+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
@@ -43689,6 +43747,17 @@+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
diff --git a/nightly/api_reference/common.html b/nightly/api_reference/common.html index 1c4b2716c292..fad3553ab814 100644 --- a/nightly/api_reference/common.html +++ b/nightly/api_reference/common.html @@ -2277,120 +2277,6 @@ -
-
- LiveTimer
-
-
-
-
-
-
-
-
-
@@ -2460,120 +2346,6 @@
-
- LoopTimer
-
-
-
-
-
-
-
-
-
@@ -3007,10 +2779,10 @@
- ThreadTimer
+ Throttler
@@ -3020,100 +2792,91 @@
- Throttler
+ TimeEvent
@@ -3134,175 +2897,70 @@
+
+
+ TimeEventHandler
+
+
+
+
+
+
+
+
-
-
- TimeEvent
-
-
-
-
-
-
-
-
-
-
- TimeEventHandler
-
-
-
-
-
-
-
-
@@ -13493,6 +13189,17 @@ + + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
@@ -18917,57 +18642,6 @@- The base class for all live timers. + Provides a logger adapter into the logging system.
- - name - - ( - - str - - ) – The name for the timer. -
-- - callback - - ( - - Callable - - - [ - - - [ - - - - TimeEvent - - - - ] - - - , - - - None - - - ] - - ) – The delegate to call at the next time. -
-- - interval_ns - - ( - - uint64_t - - ) – The time interval for the timer. -
-- - ts_now - - ( - - uint64_t - - ) – The current UNIX time (nanoseconds). -
-- - start_time_ns - - ( - - uint64_t - - ) – The start datetime for the timer (UTC). -
-- - stop_time_ns - - ( - - uint64_t - - - , - - - optional - - ) – The stop datetime for the timer (UTC) (if None then timer repeats). -
-- TypeError + name - – If - - callback - - is not of type - - Callable - - . -
-- Warning -
-- This class should not be used directly, but through a concrete subclass. -
-- The timers callback function. + ( + + str + + ) – The name of the logger. This will appear within each log line.
-- - object - -
-- Cancels the timer (the timer will not generate an event). -
-- The timers set interval. -
-- - uint64_t - -
-- If the timer is expired. -
-- - bool - -
-- Iterates the timers next time and checks if the timer is now expired. + Log the given debug level message.
- - ts_now - - ( - - uint64_t - - ) – The current UNIX time (nanoseconds). -
++ + message + + ( + + str + + ) – The log message text (valid UTF-8). +
++ + color + + ( + + LogColor + + + , + + + optional + + ) – The log message color. +
+- The timers name using for hashing. -
-- - str - -
-- The timers next alert timestamp. + Log the given error level message.
- - uint64_t - -
++ + message + + ( + + str + + ) – The log message text (valid UTF-8). +
++ + color + + ( + + LogColor + + + , + + + optional + + ) – The log message color. +
+- Return a generated time event with the given ID. + Log the given exception including stack trace information.
- event_id + message ( - - - UUID4 - - - ) – The ID for the time event. + + str + + ) – The log message text (valid UTF-8).
- ts_init + ex ( - uint64_t + Exception - ) – The UNIX timestamp (nanoseconds) when the object was initialized. + ) – The exception to log.
- - TimeEvent - -
-- Continue the timer. + Log the given information level message.
- - ts_now - - ( - - uint64_t - - ) – The current time to continue timing from. -
++ + message + + ( + + str + + ) – The log message text (valid UTF-8). +
++ + color + + ( + + LogColor + + + , + + + optional + + ) – The log message color. +
+- The timers set start time. + str +
++ Return the name of the logger.
- - uint64_t - + + str +
- The timers set stop time (if set). -
-- - uint64_t - + Logger.name
- Bases:
-
-
- object
-
-
-
- Provides a logger adapter into the logging system. -
-- - name - - ( - - str - - ) – The name of the logger. This will appear within each log line. -
-- Log the given debug level message. + Log the given warning level message.
