def getOpenInterest(self, ticker):
m = mp.cMDparser(self.marketDataDict[ticker])
return m.getOpenInterest()
def goRobot(self):
lm = self.getLastMsg()
m = mp.cMDparser(lm)
print("V7. cAlgoZero, last msg latency", m.getLastMsgLatentency())
pass
def getTimestamp(self, ticker):
m = mp.cMDparser(self.marketDataDict[ticker])
return datetime.fromtimestamp(m.getTimestamp() / 1000.0)
def getClosePrice(self, ticker):
m = mp.cMDparser(self.marketDataDict[ticker])
return m.getClosePrice()
def getMaxTradeVol(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getMaxTradeVol()
def getOfferSize(self, ticker) -> int:
m = mp.cMDparser(self.marketDataDict[ticker])
return m.getOfferSize()
def getRoundLot(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getRoundLot()
def getTickSize(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getTickSize()
def getMarketSegmentId(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getMarketSegmentId()
def getPriceConvertionFactor(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getPriceConvertionFactor()
def getCurrency(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getCurrency()
def getMaturityDate(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getMaturityDate()
def getContractMinPriceIncrement(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getContractMinPriceIncrement()
def getContractHighLimit(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getContractHighLimit()
def getContractMultiplier(self, ticker):
m = mp.cMDparser(self.contractDetail[ticker])
return m.getContractMultiplier()