Michael Halls-Moore
58 lines
1.9 KiB
Python
58 lines
1.9 KiB
Python
import requests
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import json
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from qsforex.event.event import TickEvent
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class StreamingForexPrices(object):
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def __init__(
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self, domain, access_token,
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account_id, instruments, events_queue
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):
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self.domain = domain
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self.access_token = access_token
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self.account_id = account_id
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self.instruments = instruments
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self.events_queue = events_queue
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self.cur_bid = None
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self.cur_ask = None
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def connect_to_stream(self):
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try:
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s = requests.Session()
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url = "https://" + self.domain + "/v1/prices"
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headers = {'Authorization' : 'Bearer ' + self.access_token}
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params = {'instruments' : self.instruments, 'accountId' : self.account_id}
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req = requests.Request('GET', url, headers=headers, params=params)
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pre = req.prepare()
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resp = s.send(pre, stream=True, verify=False)
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return resp
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except Exception as e:
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s.close()
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print "Caught exception when connecting to stream\n" + str(e)
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def stream_to_queue(self):
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response = self.connect_to_stream()
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if response.status_code != 200:
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return
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for line in response.iter_lines(1):
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if line:
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try:
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msg = json.loads(line)
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except Exception as e:
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print "Caught exception when converting message into json\n" + str(e)
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return
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if msg.has_key("instrument") or msg.has_key("tick"):
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print msg
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instrument = msg["tick"]["instrument"]
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time = msg["tick"]["time"]
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bid = msg["tick"]["bid"]
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ask = msg["tick"]["ask"]
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self.cur_bid = bid
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self.cur_ask = ask
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tev = TickEvent(instrument, time, bid, ask)
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self.events_queue.put(tev)
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