Python Session 예제들

예제 #1

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    pricing.start()

    subject = pricing.build
    for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]:
        pricing.subscribe(
            subject.fx.indicative.spot.currency_pair(ccyPair).create_subject())

    vod = (subject.equity.exchange("LSE").level("Depth").source(
        "ComStock").symbol("E:VOD").create_subject())
    rog = (subject.equity.exchange("VTX").level("Depth").source(
        "ComStock").symbol("E:ROG").create_subject())

    pricing.subscribe(vod)
    pricing.subscribe(rog)

    time.sleep(25)
    pricing.unsubscribe(vod)

    time.sleep(25)
    pricing.subscribe(vod)

예제 #2

파일: example_indicative_fx_and_equity_depth.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    pricing.start()

    for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]:
        pricing.subscribe(
            pricing.build.fx.indicative.spot.currency_pair(
                ccyPair).create_subject())

    src = "IDC"
    pricing.subscribe(
        pricing.build.equity.exchange("LSE").level("Depth").source(src).symbol(
            "E:VOD").create_subject())
    pricing.subscribe(
        pricing.build.equity.exchange("VTX").level("Depth").source(src).symbol(
            "E:ROG").create_subject())
    pricing.subscribe(
        pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
            "E:ROSE").create_subject())
    pricing.subscribe(
        pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
            "E:ALPH").create_subject())
    pricing.subscribe(
        pricing.build.equity.exchange("SWX").level("Depth").source(src).symbol(
            "E:CSLP").create_subject())

예제 #3

파일: example_fx_spot_and_ndf_quotes.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    pricing.start()

    for lp in ["RBCFX", "SSFX", "MSFX", "CSFX", "JPMCFX"]:
        for ccy_pair in ["EURUSD", "GBPUSD", "USDJPY"]:
            ccy = ccy_pair[:3]
            pricing.subscribe(
                pricing.build.fx.quote.spot.liquidity_provider(
                    lp).currency_pair(ccy_pair).currency(ccy).quantity(
                        1000000).create_subject())

        for ccy_pair in ["USDKRW", "USDINR", "USDCOP"]:
            ccy = ccy_pair[:3]
            pricing.subscribe(
                pricing.build.fx.quote.ndf.liquidity_provider(lp).
                currency_pair(ccy_pair).currency(ccy).quantity(1000000).tenor(
                    Tenor.of_month(1)).create_subject())

예제 #4

파일: cert_pixie_reconnect_logic.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    def killer():
        time.sleep(10)
        logging.error("** Killing the Pixie socket connection")
        session.pricing._pixie_provider._opened_socket.shutdown(
            socket.SHUT_RDWR)

    for ccy_pair in ["EURUSD", "GBPUSD", "USDJPY"]:
        ccy = ccy_pair[:3]
        session.pricing.subscribe(
            session.pricing.build.fx.quote.spot.liquidity_provider(
                "RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())

    Thread(target=killer).start()

예제 #5

파일: example_indicative_fx_with_unsubscribe.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    subjects = [
        session.pricing.build.fx.indicative.spot.currency_pair(
            ccyPair).create_subject()
        for ccyPair in ["EURUSD", "GBPUSD", "USDJPY", "USDCAD"]
    ]

    for s in subjects:
        session.pricing.subscribe(s)

    time.sleep(15)

    for s in subjects:
        session.pricing.unsubscribe(s)

    time.sleep(15)

    for s in subjects:
        session.pricing.subscribe(s)

예제 #6

파일: cert_connect_without_any_subscriptions.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    session.pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

예제 #7

파일: example_minimal.py 프로젝트: sredden79/bidfx-api-py

def main():
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.subscribe(
        pricing.build.fx.stream.spot.liquidity_provider("CSFX").currency_pair(
            "EURUSD").currency("EUR").quantity(1000000).create_subject())
    pricing.start()

예제 #8

파일: example_fx_spot_stream.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    pricing.start()

    pricing.subscribe(
        pricing.build.fx.stream.spot.liquidity_provider("DBFX").currency_pair(
            "EURUSD").currency("EUR").quantity(1000000).create_subject())
    pricing.subscribe(
        pricing.build.fx.stream.spot.liquidity_provider("DBFX").currency_pair(
            "USDJPY").currency("USD").quantity(5000000).create_subject())

예제 #9

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    for ccy_pair in [
            "EURUSD",
            "GBPUSD",
    ]:
        ccy = ccy_pair[:3]
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                "RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())

    time.sleep(10)

    print("Subscribe to new ones")

    for ccy_pair in ["USDJPY"]:
        ccy = ccy_pair[:3]
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                "RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())

    time.sleep(10)
    print("Unsubscribe to new ones")

    for ccy_pair in ["EURUSD", "GBPUSD"]:
        ccy = ccy_pair[:3]
        session.pricing.unsubscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                "RBCFX").currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())

예제 #10

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    pricing.start()
    subjects = create_subjects(pricing)
    for subject in subjects:
        pricing.subscribe(subject)
    for _ in range(10):
        sleep(2)
        shuffle(subjects)
        for subject in subjects[:3]:
            pricing.unsubscribe(subject)
        sleep(2)
        shuffle(subjects)
        for subject in subjects[:2]:
            pricing.subscribe(subject)

예제 #11

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    def killer():
        time.sleep(15)
        session.pricing._puffin_provider.sock.close()
        print("KILLER")

    for ccyPair in ["EURUSD", "GBPUSD", "USDJPY"]:
        session.pricing.subscribe(
            session.pricing.build.fx.indicative.spot.currency_pair(
                ccyPair).create_subject())