- Log the given error level message. -
-- - message - - ( - - str - - ) – The log message text (valid UTF-8). -
-- - color - - ( - - LogColor - - - , - - - optional - - ) – The log message color. -
-- Log the given exception including stack trace information. -
-- - message - - ( - - str - - ) – The log message text (valid UTF-8). -
-- - ex - - ( - - Exception - - ) – The exception to log. -
-- Log the given information level message. -
-- - message - - ( - - str - - ) – The log message text (valid UTF-8). -
-- - color - - ( - - LogColor - - - , - - - optional - - ) – The log message color. -
-- str -
-- Return the name of the logger. -
-- - str - -
-- Logger.name -
-- Log the given warning level message. -
-- - message - - ( - - str - - ) – The log message text (valid UTF-8). -
-- - color - - ( - - LogColor - - - , - - - optional - - ) – The log message color. -
-
- Bases:
-
-
-
- LiveTimer
-
-
-
-
- Provides an event loop based timer for live trading. -
-- - loop - - ( - - asyncio.AbstractEventLoop - - ) – The event loop to run the timer on. -
-- - name - - ( - - str - - ) – The name for the timer. -
-- - callback - - ( - - Callable - - - [ - - - [ - - - - TimeEvent - - - - ] - - - , - - - None - - - ] - - ) – The delegate to call at the next time. -
-- - interval_ns - - ( - - uint64_t - - ) – The time interval for the timer (nanoseconds). -
-- - ts_now - - ( - - uint64_t - - ) – The current UNIX epoch (nanoseconds). -
-- - start_time_ns - - ( - - uint64_t - - ) – The start datetime for the timer (UTC). -
-- - stop_time_ns - - ( - - uint64_t - - - , - - - optional - - ) – The stop datetime for the timer (UTC) (if None then timer repeats). -
-- - TypeError - - – If - - callback - - is not of type - - Callable - - . -
-- The timers callback function. -
-- - object - -
-- Cancels the timer (the timer will not generate an event). -
-- The timers set interval. -
-- - uint64_t - -
-- If the timer is expired. -
-- - bool - -
-- Iterates the timers next time and checks if the timer is now expired. -
-- - ts_now - - ( - - uint64_t - - ) – The current UNIX time (nanoseconds). -
-- The timers name using for hashing. -
-- - str - -
-- The timers next alert timestamp. -
-- - uint64_t - -
-- Return a generated time event with the given ID. -
-- - event_id - - ( - - - UUID4 - - - ) – The ID for the time event. -
-- - ts_init - - ( - - uint64_t - - ) – The UNIX timestamp (nanoseconds) when the object was initialized. -
-- - TimeEvent - -
-- Continue the timer. -
-- - ts_now - - ( - - uint64_t - - ) – The current time to continue timing from. -
-- The timers set start time. -
-- - uint64_t - -
-- The timers set stop time (if set). -
-- - uint64_t - -
-
- Bases:
-
-
- object
-
-
-
- Provides a generic message bus to facilitate various messaging patterns. -
-- The bus provides both a producer and consumer API for Pub/Sub, Req/Rep, as -well as direct point-to-point messaging to registered endpoints. -
-- - * - - asterisk represents one or more characters in a pattern. -
-- - ? - - question mark represents a single character in a pattern. -
-- Given a topic and pattern potentially containing wildcard characters, i.e. - - * - - and - - ? - - , where - - ? - - can match any single character in the topic, and - - * - - can match any number of characters including zero characters. -
-- The asterisk in a wildcard matches any character zero or more times. For -example, - - comp* - - matches anything beginning with - - comp - - which means - - comp - - , - - complete - - , and - - computer - - are all matched. -
-- A question mark matches a single character once. For example, - - c?mp - - matches - - camp - - and - - comp - - . The question mark can also be used more than once. -For example, - - c??p - - would match both of the above examples and - - coop - - . -
-- - trader_id - - ( - - - TraderId - - - ) – The trader ID associated with the message bus. -
-- - clock - - ( - - - Clock - - - ) – The clock for the message bus. -
-- - name - - ( - - str - - - , - - - optional - - ) – The custom name for the message bus. -
-- - serializer - - ( - - - Serializer - - - - , - - - optional - - ) – The serializer for database operations. -
-- - snapshot_orders - - ( - - bool - - - , - - - default False - - ) – If order state snapshots should be published externally. -
-- - snapshot_positions - - ( - - bool - - - , - - - default False - - ) – If position state snapshots should be published externally. -
-- - config - - ( - - MessageBusConfig - - - , - - - optional - - ) – The configuration for the message bus. -
-
-
- ValueError
-
- – If
-
- name
-
- is not
-
-
- None
-
-
- and not a valid string.
