def addEpicListener(self, epicName):
if epicName not in self.subcriptionKeyStore:
logger.debug("Adding epic listener...")
# Make Subscription using MERGE mode
subcription_prices = Subscription(mode="MERGE",
items=['MARKET:' + epicName],
fields=[
"UPDATE_TIME", "BID",
"OFFER", "CHANGE",
"MARKET_STATE"
])
#'MARKET:CS.D.BITCOIN.TODAY.IP',
#'MARKET:IX.D.FTSE.DAILY.IP'
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.on_prices_update)
# Registering the Subscription
sub_key_prices = self.ig_stream_service.ls_client.subscribe(
subcription_prices)
# Store the subscription key under the epic name
if sub_key_prices != 0:
self.subcriptionKeyStore[epicName] = sub_key_prices
logger.info("Successfully subscribed to epic: " + epicName)
result = True
else:
logger.warning("Failed to subscribe to epic: " + epicName)
result = False
else:
# Already subscribed
result = True
return (result)
def addEpicListener(self, epicName):
if epicName not in self.subcriptionKeyStore:
logger.debug("Adding epic listener...")
# Make Subscription using MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=['MARKET:'+epicName],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"]
)
#'MARKET:CS.D.BITCOIN.TODAY.IP',
#'MARKET:IX.D.FTSE.DAILY.IP'
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.on_prices_update)
# Registering the Subscription
sub_key_prices = self.ig_stream_service.ls_client.subscribe(subcription_prices)
# Store the subscription key under the epic name
if sub_key_prices != 0:
self.subcriptionKeyStore[epicName] = sub_key_prices
logger.info("Successfully subscribed to epic: " + epicName)
result = True
else:
logger.warning("Failed to subscribe to epic: " + epicName)
result = False
else:
# Already subscribed
result = True
return(result)
def _t_streaming_prices(self, dataname, q, tmout):
'''
Target for the streaming prices thread. This will setup the streamer.
'''
if tmout is not None:
_time.sleep(tmout)
self.igss.set_price_q(q, dataname)
#igss = Streamer(q, ig_service=self.igapi)
#ig_session = igss.create_session()
#igss.connect(self.p.account)
epic = 'CHART:' + dataname + ':TICK'
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="DISTINCT",
items=[epic],
fields=["UTM", "BID", "OFR", "TTV", "LTV"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.igss.on_prices_update)
sub_key_prices = self.igss.ls_client.subscribe(subcription_prices)
def add_volume_trackers(ig_service, ig_stream_service, markets,
historical_data_fetcher, notification_callbacks,
pre_calculate):
"""
Add Volume trackers to an IG stream session.
"""
volume_trackers = {}
for market in markets:
name = market["name"]
epic = market["epic"]
resolutions = market["resolutions"]
volume_trackers[epic] = [
VolumeTracker(name,
epic,
resolution,
ig_service,
historical_data_fetcher,
notification_callbacks=notification_callbacks,
pre_calculate=pre_calculate)
for resolution in resolutions
]
for vt in volume_trackers[epic]:
vt.initiate()
def add_candle_to_vt(event):
# LOGGER.log("Received event: %s", pprint.pformat(event["name"]))
values = event["values"]
item = event["name"]
sub_type, epic, resolution = item.split(":")
if values["CONS_END"] == u"1":
# Only add completed candles
for vt in volume_trackers[epic]:
try:
vt.add_5min_candle(values, notify_on_anomaly=True)
except ValueError:
LOGGER.error("Could not add candle data for %s: %s", item,
values)
# Making a new Subscription in MERGE mode
items = [
":".join(("CHART", market["epic"], "5MINUTE")) for market in markets
]
LOGGER.info("Subscribing to: %s", items)
subscription_prices = Subscription(
mode="MERGE",
items=items,
fields=INTERESTING_FIELDS,
)
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(add_candle_to_vt)
# Registering the Subscription
ig_stream_service.ls_client.subscribe(subscription_prices)
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
else:
print('Account not found: {0}'.format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=['QB.D.FT1605UD.03.IP/MINUTE'],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def main():
# logging.basicConfig(level=logging.DEBUG)
logging.basicConfig(level=logging.INFO)
# Establishing a new connection to Lightstreamer Server
print("Starting connection")
# lightstreamer_client = LSClient("http://localhost:8080", "DEMO")
lightstreamer_client = LSClient("http://push.lightstreamer.com", "DEMO")
try:
lightstreamer_client.connect()
except Exception as e:
print("Unable to connect to Lightstreamer Server")
print(traceback.format_exc())
print(e)
sys.exit(1)
# Making a new Subscription in MERGE mode
subscription = Subscription(
mode="MERGE",
items=[
"item1",
"item2",
"item3",
"item4",
"item5",
"item6",
"item7",
"item8",
"item9",
"item10",
"item11",
"item12",
],
fields=["stock_name", "last_price", "time", "bid", "ask"],
)
# Adding the "on_item_update" function to Subscription
subscription.addlistener(on_item_update)
# Registering the Subscription
sub_key = lightstreamer_client.subscribe(subscription)
print(sub_key)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Unsubscribing from Lightstreamer by using the subscription key
# lightstreamer_client.unsubscribe(sub_key)
lightstreamer_client.unsubscribe()
# Disconnecting
lightstreamer_client.disconnect()
def addAccountListener(self, accountId):
logger.debug("Adding account listener...")
# Makie Subscription using MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:'+accountId],
fields=["AVAILABLE_CASH"],
)
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = self.ig_stream_service.ls_client.subscribe(subscription_account)
logger.debug("Success")
def _init_stream(self):
ig_stream_service = IGStreamService(self.broker.session)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
account = self.broker.current_account
if account is not None:
ig_stream_service.connect(account)
subscription = Subscription(
mode=self.mode,
items=self.items,
fields=self.fields,
)
subscription.addlistener(self.on_update)
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription)
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username,
config.password,
config.api_key,
config.acc_type,
acc_number=config.acc_number)
ig_stream_service = IGStreamService(ig_service)
ig_stream_service.create_session()
#ig_stream_service.create_session(version='3')
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
#items=["L1:CS.D.GBPUSD.CFD.IP", "L1:CS.D.USDJPY.CFD.IP"], # sample CFD epics
items=["L1:CS.D.GBPUSD.TODAY.IP",
"L1:IX.D.FTSE.DAILY.IP"], # sample spreadbet epics
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=["ACCOUNT:" + config.acc_number],
fields=["AVAILABLE_CASH"],
)
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def addAccountListener(self, accountId):
logger.debug("Adding account listener...")
# Makie Subscription using MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + accountId],
fields=["AVAILABLE_CASH"],
)
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = self.ig_stream_service.ls_client.subscribe(
subscription_account)
logger.debug("Success")
def main():
# setup
global priceObj
# logging.basicConfig(level=logging.INFO)
config = IGServiceConfig()
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
ig_stream_service.connect(accountId)
# save to DB thread
sched = BackgroundScheduler()
sched.add_job(saveToDB, 'interval', seconds=5)
sched.start()
# Making a new Subscription in MERGE mode
subscriptionCap = 38
subscriptionCurrent = 0
i = 0
listSubscription = []
while i < len(priceObj):
items = list(priceObj.keys())[i:i + subscriptionCap]
subscription_prices = Subscription(mode="MERGE",
items=items,
fields=["BID", "OFFER"])
subscription_prices.addlistener(onPriceUpdate)
sub_key_prices = ig_stream_service.ls_client.subscribe(
subscription_prices)
listSubscription.append(sub_key_prices)
time.sleep(2)
