def on_security_status_request(self, msg): # Generate a FullRefresh req_id = msg.get('SecurityStatusReqID') # Disable previous Snapshot + Update Request if int(msg.get('SubscriptionRequestType')) == 2: if req_id in self.sec_status_subscriptions: del self.sec_status_subscriptions[req_id] return instruments = msg.get('Instruments') if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates if req_id not in self.sec_status_subscriptions: self.sec_status_subscriptions[req_id] = [] for instrument in instruments: ss = generate_security_status( instrument, req_id) self.write_message(str(json.dumps(ss, cls=JsonEncoder))) # Snapshot + Updates if int(msg.get('SubscriptionRequestType')) == 1: self.sec_status_subscriptions[req_id].append( SecurityStatusPublisher( req_id, instrument, self.on_send_json_msg_to_user))
def on_security_status_request(self, msg): # Generate a FullRefresh req_id = msg.get('SecurityStatusReqID') # Disable previous Snapshot + Update Request if int(msg.get('SubscriptionRequestType')) == 2: if req_id in self.sec_status_subscriptions: for sec_status_publisher in self.sec_status_subscriptions[ req_id]: sec_status_publisher.cleanup() self.sec_status_subscriptions[req_id] = [] del self.sec_status_subscriptions[req_id] return instruments = msg.get('Instruments') if int(msg.get('SubscriptionRequestType')) == 1: # Snapshot + Updates if req_id not in self.sec_status_subscriptions: self.sec_status_subscriptions[req_id] = [] for instrument in instruments: ss = generate_security_status(instrument, req_id) self.write_message(str(json.dumps(ss, cls=JsonEncoder))) # Snapshot + Updates if int(msg.get('SubscriptionRequestType')) == 1: self.sec_status_subscriptions[req_id].append( SecurityStatusPublisher(req_id, instrument, self.on_send_json_msg_to_user))