-
- Warning -
-- This message bus is not thread-safe and must be called from the same thread -as the event loop. -
-- Deregister the given - - handler - - from the - - endpoint - - address. -
-- - endpoint - - ( - - str - - ) – The endpoint address to deregister. -
-- - handler - - ( - - Callable - - - [ - - - [ - - - Any - - - ] - - - , - - - None - - - ] - - ) – The handler to deregister. -
-- - ValueError - - – If - - endpoint - - is not a valid string. -
-- - ValueError - - – If - - handler - - is not of type - - Callable - - . -
-- - KeyError - - – If - - endpoint - - is not registered. -
-- - ValueError - - – If - - handler - - is not registered at the endpoint. -
-
+ Bases:
+
+
+ object
+
+
+
+ Provides a generic message bus to facilitate various messaging patterns. +
++ The bus provides both a producer and consumer API for Pub/Sub, Req/Rep, as +well as direct point-to-point messaging to registered endpoints. +
+- Return all endpoint addresses registered with the message bus. -
-- - list[str] - + + * + + asterisk represents one or more characters in a pattern.
-+ + ? + + question mark represents a single character in a pattern. +
++ Given a topic and pattern potentially containing wildcard characters, i.e. + + * + + and + + ? + + , where + + ? + + can match any single character in the topic, and + + * + + can match any number of characters including zero characters. +
++ The asterisk in a wildcard matches any character zero or more times. For +example, + + comp* + + matches anything beginning with + + comp + + which means + + comp + + , + + complete + + , and + + computer + + are all matched. +
++ A question mark matches a single character once. For example, + + c?mp + + matches + + camp + + and + + comp + + . The question mark can also be used more than once. +For example, + + c??p + + would match both of the above examples and + + coop + + . +
+- If the message bus has a database backing. -
-- - bool - + + trader_id + + ( + + + TraderId + + + ) – The trader ID associated with the message bus.
-- If the message bus has subscribers for the give topic - - pattern - - . -
-- pattern + clock + + ( + + + Clock + + + ) – The clock for the message bus. +
+
+
+ name
(
@@ -23167,407 +20891,124 @@
optional
- ) – The topic filter. May include wildcard characters
-
- *
-
- and
-
- ?
-
- .
-If
-
-
- None
-
-
- then query is for
-
- all
-
- topics.
-
- - bool - + ) – The custom name for the message bus.
-- Return if the given - - request_id - - is still pending a response. -
-- request_id + serializer ( - + - UUID4 + Serializer - ) – The request ID to check (to match the correlation_id). -
-+ + snapshot_orders + + ( bool + + , + + + default False + + ) – If order state snapshots should be published externally.
-- Return if topic and handler is subscribed to the message bus. -
-- Does not consider any previous - - priority - - . -
-- - topic - - ( - - str - - ) – The topic of the subscription. -
-- - handler - - ( - - Callable - - - [ - - - [ - - - Any - - - ] - - - , - - - None - - - ] - - ) – The handler of the subscription. -
-+ + snapshot_positions + + ( bool + + , + + + default False + + ) – If position state snapshots should be published externally.
-- The count of messages published by the bus. -
-- - int - + + config + + ( + + MessageBusConfig + + + , + + + optional + + ) – The configuration for the message bus.
