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)