omega_client.messaging package

Submodules

omega_client.messaging.common_types module

class omega_client.messaging.common_types.AccountBalancesReport(account_info: omega_client.messaging.common_types.AccountInfo, balances: List[omega_client.messaging.common_types.Balance])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.AccountCredentials(account_info: omega_client.messaging.common_types.AccountInfo, api_key: str, secret_key: str, passphrase: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.AccountDataReport(account_info: omega_client.messaging.common_types.AccountInfo, balances: List[omega_client.messaging.common_types.Balance], open_positions: List[omega_client.messaging.common_types.OpenPosition], orders: List[omega_client.messaging.common_types.ExecutionReport])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.AccountInfo(account_id: int, exchange: str = None, exchange_account_id: str = None, account_type: str = None, exchange_client_id: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.AccountType[source]

Bases: enum.Enum

Account Type

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

combined = 4
exchange = 2
margin = 3
undefined = 1
class omega_client.messaging.common_types.AuthorizationGrant(success: bool, message: omega_client.messaging.common_types.Message, access_token: str, refresh_token: str, expire_at: float)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.AuthorizationRefresh(refresh_token: str)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.Balance(currency: str, full_balance: float, available_balance: float)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.CommonType[source]

Bases: object

class omega_client.messaging.common_types.CompletedOrdersReport(account_info: omega_client.messaging.common_types.AccountInfo, orders: List[omega_client.messaging.common_types.ExecutionReport])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.Exchange[source]

Bases: enum.Enum

Exchange Names

https://github.com/fund3/communication-protocol/blob/master/Exchanges.capnp

binance = 7
bitfinex = 5
bitstamp = 10
bittrex = 6
coinbasePrime = 9
coinbasePro = 8
gemini = 4
hitbtc = 13
itBit = 11
kraken = 3
okEx = 12
poloniex = 2
undefined = 1
class omega_client.messaging.common_types.ExchangePropertiesReport(exchange: str, currencies: Set[str], symbol_properties: Dict[str, omega_client.messaging.common_types.SymbolProperties], time_in_forces: Set[str], order_types: Set[str])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.ExecutionReport(order_id: str, client_order_id: str, exchange_order_id: str, account_info: omega_client.messaging.common_types.AccountInfo, symbol: str, side: str, order_type: str, quantity: float, price: float, stop_price: float, time_in_force: str, expire_at: float, leverage_type: str, leverage: float, order_status: str, filled_quantity: float, avg_fill_price: float, fee: float, creation_time: float, submission_time: float, completion_time: float, execution_report_type: str, rejection_reason: omega_client.messaging.common_types.Message = None, client_order_link_id: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

returned in response to place, modify, cancel, getOrderStatus requests

class omega_client.messaging.common_types.LeverageType[source]

Bases: enum.Enum

Leverage Type

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

custom = 3
exchangeDefault = 2
none = 1
class omega_client.messaging.common_types.LogoffAck(success: bool, message: omega_client.messaging.common_types.Message)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.LogonAck(success: bool, message: omega_client.messaging.common_types.Message, client_accounts: List[omega_client.messaging.common_types.AccountInfo], authorization_grant: omega_client.messaging.common_types.AuthorizationGrant)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.Message(code: int, body: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

Message object containing code, body for Logon, Logoff, AuthorizationGrant, System Message

class omega_client.messaging.common_types.OpenPosition(symbol: str, side: str, quantity: float, initial_price: float, unrealized_pl: float)[source]

Bases: omega_client.messaging.common_types.CommonType

OpenPosition is a glorified immutable dict for easy storage and lookup. It is based on the “OpenPosition” struct in: https://github.com/fund3/communication-protocol/blob/master/TradeMessage.capnp

class omega_client.messaging.common_types.OpenPositionsReport(account_info: omega_client.messaging.common_types.AccountInfo, open_positions: List[omega_client.messaging.common_types.OpenPosition])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.Order(account_info: omega_client.messaging.common_types.AccountInfo, client_order_id: str, symbol: str, side: str, order_type: str, quantity: float, price: float, stop_price: float = 0.0, time_in_force: str = 'gtc', expire_at: float = 0.0, leverage_type: str = 'none', leverage: float = 0.0, client_order_link_id: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

object created for placing a new Order.

class omega_client.messaging.common_types.OrderInfo(order_id: str, client_order_id: str = None, client_order_link_id: str = None, exchange_order_id: str = None, symbol: str = None)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.OrderStatus[source]

Bases: enum.Enum

Order Status on Exchange

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

adopted = 3
canceled = 10
deferred = 14
expired = 12
failed = 13
filled = 6
partiallyFilled = 5
pendingCancel = 9
pendingReplace = 7
received = 2
rejected = 11
replaced = 8
undefined = 1
working = 4
class omega_client.messaging.common_types.OrderType[source]

