Embedded Python Real-Time FrameWork : API  Build 20250616.1
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BlockTrade2.py File Reference

Classes

class  pyRT.apps.warp.Filter.BlockTrade2.BlockTrade
 
                    #

B l o c k T r a d e # # More...

 
class  pyRT.apps.warp.Filter.BlockTrade2.Record
 

Namespaces

 pyRT.apps.warp.Filter.BlockTrade2
 Pubish block trades:

  1. Exceeding $1 million (configurable)
  2. Any other configured value (multiple streams)

 

Functions

def pyRT.apps.warp.Filter.BlockTrade2.ACVOL_1
 
def pyRT.apps.warp.Filter.BlockTrade2.CreateRecord
 
def pyRT.apps.warp.Filter.BlockTrade2.GetRecord
 
def pyRT.apps.warp.Filter.BlockTrade2.OnEngineLoad
 WarpEngine Callbacks. More...
 
def pyRT.apps.warp.Filter.BlockTrade2.OnEngineUnload
 
def pyRT.apps.warp.Filter.BlockTrade2.OnInitialize
 
def pyRT.apps.warp.Filter.BlockTrade2.OnPubImage
 
def pyRT.apps.warp.Filter.BlockTrade2.OnPubUpdate
 

Variables

dictionary pyRT.apps.warp.Filter.BlockTrade2._CALC = {}
 { rid1 : rec1, rid2 : rec2, ... More...
 
tuple pyRT.apps.warp.Filter.BlockTrade2._cfg = config.Config.BlockTrade2()
 { _BLCK_TRADE : rec1 } More...
 
list pyRT.apps.warp.Filter.BlockTrade2._LOG_FIDS
 Logging. More...
 
 pyRT.apps.warp.Filter.BlockTrade2._op = None
 
dictionary pyRT.apps.warp.Filter.BlockTrade2._RDB = {}
 Global d/b. More...