def event_filter(self) -> EventFilter:
"""
Return event filter, which only calls the listener for the main data replay event
"""
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True if e['type'] == self.event_name else False)
def bar_updates_event_stream(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True
if 'type' in e and e['type'] == 'latest_bar_update'
and e['interval_type'] == self.interval_type and e[
'interval_len'] == self.interval_len else False,
event_transformer=lambda e:
(e['data'], e['symbol']))
def all_full_bars_event_stream(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True
if 'type' in e and e['type'] in
('history_bars', 'live_bar') and e['interval_type']
== self.interval_type and e[
'interval_len'] == self.interval_len else False,
event_transformer=lambda e:
(e['data'], e['symbol']))
def event_filter_by_source(self, source_name: str) -> EventFilter:
"""
Return event filter, which only calls the listener for the main data replay event
if source_name exists in the event
:param source_name: transform the event to the dataframe of source_name only
"""
return EventFilter(listeners=self.listeners,
event_filter=
lambda e: True if 'timestamp' in e and e['type'] == self.event_name and source_name in e else False,
event_transformer=lambda e: (e[source_name],))
def order_requests_stream(self):
return EventFilter(
listeners=self.listeners,
event_filter=lambda e: True
if ('type' in e and e['type'] == 'order_request') else False,
event_transformer=lambda e: (e['data'], ))
def fulfilled_orders_stream(self):
return EventFilter(
listeners=self.listeners,
event_filter=lambda e: True
if 'type' in e and e['type'] == 'order_fulfilled' else False,
event_transformer=lambda e: (e['data'], ))
def portfolio_updates_stream(self):
return EventFilter(
listeners=self.listeners,
event_filter=lambda e: True
if ('type' in e and e['type'] == 'portfolio_update') else False,
event_transformer=lambda e: (e['data'], ))
def fundamentals_filter(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True if e['type'] == 'level_1_fundamentals' else False,
event_transformer=lambda e: (e['data'],))
def level_1_update_filter(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True if 'type' in e and e['type'] == 'level_1_update' else False,
event_transformer=lambda e: (e['data'],))
def all_level_1_filter(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True if 'type' in e and e['type'] in ('level_1_summary', 'level_1_update') else False,
event_transformer=lambda e: (e['data'],))
def regional_quote_filter(self):
return EventFilter(listeners=self.listeners,
event_filter=lambda e: True if e['type'] == 'level_1_regional_quote' else False,
event_transformer=lambda e: (e['data'],))