import time
import pyscreenshot
from pyrate.builder import Builder
from pyrate.ttapi.predicates import CallbackType
from pyrate.ttapi.manager import Manager
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
from pyrate.exceptions import TimeoutError
from captain.controlled import controlled_name_type, ControlledName
from captain.lib.controlled_types import Tif
priceSession = Manager().getPriceSession()
orderSession = Manager().getOrderFillSession()
allCustDefaults = Manager().getCustomers()
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
products = priceSession.getProducts(prodName='HSI',
prodType=aenums.TT_PROD_FUTURE)
product = products[0]
contracts = priceSession.getContracts(product)
contract = contracts[3]
custDefaults = allCustDefaults[0]
run_now = True
prev_trading_status = None
curr_trading_status = None
pricey = None
while run_now is True:
try:
if not priceSession.feed_down:
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
pricey = price.value
from pyrate.ttapi.manager import Manager
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
priceSession = Manager().getPriceSession()
priceSrv = Manager().getPriceServer()
products = priceSession.getProducts()
missing_agile = []
for product in products:
contracts = priceSession.getContracts(product)
for contract in contracts:
if 1080 not in contract.RetrieveAttachmentIDs():
missing_agile.append(" ".join([product.prod_chr, str(product.prod_type).replace("TT_PROD_", ""), contract.seriesKey, "\n"]))
if len(missing_agile) > 0:
logfile = open(r"c:\tt\agile_text.log", "w")
print "\n\n\nThe following contracts are missing the agile attachment:\n\n"
for instrument in missing_agile:
logfile.write(instrument)
logfile.close()
from pyrate.ttapi.manager import Manager
from pyrate.ttapi.order import TTAPIOrder
from ttapi import aenums, cppclient
priceSession = Manager().getPriceSession()
orderSession0 = Manager().getOrderFillSessions()[0]
orderSession1 = Manager().getOrderFillSessions()[-1]
custDefaults0 = Manager().getCustomers()[0]
custDefaults1 = Manager().getCustomers()[0]
ordSrv = Manager().getOrderServer()
priceSrv = Manager().getPriceServer()
create_depth = True
prod_list = ["ZARB", "ZADS", "ZAL", "ZAXS", "ZBHA", "ZBHE", "ZBHF", "ZBOB", "ZBPC", "ZCBK", "ZCEN", "ZCIP", "ZCOA", "ZDEW", "ZDLF", "ZHCL", "ZHDB", "ZHDF", "ZHND", "ZHPC", "ZHUV", "ZICI", "ZIDE", "ZIHF", "ZIIB", "ZINF", "ZITC", "ZJST", "ZJUS", "ZKMB", "ZLIC", "ZLPC", "ZLT", "ZMM", "ZMSI", "ZONG", "ZPNB", "ZRCA", "ZRCO", "ZREC", "ZREL", "ZRIL", "ZSBI", "ZSUN", "ZTAT", "ZTCS", "ZTTD", "ZTTM", "ZUNB", "ZYES"]
prod_type_list = ["FUTURE", ]#"FSPREAD"] # , "OPTIONS", "OSTRATEGY"]
for instrument in prod_list:
products = priceSession.getProducts(prodName=instrument)
for product in products:
print product
if any(prod_type in str(product.prod_type) for prod_type in prod_type_list):
contracts = priceSession.getContracts(product)
for contract in contracts:
print contract
if len(contract.seriesKey) < 35:
pricey = None
settlement_price = None
for enum, price in priceSession.getPrices(contract).items():
if "SETTL" in str(enum):
settlement_price = price.value
if settlement_price is None:
if "FUTURE" in str(product):
settlement_price = 30000
else: