def get_ohlc(self,
market_id=None,
num_ticks=None,
interval="HOUR",
span=1,
from_ts=None,
to_ts=None):
"""
Get the open, high, low, close of a specific market_id
:param market_id: market ID
:param num_ticks: number of price ticks/data to retrieve
:param interval: MINUTE, HOUR or DAY tick interval
:param span: it can be a combination of span with interval, 1Hour, 15 MINUTE
:param from_ts: from timestamp UTC
:param to_ts: to timestamp UTC
:return: ohlc dataframe
"""
if market_id is None:
market_id = self.market_id
interval = check_interval(interval)
span = check_span(interval, span)
if from_ts is not None and to_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/barhistorybetween?interval={interval}&span={span}&fromTimeStampUTC={from_ts}&toTimestampUTC={to_ts}'
)
else:
if not num_ticks:
num_ticks = 1
if from_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/barhistorybefore?interval={interval}&span={span}&maxResults={num_ticks}&toTimeStampUTC={to_ts}'
)
elif to_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/tickhistoryafter?interval={interval}&span={span}&maxResults={num_ticks}&fromTimeStampUTC={from_ts}'
)
else:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/barhistory?interval={interval}&span={span}&PriceBars={num_ticks}'
)
resp = json.loads(r.text)
try:
if num_ticks == 1:
return resp.get('PriceBars')[0]
else:
df_ohlc = pd.DataFrame(resp.get('PriceBars'))
df_ohlc['BarDate'] = df_ohlc['BarDate'].map(format_date)
return df_ohlc
except:
raise GCapiException(resp)
def get_prices(self,
market_id=None,
num_ticks=None,
from_ts=None,
to_ts=None,
price_type=None):
"""
Get prices
:param market_id: market ID
:param num_ticks: number of price ticks/data to retrieve
:param from_ts: from timestamp UTC
:param to_ts: to timestamp UTC
:return: price data
"""
if price_type is None:
# Default to mid price
price_type = 'MID'
else:
price_type = price_type.upper()
if market_id is None:
market_id = self.market_id
if from_ts is not None and to_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/tickhistorybetween?fromTimeStampUTC={from_ts}&toTimestampUTC={to_ts}&priceType={price_type}'
)
else:
if not num_ticks:
num_ticks = 1
if from_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/tickhistorybefore?maxResults={num_ticks}&toTimeStampUTC={to_ts}&priceType={price_type}'
)
elif to_ts is not None:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/tickhistoryafter?maxResults={num_ticks}&fromTimeStampUTC={from_ts}&priceType={price_type}'
)
else:
r = self.session.get(
self.rest_url +
f'/market/{market_id}/tickhistory?PriceTicks={num_ticks}&priceType={price_type}'
)
resp = json.loads(r.text)
try:
if num_ticks == 1:
return resp['PriceTicks'][0]['Price']
else:
return resp
except:
raise GCapiException(resp)
def get_margin_info(self, get=None):
"""
Gets trading account margin information
:param get: retrieve specific information (e.g. Cash)
:return: trading account margin information
"""
r = self.session.get(self.rest_url + '/margin/ClientAccountMargin')
resp = json.loads(r.text)
try:
self.cash = resp['Cash']
if get is not None:
return resp[get]
else:
return resp
except:
raise GCapiException(resp)
def get_account_info(self, get=None):
"""
Gets trading account general information
:param get: retrieve specific information (e.g. TradingAccountId)
:return: trading account information
"""
r = self.session.get(self.rest_url +
'/UserAccount/ClientAndTradingAccount')
resp = json.loads(r.text)
try:
self.trading_account_id = resp['TradingAccounts'][0][
'TradingAccountId']
if get is not None:
return resp['TradingAccounts'][0][get]
else:
return resp
except:
raise GCapiException(resp)
def get_market_info(self, market_name, get=None):
"""
Gets market information
:param market_name: market name (e.g. USD/CAD)
:param get: retrieve specific information (e.g. MarketId)
:return: market information
"""
r = self.session.get(self.rest_url +
f'/cfd/markets?MarketName={market_name}')
resp = json.loads(r.text)
try:
self.market_name = market_name
self.market_id = resp['Markets'][0]['MarketId']
if get is not None:
return resp['Markets'][0][get]
else:
return resp
except:
raise GCapiException(resp)
def __init__(self, username, password, appkey, proxies=None):
self.rest_url = 'https://ciapi.cityindex.com/TradingAPI'
headers = {'Content-Type': 'application/json'}
data = {"UserName": username, "Password": password, "AppKey": appkey}
r = requests.post(self.rest_url + '/session',
headers=headers,
proxies=proxies,
json=data)
resp = json.loads(r.text)
if resp['StatusCode'] != 1:
raise GCapiException(resp)
session = resp['Session']
headers = {
'Content-Type': 'application/json',
'UserName': username,
'Session': session
}
with requests.Session() as s:
s.headers = headers
if proxies is not None:
s.proxies.update(proxies)
self.session = s