Architecture Overview
...
Hello World
The following provides short videos and code snippets demonstrating hello world level usage of the libraries.
Time and sales
Market depth
Submitting orders
Accessing graph data
time and sales
...
| Code Block |
|---|
from trade29.sc.bridge import SCBridge
# create the bridge object
bridge = SCBridge()
# subscribe to time and sales data
bridge.time_and_sales_request('xx')
# get access to the response queue
messages = bridge.get_response_queue()
# go into a while loop, wait for messages and print them out
while True:
msg = messages.get()
print(msg.df)
|
market depth
Supports
User defined x number of levels
Update frequency
Optional pulling/stacking data
Optional mbo data
...
| Code Block | ||
|---|---|---|
| ||
from trade29.sc.bridge import SCBridge
bridge = SCBridge()
bridge.market_depth_request('xx', update_frequency=5000, include_pulling_stacking=True, include_mbo=True)
messages = bridge.get_response_queue()
while True:
msg = messages.get()
print(msg.df)
|
order management
...
| Code Block | ||
|---|---|---|
| ||
# placing a market order every 30 seconds
from trade29.sc.bridge import SCBridge
import time
bridge = SCBridge()
while True:
print('placing order')
bridge.submit_order('xx', is_buy=1, order_type=0, attach_orders_sc_trade_window=1)
time.sleep(30) |
get graph data
See here for more: https://trade29.atlassian.net/wiki/spaces/SCDX/pages/175767553
| Code Block | ||
|---|---|---|
| ||
from trade29.sc.bridge import SCBridge
bridge = SCBridge()
request_id = bridge.graph_data_request(key='xx', base_data='1;4')
messages = bridge.get_response_queue()
while True:
msg = messages.get()
print(msg.df)
|
Support and Help
Email: support@trade29.com
Slack: TBD