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MarketDataSocketClient.py
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MarketDataSocketClient.py
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import configparser
import os
from datetime import datetime
import socketio
class MDSocket_io(socketio.Client):
"""A Socket.IO client.
This class implements a fully compliant Socket.IO web client with support
for websocket and long-polling transports.
:param reconnection: 'True'. if the client should automatically attempt to
reconnect to the server after an interruption, or
'False' to not reconnect. The default is 'True'.
:param reconnection_attempts: How many reconnection attempts to issue
before giving up, or 0 for infinity attempts.
The default is 0.
:param reconnection_delay: How long to wait in seconds before the first
reconnection attempt. Each successive attempt
doubles this delay.
:param reconnection_delay_max: The maximum delay between reconnection
attempts.
:param randomization_factor: Randomization amount for each delay between
reconnection attempts. The default is 0.5,
which means that each delay is randomly
adjusted by +/- 50%.
:param logger: To enable logging set to 'True' or pass a logger object to
use. To disable logging set to 'False'. The default is
'False'.
:param binary: 'True' to support binary payloads, 'False' to treat all
payloads as text. On Python 2, if this is set to 'True',
'unicode' values are treated as text, and 'str' and
'bytes' values are treated as binary. This option has no
effect on Python 3, where text and binary payloads are
always automatically discovered.
:param json: An alternative json module to use for encoding and decoding
packets. Custom json modules must have 'dumps' and 'loads'
functions that are compatible with the standard library
versions.
"""
def __init__(self, token, userID, reconnection=True, reconnection_attempts=0, reconnection_delay=1,
reconnection_delay_max=50000, randomization_factor=0.5, logger=False, binary=False, json=None,
**kwargs):
self.sid = socketio.Client(logger=True, engineio_logger=True)
self.eventlistener = self.sid
self.sid.on('connect', self.on_connect)
self.sid.on('message', self.on_message)
"""Similarly implement partial json full and binary json full."""
self.sid.on('1501-json-full', self.on_message1501_json_full)
self.sid.on('1501-json-partial', self.on_message1501_json_partial)
self.sid.on('1502-json-full', self.on_message1502_json_full)
self.sid.on('1502-json-partial', self.on_message1502_json_partial)
self.sid.on('1505-json-full', self.on_message1505_json_full)
self.sid.on('1505-json-partial', self.on_message1505_json_partial)
self.sid.on('1507-json-full', self.on_message1507_json_full)
self.sid.on('1510-json-full', self.on_message1510_json_full)
self.sid.on('1510-json-partial', self.on_message1510_json_partial)
self.sid.on('1512-json-full', self.on_message1512_json_full)
self.sid.on('1512-json-partial', self.on_message1512_json_partial)
self.sid.on('1105-json-full', self.on_message1105_json_full)
self.sid.on('1105-json-partial', self.on_message1105_json_partial)
self.sid.on('disconnect', self.on_disconnect)
"""Get the root url from config file"""
currDirMain = os.getcwd()
configParser = configparser.ConfigParser()
configFilePath = os.path.join(currDirMain, 'config.ini')
configParser.read(configFilePath)
self.port = configParser.get('root_url', 'root')
self.userID = userID
publishFormat = 'JSON'
self.broadcastMode = configParser.get('root_url', 'broadcastMode')
self.token = token
port = f'{self.port}/?token='
self.connection_url = port + token + '&userID=' + self.userID + '&publishFormat=' + publishFormat + '&broadcastMode=' + self.broadcastMode
def connect(self, headers={}, transports='websocket', namespaces=None, socketio_path='/apimarketdata/socket.io',
verify=False):
"""Connect to a Socket.IO server.
:param verify: Verify SSL
:param url: The URL of the Socket.IO server. It can include custom
query string parameters if required by the server.
:param headers: A dictionary with custom headers to send with the
connection request.
:param transports: The list of allowed transports. Valid transports
are 'polling' and 'websocket'. If not
given, the polling transport is connected first,
then an upgrade to websocket is attempted.
:param namespaces: The list of custom namespaces to connect, in
addition to the default namespace. If not given,
the namespace list is obtained from the registered
event handlers.
:param socketio_path: The endpoint where the Socket.IO server is
installed. The default value is appropriate for
most cases.
self.url = self.connection_url
self.connection_headers = headers
self.connection_transports = transports
self.connection_namespaces = namespaces
self.socketio_path = socketio_path
Connect to the socket.
"""
url = self.connection_url
"""Connected to the socket."""
self.sid.connect(url, headers, transports, namespaces, socketio_path)
self.sid.wait()
"""Disconnected from the socket."""
# self.sid.disconnect()
def on_connect(self):
"""Connect from the socket."""
print('Market Data Socket connected successfully!')
def on_message(self, data):
"""On receiving message"""
print('I received a message!' + data)
def on_message1502_json_full(self, data):
"""On receiving message code 1502 full"""
print('I received a 1502 Market depth message!' + data)
def on_message1507_json_full(self, data):
"""On receiving message code 1507 full"""
print('I received a 1507 MarketStatus message!' + data)
def on_message1512_json_full(self, data):
"""On receiving message code 1512 full"""
print('I received a 1512 LTP message!' + data)
def on_message1505_json_full(self, data):
"""On receiving message code 1505 full"""
print('I received a 1505 Candle data message!' + data)
def on_message1510_json_full(self, data):
"""On receiving message code 1510 full"""
print('I received a 1510 Open interest message!' + data)
def on_message1501_json_full(self, data):
"""On receiving message code 1501 full"""
print('I received a 1501 Level1,Touchline message!' + data)
def on_message1502_json_partial(self, data):
"""On receiving message code 1502 partial"""
print('I received a 1502 partial message!' + data)
def on_message1512_json_partial(self, data):
"""On receiving message code 1512 partial"""
print('I received a 1512 LTP message!' + data)
def on_message1505_json_partial(self, data):
"""On receiving message code 1505 partial"""
print('I received a 1505 Candle data message!' + data)
def on_message1510_json_partial(self, data):
"""On receiving message code 1510 partial"""
print('I received a 1510 Open interest message!' + data)
def on_message1501_json_partial(self, data):
"""On receiving message code 1501 partial"""
now = datetime.now()
today = now.strftime("%H:%M:%S")
print(today, 'in main 1501 partial Level1,Touchline message!' + data + ' \n')
def on_message1105_json_partial(self, data):
"""On receiving message code 1105 partial"""
now = datetime.now()
today = now.strftime("%H:%M:%S")
print(today, 'in main 1105 partial, Instrument Property Change Event!' + data + ' \n')
print('I received a 1105 Instrument Property Change Event!' + data)
def on_disconnect(self):
"""Disconnected from the socket"""
print('Market Data Socket disconnected!')
def on_error(self, data):
"""Error from the socket"""
print('Market Data Error', data)
def get_emitter(self):
"""For getting the event listener"""
return self.eventlistener