def conn1(addr, encoding=Dtc.PROTOCOL_BUFFERS, heartbeat_interval=10):
""" Primary function to connect and logon to DTC server"""
sock = socket.create_connection(addr)
# encoding request, construct and send
enc_req = Dtc.EncodingRequest()
enc_req.Encoding = encoding
enc_req.ProtocolType = "DTC"
enc_req.ProtocolVersion = Dtc.CURRENT_VERSION
send_message(enc_req, Dtc.ENCODING_REQUEST,
sock) # send the encoding request
# receive encoding response
m_type, m_resp = get_message(sock)
logMsg.debug("%s, %s", m_type[0], m_resp)
logStdout.debug("%s, %s", m_type[0], m_resp)
# Logon request, construct and send
logon_req = Dtc.LogonRequest()
logon_req.ProtocolVersion = Dtc.CURRENT_VERSION
# logon_req.Username = "******"
# logon_req.Password = "******"
logon_req.GeneralTextData = "John's Test"
logon_req.HeartbeatIntervalInSeconds = heartbeat_interval
logon_req.ClientName = "John_Tester"
send_message(logon_req, Dtc.LOGON_REQUEST, sock)
# receive logon response
m_type, m_resp = get_message(sock)
logMsg.debug("%s, %s", m_type[0], m_resp)
logStdout.debug("%s, %s", m_type[0], m_resp)
return sock
def create_secdef_req(requestID, symbol, exchange):
data_req = Dtc.SecurityDefinitionForSymbolRequest()
# data_req.RequestAction = Dtc.SUBSCRIBE
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
return data_req
def create_mktdat_req(symbolID, symbol, exchange):
data_req = Dtc.MarketDataRequest()
data_req.RequestAction = Dtc.SUBSCRIBE
data_req.SymbolID = symbolID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
return data_req
def create_logon_req(heartbeat_interval):
logon_req = Dtc.LogonRequest()
logon_req.ProtocolVersion = Dtc.CURRENT_VERSION
# logon_req.Username = "******"
# logon_req.Password = "******"
logon_req.GeneralTextData = "John's Test"
logon_req.HeartbeatIntervalInSeconds = heartbeat_interval
logon_req.ClientName = "John_Tester"
return logon_req
def quit(sock):
""" Gracefully logoff and close the connection """
logStdout.debug("Disconnecting from DTC server")
logMsg.debug("Disconnecting from DTC server")
# receiver.stop()
# heartbeat.stop()
logoff = Dtc.Logoff()
logoff.Reason = "Client terminating"
send_message(logoff, Dtc.LOGOFF, sock)
# Gracefully close the socket
sock.close()
def create_histprcdat_req(requestID,
symbol,
exchange,
record_interval,
start=0,
end=0,
max=0):
data_req = Dtc.HistoricalPriceDataRequest()
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
data_req.RecordInterval = record_interval
data_req.StartDateTime = start
data_req.EndDateTime = end
data_req.MaxDaysToReturn = max
return data_req
def secdef(requestID, symbol, exchange, sock, logfile):
""" Retrieve Security Definition for each symbol.
Uses the Market port"""
# custom logger with own txt file
logRec = create_logger(logfile)
# Create sec def request
data_req = Dtc.SecurityDefinitionForSymbolRequest()
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
# Send Request and log response
send_message(data_req, Dtc.SECURITY_DEFINITION_FOR_SYMBOL_REQUEST, sock)
m_type, m_resp = get_message(sock)
logRec.debug("%s, %s", m_type[0], m_resp)
logStdout.debug("%s, %s", m_type[0], m_resp)
quit(sock)
def history(requestID,
symbol,
exchange,
record_interval,
sock,
logfile,
start=0,
end=0,
max=0):
"""Retrieve Historical data direct from DTC"""
# custom logger with own txt file
logRec = create_logger(logfile)
# Create Historical Data Request
data_req = Dtc.HistoricalPriceDataRequest()
data_req.RequestID = requestID # Note: Make sure this is unique when requesting multiple symbols
data_req.Symbol = symbol
data_req.Exchange = exchange
data_req.RecordInterval = record_interval
data_req.StartDateTime = start
data_req.EndDateTime = end
data_req.MaxDaysToReturn = max
# Send Request and log Response_Header
send_message(data_req, Dtc.HISTORICAL_PRICE_DATA_REQUEST, sock)
m_type, m_resp = get_message(sock)
logRec.debug("%s, %s", m_type[0], m_resp)
logStdout.debug("%s, %s", m_type[0], m_resp)
# Get the rest/whole of the historical data
while True:
mt, mr = get_message(sock)
mr1 = chekker2(mr)
logRec.debug("%s, %s", mt[0], mr1)
logStdout.debug("%s, %s", mt[0], mr1)
if mt[0] == 'HISTORICAL_PRICE_DATA_RECORD_RESPONSE' and mr.IsFinalRecord:
logStdout.info('FINISH')
break
quit(sock)
def create_enc_req(encoding):
enc_req = Dtc.EncodingRequest()
enc_req.Encoding = encoding
enc_req.ProtocolType = "DTC"
enc_req.ProtocolVersion = Dtc.CURRENT_VERSION
return enc_req