def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
credentials = grpc.ssl_channel_credentials(root_certificates=cert)
channel = grpc.secure_channel('{0}:{1}'.format(self.server, self.port),
credentials)
util_stub = util_grpc.UtilityServicesStub(channel)
req = util.ConnectRequest(UserName=self.user, Domain=self.domain,
Password=self.password, Locale=self.locale)
connect_response = util_stub.Connect(req)
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
token = connect_response.UserToken
req = util.TodaysNetPositionsRequest(UserToken=token)
response = util_stub.GetTodaysNetPositions(req)
print('GetTodaysNetPositions result: ', response.Acknowledgement.ServerResponse)
if response.Acknowledgement.ServerResponse == 'success':
num_pos = len(response.AggregatePositionsList)
print('Found {0} positions'.format(num_pos))
for pos in response.AggregatePositionsList:
print(pos)
req = util.DisconnectRequest(UserToken=token)
disconnect_response = util_stub.Disconnect(req)
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
channel = grpc.secure_channel(
'{0}:{1}'.format(self.server, self.port),
grpc.ssl_channel_credentials(root_certificates=cert))
util_stub = util_grpc.UtilityServicesStub(channel)
connect_response = util_stub.Connect(
util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale))
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
ord_stub = ord_grpc.SubmitOrderServiceStub(channel)
order_response = ord_stub.SubmitSingleOrder(
ord.SubmitSingleOrderRequest(
Symbol='GE',
Side='BUY',
Quantity=5000,
Route=self.route,
Account=self.account,
OrderTag=self.my_order_id,
UserToken=connect_response.UserToken))
print('Order result: ', order_response)
disconnect_response = util_stub.Disconnect(
util.DisconnectRequest(UserToken=connect_response.UserToken))
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
credentials = grpc.ssl_channel_credentials(root_certificates=cert)
channel = grpc.secure_channel('{0}:{1}'.format(self.server, self.port),
credentials)
util_stub = util_grpc.UtilityServicesStub(channel)
req = util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale)
connect_response = util_stub.Connect(req)
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
token = connect_response.UserToken
ord_stub = ord_grpc.SubmitOrderServiceStub(channel)
req = ord.UserAccountsRequest(UserToken=token)
response = ord_stub.GetUserAccounts(req)
print('GetUserAccounts result: ',
response.Acknowledgement.ServerResponse)
if (response.Acknowledgement.ServerResponse == 'success'):
print(response.Accounts)
req = util.DisconnectRequest(UserToken=token)
disconnect_response = util_stub.Disconnect(req)
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
channel = grpc.secure_channel(
'{0}:{1}'.format(self.server, self.port),
grpc.ssl_channel_credentials(root_certificates=cert))
util_stub = util_grpc.UtilityServicesStub(channel)
connect_response = util_stub.Connect(
util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale))
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
activity_response = util_stub.GetTodaysActivityJson(
util.TodaysActivityJsonRequest(
IncludeUserSubmitOrder=True,
UserToken=connect_response.UserToken))
df = pd.read_json(activity_response.TodaysActivityJson,
convert_dates=False)
if not df.empty:
xapi_order_id = df.loc[(
df['OrderTag'] == self.my_order_id).idxmax(), 'OrderId']
print('The xAPI OrderId for my order is ', xapi_order_id)
disconnect_response = util_stub.Disconnect(
util.DisconnectRequest(UserToken=connect_response.UserToken))
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
credentials = grpc.ssl_channel_credentials(root_certificates=cert)
channel = grpc.secure_channel('{0}:{1}'.format(self.server, self.port),
credentials)
util_stub = util_grpc.UtilityServicesStub(channel)
req = util.StartLoginSrpRequest(UserName=self.user, Domain=self.domain)
srp_start_response = util_stub.StartLoginSrp(req)
print('Start SRP result: ', srp_start_response.Response)
if srp_start_response.Response == 'success':
identity = '{0}@{1}'.format(self.user, self.domain)
g_hex = hex(int(srp_start_response.srpg))
n_hex = hex(int(srp_start_response.srpN))
srp.rfc5054_enable(True)
usr = srp.User(identity,
self.password,
hash_alg=srp.SHA256,
ng_type=srp.NG_CUSTOM,
n_hex=n_hex,
g_hex=g_hex)
srp.rfc5054_enable(False)
_, A = usr.start_authentication()
bytes_B = int(srp_start_response.srpb).to_bytes(128, 'big')
bytes_s = bytes.fromhex(srp_start_response.srpSalt)
M = usr.process_challenge(bytes_s, bytes_B)
strMc = hex(int.from_bytes(M, 'big')).lstrip('0x')
strEphA = str(int.from_bytes(A, 'big'))
srpTransactId = srp_start_response.srpTransactId
req = util.CompleteLoginSrpRequest(Identity=identity,
srpTransactId=srpTransactId,
strEphA=strEphA,
strMc=strMc,
UserName=self.user,
Domain=self.domain,
Locale=self.locale)
connect_response = util_stub.CompleteLoginSrp(req)
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
req = util.DisconnectRequest(
UserToken=connect_response.UserToken)
disconnect_response = util_stub.Disconnect(req)
print('Disconnect result: ',
disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
credentials = grpc.ssl_channel_credentials(root_certificates=cert)
channel = grpc.secure_channel('{0}:{1}'.format(self.server, self.port),
credentials)
util_stub = util_grpc.UtilityServicesStub(channel)
req = util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale)