Bases: enum.Enum

Supported Order Types

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

limit = 3
market = 2
stopLoss = 4
stopLossLimit = 5
takeProfit = 6
takeProfitLimit = 7
trailingStop = 8
trailingStopLimit = 9
undefined = 1
class omega_client.messaging.common_types.ReplaceOrder(order_id: str, order_type: str = 'market', quantity: float = 0.0, price: float = 0.0, time_in_force: str = 'gtc', expire_at: float = 0.0)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.RequestHeader(client_id: int, sender_comp_id: str, access_token: str, request_id: int)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.Side[source]

Bases: enum.Enum

Trading Sides

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

buy = 2
sell = 3
undefined = 1
class omega_client.messaging.common_types.SymbolProperties(symbol: str, price_precision: float, quantity_precision: float, min_quantity: float, max_quantity: float, margin_supported: bool, leverage: Set[float])[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.SystemMessage(account_info: omega_client.messaging.common_types.AccountInfo, message: omega_client.messaging.common_types.Message)[source]

Bases: omega_client.messaging.common_types.CommonType

class omega_client.messaging.common_types.TimeInForce[source]

Bases: enum.Enum

Order Time In Force

https://github.com/fund3/TradingCommunicationProtocol/blob/master/TradeMessage.capnp

day = 4
fok = 6
gtc = 2
gtt = 3
ioc = 5
undefined = 1
class omega_client.messaging.common_types.WorkingOrdersReport(account_info: omega_client.messaging.common_types.AccountInfo, orders: List[omega_client.messaging.common_types.ExecutionReport])[source]

Bases: omega_client.messaging.common_types.CommonType

omega_client.messaging.message_factory module

omega_client.messaging.message_factory.account_balances_report_py(account_balances_report)[source]

Builds AccountBalancesReport Python object from capnp object.

Parameters:account_balances_report – (capnp._DynamicStructBuilder)

AccountBalancesReport object. :return: (AccountBalancesReport) Python class object.

omega_client.messaging.message_factory.account_data_report_py(account_data_report)[source]

Builds AccountDataReport Python object from capnp object, including AccountBalances, OpenPositions, and ExecutionReports.

Parameters:account_data_report – (capnp._DynamicStructBuilder) AccountDataReport

object. :return: (AccountDataReport) Python class object.

omega_client.messaging.message_factory.account_info_py(account_info)[source]

Converts a capnp AccountInfo to Python object.

Parameters:account_info – (capnp._DynamicStructBuilder) AccountInfo object.
Returns:(AccountInfo) Populated Python object.
omega_client.messaging.message_factory.authorization_grant_py(authorization_grant)[source]

Builds AuthorizationGrant Python object from capnp object.

Parameters:authorization_grant – (capnp._DynamicStructBuilder) capnp AuthorizationGrant message
Returns:AuthorizationGrant
omega_client.messaging.message_factory.cancel_all_orders_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo, symbol: str = None, side: str = None)[source]

Generates a capnp CancelAllOrders message.

Parameters:
  • request_header – Header parameter object for requests.
  • account_info – (AccountInfo) Account on which to cancel order.
  • symbol – str (optional)
  • side – str (optional)
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) cancelOrder capnp object.

omega_client.messaging.message_factory.cancel_order_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo, order_id: str)[source]

Generates a capnp cancelOrder message.

Parameters:
  • account_info – (AccountInfo) Account on which to cancel order.
  • order_id – (str) order_id as returned from the ExecutionReport.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) cancelOrder capnp object.

omega_client.messaging.message_factory.completed_orders_report_py(completed_orders_report)[source]

Builds CompletedOrdersReport Python object from capnp object.

Parameters:completed_orders_report – (capnp._DynamicStructBuilder)

CompletedOrdersReport object. :return: (CompletedOrdersReport) Python object.

omega_client.messaging.message_factory.exchange_properties_report_py(exchange_properties_report)[source]

Builds ExchangePropertiesReport Python object from capnp object.

Parameters:exchange_properties_report – (capnp._DynamicStructBuilder)

ExchangePropertiesReport object. :return: (ExchangePropertiesReport) Python object.

omega_client.messaging.message_factory.execution_report_py(execution_report)[source]

Builds ExecutionReport Python object from capnp object.

Parameters:execution_report – (capnp._DynamicStructBuilder) ExecutionReport

object. :return: (ExecutionReport) python object.

omega_client.messaging.message_factory.generate_client_order_id()[source]

Simple way to generate client_order_id. The client can generate their own unique order id as they wish.

Returns:(str) Client order_id based on the microsecond timestamp.
omega_client.messaging.message_factory.heartbeat_capnp(request_header: omega_client.messaging.common_types.RequestHeader)[source]

Generates a capnp heartbeat message.

Parameters:request_header – Header parameter object for requests.
Returns:(capnp._DynamicStructBuilder) heartbeat capnp object.
omega_client.messaging.message_factory.logoff_ack_py(logoff_ack)[source]

Builds LogoffAck Python object from capnp object.

