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Smarkets Streaming API Python client.
Compatible with Python 2.7, 3.5 and PyPy 1.9+.
Documentation: http://smarkets-python-sdk.readthedocs.org/en/latest/
When you install smk-python-sdk using PyPI distribution there are no non-Python dependencies. All the Python dependencies will be fetched for you when you install smk-python-sdk.
PyPI page: https://pypi.python.org/pypi/smk_python_sdk
::
pip install smk-python-sdk.. code-block:: python
import logging
logging.basicConfig(level=logging.DEBUG)
from smarkets.streaming_api.api import (
SessionSettings, Session, StreamingAPIClient,
)
username = 'username'
password = 'password'
settings = SessionSettings(username, password)
settings.host = 'stream.smarkets.com'
session = Session(settings)
client = StreamingAPIClient(session)
client.login()
client.ping()
client.read()
client.flush()
client.logout()Registering callbacks '''''''''''''''''''''
.. code-block:: python
def login_response(message):
print('eto.login_response', msg)
def global_callback(name, message):
print(name, message.protobuf)
client.add_handler('eto.login_response', login_response)
client.add_global_handler(global_callback)Placing orders '''''''''''''''''''''
.. code-block:: python
from smarkets.streaming_api.api import SIDE_BID
from smarkets.streaming_api.seto import OrderCreate
def order_accepted(message):
reference = message.order_accepted.reference
order_id = message.order_accepted.order_id
print(
'ORDER_ACCEPTED: reference {} corresponding to order_id {}'.format(
reference, order_id,
)
)
def order_rejected(message):
reference = message.order_rejected.reference
reason = message.order_rejected.reason
print('ORDER_REJECTED with reference {} with reason {}'.format(reference, reason))
client.add_handler('seto.order_accepted', order_accepted)
client.add_handler('seto.order_rejected', order_rejected)
market_id = 100000
contract_id = 200000
order = OrderCreate()
order.quantity = 400000 # £40 payout
order.price = 2500 # 25.00%
order.side = SIDE_BID
order.market_id = market_id
order.contract_id = contract_id
client.send(order)
client.flush()Cancelling orders '''''''''''''''''''''
.. code-block:: python
from smarkets.streaming_api.seto import OrderCancel
order_id = ... # received in seto.order_accepted message
def order_cancelled(message):
order_id = message.order_cancelled.order_id
reason = message.order_cancelled.reason
print('ORDER_CANCELLED order_id {} with reason {}'.format(order_id, reason))
def order_cancel_rejected(message):
order_id = message.order_cancel_rejected.order_id
reason = message.order_cancel_rejected.reason
print('ORDER_CANCEL_REJECTED: with order_id {} with reason {}'.format(order_id, reason))
client.add_handler('seto.order_cancelled', order_cancelled)
client.add_handler('seto.order_cancel_rejected', order_cancel_rejected)
cancel = OrderCancel()
cancel.order_id = order_id
client.send(cancel)
client.flush()Functions and class members contained in this package are thread safe. Instance members are not thread safe.
GitHub repository: https://github.com/smarkets/smk_python_sdk/
Non-Python dependencies:
You can install Python dependencies by executing:
::
pip install -r requirements.txtTo build and install call:
::
python setup.py clean build installNote: building the package does not fetch the most recent piqi files from their respective locations in setup.py. In order to do so, you must call python setup.py clean, and then python setup.py build.
Copyright (C) Smarkets Limited support@smarkets.com
This module is released under the MIT License: http://www.opensource.org/licenses/mit-license.php (or see the LICENSE file)