def _handle_symbol_samples(self, request_id: RequestId, num_contracts: int, message: IncomingMessage):
result = []
for _ in range(num_contracts):
contract = Instrument(self)
contract.contract_id = message.read(int)
contract.symbol = message.read(str)
contract.security_type = SecurityType(message.read(str))
contract.primary_exchange = message.read(str)
contract.currency = message.read(str)
message.read(typing.List[str]) # derivative_security_types
result.append(contract)
self.resolve_future(request_id, result)
def test_get_executions():
client = MixinFixture()
client.version = ProtocolVersion.MIFID_EXECUTION
client.on_execution = cli_exec = MagicMock()
order_fut = client.create_market_order(client.test_instrument, 1)
client.fake_incoming(Incoming.ORDER_STATUS, 1, 'Submitted', 0, 1, 0,
176952797, 0, 0, 1, '', 0)
client.sent = []
order = order_fut.result()
order.on_execution = ord_exec = MagicMock()
instrument = Instrument(client)
instrument.contract_id = 265598
instrument.on_execution = inst_exec = MagicMock()
fut = client.get_executions()
client.assert_one_message_sent(Outgoing.REQ_EXECUTIONS, 3, 43, 0, '', '',
'', '', '', '')
assert not fut.done()
client.fake_incoming(Incoming.EXECUTION_DATA, 43, 1, 265598, 'AAPL', 'STK',
'', '0.0', '', '', 'IBKRATS', 'USD', 'AAPL', 'NMS',
'0001b25e.5af587e4.01.01', '20180511 19:17:00',
'DU226959', 'IBKRATS', 'BOT', 1, '188.46', 2037003807,
0, 0, 1, '188.46', '', '', '', '', 2)
assert not fut.done()
assert ord_exec.call_count == 1
assert cli_exec.call_count == 1
assert inst_exec.call_count == 1
client.fake_incoming(Incoming.EXECUTION_DATA_END, 1, 43)
assert fut.done()
assert len(fut.result()) == 1
assert fut.result()[0].instrument is instrument