-- Publish the given message for the given + + ValueError + + – If - topic + name - . -
-- Subscription handlers will receive the message in priority order -(highest first). -
-
+
+ None
- - - topic - - ( - - str - - ) – The topic to publish on. -
-- - msg - - ( - - object - - ) – The message to publish. -
-+ Warning +
++ This message bus is not thread-safe and must be called from the same thread +as the event loop. +
+- Register the given + Deregister the given handler - to receive messages at the + from the endpoint @@ -23640,7 +21081,7 @@
+ + ValueError + + – If + + handler + + is not registered at the endpoint.
+ Return all endpoint addresses registered with the message bus. +
++ + list[str] + +
+- The count of requests processed by the bus. + If the message bus has a database backing.
- int + bool
- Handle the given + If the message bus has subscribers for the give topic - request + pattern .
-- Will log an error if the correlation ID already exists. -
- - endpoint - - ( - - str - - ) – The endpoint address to send the request to. -
-- - request - - ( - - - Request - - - ) – The request to handle. -
-
+
+ pattern
+
+ (
+
+ str
+
+
+ ,
+
+
+ optional
+
+ ) – The topic filter. May include wildcard characters
+
+ *
+
+ and
+
+ ?
+
+ .
+If
+
+
+ None
+
+
+ then query is for
+
+ all
+
+ topics.
+
- The count of responses processed by the bus. -
-- - int - + + bool +
- Handle the given + Return if the given - response + request_id - . -
-- Will log an error if the correlation ID is not found. + is still pending a response.
- response + request_id ( - + - Response + UUID4 - ) – The response to handle + ) – The request ID to check (to match the correlation_id). +
++ + bool +
- Send the given message to the given + Return if topic and handler is subscribed to the message bus. +
++ Does not consider any previous - endpoint + priority - address. + .
- endpoint + topic ( str - ) – The endpoint address to send the message to. + ) – The topic of the subscription.
- msg + handler ( - object + Callable - ) – The message to send. + + [ + + + [ + + + Any + + + ] + + + , + + + None + + + ] + + ) – The handler of the subscription.
- The count of messages sent through the bus. -
-- - int - + + bool +
- The serializer for the bus. + The count of messages published by the bus.
- Serializer + int
- If order state snapshots should be published externally. -
-- - bool - -
-- If position state snapshots should be published externally. + Publish the given message for the given + + topic + + . +
++ Subscription handlers will receive the message in priority order +(highest first).
- - bool - -
++ + topic + + ( + + str + + ) – The topic to publish on. +
++ + msg + + ( + + object + + ) – The message to publish. +
+- Subscribe to the given message + Register the given - topic + handler - with the given callback + to receive messages at the - handler + endpoint - . + address.
- topic + endpoint ( str - ) – The topic for the subscription. May include wildcard characters - - * - - and - - ? - - . + ) – The endpoint address to register.
- - priority - - ( - - int - - - , - - - optional - - ) – The priority for the subscription. Determines the ordering of -handlers receiving messages being processed, higher priority -handlers will receive messages prior to lower priority handlers. + ) – The handler for the registration.
+ + KeyError + + – If + + endpoint + + already registered. +
+- Warning -
-- Assigning priority handling is an advanced feature which - - shouldn’t -normally be needed by most users - - . - - Only assign a higher priority to the -subscription if you are certain of what you’re doing - - . If an inappropriate -priority is assigned then the handler may receive messages before core -system components have been able to process necessary calculations and -produce potential side effects for logically sound behavior. -
-- Return all subscriptions matching the given topic - - pattern - - . -
-
-
- pattern
-
- (
-
- str
-
-
- ,
-
-
- optional
-
- ) – The topic pattern filter. May include wildcard characters
-
- *
-
- and
-
- ?
-
- .
-If
-
-
- None
-
-
- then query is for
-
- all
-
- topics.
-
+ The count of requests processed by the bus. +
+- - list[Subscription] - + + int +
- Return all topics with active subscribers. + Handle the given + + request + + . +
++ Will log an error if the correlation ID already exists.