# print(subscription_prices)
print(items)
i += subscriptionCap
input("{0:-^80}\n".format("Press Enter to close"))
# Disconnecting
ig_stream_service.disconnect()
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accountId = ig_session[u'accounts'][0][u'accountId']
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=['L1:CS.D.GBPUSD.CFD.IP', 'L1:CS.D.USDJPY.CFD.IP'],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subcription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items='ACCOUNT:' + accountId,
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
compat.wait_for_input(
"{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
accountId = ig_session[u'accounts'][0][u'accountId']
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=['L1:CS.D.GBPUSD.CFD.IP', 'L1:CS.D.USDJPY.CFD.IP'],
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
)
#adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subcription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items='ACCOUNT:'+accountId,
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(subscription_account)
compat.wait_for_input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def subscribe(self):
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=self.tickers_subs,
fields=["BID", "OFFER", "CHANGE", "MARKET_STATE", "UPDATE_TIME"],
# adapter="QUOTE_ADAPTER"
)
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self._on_prices_update)
# Registering the Subscription
self.logger.info("Registering the Subscription")
try:
self.ig_stream_service.ls_client.subscribe(subcription_prices)
except Exception:
self.logger.error("Error while subscribing")
print(traceback.format_exc())
def main():
#logging.basicConfig(level=logging.DEBUG)
logging.basicConfig(level=logging.INFO)
# Establishing a new connection to Lightstreamer Server
print("Starting connection")
#lightstreamer_client = LSClient("http://localhost:8080", "DEMO")
lightstreamer_client = LSClient("http://push.lightstreamer.com", "DEMO")
try:
lightstreamer_client.connect()
except Exception as e:
print("Unable to connect to Lightstreamer Server")
print(traceback.format_exc())
sys.exit(1)
# Making a new Subscription in MERGE mode
subscription = Subscription(
mode="MERGE",
items=["item1", "item2", "item3", "item4",
"item5", "item6", "item7", "item8",
"item9", "item10", "item11", "item12"],
fields=["stock_name", "last_price", "time", "bid", "ask"],
adapter="QUOTE_ADAPTER")
# Adding the "on_item_update" function to Subscription
subscription.addlistener(on_item_update)
# Registering the Subscription
sub_key = lightstreamer_client.subscribe(subscription)
compat.wait_for_input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Unsubscribing from Lightstreamer by using the subscription key
#lightstreamer_client.unsubscribe(sub_key)
lightstreamer_client.unsubscribe()
# Disconnecting
lightstreamer_client.disconnect()
def _t_account_events(self, q, tmout=None):
'''
Thread to create the subscription to account events.
Here we create a merge subscription for lightstreamer.
'''
self.igss.set_account_q(q)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + self.p.account],
fields=["AVAILABLE_CASH", "EQUITY"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(self.igss.on_account_update)
# Registering the Subscription
sub_key_account = self.igss.ls_client.subscribe(subscription_account)
def __init__(self, events_queue, ig_stream_service, tickers):
self.price_event = None
self.events_queue = events_queue
self.continue_backtest = True
self.ig_stream_service = ig_stream_service
self.tickers_lst = tickers
self.tickers = {}
for ticker in self.tickers_lst:
self.tickers[ticker] = {}
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=tickers,
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
# adapter="QUOTE_ADAPTER",
)
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.on_prices_update)
