bug-or-feature / pysystemtrade-fsb

Systematic spread betting in Python
https://pysystemtrade-fsb.bugorfeature.net/
GNU General Public License v3.0
10 stars 2 forks source link

Improve the processes to get market info from IG #21

Closed bug-or-feature closed 1 year ago

bug-or-feature commented 1 year ago

Currently we calculate the epic history every day by interrogating IG's markets endpoint for each epic, and writing any changes to an Arctic dataframe. We now need some other elements of that market info response, such as market hours, tradable status etc. It would therefore make more sense to grab the entire response object, and persist - so we don't waste hits on the endpoint. Its JSON, so could write to a file, and/or store in MongoDB. And then build epic history from that. And get the market hours, tradable status, and anything else we may need later

bug-or-feature commented 1 year ago

Completed by c7a714db