connect_response = util_stub.Connect(req)
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
token = connect_response.UserToken
ord_stub = ord_grpc.SubmitOrderServiceStub(channel)
req = ord.SubscribeOrderInfoRequest(Level=0, UserToken=token)
iter = ord_stub.SubscribeOrderInfo(req)
t = Thread(target=self.callback, args=(iter, ))
t.start()
for i in range(1, 10):
print('Sending order from main thread: ', i)
req = ord.SubmitSingleOrderRequest(Symbol='GOOG',
Side='BUY',
Quantity=i * 100,
Route=self.route,
Account=self.account,
OrderTag='MyOrderId',
UserToken=token)
order_response = ord_stub.SubmitSingleOrder(req)
print('Send order result: ', order_response)
time.sleep(1)
iter.cancel()
t.join()
req = util.DisconnectRequest(UserToken=token)
disconnect_response = util_stub.Disconnect(req)
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
channel = grpc.secure_channel(
'{0}:{1}'.format(self.server, self.port),
grpc.ssl_channel_credentials(root_certificates=cert))
util_stub = util_grpc.UtilityServicesStub(channel)
connect_response = util_stub.Connect(
util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale))
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
disconnect_response = util_stub.Disconnect(
util.DisconnectRequest(UserToken=connect_response.UserToken))
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
channel = grpc.secure_channel(
'{0}:{1}'.format(self.server, self.port),
grpc.ssl_channel_credentials(root_certificates=cert))
util_stub = util_grpc.UtilityServicesStub(channel)
connect_response = util_stub.Connect(
util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale))
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
md_stub = md_grpc.MarketDataServiceStub(channel)
response = md_stub.SubscribeLevel1Ticks(
md.Level1MarketDataRequest(
Symbols=['TSLA'],
Request=True,
Advise=True,
UserToken=connect_response.UserToken))
t = Thread(target=self.handle_data, args=(response, ))
t.start()
for i in range(5):
print('Hello from main thread: ', i)
time.sleep(1)
response.cancel()
t.join()
disconnect_response = util_stub.Disconnect(
util.DisconnectRequest(UserToken=connect_response.UserToken))
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
channel = grpc.secure_channel(
'{0}:{1}'.format(self.server, self.port),
grpc.ssl_channel_credentials(root_certificates=cert))
util_stub = util_grpc.UtilityServicesStub(channel)
connect_response = util_stub.Connect(
util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale))
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
activity_response = util_stub.GetTodaysActivityJson(
util.TodaysActivityJsonRequest(
IncludeExchangeTradeOrder=True,
UserToken=connect_response.UserToken))
df = pd.read_json(activity_response.TodaysActivityJson,
convert_dates=False)
if not df.empty:
g = df.groupby(["Symbol", "Side"]).agg(
tot_filled_vol=pd.NamedAgg('Volume', 'sum'),
num_fills=pd.NamedAgg('Volume', 'count'),
vwap=pd.NamedAgg(
'Price', lambda x: np.average(
x, weights=df.loc[x.index, 'Volume'])))
print('fills:\n', g)
disconnect_response = util_stub.Disconnect(
util.DisconnectRequest(UserToken=connect_response.UserToken))
print('Disconnect result: ', disconnect_response.ServerResponse)
def run(self):
with open(r'roots.pem', 'rb') as f:
cert = f.read()
credentials = grpc.ssl_channel_credentials(root_certificates=cert)
channel = grpc.secure_channel('{0}:{1}'.format(self.server, self.port),
credentials)
util_stub = util_grpc.UtilityServicesStub(channel)
req = util.ConnectRequest(UserName=self.user,
Domain=self.domain,
Password=self.password,
Locale=self.locale)
connect_response = util_stub.Connect(req)
print('Connect result: ', connect_response.Response)
if connect_response.Response == 'success':
token = connect_response.UserToken
ord_stub = ord_grpc.SubmitOrderServiceStub(channel)
req = ord.SubscribeOrderInfoRequest(Level=0, UserToken=token)
iter = ord_stub.SubscribeOrderInfo(req)
t = Thread(target=self.callback, args=(iter, ))
t.start()
# Place multiple orders in 1 request
account = self.account.split(';')
ord_request = ord.OrderRow()
ord_request.DispName = 'GOOG'
ord_request.Buyorsell = 'BUY'
ord_request.Volume.value = 1000
ord_request.Bank = account[0]
ord_request.Branch = account[1]
ord_request.Customer = account[2]
ord_request.Deposit = account[3]
ord_request.GoodUntil = 'DAY'
ord_request.Type = 'UserSubmitOrder'
ord_request.Route = self.route
ord_request.ExtendedFields['ORDER_TAG'] = 'XAP-{0}'.format(
str(uuid4()))
ord_request1 = ord.OrderRow()
ord_request.DispName = 'MSFT'
ord_request.Buyorsell = 'BUY'
ord_request.Volume.value = 1000
ord_request.Bank = account[0]
ord_request.Branch = account[1]
ord_request.Customer = account[2]
ord_request.Deposit = account[3]
ord_request.GoodUntil = 'DAY'
ord_request.Type = 'UserSubmitOrder'
ord_request.Route = self.route
ord_request.ExtendedFields['ORDER_TAG'] = 'XAP-{0}'.format(
str(uuid4()))
basket_order = ord.BasketOrderRequest()
basket_order.Orders.extend([ord_request, ord_request1])
basket_order.UserToken = token
response = ord_stub.SubmitBasketOrder(basket_order)
if response.ServerResponse == 'success':
print("Successfully Submitted Basket Order")
else:
print(response.OptionalFields["ErrorMessage"])
time.sleep(10)
iter.cancel()
t.join()
req = util.DisconnectRequest(UserToken=token)
disconnect_response = util_stub.Disconnect(req)
print('Disconnect result: ', disconnect_response.ServerResponse)
