_symbols(sub)) == set(symbols)
def __init__(self, connection_address: str = 'demo.dxfeed.com:7300', connect: bool = True):
"""
Parameters
----------
connection_address: str
One of possible connection addresses:
- the single address: `host:port` or just `host`
- address with credentials: `host:port[username=xxx,password=yyy]`
- multiple addresses: `(host1:port1)(host2)(host3:port3[username=xxx,password=yyy])`
Default: demo.dxfeed.com:7300
connect: bool
When True `connect` method is called during instance creation. Default - True
"""
self.__con_address = connection_address
self.__connection = dxp.ConnectionClass()
if connect:
self.connect()
def symbols(self):
return dxp.dxf_get_symbols(self.__sub)
def test_default_event_handler(connection, sub_type):
sub = dxc.dxf_create_subscription(cc=connection, event_type=sub_type)
sub.set_event_handler(DefaultHandler())
assert isinstance(sub.get_event_handler(), DefaultHandler)
def test_weakref():
con = dxc.ConnectionClass()
sub = dxc.SubscriptionClass()
con.add_weakref(sub)
assert con.get_weakrefs()[0] is sub
def test_weakref_fail_on_incorrect_type():
con = dxc.ConnectionClass()
obj = list()
con.add_weakref(obj)
def close_subscription(self):
"""
Method to close subscription. All received data will remain in the object.
"""
dxp.dxf_close_subscription(sc=self.__sub)
def test_fail_create_subscription_with_no_connection():
dxc.dxf_create_subscription()
def connection_status(self):
return dxp.dxf_get_current_connection_status(self.__connection, return_str=True)
def close_connection(self):
"""
Method to close connections and all related subscriptions.
"""
dxp.dxf_close_connection(self.__connection)
def test_connection_status(connection):
exp_status = 'Connected'
act_status = dxc.dxf_get_current_connection_status(connection)
assert exp_status == act_status
def test_connection_address(connection):
exp_address = ValueStorage.demo_address
act_address = dxc.dxf_get_current_connected_address(connection)
assert exp_address == act_address
def test_subscription_timed_on_correct_types(connection, sub_type):
sub = dxc.dxf_create_subscription_timed(cc=connection, event_type=sub_type, time=0)
act_sub_type = dxc.dxf_get_subscription_event_types(sc=sub)
dxc.dxf_close_subscription(sub)
assert act_sub_type == sub_type
def test_fail_to_use_subscription_without_connection(connection):
sub = dxc.dxf_create_subscription(cc=connection, event_type='Trade')
dxc.dxf_close_connection(connection)
dxc.dxf_add_symbols(sc=sub, symbols=['AAPL'])
def connection():
# Setup
con = dxc.dxf_create_connection(ValueStorage.demo_address)
yield con # pass var to test and test itself
# Teardown
dxc.dxf_close_connection(con)
def test_subscription_fail_on_incorrect_type(connection):
dxc.dxf_create_subscription_timed(cc=connection, event_type='TradeQuote', time=0)
def test_fail_connection_to_wrong_address():
dxc.dxf_create_connection(address='8.8.8.8')