def tickPrice(self, tickerId: TickerId, tickType: TickType, price: float,
attrib):
super().tickPrice(tickerId, tickType, price, attrib)
# print(current_fn_name(), vars())
# bid是指卖出外汇的价格，即我要卖出外汇，标一个价格为bid。
# ask是指买入外汇的价格，即我要买入外汇，询问得价格为ask。
if (tickerId == 9005 and TickTypeEnum.to_str(tickType) == "BID"
and self.USD_HKD_BID != 0):
self.USD_HKD_BID = price
elif (tickerId == 9005 and TickTypeEnum.to_str(tickType) == "ASK"
and self.USD_HKD_ASK != 0):
self.USD_HKD_ASK = price
# print(current_fn_name(), tickerId, TickTypeEnum.to_str(tickType), price, attrib, file=sys.stderr)
elif (tickerId == 9006 and TickTypeEnum.to_str(tickType) == "BID"
and self.CNH_HKD_BID != 0):
self.CNH_HKD_BID = price
elif (tickerId == 9006 and TickTypeEnum.to_str(tickType) == "ASK"
and self.CNH_HKD_ASK != 0):
self.CNH_HKD_ASK = price
print(current_fn_name(),
tickerId,
TickTypeEnum.to_str(tickType),
price,
attrib,
file=sys.stderr)
def tickPrice(self, reqId ,tickType, price,attrib):
if tickType == 68:
myDict['68'] = price
print(TickTypeEnum.to_str(tickType), price)
if len(myDict) > 4:
self.processTickLine()
#myDict['68'] = float(price)
#dict['School'] = "DPS School"; # Add new entry
print(TickTypeEnum.to_str(tickType), price)
#print(app.reqCurrentTime())
#print(app.twsConnectionTime())
if tickType == 72:#Este tickType solo viene cuando cerro el mercado
myDict['72'] = price
print(TickTypeEnum.to_str(tickType), price)
if tickType == 73:#Este tickType solo viene cuando cerro el mercado
myDict['73'] = price
print(TickTypeEnum.to_str(tickType), price)
if tickType == 75:#Este tickType solo viene una vez
myDict['75'] = price
print(TickTypeEnum.to_str(tickType), price)
#print("paso por el 75")
if len(myDict) > 4:
self.processTickLine()
def tickPrice(self, reqId, tickType, price, attrib):
global line1
global line2
global line3
global line4
global line5
global values
if tickType == 68:
line1 = int(price)
#line1 = TickTypeEnum.to_str(tickType) + str(price)
#self.processTickLine(line)
print(TickTypeEnum.to_str(tickType), price)
if tickType == 72:
line2 = int(price)
#line2 = TickTypeEnum.to_str(tickType) + str(price)
#self.processTickLine(line)
print(TickTypeEnum.to_str(tickType), price)
if tickType == 73:
line3 = int(price)
#line3 = TickTypeEnum.to_str(tickType) + str(price)
#self.processTickLine(line)
print(TickTypeEnum.to_str(tickType), price)
if tickType == 75:
line4 = int(price)
#line4 = TickTypeEnum.to_str(tickType) + str(price)
#self.processTickLine(line)
print(TickTypeEnum.to_str(tickType), price)
else:
line4 = 0
def tickPrice(self, req_id, tick_type, price, attrib):
# print("Id:", req_id, "Type:", TickTypeEnum.to_str(tick_type), "Price:", price, end=' ')
ticker_id = req_id
if TickTypeEnum.to_str(tick_type) == 'BID' or TickTypeEnum.to_str(
tick_type) == 'ASK' or TickTypeEnum.to_str(
tick_type) == 'LAST' or TickTypeEnum.to_str(
tick_type) == 'CLOSE':
self.output_df.loc[ticker_id,
TickTypeEnum.to_str(tick_type)] = price
def tickSize(self, reqId, tickType, size):
insertSql = """
insert into tick_market_data
values ({tickerId}, CURRENT_TIMESTAMP, "{tickType}", {price})
""".format(tickerId=reqId,
tickType=TickTypeEnum.to_str(tickType),
price=size)
#print(insertSql)
print('tickSize: ', reqId, TickTypeEnum.to_str(tickType))
self.dbConn.execute(insertSql)
self.dbConn.commit()
def tickSize(self, reqId, tickType, size):
