xroad.mdata.MarketData Class Reference

Market data engine wrapper. More...

Inheritance diagram for xroad.mdata.MarketData:

Collaboration diagram for xroad.mdata.MarketData:

Public Member Functions
def	__init__ (self, config, instrdb, cback=None)
	create MarketData object param[in] config - configuration param[in] instrdb - InstrDB instance param[in] cback - events callback: "on_heartbeat" -> on_heartbeat - heartbeat received "on_book" -> on_book(Book) - book received "on_trade" -> on_trade(Trade) - trade received "on_quote" -> on_quote(Quote) - quote received "on_bar" -> on_bar(Bar) - bar received "on_indicator" -> on_indicator(Indicator) - indicator received "on_common_info" -> on_common_info(CommonInfo) - quote received "on_subscribe" -> on_subscribe(Instr, SubscriptionType) "on_subscribe_result" -> on_subscribe(Instr, SubscriptionType, error) "on_connected" -> on_connected() "on_disconnected" -> on_disconnected()
def	__del__ (self)
def	ptr (self)
def	start (self)
	initializes connect to source of market data
def	stop (self)
	stops processing of market data
def	subscribe (self, alias, mask, source=None)
	subscribes to the market data of specific instrument More...
def	send (self, mdtype, data)
def	get_feed_state (self, instr, source=None)
def	get_book (self, instr)
def	get_quote (self, instr)
def	get_trade (self, instr)
def	get_indicator (self, instr, indicator_type)
def	get_common_info (self, instr)
def	get_best_price (self, instr, best_price_type)

Detailed Description

Market data engine wrapper.

Member Function Documentation

get_best_price()

def xroad.mdata.MarketData.get_best_price	(		self,
			instr,
			best_price_type
	)

gets last best_price from mdata cache by instrument
:param instr - instrument instance
:param best_price_type - best_price type

get_book()

def xroad.mdata.MarketData.get_book	(		self,
			instr
	)

gets last book from mdata cache by instrument
:param instr - instrument inctance

get_common_info()

def xroad.mdata.MarketData.get_common_info	(		self,
			instr
	)

gets common_info from mdata cache by instrument
:param instr - instrument instance

get_indicator()

def xroad.mdata.MarketData.get_indicator	(		self,
			instr,
			indicator_type
	)

gets last indicator from mdata cache by instrument
:param instr - instrument instance
:param indicator_type - indicator type

get_quote()

def xroad.mdata.MarketData.get_quote	(		self,
			instr
	)

gets last quote from mdata cache by instrument
:param instr - instrument inctance

get_trade()

def xroad.mdata.MarketData.get_trade	(		self,
			instr
	)

gets last trade from mdata cache by instrument
:param instr - instrument inctance

send()

def xroad.mdata.MarketData.send	(		self,
			mdtype,
			data
	)

sends data to stream
:param mdtype - type of mdata @see class ProtoType
:param data -

subscribe()

def xroad.mdata.MarketData.subscribe	(		self,
			alias,
			mask,
			source = None
	)

subscribes to the market data of specific instrument

Parameters

[in]	alias	- alias of instr
[in]	mask	- subscription mask

See also

SubscriptionType

Parameters

[in]

source

- name of node which is source of market data

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The documentation for this class was generated from the following file:

• /home/dmitryme/dev/xroad/release/sdk/python/xroad/mdata.py