Embedded Python Real-Time FrameWork : API  Build 20250616.1
 All Classes Namespaces Files Functions Variables Pages
pyRT.gatea Namespace Reference

The pyRT.gatea library includes several modules to help your quickly build value added services atop the Gatea platforms. More...

Namespaces

 admin
 XML Admin / Control Channel Stuff

  1. gateaReplay
  2. etc.

 
 DMA
 Higher-order classes to use data from native.dmaModule:
 
 feeds
 The pyRT.gatea.feeds has includes several modules for consuming market data.
 
 FIX
 FIX protocol message cracking and building.
 
 GateaEx
 GateaEx Wire Protocol.
 
 MktData
 Commonly used Market Data Constructs:

  1. Calculations : Open/Hi/Lo, TWAP, etc
  2. Data Dictionary
  3. Refinitiv Enum d/b
  4. Chains
  5. Field Lists
  6. Gatea MD-Direct Real-Time Platform.

 
 net
 General Purpose Network-related classes:
 
 OMS
 Order Management Stuff:
 
 quant
 Quant Stuff, mostly from Numerical Recipes in C:
 
 stat
 Time-series Stats:
 
 sys
 System-level stuff:
 
 web
 Web-related classes.
 
 xml
 XML parsing and building.
 

Detailed Description

The pyRT.gatea library includes several modules to help your quickly build value added services atop the Gatea platforms.

Module Description
gatea.admin XML Admin / Control Channel Stuff
gatea.feeds Market Data Exchange and Vendor Feeds
gatea.FIX FIX Protocol Message Cracking
gatea.MktData Basic Market Data Constructs : Data Dict, Chains, etc.
gatea.net Network-related : Sockets, Connections, Event Pumps, DataDog
gatea.OMS Order Book, Live Order d/b
gatea.quant Quant Stuff, mostly from Numerical Recipes in C:
gatea.stat Time-Series Stats : Correlations, StdDev, etc.
gatea.sys System-level stuff : ODBC, SMTP, Thread
gatea.xml XML parsing and building
gatea.web HTTP and WebSockets classes