from captain.controlled import controlled_name_type, ControlledName
from captain.lib.controlled_types import Tif
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
custDefaults = allCustDefaults[0]
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
product_list = [
"MCH",
]
products = priceSession.getProducts(prodName=product_list[0],
prodType=aenums.TT_PROD_FUTURE)
product = products[0]
contracts = priceSession.getContracts(products, contractKeys=[
"397224",
])
contract = contracts[0]
pricey = None
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
pricey = price.value
elif "LAST_TRD_PRC" in str(enum):
pricey = price.value
elif "OPEN_PRC" in str(enum):
pricey = price.value
if pricey is None:
pricey = 300
orderParams = dict(
from pyrate.ttapi.predicates import CallbackType
from pyrate.ttapi.manager import Manager
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
from pyrate.exceptions import TimeoutError
from captain.controlled import controlled_name_type, ControlledName
from captain.lib.controlled_types import Tif
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
products = priceSession.getProducts(prodName='HSI',
prodType=aenums.TT_PROD_FUTURE)
product = products[0]
contracts = priceSession.getContracts(product)
contract = contracts[3]
custDefaults = allCustDefaults[0]
run_now = True
prev_trading_status = None
curr_trading_status = None
pricey = None
while run_now is True:
try:
if not priceSession.feed_down:
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
pricey = price.value
elif "LAST_TRD_PRC" in str(enum):
pricey = price.value
elif "SRS_STATUS" in str(enum):
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
products = priceSession.getProducts(prodName='CN',
prodType=aenums.TT_PROD_FUTURE)
custDefaults = allCustDefaults[0]
while True:
for product in products:
pricey = None
found_price = None
if "STOCK" not in str(product.prod_type):
if "FUTURE" not in str(product.prod_type):
pricey = 3
contracts = priceSession.getContracts(
product, contractKeys=["CNM18", "CNN18"])
for contract in contracts:
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
found_price = price.value
elif "LAST_TRD_PRC" in str(enum):
found_price = price.value
elif "OPEN_PRC" in str(enum):
found_price = price.value
if "SRS_STATUS" in str(enum):
trading_status = price.value
pricey = 100 if found_price is None and "HKEx" in priceSession.exchangeName else found_price
if pricey is not None and trading_status != 6:
for side in [aenums.TT_SELL, aenums.TT_BUY]:
depth_level = 1
pricey = 100 if found_price is None and "HKEx" in priceSession.exchangeName else found_price
import time
import pyscreenshot
from pyrate.ttapi.manager import Manager
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
products = priceSession.getProducts(prodName='JGBM',
prodType=aenums.TT_PROD_FUTURE)
product = products[0]
contracts = priceSession.getContracts(
product) #, contractKeys="FUT_NK225M_1704")
contract = contracts[2]
custDefaults = allCustDefaults[-1]
run_now = True
prev_trading_status = None
curr_trading_status = None
pricey = None
while run_now is True:
time.sleep(5)
try:
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
pricey = price.value
elif "LAST_TRD_PRC" in str(enum):
pricey = price.value
elif "OPEN_PRC" in str(enum):
pricey = price.value
from ttapi import aenums, cppclient
from ttapi.client.type_converters import date2_ttDate
from captain.controlled import controlled_name_type, ControlledName
from captain.lib.controlled_types import Tif
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
custDefaults = Manager().getCustomer()
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
tiffies = ('GTD', 'GTC', 'GTDATE') # 'GIS')#, 'FOK')
restr = (None, aenums.TT_FOK_ORDER_RES, aenums.TT_IOC_ORDER_RES)
products = priceSession.getProducts(prodType=aenums.TT_PROD_FUTURE,
prodName="EY")
time.sleep(60)
for product in products:
contracts = priceSession.getContracts(
product, contractKeys=["EYZ18", "EYH19", "EYM19"])
for contract in contracts:
settlement_price = None
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
settlement_price = price.value
if settlement_price is None:
if "FUTURE" in str(product):
settlement_price = 100
elif "OPTION" in str(product):
settlement_price = 15
else:
settlement_price = 15
pricey = settlement_price
for tiffy in tiffies:
restriction = None
import time
import pyscreenshot
from pyrate.ttapi.manager import Manager
priceSession = Manager().getPriceSession()
priceSrv = Manager().getPriceServer()
while True:
if time.localtime()[3] == 7 and time.localtime()[4] in range(0, 5):
pyscreenshot.grab_to_file(r"C:\tt\screenshot_start_subscribe_" + "-".join([str(time.localtime()[3]), str(time.localtime()[4]), str(time.localtime()[5])]) + ".png")
products = priceSession.getProducts()
for product in products:
contracts = priceSession.getContracts(product)
for contract in contracts:
print contract
pricedata = priceSession.getPrices(contract, timeout=90)
pyscreenshot.grab_to_file(r"C:\tt\screenshot_end_subscribe_" + "-".join([str(time.localtime()[3]), str(time.localtime()[4]), str(time.localtime()[5])]) + ".png")
time.sleep(360)
python
f = open(r'/var/log/debesys/OC_ose.log', 'r')
all_client_ips = []
for line in f.readlines():
exid, uexid, exectype, client_ip = None, None, None, None
date = " ".join(line.split(" ")[0:1])
if date == "2020-06-16":
if "MaurDC-Ko" in line and "SEGMENT" not in line and "Account.name" not in line and "CUSTOMER_DEFAULTS" not in line:
for elem in line.split(" "):
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
custDefaults = allCustDefaults[-1]
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
max_detailed_depth = 3
prev_trading_status = None
curr_trading_status = None
pricey = 20600
products = priceSession.getProducts(prodName='NK',
prodType=aenums.TT_PROD_FUTURE)
product = products[0]
contracts = priceSession.getContracts(product, contractKeys=["NKN19", "NKQ19"])
while True:
while curr_trading_status == prev_trading_status:
for contract in contracts:
try:
for enum, price in priceSession.getPrices(contract).items():
if "SRS_STATUS" in str(enum):
curr_trading_status = price.value
except:
pass
time.sleep(15)
orderSession.deleteMyOrders()
for contract in contracts:
try:
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):