self.sqlLink.insertRow(self.sizeTableNameIndex[reqId], "Size", size,
"quote_type", TickTypeEnum.to_str(tickType))
print("Ticker Size. Ticker Id:",
reqId,
" Table Name:",
self.sizeTableNameIndex[reqId],
"ticktype:",
TickTypeEnum.to_str(tickType),
"Size:",
size,
end='\n')
def tickPrice(self, tickerId: TickerId, tickType: TickType, price: float,
attrib):
super().tickPrice(tickerId, tickType, price, attrib)
print(current_fn_name(),
tickerId,
TickTypeEnum.to_str(tickType),
price,
attrib,
file=sys.stderr)
#tickPrice 1001 LAST 264.42 0,0
if (TickTypeEnum.to_str(tickType) == 'LAST'):
self.cDataPrice = price
def tickSize(self, reqId, tickType, size):
if tickType == 74:
line5 = TickTypeEnum.to_str(tickType) + str(size)
#self.processTickLine(line)
print("Tick Size.Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Size:", size)
values = [line1, line2, line3, line4, line5]
for i in values:
if i == None:
return
else:
self.processTickLine(values)
def tickPrice(self, reqId, tickType, price, attribute):
self.file.write("ticktype:" + TickTypeEnum.to_str(tickType) +
", Price:" + str(price) + "\n")
self.file.flush()
os.fsync(self.file.fileno())
print("Ticker Price. Ticker Id:",
reqId,
"ticktype:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
end='\n')
def tickPrice(self, reqId, tickType, price, attribute):
self.sqlLink.insertRow(self.priceTableNameIndex[reqId], "price", price,
"quote_type", TickTypeEnum.to_str(tickType))
print("Ticker Price. Ticker Id:",
reqId,
" Table Name:",
self.priceTableNameIndex[reqId],
"ticktype:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
"Attribute",
attribute,
end='\n')
def tickOptionComputation(
self,
reqId: int,
tickType: TickType,
impliedVol: float,
delta: float,
optPrice: float,
pvDividend: float,
gamma: float,
vega: float,
theta: float,
undPrice: float,
):
log.info("Running...")
log.info(reqId)
log.debug(locals())
obs: Observable[Any] = self.state.getObservable(reqId)
obs.on_next(
{
"tickType": TickTypeEnum.to_str(tickType),
"impliedVolatility": impliedVol,
"optPrice": optPrice,
"undPrice": undPrice,
"pvDividend": pvDividend,
"delta": delta,
"gamma": gamma,
"vega": vega,
"theta": theta,
}
)
def tickPrice(self, reqId, tickType, price, attrib):
if tickType == 68:
line = TickTypeEnum.to_str(tickType) + str(price)
self.processTickLine(line)
#print(TickTypeEnum.to_str(tickType), price)
if tickType == 72:
line = TickTypeEnum.to_str(tickType) + str(price)
self.processTickLine(line)
#print(TickTypeEnum.to_str(tickType), price)
if tickType == 73:
line = TickTypeEnum.to_str(tickType) + str(price)
self.processTickLine(line)
#print(TickTypeEnum.to_str(tickType), price)
if tickType == 75:
line = TickTypeEnum.to_str(tickType) + str(price)
self.processTickLine(line)
def tickSize(self, tickerId: TickerId, tickType: TickType, size: int):
super().tickSize(tickerId, tickType, size)
print(current_fn_name(),
tickerId,
TickTypeEnum.to_str(tickType),
size,
file=sys.stderr)
def tickPrice(self, tickerId: TickerId, tickType: TickType, price: float,
attrib):
symbol = self.marketDataLookup[tickerId]
self.Logger.info('%s %s %s %s IB' %
(datetime.datetime.now(), symbol,
TickTypeEnum.to_str(tickType), price))
if tickerId in self.requestedMarketData:
del self.requestedMarketData[tickerId]
def tickPrice(self, reqId, tickType, price, attrib):
print("Tick Price. Ticker Id:",
reqId,