    Thread(target=killer).start()

예제 #12

파일: cert_many_fx_spot.py 프로젝트: sredden79/bidfx-api-py

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    # Subscribe to next Level 1 subject
    for lp in ["RBCFX", "SSFX", "MSFX"]:
        ccy_pair = "EURUSD"
        ccy = "EUR"
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    5000000).create_subject())
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    20000000).create_subject())
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    100000000).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1234567.80).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1234567.89).create_subject())
        ccy = "USD"
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1234567.89).create_subject())

        ccy_pair = "USDJPY"
        ccy = "USD"
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000).create_subject())
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    100000000).create_subject())

        ccy = "JPY"
        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    100000000).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    1000000000).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    10000000000).create_subject())

        session.pricing.subscribe(
            session.pricing.build.fx.stream.spot.liquidity_provider(
                lp).currency_pair(ccy_pair).currency(ccy).quantity(
                    12345678901).create_subject())

예제 #13

 def test_version(self):
     self.assertEqual(VERSION, Session.version())

예제 #14

def main():
    logging.basicConfig(
        level=logging.INFO,
        format="%(asctime)s %(levelname)-7s %(threadName)-12s %(message)s",
    )
    session = Session.create_from_ini_file()
    pricing = session.pricing
    pricing.callbacks.price_event_fn = on_price_event
    pricing.callbacks.subscription_event_fn = on_subscription_event
    pricing.callbacks.provider_event_fn = on_provider_event
    session.pricing.start()

    # Subscribe to next Level 1 Quote subject

    PROVIDERS = {
        "UBSFX",
        "SSFX",
        "DBFX",
        "CITIFX",
        "NATIXISFX",
        "RBCFX",
        "TSFX2",
        "BOAFX",
        "TSFX",
        "CSFX",
        "GSFX",
        "SGX",
        "BARCFX",
        "JEFFX",
        "MSFX",
        "JPMCFX",
        "BNPFX",
    }
    CCY_PAIRS = {
        "EURGBP",
        "EURAUD",
        "EURCLF",
        "EURKWD",
        "EURBHD",
        "EUROMR",
        "EURJOD",
        "EURFKP",
        "EURGIP",
        "EURSHP",
        "EURKYD",
        "EURCHE",
        "EURCUC",
        "EURBSD",
        "EURPAB",
        "EURBMD",
        "EURCUP",
        "EURCHW",
        "EURSGD",
        "EURBND",
        "EURLYD",
        "EURAZN",
        "EURANG",
        "EURAWG",
        "EURBAM",
        "EURBGN",
        "EURBYN",
        "EURBBD",
        "EURBZD",
        "EURFJD",
        "EURTOP",
        "EURTND",
        "EURGEL",
        "EURWST",
        "EURXCD",
        "EURBRL",
        "EURPGK",
        "EURMXV",
        "EURPEN",
        "EURTMT",
        "EURQAR",
        "EURILS",
        "EURAED",
        "EURTRY",
        "EURSAR",
        "EURPLN",
        "EURGHS",
        "EURRON",
        "EURMYR",
        "EURSDG",
        "CLFKWD",
        "CLFBHD",
        "CLFOMR",
        "CLFJOD",
        "CLFFKP",
        "CLFGIP",
        "CLFSHP",
        "CLFKYD",
        "CLFCHE",
        "CLFCUC",
        "CLFBSD",
        "CLFPAB",
        "CLFBMD",
        "CLFCUP",
        "CLFCHW",
        "SGDBND",
        "SGDLYD",
        "SGDAZN",
        "SGDANG",
        "SGDAWG",
        "SGDBAM",
        "SGDBGN",
        "SGDBYN",
        "SGDBBD",
        "SGDBZD",
        "SGDFJD",
        "SGDTOP",
        "SGDTND",
        "SGDGEL",
        "SGDWST",
        "XCDBRL",
        "XCDPGK",
        "XCDMXV",
        "XCDPEN",
        "XCDTMT",
        "XCDQAR",
        "XCDILS",
        "XCDAED",
        "XCDTRY",
        "XCDSAR",
        "XCDPLN",
        "XCDGHS",
        "XCDRON",
        "XCDMYR",
        "XCDSDG",
    }

    for lp in PROVIDERS:
        for ccy_pair in CCY_PAIRS:
            ccy = ccy_pair[:3]
            session.pricing.subscribe(
                session.pricing.build.fx.quote.spot.liquidity_provider(
                    lp).currency_pair(ccy_pair).currency(ccy).quantity(
                        1230080.11).create_subject())

        for ccy_pair in CCY_PAIRS:
            ccy = ccy_pair[:3]
            session.pricing.subscribe(
                session.pricing.build.fx.quote.ndf.liquidity_provider(
                    lp).currency_pair(ccy_pair).currency(ccy).quantity(
                        1230080.11).tenor(Tenor.of_month(1)).create_subject())

    for lp in PROVIDERS:
        for ccy_pair in CCY_PAIRS:
            ccy = ccy_pair[:3]
            session.pricing.subscribe(
                session.pricing.build.fx.stream.spot.liquidity_provider(
                    lp).currency_pair(ccy_pair).currency(ccy).quantity(
                        1230080.11).create_subject())

            session.pricing.subscribe(
                session.pricing.build.fx.quote.ndf.liquidity_provider(lp).
                currency_pair(ccy_pair).currency(ccy).quantity(1000000).tenor(
                    Tenor.of_month(1)).create_subject())