Added remaining trading system around portfolio in order to compare with OANDA.

2015-02-03 13:33:33 +00:00
parent dbc973567a
commit b0b19d603d
13 changed files with 255 additions and 15 deletions
@@ -0,0 +1,57 @@
+import requests
+import json
+
+from qsforex.event.event import TickEvent
+
+
+class StreamingForexPrices(object):
+    def __init__(
+        self, domain, access_token, 
+        account_id, instruments, events_queue
+    ):
+        self.domain = domain
+        self.access_token = access_token
+        self.account_id = account_id
+        self.instruments = instruments
+        self.events_queue = events_queue
+        self.cur_bid = None
+        self.cur_ask = None
+
+    def connect_to_stream(self):      
+        try:
+            s = requests.Session()
+            url = "https://" + self.domain + "/v1/prices"
+            headers = {'Authorization' : 'Bearer ' + self.access_token}
+            params = {'instruments' : self.instruments, 'accountId' : self.account_id}
+            req = requests.Request('GET', url, headers=headers, params=params)
+            pre = req.prepare()
+            resp = s.send(pre, stream=True, verify=False)
+            return resp
+        except Exception as e:
+            s.close()
+            print "Caught exception when connecting to stream\n" + str(e) 
+
+    def stream_to_queue(self):
+        response = self.connect_to_stream()
+        if response.status_code != 200:
+            return
+        for line in response.iter_lines(1):
+            if line:
+                try:
+                    msg = json.loads(line)
+                except Exception as e:
+                    print "Caught exception when converting message into json\n" + str(e)
+                    return
+                if msg.has_key("instrument") or msg.has_key("tick"):
+                    print msg
+                    instrument = msg["tick"]["instrument"]
+                    time = msg["tick"]["time"]
+                    bid = msg["tick"]["bid"]
+                    ask = msg["tick"]["ask"]
+                    self.cur_bid = bid
+                    self.cur_ask = ask
+                    tev = TickEvent(instrument, time, bid, ask)
+                    self.events_queue.put(tev)
+
+
+