"tickType:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
end=' ')
def tickPrice(self, reqId, tickType, price, attrib):
print('Tick Price.Ticker Id:',
reqId,
'tickType:',
TickTypeEnum.to_str(tickType),
'Price:',
price,
end=' ')
def tickPrice(self, reqId, tickType, price, attrib):
print("Ticker Price Data: Ticket ID: ",
reqId,
" ",
"tickType: ",
TickTypeEnum.to_str(tickType),
"Price: ",
price,
end=" ")
def tickPrice(self, tickerId: TickerId, tickType: TickType, price: float,
attrib):
super().tickPrice(tickerId, tickType, price, attrib)
print(current_fn_name(),
tickerId,
TickTypeEnum.to_str(tickType),
price,
attrib,
file=sys.stderr)
def tickSize(self, tickerId: TickerId, tickType: TickType, size: int):
super().tickSize(tickerId, tickType, size)
print("Tick Size, Ticker Id:",
tickerId,
"tickType:",
TickTypeEnum.to_str(tickType),
"Size:",
size,
file=sys.stderr)
def tickPrice(self, reqId: TickerId, tickType: TickType, price: float,
attrib: TickAttrib):
print("Tick Price. Ticker Id:",
reqId,
"tick type:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
end=" ")
def tickPrice(self, reqId ,tickType, price,attrib):
if tickType == 68:
myDict['68'] = price
print(TickTypeEnum.to_str(tickType),"Price:", price)
if len(myDict) > 4:
self.processTickLine()
if tickType == 72:#Este tickType solo viene cuando cerro el mercado
myDict['72'] = price
print(TickTypeEnum.to_str(tickType),"Price:", price)
if tickType == 73:#Este tickType solo viene cuando cerro el mercado
myDict['73'] = price
print(TickTypeEnum.to_str(tickType),"Price:", price)
if tickType == 75:#Este tickType solo viene una vez
myDict['75'] = price
print(TickTypeEnum.to_str(tickType),"Price:", price)
if len(myDict) > 4:
self.processTickLine()
def tickPrice(self, reqId, tickType, price, attrib):
if tickType == 4:
myDict['4'] = price
print(TickTypeEnum.to_str(tickType), "Price:", price)
if len(myDict) > 4:
self.processTickLine()
if tickType == 6: #Este tickType solo viene cuando cerro el mercado
myDict['6'] = price
print(TickTypeEnum.to_str(tickType), "Price:", price)
if tickType == 7: #Este tickType solo viene cuando cerro el mercado
myDict['7'] = price
print(TickTypeEnum.to_str(tickType), "Price:", price)
if tickType == 9: #Este tickType solo viene una vez
myDict['9'] = price
print(TickTypeEnum.to_str(tickType), "Price:", price)
if len(myDict) > 4:
self.processTickLine()
def tickSize(self, reqId, tickType, size):
if tickType == 74:
line5 = int(size)
#line5 = TickTypeEnum.to_str(tickType) + str(size)
#self.processTickLine(line)
print("Tick Size.Ticker Id:", reqId, "tickType:",
TickTypeEnum.to_str(tickType), "Size:", size)
if line1 != None and line2 != None and line3 != None and line4 != None and line5 != None:
self.processTickLine(line1, line2, line3, line4, line5)
else:
print("paso por aqui")
def tickPrice(self, reqId, tickType, price, attribute):
#self.file.write("ticktype:"+TickTypeEnum.to_str(tickType)+", Price:"+str(price)+"\n")
#self.file.flush()
#os.fsync(self.file.fileno())
#self.sqlLink.insertRow('USD.CAD', "price", price, "quote_type", TickTypeEnum.to_str(tickType))
print("Ticker Price. Ticker Id:",
reqId,
"ticktype:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
end='\n')
def tickPrice(self, reqId, tickType, price, attrib):
global contador
print("Tick Price. Ticket Id:",
reqId,
"tickType:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
