def subscribe_at_startup(self):
self.started_at_startup = True
stock_api.subscribe_stock(self.reader, self.code,
self.tick_data_handler)
stock_api.subscribe_stock_bidask(self.reader, self.code,
self.ba_data_handler)
stock_api.subscribe_stock_subject(self.reader, self.code,
self.subject_handler)
def RequestCybosTickData(self, request, context):
global is_subscribe_tick
if request.code not in is_subscribe_tick:
stock_api.subscribe_stock(morning_client.get_reader(),
request.code, self.handle_stock_tick)
_LOGGER.info('Start SubscribeStock %s', request.code)
is_subscribe_tick[request.code] = True
else:
_LOGGER.info('Already SubscribeStock %s', request.code)
return Empty()
def start_watch(self):
print('request min data')
min_data = stock_api.request_stock_today_data(self.reader, self.code)
print('today min len', len(min_data))
if len(min_data) > 0:
print('Subscribe Start', self.code)
self.min_data = min_data
stock_api.subscribe_stock(self.reader, self.code,
self.tick_data_handler)
stock_api.subscribe_stock_bidask(self.reader, self.code,
self.ba_data_handler)
stock_api.subscribe_stock_subject(self.reader, self.code,
self.subject_handler)
return True
return False
def add_watcher(reader, code, code_info, today, state, is_simulation):
tt = None
if not is_simulation:
tt = TodayTrader(code, code_info, today, state)
stock_api.subscribe_stock(reader, code, tt.tick_handler)
tt.start_timer()
else:
tt = TodayTrader(code, code_info, today, state)
today_data = stock_api.request_stock_minute_data(reader, code, today, today)
today_min_data = []
for td in today_data:
today_min_data.append(dt.cybos_stock_day_tick_convert(td))
#print('data len', len(today_min_data))
tt.set_simulation_data(today_min_data)
tt.start()
today_traders.append(tt)
from configs import db
from pymongo import MongoClient
from morning.pipeline.converter import dt
import numpy as np
from scipy.signal import find_peaks, peak_prominences
import pandas as pd
def wait_loop():
while True:
gevent.sleep(0.03)
def tick_data_handler(code, data):
if len(data) != 1:
return
print(data[0])
market_code = morning_client.get_market_code() # KOSDAQ
kospi_market_code = morning_client.get_market_code(message.KOSPI)
market_code.extend(kospi_market_code)
print('all', len(market_code))
for code in market_code:
stock_api.subscribe_stock(morning_client.get_reader(), code,
tick_data_handler)
gevent.joinall([gevent.spawn(wait_loop)])
min = int(data['time_with_sec'] % 10000 / 100)
second = int(data['time_with_sec'] % 100)
data['date'] = datetime.combine(now.date(), time(hour, min, second))
if now - data['date'] > timedelta(seconds=30):
print('delayed', (now - data['date']).seconds)
out_time_count += 1
else:
within_time_count += 1
def count_check():
while True:
print('within', within_time_count, 'out', out_time_count)
gevent.sleep(5)
if __name__ == '__main__':
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
server_address = (message.SERVER_IP, message.CLIENT_SOCKET_PORT)
sock.connect(server_address)
message_reader = stream_readwriter.MessageReader(sock)
message_reader.start()
market_code = stock_api.request_stock_code(message_reader, message.KOSDAQ)
print('request code done')
market_code = market_code[:200]
gevent.spawn(count_check)
for code in market_code:
print('request subscribe', code)
stock_api.subscribe_stock(message_reader, code, handler)
print('waiting data')
message_reader.join()
def consumer():
global message_reader
sock = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
server_address = (message.SERVER_IP, message.CLIENT_SOCKET_PORT)
sock.connect(server_address)
message_reader = stream_readwriter.MessageReader(sock)
message_reader.start()
#stock_api.subscribe_trade(message_reader, display_trade_result)
while True:
val = q.get(True)
command = val.decode('ascii').rstrip()
#print(command)
if command == 'long':
print(stock_api.request_long_list(message_reader))
elif command.startswith('stats'):
print(stock_api.request_subscribe_stat(message_reader))
elif command.startswith('subscribe_code'):
codes = stock_api.request_subscribe_codes(message_reader)
for code in codes:
if len(code) > 10 or not code.startswith('A'):
print(code)
elif command.startswith('statc'):
cinfo = stock_api.request_collector_stat(message_reader)
print('total collector', len(cinfo))
print('total subscribe count', sum([c['subscribe_count'] for c in cinfo]))
for i, ci in enumerate(cinfo):
print(i, '\t', 'name', ci['name'], 'vendor', ci['vendor'], 'subscribe count', ci['subscribe_count'])
elif command.startswith('trade_subscribe'):
stock_api.subscribe_trade(message_reader, display_trade_result)
elif command.startswith('trade_stop_subscribe'):
stock_api.stop_subscribe_trade(message_reader)
elif command.startswith('min_data'):
min_detail = command.split(',')
if len(min_detail) != 2:
print('min_data,code')
else:
result = stock_api.request_stock_minute_data(message_reader, min_detail[1], date(2020,2,3), date(2020,2,3))
print(result)
elif command.startswith('todaym'):
todaym_detail = command.split(',')
if len(todaym_detail) != 2:
print('todaym,code')
else:
result = stock_api.request_stock_today_data(message_reader, todaym_detail[1])
if len(result) > 1:
print('DATA LEN', len(result))
print('HEAD', result[0])
print(result[1])
print('TAIL', result[-1])
print(result)
elif command.startswith('todayt'):