- - list[str] - -
++ + endpoint + + ( + + str + + ) – The endpoint address to send the request to. +
++ + request + + ( + + + Request + + + ) – The request to handle. +
+- The trader ID associated with the bus. + The count of responses processed by the bus.
- TraderId + int
- Unsubscribe the given callback - - handler - - from the given message + Handle the given - topic + response .
++ Will log an error if the correlation ID is not found. +
- - topic - - ( - - str - - - , - - - optional - - ) – The topic to unsubscribe from. May include wildcard characters - - * - - and - - ? - - . -
-- - handler - - ( - - Callable - - - [ - - - [ - - - Any - - - ] - - - , - - - None - - - ] - - ) – The handler for the subscription. -
-+ + response + + ( + + + Response + + + ) – The response to handle +
+ Send the given message to the given + + endpoint + + address. +
+- ValueError + endpoint - – If - - topic - - is not a valid string. + ( + + str + + ) – The endpoint address to send the message to.
- ValueError + msg - – If - - handler - - is not of type - - Callable - - . -
-
- Bases:
-
-
- object
-
-
-
- Represents a subscription to a particular topic. -
-- This is an internal class intended to be used by the message bus to organize -topics and their subscribers. -
-- - topic - - ( - - str - - ) – The topic for the subscription. May include wildcard characters - - * - - and - - ? - - . -
-- - handler - - ( - - Callable - - - [ - - - [ - - - Message - - - ] - - - , - - - None - - - ] - - ) – The handler for the subscription. -
-- - priority - - ( - - int - - ) – The priority for the subscription. -
-- - ValueError - - – If - - topic - - is not a valid string. -
-- - ValueError - - – If - - handler - - is not of type - - Callable - - . -
-+ The count of messages sent through the bus. +
+- - ValueError - - – If - priority + int - is negative (< 0).
- - +- Notes -
-- The subscription equality is determined by the topic and handler, -priority is not considered (and could change). -
- The handler for the subscription. + The serializer for the bus.
- Callable + Serializer
- Bases:
-
-
-
- Clock
-
-
-
-
- Provides a monotonic clock for backtesting and unit testing. -
- Advance the clocks time to the given + Subscribe to the given message - to_time_ns + topic + + with the given callback + + handler .
@@ -25198,73 +22468,145 @@- to_time_ns + topic + + ( + + str + + ) – The topic for the subscription. May include wildcard characters + + * + + and + + ? + + . +
++ + handler + + ( + + Callable + + + [ + + + [ + + + Any + + + ] + + + , + + + None + + + ] + + ) – The handler for the subscription. +
++ + priority + + ( + + int + + + , + + + optional + + ) – The priority for the subscription. Determines the ordering of +handlers receiving messages being processed, higher priority +handlers will receive messages prior to lower priority handlers. +
++ + ValueError - ( - - uint64_t - - ) – The UNIX time (nanoseconds) to advance the clock to. + – If + + topic + + is not a valid string.
- set_time + ValueError - ( - - bool - - ) – If the clock should also be set to the given + – If - to_time_ns + handler + + is not of type + + Callable .
- - list[TimeEventHandler] - - – Sorted chronologically. -
-- - ValueError - - – If - - to_time_ns - - is < the clocks current time. -
-+ Warning +
++ Assigning priority handling is an advanced feature which + + shouldn’t +normally be needed by most users + + . + + Only assign a higher priority to the +subscription if you are certain of what you’re doing + + . If an inappropriate +priority is assigned then the handler may receive messages before core +system components have been able to process necessary calculations and +produce potential side effects for logically sound behavior. +
++ Return all subscriptions matching the given topic + + pattern + + . +
+
+
+ pattern
+
+ (
+
+ str
+
+
+ ,
+
+
+ optional
+
+ ) – The topic pattern filter. May include wildcard characters
+
+ *
+
+ and
+
+ ?
+
+ .
+If
+
+
+ None
+
+
+ then query is for
+
+ all
+
+ topics.
