def check_market_conditions_for_single_contract_trade(self,instrument_code, contract_date, qty): """ Get current prices :param contract_order: :return: tuple: side_price, mid_price OR missing_data """ tick_data = self.get_recent_bid_ask_tick_data_for_instrument_code_and_contract_date(instrument_code, contract_date) analysis_of_tick_data = analyse_tick_data_frame(tick_data, qty) return analysis_of_tick_data
def check_market_conditions_for_single_legged_contract_and_qty( self, contract, qty): """ Get current prices :param contract_order: :return: tuple: side_price, mid_price OR missing_data """ """ Get current prices :param contract_order: :return: tuple: side_price, mid_price OR missing_data """ tick_data = self.get_recent_bid_ask_tick_data_for_contract_object( contract) analysis_of_tick_data = analyse_tick_data_frame(tick_data, qty) return analysis_of_tick_data
def check_market_conditions_for_single_legged_contract_and_qty( self, contract: futuresContract, qty: int) -> analysisTick: """ Get current prices :param contract_order: :return: tuple: side_price, mid_price OR missing_data """ """ Get current prices :param contract_order: :return: tuple: side_price, mid_price OR missing_data """ tick_data = self.get_recent_bid_ask_tick_data_for_contract_object( contract) analysis_of_tick_data = analyse_tick_data_frame(tick_data, qty, forward_fill=True, replace_qty_nans=True) return analysis_of_tick_data