todaym_detail = command.split(',')
if len(todaym_detail) != 2:
print('todayt,code')
else:
result = stock_api.request_stock_today_tick_data(message_reader, todaym_detail[1])
if len(result) > 1:
print('DATA LEN', len(result))
print('HEAD', result[0])
print(result[1])
print('TAIL', result[-1])
elif command.startswith('buy') or command.startswith('sell'):
buy_detail = command.split(',')
print(buy_detail)
if len(buy_detail) != 4:
print('buy|sell,code,price,quantity')
else:
is_buy = True
if buy_detail[0] == 'buy':
pass
elif buy_detail[0] == 'sell':
is_buy = False
else:
print('wrong buy/sell command')
continue
code = buy_detail[1]
price = int(buy_detail[2])
quantity = int(buy_detail[3])
result = stock_api.order_stock(message_reader, code, price, quantity, is_buy)
print(result)
elif command.startswith('modify'):
modify_detail = command.split(',')
if len(modify_detail) != 4:
print('modify,order_num,code,price')
else:
order_num = int(modify_detail[1])
code = modify_detail[2]
price = int(modify_detail[3])
result = stock_api.modify_order(message_reader, order_num, code, price)
print(result)
elif command.startswith('cancel'):
cancel_detail = command.split(',')
if len(cancel_detail) != 4:
print('cancel,order_num,code,amount')
else:
order_num = int(cancel_detail[1])
code = cancel_detail[2]
amount = int(cancel_detail[3])
result = stock_api.cancel_order(message_reader, order_num, code, amount)
print(result)
elif command.startswith('queue'):
print(stock_api.request_order_in_queue(message_reader))
elif command.startswith('balance'):
print(stock_api.get_balance(message_reader)['balance'])
elif command.startswith('subject'):
subject_detail = command.split(',')
if len(subject_detail) != 2:
print('subject,code')
else:
code = subject_detail[1]
stock_api.subscribe_stock_subject(message_reader, code, display_subject_data)
elif command.startswith('stop_subject'):
subject_detail = command.split(',')
if len(subject_detail) != 2:
print('stop_subject,code')
else:
code = subject_detail[1]
stock_api.stop_subscribe_stock_subject(message_reader, code)
elif command.startswith('stop_bidask'):
bidask_detail = command.split(',')
if len(bidask_detail) != 2:
print('stop_bidask,code')
else:
code = bidask_detail[1]
stock_api.stop_subscribe_stock_bidask(message_reader, code)
elif command.startswith('bidask'):
bidask_detail = command.split(',')
if len(bidask_detail) != 2:
print('bidask,code')
else:
code = bidask_detail[1]
stock_api.subscribe_stock_bidask(message_reader, code, display_bidask_data)
elif command.startswith('stock'):
stock_detail = command.split(',')
if len(stock_detail) != 2:
print('stock,code')
else:
code = stock_detail[1]
stock_api.subscribe_stock(message_reader, code, display_stock_data)
elif command.startswith('stop_stock'):
stock_detail = command.split(',')
if len(stock_detail) != 2:
print('stop_stock,code')
else:
code = stock_detail[1]
stock_api.stop_subscribe_stock(message_reader, code)
elif command.startswith('req'):
req_detail = command.split(',')
if len(req_detail) != 2:
print('req,code')
else:
code = req_detail[1]
print(stock_api.request_stock_day_data(message_reader, code, date(2020,1,31), date(2020,1,31)))
elif command.startswith('index'):
index_detail = command.split(',')
if len(index_detail) != 2:
print('index,code')
else:
code = index_detail[1]
stock_api.subscribe_index(message_reader, code, display_index_data)
elif command.startswith('stop_index'):
index_detail = command.split(',')
if len(index_detail) != 2:
print('index,code')
else:
code = index_detail[1]
stock_api.stop_subscribe_index(message_reader, code)
elif command.startswith('abroad'):
abroad_detail = command.split(',')
if len(abroad_detail) != 2:
print('abroad,code')
else:
code = abroad_detail[1]
print(stock_api.request_abroad_data(message_reader, code, message.PERIOD_DAY, 30))
elif command.startswith('uscode'):
#print(stock_api.request_us_stock_code(message_reader, message.USTYPE_ALL))
print(len(stock_api.request_us_stock_code(message_reader, message.USTYPE_ALL)))
elif command.startswith('world'):
world_detail = command.split(',')
if len(world_detail) != 2:
print('world,code')
else:
code = world_detail[1]
stock_api.subscribe_world(message_reader, code, display_world_data)
elif command.startswith('stop_world'):
world_detail = command.split(',')
if len(world_detail) != 2:
print('stop_world,code')
else:
code = world_detail[1]
stock_api.stop_subscribe_world(message_reader, code)
elif command.startswith('investor'):
inv_detail = command.split(',')
if len(inv_detail) != 2:
print('investor,code')
else:
code = inv_detail[1]
print(stock_api.request_investor_data(message_reader, code, date(2020,1,31), date(2020,1,31)))
elif command.startswith('kinvestorc'):
invc_detail = command.split(',')
if len(invc_detail) != 2:
print('investorc,code')
else:
code = invc_detail[1]
print(stock_api.request_investor_accumulate_data(message_reader, code, date(2020,2,7), date(2020,2,7)))
elif command.startswith('alarm'):
stock_api.subscribe_alarm(message_reader, display_alarm_data)
elif command.startswith('stop_alarm'):
stock_api.stop_subscribe_alarm(message_reader)
elif command.startswith('code_to_name'):
code_detail = command.split(',')
if len(code_detail) != 2:
print('code_to_name,code')
else:
code = code_detail[1]
print(stock_api.request_code_to_name(message_reader, code))