+
+ + list[Subscription] + +
+- Return the current datetime of the clock in the given local timezone. + Return all topics with active subscribers.
- - tz - - ( - - tzinfo - - - , - - optional + list[str] - ) – The local timezone (if None the system local timezone is assumed for -the target timezone).
+ The trader ID associated with the bus. +
+- - datetime - - – tz-aware in local timezone. + + TraderId +
+ Unsubscribe the given callback + + handler + + from the given message + + topic + + . +
++ + topic + + ( + + str + + + , + + + optional + + ) – The topic to unsubscribe from. May include wildcard characters + + * + + and + + ? + + . +
++ + handler + + ( + + Callable + + + [ + + + [ + + + Any + + + ] + + + , + + + None + + + ] + + ) – The handler for the subscription. +
++ + ValueError + + – If + + topic + + is not a valid string. +
++ + ValueError + + – If + + handler + + is not of type + + Callable + + . +
+
+ Bases:
+
+
+ object
+
+
+
+ Represents a subscription to a particular topic. +
++ This is an internal class intended to be used by the message bus to organize +topics and their subscribers. +
++ + topic + + ( + + str + + ) – The topic for the subscription. May include wildcard characters + + * + + and + + ? + + . +
++ + handler + + ( + + Callable + + [ - - - - + + [ - - - - - TimeEvent - - - - + + + Message + + ] - - - - + + , - - - - - - None - - - + + + None + + ] - - - - - - ) - - - - - - void - - - - - ¶ - - -
- Set the clocks datetime to the given time (UTC). -
-- to_time_ns + priority ( - uint64_t + int - ) – The UNIX time (nanoseconds) to set. + ) – The priority for the subscription.
-+ + ValueError + + – If + + topic + + is not a valid string. +
++ + ValueError + + – If + + handler + + is not of type + + Callable + + . +
++ + ValueError + + – If + + priority + + is negative (< 0). +
++ Notes +
++ The subscription equality is determined by the topic and handler, +priority is not considered (and could change). +
+- Set a time alert for the given time. -
-- When the time is reached the handler will be passed the - - TimeEvent - - containing the timers unique name. If no handler is passed then the -default handler (if registered) will receive the - - TimeEvent - - . + The handler for the subscription.
- - name - - ( - - str - - ) – The name for the alert (must be unique for this clock). -
-- - alert_time - - ( - - datetime - - ) – The time for the alert. -
-- - callback - - ( - - Callable - - - [ - - - [ - - - - TimeEvent - - - - ] - - - , - - - None - - - ] - - - , - - - optional - - ) – The callback to receive time events. -
-- - ValueError - - – If - - name - - is not a valid string. -
-- - KeyError - - – If - - name - - is not unique for this clock. -
-
-
- TypeError
-
- – If
-
- handler
-
- is not of type
-
- Callable
-
- or
-
-
- None
-
-
- .
-
-
- ValueError
-
- – If
-
- handler
-
- is
-
-
- None
-
-
- and no default handler is registered.
-
- Warning -
-- If - - alert_time - - is in the past or at current time, then an immediate -time event will be generated (rather than being invalid and failing a condition check). -
-+ + Callable + +
++ The priority for the subscription. +
++ + int + +
++ The topic for the subscription. +
++ + str + +
+
+ Bases:
+
+
+
+ Clock
+
+
+
+
+ Provides a monotonic clock for backtesting and unit testing. +
- Set a timer to run. -
-- The timer will run from the start time (optionally until the stop time). -When the intervals are reached the handlers will be passed the - - TimeEvent - - containing the timers unique name. If no handler is passed -then the default handler (if registered) will receive the + Advance the clocks time to the given - TimeEvent + to_time_ns - . -
-- - name - - ( - - str - - ) – The name for the timer (must be unique for this clock). -
-- - interval - - ( - - timedelta - - ) – The time interval for the timer. -
-- - start_time - - ( - - datetime - - - , - - - optional - - ) – The start time for the timer (if None then starts immediately). -
-- stop_time + to_time_ns ( - datetime - - - , - - - optional + uint64_t - ) – The stop time for the timer (if None then repeats indefinitely). + ) – The UNIX time (nanoseconds) to advance the clock to.
