DTC Protocol Discussion Forum

Date/Time: Fri, 29 Nov 2024 14:30:15 +0000

Post From: Python interface for DTC protocol library

[2020-12-23 11:18:52] Link To Thread - Link To Post [Go To First Post]
Queeq - Posts: 42
There's no support for fetching order data. If you'd like to add it - merge request is welcome. In general it may be reasonable to start at the function that is used to compose messages for requesting historical data (DtcConnection.historical_data_request): https://github.com/Queeq/pydtc/blob/18da88f388712d398990a215fb093f82268bd812/pydtc/main.py#L382 I vaguely remember that I decided not to implement it because it would've required quite a lot of work as historical data request is way simpler: it's just one request per connection. Other types of data, e.g. live feed is more complicated. Maybe order data would be as simple as historical one, but then it would also require some mechanism to reuse existing connection, i.e. pass DtcConnection object around. With some effort anyone can do this - there should be enough docstrings and comments in the code to understand how the library works.