def get_executions(args):
"""Gets all (filtered) executions from last 24hrs """
client = connection.get_client()
if client is None:
return g.error_resp[-2]
elif client.isConnected() is False:
return g.error_resp[-1]
g.executions_resp = dict(execDetailsEnd=False,
execDetails=[],
commissionReport=dict())
log.debug('Requesting executions for filter {}'.format(args))
filter = ExecutionFilter()
for attr in dir(filter):
if attr[:2] == 'm_' and attr[2:] in args:
setattr(filter, attr, args[attr[2:]])
log.debug('Filter: {}'.format(filter.__dict__))
filter.m_clientId = 0
client.reqExecutions(1, filter)
timeout = g.timeout / 2
while g.executions_resp['execDetailsEnd'] is False and client.isConnected(
) is True and timeout > 0:
# log.debug("Waiting for responses on client {}...".format(client.clientId))
time.sleep(.25)
timeout -= 1
log.debug('Current executions {}'.format(g.executions_resp))
connection.close_client(client)
return g.executions_resp
def exec_filter(client_id):
contract = make_contract('NVDA')
filt = ExecutionFilter()
filt.m_clientId = client_id
filt.m_symbol = contract.m_symbol
filt.m_secType = contract.m_secType
filt.m_exchange = contract.m_exchange
return filt
def exec_filter(client_id):
contract = make_contract('NVDA')
filt = ExecutionFilter()
filt.m_clientId = client_id
filt.m_symbol = contract.m_symbol
filt.m_secType = contract.m_secType
filt.m_exchange = contract.m_exchange
return filt
def exec_filter(self, client_id, accountName, contract):
filt = ExecutionFilter()
filt.m_clientId = client_id
filt.m_acctCode = accountName
#filt.m_time = "20160122-00:00:00"
filt.m_symbol = contract.m_symbol
filt.m_secType = contract.m_secType
filt.m_exchange = contract.m_exchange
return filt
def exec_filter(self, client_id, accountName, contract):
filt = ExecutionFilter()
filt.m_clientId = client_id
filt.m_acctCode = accountName
#filt.m_time = "20160122-00:00:00"
filt.m_symbol = contract.m_symbol
filt.m_secType = contract.m_secType
filt.m_exchange = contract.m_exchange
return filt
def _download_account_details(self):
exec_filter = ExecutionFilter()
exec_filter.m_clientId = self.client_id
self.reqExecutions(self.next_request_id, exec_filter)
self.reqManagedAccts()
while self.managed_accounts is None:
sleep(_poll_frequency)
for account in self.managed_accounts:
self.reqAccountUpdates(subscribe=True, acctCode=account)
while self.accounts_download_complete is False:
sleep(_poll_frequency)
def _download_account_details(self):
exec_filter = ExecutionFilter()
exec_filter.m_clientId = self.client_id
self.reqExecutions(self.next_request_id, exec_filter)
self.reqManagedAccts()
while self.managed_accounts is None:
sleep(_poll_frequency)
for account in self.managed_accounts:
self.reqAccountUpdates(subscribe=True, acctCode=account)
while self.accounts_download_complete is False:
sleep(_poll_frequency)
