示例#1
0
    def check_market_conditions_for_single_contract_trade(self,instrument_code, contract_date, qty):
        """
        Get current prices

        :param contract_order:
        :return: tuple: side_price, mid_price OR missing_data
        """

        tick_data = self.get_recent_bid_ask_tick_data_for_instrument_code_and_contract_date(instrument_code, contract_date)
        analysis_of_tick_data = analyse_tick_data_frame(tick_data, qty)

        return analysis_of_tick_data
示例#2
0
    def check_market_conditions_for_single_legged_contract_and_qty(
            self, contract, qty):
        """
        Get current prices

        :param contract_order:
        :return: tuple: side_price, mid_price OR missing_data
        """
        """
        Get current prices

        :param contract_order:
        :return: tuple: side_price, mid_price OR missing_data
        """

        tick_data = self.get_recent_bid_ask_tick_data_for_contract_object(
            contract)
        analysis_of_tick_data = analyse_tick_data_frame(tick_data, qty)

        return analysis_of_tick_data
示例#3
0
    def check_market_conditions_for_single_legged_contract_and_qty(
            self, contract: futuresContract, qty: int) -> analysisTick:
        """
        Get current prices

        :param contract_order:
        :return: tuple: side_price, mid_price OR missing_data
        """
        """
        Get current prices

        :param contract_order:
        :return: tuple: side_price, mid_price OR missing_data
        """

        tick_data = self.get_recent_bid_ask_tick_data_for_contract_object(
            contract)
        analysis_of_tick_data = analyse_tick_data_frame(tick_data,
                                                        qty,
                                                        forward_fill=True,
                                                        replace_qty_nans=True)

        return analysis_of_tick_data