def historicalTicksLast(self, reqId, ticks, done):
self._results[reqId] += [
HistoricalTickLast(
datetime.datetime.fromtimestamp(t.time, datetime.timezone.utc),
TickAttribLast(**t.tickAttribLast.__dict__), t.price, t.size,
t.exchange, t.specialConditions) for t in ticks if t.size
]
if done:
self._endReq(reqId)
def tickByTickAllLast(self, reqId, tickType, time, price, size,
tickAttribLast, exchange, specialConditions):
ticker = self.reqId2Ticker.get(reqId)
if not ticker:
self._logger.error(f'tickByTickAllLast: Unknown reqId: {reqId}')
return
attribs = TickAttribLast(**tickAttribLast.__dict__)
tick = TickByTickAllLast(tickType, self.lastTime, price, size, attribs,
exchange, specialConditions)
ticker.tickByTicks.append(tick)
self.pendingTickers.add(ticker)
