streaming_prices.open()

jaydoubleu79

HI i have the following code:

def display_refreshed_fields(streaming_price, instrument_name, fields): current_time = datetime.datetime.now().time() print(current_time, "- Refresh received for", instrument_name, ":", fields) def display_updated_fields(streaming_price, instrument_name, fields): current_time = datetime.datetime.now().time() print(current_time, "- Update received for", instrument_name, ":", fields) def display_status(streaming_price, instrument_name, status): current_time = datetime.datetime.now().time() print(current_time, "- Status received for", instrument_name, ":", status) streaming_prices = ek.StreamingPrices( instruments = ['EUR=','GBP=','JPY=', 'CAD='], fields = ['SALTIM', 'CF_BID','CF_ASK','OPEN_PRC', 'CF_HIGH','CF_LOW', 'CF_CLOSE'], on_refresh = lambda streaming_price, instrument_name, fields : display_refreshed_fields(streaming_price, instrument_name, fields), on_update = lambda streaming_price, instrument_name, fields : display_updated_fields(streaming_price, instrument_name, fields), on_status = lambda streaming_price, instrument_name, status : display_status(streaming_price, instrument_name, status) ) streaming_prices.open()

I use Pycharm and running this code i get:

16:20:03.342917 - Status received for GBP= : {'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 16:20:03.343917 - Refresh received for GBP= : {'CF_BID': 1.2503, 'CF_ASK': 1.2507, 'OPEN_PRC': 1.2473, 'CF_HIGH': 1.2529, 'CF_LOW': 1.2462, 'CF_CLOSE': 1.247} 16:20:03.343917 - Status received for JPY= : {'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 16:20:03.343917 - Refresh received for JPY= : {'CF_BID': 107.5, 'CF_ASK': 107.53, 'OPEN_PRC': 107.45, 'CF_HIGH': 107.72, 'CF_LOW': 107.34, 'CF_CLOSE': 107.46} 16:20:03.343917 - Status received for CAD= : {'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 16:20:03.343917 - Refresh received for CAD= : {'CF_BID': 1.3576, 'CF_ASK': 1.358, 'OPEN_PRC': 1.3582, 'CF_HIGH': 1.3611, 'CF_LOW': 1.356, 'CF_CLOSE': 1.3585} 16:20:03.343917 - Status received for EUR= : {'status': <StreamState.Open: 3>, 'code': 'Open', 'message': 'All is well'} 16:20:03.343917 - Refresh received for EUR= : {'CF_BID': 1.1264, 'CF_ASK': 1.1268, 'OPEN_PRC': 1.125, 'CF_HIGH': 1.1302, 'CF_LOW': 1.1248, 'CF_CLOSE': 1.125} Process finished with exit code 0

As you can see, the program terminates almost immediatly, I would like the streaming prices to keep open and the updates getting handled when they come in.

What works is putting the streaming_prices.open() in a loop:

while True: 
streaming_prices.open()

streaming_prices.open()while True:      pass

this doesnt work either unfortunatly, then the program doesnt terminate, but the updates dont get handled by the function.

But I cant imagine this is the way to do it? Any help would be appreciated, thanks!

Jan

pierre.faurel

Hi,

streaming_prices.open() does just the streaming connection with the server.
It's up to you to keep it streaming the duration you want/need.
The solution you propose is correct but you should define the way to stop it

while True:
...
if <condition is True>:
break

...

You can also run your code in a Jupyter notebook because the stream will continue until you close your book.

jaydoubleu79

streaming_prices.open()
while True:
    pass

this doesnt work either unfortunatly, then the program doesnt terminate, but the updates dont get handled by the function.

jaydoubleu79

somehow the readability got lost, here is the code again:

def display_refreshed_fields(streaming_price, instrument_name, fields):
    current_time = datetime.datetime.now().time()
    print(current_time, "- Refresh received for", instrument_name, ":", fields)



def display_updated_fields(streaming_price, instrument_name, fields):
    current_time = datetime.datetime.now().time()
    print(current_time, "- Update received for", instrument_name, ":", fields)

def display_status(streaming_price, instrument_name, status):
    current_time = datetime.datetime.now().time()
    print(current_time, "- Status received for", instrument_name, ":", status)



streaming_prices = ek.StreamingPrices(
    instruments = ['EUR=','GBP=','JPY=', 'CAD='],
    fields   = ['SALTIM', 'CF_BID','CF_ASK','OPEN_PRC', 'CF_HIGH','CF_LOW', 'CF_CLOSE'],
    on_refresh = lambda streaming_price, instrument_name, fields :
        display_refreshed_fields(streaming_price, instrument_name, fields),
    on_update = lambda streaming_price, instrument_name, fields :
        display_updated_fields(streaming_price, instrument_name, fields),
    on_status = lambda streaming_price, instrument_name, status :
        display_status(streaming_price, instrument_name, status)

)


streaming_prices.open()

jaydoubleu79

that is clear then, thank you Pierre!