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from dtc.enums.message_types import MessageTypes
from lib.base_message_type import BaseMessageType


class HistoricalTradesRequest(BaseMessageType):
def __init__(self,
request_id=None,
symbol=None,
trade_account=None,
start_date_time=None):
self.Type = MessageTypes.HISTORICAL_TRADES_REQUEST
self.RequestID = request_id
self.Symbol = symbol
self.TradeAccount = trade_account
self.StartDateTime = start_date_time

@staticmethod
def from_message_short(message_obj):
packet = message_obj.get('F')
return HistoricalTradesRequest(
request_id=packet[0],
symbol=packet[1],
trade_account=packet[2],
start_date_time=packet[3]
)

@staticmethod
def from_message_long(message_obj):
return HistoricalTradesRequest(
request_id=message_obj.get('RequestID'),
symbol=message_obj.get('Symbol'),
trade_account=message_obj.get('TradeAccount'),
start_date_time=message_obj.get('StartDateTime')
)

@staticmethod
def from_message(message_obj):
if 'F' in message_obj:
return HistoricalTradesRequest.from_message_short(message_obj)
else:
return HistoricalTradesRequest.from_message_long(message_obj)

@staticmethod
def get_message_type_name():
return "HistoricalTradesRequest"

from dtc.enums.message_types import MessageTypes
from lib.base_message_type import BaseMessageType


class HistoricalTradesResponse(BaseMessageType):
def __init__(self,
request_id=None,
symbol=None,
trade_account=None,
entry_date_time=None,
exit_date_time=None,
entry_price=None,
exit_price=None,
trade_type=None,
entry_quantity=None,
exit_quantity=None,
max_open_quantity=None,
closed_profit_loss=None,
maximum_open_position_loss=None,
maximum_open_position_profit=None,
commission=None):
self.Type = MessageTypes.HISTORICAL_TRADES_RESPONSE
self.RequestID = request_id
self.Symbol = symbol
self.TradeAccount = trade_account
self.EntryDateTime = entry_date_time
self.ExitDateTime = exit_date_time
self.EntryPrice = entry_price
self.ExitPrice = exit_price
self.TradeType = trade_type
self.EntryQuantity = entry_quantity
self.ExitQuantity = exit_quantity
self.MaxOpenQuantity = max_open_quantity
self.ClosedProfitLoss = closed_profit_loss
self.MaximumOpenPositionLoss = maximum_open_position_loss
self.MaximumOpenPositionProfit = maximum_open_position_profit
self.Commission = commission

@staticmethod
def from_message_short(message_obj):
packet = message_obj.get('F')
return HistoricalTradesResponse(
request_id=packet[0],
symbol=packet[1],
trade_account=packet[2],
entry_date_time=packet[3],
exit_date_time=packet[4],
entry_price=packet[5],
exit_price=packet[6],
trade_type=packet[7],
entry_quantity=packet[8],
exit_quantity=packet[9],
max_open_quantity=packet[10],
closed_profit_loss=packet[11],
maximum_open_position_loss=packet[12],
maximum_open_position_profit=packet[13],
commission=packet[14]
)

@staticmethod
def from_message_long(message_obj):
return HistoricalTradesResponse(
request_id=message_obj.get('RequestID'),
symbol=message_obj.get('Symbol'),
trade_account=message_obj.get('TradeAccount'),
entry_date_time=message_obj.get('EntryDateTime'),
exit_date_time=message_obj.get('ExitDateTime'),
entry_price=message_obj.get('EntryPrice'),
exit_price=message_obj.get('ExitPrice'),
trade_type=message_obj.get('TradeType'),
entry_quantity=message_obj.get('EntryQuantity'),
exit_quantity=message_obj.get('ExitQuantity'),
max_open_quantity=message_obj.get('MaxOpenQuantity'),
closed_profit_loss=message_obj.get('ClosedProfitLoss'),
maximum_open_position_loss=message_obj.get('MaximumOpenPositionLoss'),
maximum_open_position_profit=message_obj.get('MaximumOpenPositionProfit'),
commission=message_obj.get('Commission')
)

@staticmethod
def from_message(message_obj):
if 'F' in message_obj:
return HistoricalTradesResponse.from_message_short(message_obj)
else:
return HistoricalTradesResponse.from_message_long(message_obj)

@staticmethod
def get_message_type_name():
return "HistoricalTradesResponse"

2025-03-07 23:04:55,477 - DTC_Client - INFO - Sending HistoricalTradesRequest for symbol MESH5.CME (RequestID: 1001): HistoricalTradesRequest(RequestID=1001, Symbol='MESH5.CME',
TradeAccount='PP-CASH...........', StartDateTime=1738368060)

PS C:\Client_DTC> python CustomDTC_Client.py -n 127.0.0.1 -l -p 11099 -q 11098
INFO:root:Connecting to ws://127.0.0.1:11099
INFO:websocket:Websocket connected
INFO:root:On open
INFO:root:[CustomDTCClient] post_login_thread => envoi HISTORICAL_TRADES_REQUEST (JSON).
INFO:root:[CustomDTCClient] HISTORICAL_TRADES_REQUEST envoyé : {'Type': 10100, 'RequestID': 2222, 'Symbol': 'MESH5', 'TradeAccount': 'PP-CASH.......', 'StartDateTime': 45695.0}
INFO:root:[CustomDTCClient] Reçu HISTORICAL_TRADES_RESPONSE :
INFO:root:{'ClosedProfitLoss': 0, 'Commission': 0, 'EntryDateTime': 0, 'EntryPrice': 0, 'EntryQuantity': 0, 'ExitDateTime': 0, 'ExitPrice': 0, 'ExitQuantity': 0, 'MaxOpenQuantity': 0, 'MaximumOpenPositionLoss': 0,
'MaximumOpenPositionProfit': 0, 'RequestID': 2222, 'Symbol': 'MESH5', 'TradeAccount': 'PP-CASH.......', 'TradeType': 0, 'Type': 10102}