- callback + set_time ( - Callable - - - [ - - - [ - - - - TimeEvent - - - - ] - - - , - - - None - - - ] - - - , - - - optional + bool - ) – The callback to receive time events. + ) – If the clock should also be set to the given + + to_time_ns + + .
- - ValueError - - – If - - name - - is not a valid string. -
-- - KeyError - - – If - - name - - is not unique for this clock. -
-- - ValueError - - – If - - interval - - is not positive (> 0). -
-
-
- ValueError
-
- – If
-
- stop_time
-
- is not
-
-
- None
-
-
- and
-
- stop_time
-
- < time now.
-
-
- ValueError
-
- – If
-
- stop_time
-
- is not
-
-
- None
-
-
- and
-
- start_time
-
- +
-
- interval
-
- >
-
- stop_time
-
- .
-
-
- TypeError
-
- – If
-
- handler
-
- is not of type
-
- Callable
-
- or
-
-
- None
-
-
- .
-
-
- ValueError
-
- – If
-
- handler
-
- is
-
-
- None
-
-
- and no default handler is registered.
-
+ + list[TimeEventHandler] + + – Sorted chronologically. +
++ + ValueError + + – If + + to_time_ns + + is < the clocks current time. +
- int + Return the current datetime of the clock in the given local timezone.
- TestClock.timer_count + + tz + + ( + + tzinfo + + + , + + + optional + + ) – The local timezone (if None the system local timezone is assumed for +the target timezone). +
++ + datetime + + – tz-aware in local timezone.
- list[str] -
-- TestClock.timer_names -
-+ Set the clocks datetime to the given time (UTC). +
++ + to_time_ns + + ( + + uint64_t + + ) – The UNIX time (nanoseconds) to set. +
++ Set a time alert for the given time. +
++ When the time is reached the handler will be passed the + + TimeEvent + + containing the timers unique name. If no handler is passed then the +default handler (if registered) will receive the + + TimeEvent + + . +
++ + name + + ( + + str + + ) – The name for the alert (must be unique for this clock). +
++ + alert_time + + ( + + datetime + + ) – The time for the alert. +
++ + callback + + ( + + Callable + + + [ + + + [ + + + + TimeEvent + + + + ] + + + , + + + None + + + ] + + + , + + + optional + + ) – The callback to receive time events. +
++ + ValueError + + – If + + name + + is not a valid string. +
++ + KeyError + + – If + + name + + is not unique for this clock. +
+
+
+ TypeError
+
+ – If
+
+ handler
+
+ is not of type
+
+ Callable
+
+ or
+
+
+ None
+
+
+ .
+
+
+ ValueError
+
+ – If
+
+ handler
+
+ is
+
+
+ None
+
+
+ and no default handler is registered.
+
+ Warning +
++ If + + alert_time + + is in the past or at current time, then an immediate +time event will be generated (rather than being invalid and failing a condition check). +
+- Return the current time (UTC). -
-- - datetime - - – The current tz-aware UTC time of the clock. -
-
- Bases:
-
-
-
- LiveTimer
-
-
-
-
- Provides a thread based timer for live trading. -
-- - name - - ( - - str - - ) – The name for the timer. -
-- - callback - - ( - - Callable - - - [ - - - [ - - - - TimeEvent - - - - ] - - - , - - - None - - - ] - - ) – The delegate to call at the next time. -
-- - interval_ns - - ( - - uint64_t - - ) – The time interval for the timer. -
-- - ts_now - - ( - - uint64_t - - ) – The current UNIX time (nanoseconds). -
-- - start_time_ns - - ( - - uint64_t - - ) – The start datetime for the timer (UTC). -
-- - stop_time_ns - - ( - - uint64_t - - - , - - - optional - - ) – The stop datetime for the timer (UTC) (if None then timer repeats). -
-- - TypeError - - – If - - callback - - is not of type - - Callable - - . -
+- The timers callback function. + Set a timer to run. +
++ The timer will run from the start time (optionally until the stop time). +When the intervals are reached the handlers will be passed the + + TimeEvent + + containing the timers unique name. If no handler is passed +then the default handler (if registered) will receive the + + TimeEvent + + .
