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
https://vimeo.com/835672238/9b3f7fb6d0from 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
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
https://vimeo.com/836038247/ec94bf0289
# 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
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