def __init__(self, control):
self._control = control
self._observer = QueueBasedIterableObserver()
self._enter_count = 0
self._should_exit = False
self._stack = ExitStack()
self._lock = RLock()
def __init__(self, stub):
self._stub = stub
self._fid_list = KiwoomOpenApiPlusRealType.get_fids_by_realtype('주식시세')
self._request_observer = QueueBasedIterableObserver()
self._request_iterator = iter(self._request_observer)
self._response_iterator = self._stub.BidirectionalRealCall(self._request_iterator)
self._response_subject = Subject()
self._response_scheduler_max_workers = 8
self._response_scheduler = ThreadPoolScheduler(self._response_scheduler_max_workers)
self._buffered_response_iterator = QueueBasedBufferedIterator(self._response_iterator)
self._response_observable = rx.from_iterable(self._buffered_response_iterator, self._response_scheduler)
self._response_subscription = self._response_observable.subscribe(self._response_subject)
self._subjects_by_code = {}
self.initialize()
class KiwoomOpenApiPlusPriceEventChannel(Logging):
_krx_timezone = get_calendar("XKRX").tz
def __init__(self, stub):
self._stub = stub
self._fid_list = KiwoomOpenApiPlusRealType.get_fids_by_realtype_name(
"주식시세")
self._request_observer = QueueBasedIterableObserver()
self._request_iterator = iter(self._request_observer)
self._response_iterator = self._stub.BidirectionalRealCall(
self._request_iterator)
self._response_subject = Subject()
self._response_scheduler_max_workers = 8
self._response_scheduler = ThreadPoolScheduler(
self._response_scheduler_max_workers)
self._buffered_response_iterator = QueueBasedBufferedIterator(
self._response_iterator)
self._response_observable = rx.from_iterable(
self._buffered_response_iterator, self._response_scheduler)
self._response_subscription = self._response_observable.subscribe(
self._response_subject)
self._subjects_by_code = {}
self.initialize()
def close(self):
for _code, (_subject, subscription) in self._subjects_by_code.items():
subscription.dispose()
self._response_subscription.dispose()
self._buffered_response_iterator.stop()
self._response_iterator.cancel()
def __del__(self):
self.close()
def initialize(self):
request = KiwoomOpenApiPlusService_pb2.BidirectionalRealRequest()
request.initialize_request.fid_list.extend(self._fid_list) # pylint: disable=no-member
self._request_observer.on_next(request)
def register_code(self, code):
request = KiwoomOpenApiPlusService_pb2.BidirectionalRealRequest()
code_list = [code]
fid_list = KiwoomOpenApiPlusRealType.get_fids_by_realtype_name("주식시세")
request.register_request.code_list.extend(code_list) # pylint: disable=no-member
request.register_request.fid_list.extend(fid_list) # pylint: disable=no-member
self._request_observer.on_next(request)
self.logger.debug("Registering code %s for real events", code)
def is_for_code(self, response, code):
return response.arguments[0].string_value == code
def filter_for_code(self, code):
return ops.filter(lambda response: self.is_for_code(response, code))
def is_valid_price_event(self, response):
return all(name in response.single_data.names
for name in ["20", "27", "28"])
def filter_price_event(self):
return ops.filter(self.is_valid_price_event)
def time_to_timestamp(self, fid20):
dt = datetime.datetime.now(self._krx_timezone).date()
tm = datetime.datetime.strptime(fid20, "%H%M%S").time()
dt = datetime.datetime.combine(dt, tm)
dt = self._krx_timezone.localize(dt)
return dt.timestamp() * (10**6)
def event_to_dict(self, response):
single_data = dict(
zip(response.single_data.names, response.single_data.values))
result = {
"time": self.time_to_timestamp(single_data["20"]),
"bid": abs(float(single_data["28"])),
"ask": abs(float(single_data["27"])),
}
return result
def convert_to_dict(self):
return ops.map(self.event_to_dict)
def get_observable_for_code(self, code):
self.register_code(code)
if code not in self._subjects_by_code:
subject = Subject()
subscription = self._response_subject.pipe(
self.filter_for_code(code),
self.filter_price_event(),
self.convert_to_dict(),
).subscribe(subject)
self._subjects_by_code[code] = (subject, subscription)
subject, subscription = self._subjects_by_code[code]
return subject
def _add_observer(self, callback):
with self._lock:
self._remove_observer(callback)
observer = QueueBasedIterableObserver()
self._observers[self._stub][self._name][callback] = observer
return observer