70 lines
2.9 KiB
Python
70 lines
2.9 KiB
Python
import argparse
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import pathlib
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import market_trade.constants
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import tinkoff_grpc
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import json
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import time
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import grpc
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import argparse
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# initializing argument parser
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argument_parser = argparse.ArgumentParser(prog="shares saver")
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# this argument is used for shares info location, it contains the liquidity info
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argument_parser.add_argument("-s", "--shares", type=pathlib.Path, dest="shares_data_path", action="store")
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# this argument is used to save the output into distinct dir
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argument_parser.add_argument("-o", "--output-directory", type=pathlib.Path, dest="output_directory", action="store")
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if __name__ == '__main__':
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cli_args = argument_parser.parse_args()
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# filling the shares data path, no other modes are though of
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if cli_args.shares_data_path:
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shares_path = pathlib.Path(cli_args.shares_data_path)
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else:
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raise NotImplementedError("No path provided for shares liquidity data")
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# filling the output directory data path, where the trades would be saved
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if cli_args.output_directory:
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output_data_path = pathlib.Path(cli_args.output_directory)
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else:
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raise NotImplementedError("No path for the output data of shares")
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# loading shares liquidity stats gathered
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with open(shares_path, encoding="utf-8", mode="r") as shares_stats_file:
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sorted_shares_liquidity_stats = json.load(shares_stats_file)
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# getting sorted list by liquidity and extracting first n, where n is subscription limit
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sorted_shares_figis = list(sorted_shares_liquidity_stats.keys())
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most_liquid_figis_limited = sorted_shares_figis[:market_trade.constants.MARKETDATA_CONNECTION_LIMIT_SUBSCRIPTIONS]
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# instantiating a channel
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api_address = market_trade.constants.TINKOFF_API_ADDRESS
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token = market_trade.constants.TINKOFF_BEARER_TOKEN
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authorization_field = market_trade.constants.TINKOFF_AUTHORIZATION_HEADER
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with tinkoff_grpc.Channel(api_address=api_address,
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token=token,
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authorization_field=authorization_field) as tinkoff_channel:
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# getting all share objects list
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instrument_service = tinkoff_grpc.InstrumentsService(tinkoff_channel)
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shares = instrument_service.get_shares(market_trade.constants.DEFAULT_INSTRUMENT_STATUS)
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# getting final object of shares
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shares_to_gather = [share for share in shares if share.figi in most_liquid_figis_limited]
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# gathering shares data
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while True:
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time.sleep(1)
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try:
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tinkoff_trades_saver = tinkoff_grpc.savers.TradesSaver(channel=tinkoff_channel,
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instruments=shares_to_gather,
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filepath=output_data_path)
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tinkoff_trades_saver.start()
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except grpc.RpcError as grpc_error:
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pass
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