end='')
if contador == 5:
self.disconnect()
else:
contador += 1
def tickPrice(self, tickerId: TickerId, tickType: TickType, price: float,
attrib):
super().tickPrice(tickerId, tickType, price, attrib)
print("Tick Price, Ticker Id:",
tickerId,
"tickType:",
TickTypeEnum.to_str(tickType),
"Price:",
price,
" Time:",
attrib.time,
file=sys.stderr,
end=" ")
def tickPrice(self, reqId, BID, price, attrib): # EWrapper Function
f = open("./marketData/priceAppleStock3.txt",
"a") #Con este append 'a' agrega los datos uno tras otro
print("Tick Price. Ticket Id:",
reqId,
"tickType:",
TickTypeEnum.to_str(BID),
"Price:",
price,
end='')
#f.write(str("Tick Price. Ticket Id:",reqId,"tickType:",TickTypeEnum.to_str(tickType),"Price:",price, end=''))
f.write(str(price))
f.write(" ")
def tickPrice(self, reqId ,tickType, price,attrib):
if tickType == 68:
line1 = float(price)
print(TickTypeEnum.to_str(tickType), price)
print("paso por el 68")
# else:
# line1 = 0
if tickType == 72:
line2 = float(price)
print(TickTypeEnum.to_str(tickType), price)
print("paso por el 72")
#else:
# line2 = 0
if tickType == 73:
line3 = float(price)
print(TickTypeEnum.to_str(tickType), price)
print("paso por el 73")
#else:
# line3 = 0
if tickType == 75:
line4 = float(price)
print(TickTypeEnum.to_str(tickType), price)
print("paso por el 75")
def tickPrice(self, reqId, tickType, price, attrib):
# print(f"Ticket ID: {reqId} tickType: {TickTypeEnum.to_str(tickType)} Price: {price}", end="\n")
stock_dick[reqId] = price
# print only indeces data
'''
NASDAQ = 55555
DOW = 77777
SNP = 88888
VIX = 11111
R2K = 22222
'''
if reqId > 10000:
if tickType == 9 or tickType == 37 or tickType == 4: # 37 = MARK_PRICE, 4 = LAST_PRICE, 9 = CLOSE
print("Ticker Price Data: Ticket ID: ", reqId, " ","tickType: ", TickTypeEnum.to_str(tickType), "Price: ", price, end="\n")
# Tick types: https://interactivebrokers.github.io/tws-api/tick_types.html
# Extracting Previous Close price
if tickType == 9:
# stock_close[reqId] = price
if reqId < 10000:
stock = StockData.objects.get(id=reqId)
stock.prev_close = price
stock.save()
# Updating Indices DB
else:
index = IndicesData.objects.get(index_api_id=reqId)
# print(f'INDEX: {reqId} PREV_PRICE: {price}')
index.index_prev_close = price
index.save()
# REPLACED WITH SCRAPER --
# Setting last value to index
if tickType == 37 and reqId > 10000:
index = IndicesData.objects.get(index_api_id=reqId)
# print(f'INDEX: {reqId} CURRENT_PRICE: {price}')
index.index_current_value = price
index.save()
# Extracting Open price
if tickType == 14:
if reqId < 10000:
stock = StockData.objects.get(id=reqId)
stock.todays_open = price
stock.save()
def tickPrice(self, reqId, tickType, price, attrib):
print("TickPrice. TickerId:", reqId, "tickType:", TickTypeEnum.to_str(tickType),
"Price:", price, "CanAutoExecute:", attrib.canAutoExecute,
"PastLimit:", attrib.pastLimit, end=' ')
# update stocks tracking table
if TickTypeEnum.BID == tickType or TickTypeEnum.DELAYED_BID == tickType:
update_price(reqId, 'bid', price)
if TickTypeEnum.ASK == tickType or TickTypeEnum.DELAYED_ASK == tickType:
update_price(reqId, 'ask', price)
if TickTypeEnum.LAST == tickType or TickTypeEnum.DELAYED_LAST == tickType:
update_price(reqId, 'last_price', price)
if tickType == TickTypeEnum.BID or tickType == TickTypeEnum.ASK:
print("PreOpen:", attrib.preOpen)
else:
print()