- - object - -
++ + name + + ( + + str + + ) – The name for the timer (must be unique for this clock). +
++ + interval + + ( + + timedelta + + ) – The time interval for the timer. +
++ + start_time + + ( + + datetime + + + , + + + optional + + ) – The start time for the timer (if None then starts immediately). +
++ + stop_time + + ( + + datetime + + + , + + + optional + + ) – The stop time for the timer (if None then repeats indefinitely). +
++ + callback + + ( + + Callable + + + [ + + + [ + + + + TimeEvent + + + + ] + + + , + + + None + + + ] + + + , + + + optional + + ) – The callback to receive time events. +
++ + ValueError + + – If + + name + + is not a valid string. +
++ + KeyError + + – If + + name + + is not unique for this clock. +
++ + ValueError + + – If + + interval + + is not positive (> 0). +
+
+
+ ValueError
+
+ – If
+
+ stop_time
+
+ is not
+
+
+ None
+
+
+ and
+
+ stop_time
+
+ < time now.
+
+
+ ValueError
+
+ – If
+
+ stop_time
+
+ is not
+
+
+ None
+
+
+ and
+
+ start_time
+
+ +
+
+ interval
+
+ >
+
+ stop_time
+
+ .
+
+
+ TypeError
+
+ – If
+
+ handler
+
+ is not of type
+
+ Callable
+
+ or
+
+
+ None
+
+
+ .
+
+
+ ValueError
+
+ – If
+
+ handler
+
+ is
+
+
+ None
+
+
+ and no default handler is registered.
+
- Cancels the timer (the timer will not generate an event). -
-- The timers set interval. -
-- - uint64_t - -
-- If the timer is expired. -
-- - bool - -
-- Iterates the timers next time and checks if the timer is now expired. -
-- - ts_now - - ( - - uint64_t - - ) – The current UNIX time (nanoseconds). -
-- The timers name using for hashing. + int
- - str - + TestClock.timer_count
- The timers next alert timestamp. + list[str]
- - uint64_t - + TestClock.timer_names
- Return a generated time event with the given ID. -
-- - event_id - - ( - - - UUID4 - - - ) – The ID for the time event. -
-- - ts_init - - ( - - uint64_t - - ) – The UNIX timestamp (nanoseconds) when the object was initialized. -
-- - TimeEvent - -
-- Continue the timer. -
-- - ts_now - - ( - - uint64_t - - ) – The current time to continue timing from. -
-- The timers set start time. -
-- - uint64_t - -
-- The timers set stop time (if set). + Return the current time (UTC).
- - uint64_t - + + datetime + + – The current tz-aware UTC time of the clock.
+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
@@ -35220,6 +35278,17 @@+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
diff --git a/nightly/api_reference/trading.html b/nightly/api_reference/trading.html index 4e51ef36b647..20169dc7af15 100644 --- a/nightly/api_reference/trading.html +++ b/nightly/api_reference/trading.html @@ -14004,6 +14004,17 @@+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
@@ -31490,6 +31548,17 @@+ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
++ + managed + + ( + + bool + + + , + + + default True + + ) – If an order book should be managed by the data engine based on the subscribed feed. +
+- Consider subscribing to order book deltas if you need intervals less than 20 milliseconds. + Consider subscribing to order book deltas if you need intervals less than 100 milliseconds.
diff --git a/nightly/core/drop_db/all.html b/nightly/core/drop_db/all.html index aa1f5bae95cf..2284965cfd8d 100644 --- a/nightly/core/drop_db/all.html +++ b/nightly/core/drop_db/all.html @@ -1,2 +1,2 @@ -