# Registering the Subscription
self.ig_stream_service.ls_client.subscribe(subcription_prices)
def __init__(self, events_queue, ig_stream_service, tickers):
self.price_event = None
self.events_queue = events_queue
self.continue_backtest = True
self.ig_stream_service = ig_stream_service
self.tickers_lst = tickers
self.tickers = {}
for ticker in self.tickers_lst:
self.tickers[ticker] = {}
# Making a new Subscription in MERGE mode
subcription_prices = Subscription(
mode="MERGE",
items=tickers,
fields=["UPDATE_TIME", "BID", "OFFER", "CHANGE", "MARKET_STATE"],
# adapter="QUOTE_ADAPTER",
)
# Adding the "on_price_update" function to Subscription
subcription_prices.addlistener(self.on_prices_update)
# Registering the Subscription
self.ig_stream_service.ls_client.subscribe(subcription_prices)
def main():
epics1 = [
'CHART:CS.D.GBPEUR.MINI.IP:1MINUTE',
'CHART:IR.D.10YEAR100.FWM2.IP:1MINUTE',
'CHART:CC.D.LCO.UME.IP:1MINUTE', 'CHART:CS.D.NZDUSD.MINI.IP:1MINUTE',
'CHART:CS.D.USDCAD.MINI.IP:1MINUTE',
'CHART:CS.D.USDJPY.MINI.IP:1MINUTE', 'CHART:CO.D.RR.FWM1.IP:1MINUTE',
'CHART:CO.D.O.FWM2.IP:1MINUTE', 'CHART:IX.D.SPTRD.IFM.IP:1MINUTE',
'CHART:IX.D.NASDAQ.IFE.IP:1MINUTE'
]
epics2 = ['CHART:CS.D.GBPEUR.MINI.IP:1MINUTE']
epics3 = ['CHART:IR.D.10YEAR100.FWM2.IP:1MINUTE']
epics4 = ['CHART:CS.D.NZDUSD.MINI.IP:1MINUTE']
epics2 = ['CHART:KA.D.ECHOGS.CASH.IP:1MINUTE']
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u'accounts']
for account in accounts:
if account[u'accountId'] == config.acc_number:
accountId = account[u'accountId']
break
else:
print('Account not found: {0}'.format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=epics1,
fields=["UTM", "BID_OPEN", "BID_HIGH", "BID_LOW", "BID_CLOSE"],
)
# adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=['ACCOUNT:' + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
def main():
logging.basicConfig(level=logging.INFO)
# logging.basicConfig(level=logging.DEBUG)
ig_service = IGService(config.username, config.password, config.api_key,
config.acc_type)
ig_stream_service = IGStreamService(ig_service)
ig_session = ig_stream_service.create_session()
# Ensure configured account is selected
accounts = ig_session[u"accounts"]
for account in accounts:
if account[u"accountId"] == config.acc_number:
accountId = account[u"accountId"]
break
else:
print("Account not found: {0}".format(config.acc_number))
accountId = None
ig_stream_service.connect(accountId)
# Making a new Subscription in MERGE mode
subscription_prices = Subscription(
mode="MERGE",
items=["CHART:CS.D.EURUSD.MINI.IP:1MINUTE"],
fields=[
"LTV", "UTM", "DAY_OPEN_MID", "DAY_NET_CHG_MID",
"DAY_PERC_CHG_MID", "DAY_HIGH", "DAY_LOW", "OFR_OPEN", "OFR_HIGH",
"OFR_LOW", "OFR_CLOSE", "BID_OPEN", "BID_HIGH", "BID_LOW",
"BID_CLOSE", "LTP_OPEN", "LTP_HIGH", "LTP_LOW", "LTP_CLOSE",
"CONS_END", "CONS_TICK_COUNT"
],
)
# adapter="QUOTE_ADAPTER")
# Adding the "on_price_update" function to Subscription
subscription_prices.addlistener(on_prices_update)
# Registering the Subscription
sub_key_prices = ig_stream_service.ls_client.subscribe(subscription_prices)
# Making an other Subscription in MERGE mode
subscription_account = Subscription(
mode="MERGE",
items=["ACCOUNT:" + accountId],
fields=["AVAILABLE_CASH"],
)
# #adapter="QUOTE_ADAPTER")
# Adding the "on_balance_update" function to Subscription
subscription_account.addlistener(on_account_update)
# Registering the Subscription
sub_key_account = ig_stream_service.ls_client.subscribe(
subscription_account)
heartbeat_items = ["TRADE:HB.U.HEARTBEAT.IP"]
heartbeat = Subscription(
mode='MERGE',
items=heartbeat_items,
fields=["HEARTBEAT"],
)
heartbeat.addlistener(on_heartbeat_update)
sub_heartbeat = ig_stream_service.ls_client.subscribe(heartbeat)
input("{0:-^80}\n".format("HIT CR TO UNSUBSCRIBE AND DISCONNECT FROM \
LIGHTSTREAMER"))
# Disconnecting
ig_stream_service.disconnect()
producer.flush()