Parameters:logoff_ack – (capnp._DynamicStructBuilder) LogoffAck object.
Returns:LogoffAck
omega_client.messaging.message_factory.logoff_capnp(request_header: omega_client.messaging.common_types.RequestHeader)[source]

Generates a capnp Logoff message with a specific clientID.

Parameters:request_header – Header parameter object for requests.
Returns:(capnp._DynamicStructBuilder) Logoff capnp object.
omega_client.messaging.message_factory.logon_ack_py(logon_ack)[source]

Builds LogonAck Python object from capnp object.

Parameters:logon_ack – (capnp._DynamicStructBuilder) LogonAck object.
Returns:LogonAck
omega_client.messaging.message_factory.logon_capnp(request_header: omega_client.messaging.common_types.RequestHeader, client_secret: str, credentials: List[omega_client.messaging.common_types.AccountCredentials])[source]

Generates a capnp Logon message with a specific clientID and set of credentials.

Parameters:
  • client_secret – (str) client_secret key assigned by Fund3.
  • credentials – (List[AccountCredentials]) List of exchange

credentials in the form of AccountCredentials. :param request_header: Header parameter object for requests. :return: (capnp._DynamicStructBuilder) Logon capnp object.

omega_client.messaging.message_factory.omega_test_message_py(test_message)[source]

TODO: the naming gets rid of ‘test’ as a function prefix since pytest tests all functions with ‘test’ as a prefix. Rename this back to test_message_py once we have disabled that behavior.

Builds test message Python object from capnp object.

Parameters:test_message – (capnp._DynamicStructBuilder) TestMessage object.
Returns:(str) test message.
omega_client.messaging.message_factory.open_positions_report_py(open_position_report)[source]

Builds OpenPositionReport Python object from capnp object.

Parameters:open_position_report – (capnp._DynamicStructBuilder)

OpenPositionReport object. :return: (OpenPositionReport) Python object.

omega_client.messaging.message_factory.place_order_capnp(request_header: omega_client.messaging.common_types.RequestHeader, order: omega_client.messaging.common_types.Order)[source]

Generates a capnp placeOrder message from an Order.

Parameters:
  • order – (Order) Python object from omega_client.common_types.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) placeOrder capnp object.

omega_client.messaging.message_factory.replace_order_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo, order_id: str, order_type: str = 'market', quantity: float = 0.0, price: float = 0.0, stop_price: float = 0.0, time_in_force: str = 'gtc', expire_at: float = 0.0)[source]

Generates a request to Omega to replace an order.

Parameters:
  • account_info – (AccountInfo) Account on which to cancel order.
  • order_id – (str) orderID as returned from the ExecutionReport.
  • request_header – Header parameter object for requests.
  • order_type – (OrderType) (OPTIONAL)
  • quantity – (float) (OPTIONAL)
  • price – (float) (OPTIONAL)
  • stop_price – (float) (OPTIONAL)
  • time_in_force – (TimeInForce) (OPTIONAL)
  • expire_at – (float) (OPTIONAL) utc timestamp gtt orders expire at
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) replaceOrder capnp object.

omega_client.messaging.message_factory.request_account_balances_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo)[source]

Generates a request to Omega for full account balances snapshot on an Account.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getAccountBalances capnp object.

omega_client.messaging.message_factory.request_account_data_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo)[source]

Generates a request to Omega for full account snapshot including balances, open positions, and working orders.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getAccountData capnp object.

omega_client.messaging.message_factory.request_auth_refresh_capnp(request_header: omega_client.messaging.common_types.RequestHeader, auth_refresh: omega_client.messaging.common_types.AuthorizationRefresh)[source]

Generates a request to Omega for an session AuthorizationRefresh

Parameters:
  • request_header – Header parameter object for requests.
  • auth_refresh – (AuthorizationRefresh) python object
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) authorizationRefresh capnp object.

omega_client.messaging.message_factory.request_completed_orders_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo, count: int = None, since: float = None)[source]

Generates a request to Omega for all completed orders on specified account. If both ‘count’ and ‘from_unix’ are None, returns orders for last 24h.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • request_header – Header parameter object for requests.
  • count – (int) optional, number of returned orders (most recent ones).
  • since – (float) optional, returns all orders from provided unix

timestamp to present. :return: (capnp._DynamicStructBuilder) TradeMessage capnp object, (capnp._DynamicStructBuilder) getCompletedOrders capnp object.

omega_client.messaging.message_factory.request_exchange_properties_capnp(request_header: omega_client.messaging.common_types.RequestHeader, exchange: str)[source]

Generates a request to Omega for supported currencies, symbols and their associated properties, timeInForces, and orderTypes on an exchange.

Parameters:
  • exchange – (str) The exchange of interest.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getExchangeProperties capnp object.

omega_client.messaging.message_factory.request_open_positions_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo)[source]

Send a request to Omega for open positions on an Account.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getOpenPositions capnp object.

omega_client.messaging.message_factory.request_order_status_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo, order_id: str)[source]

Generates a request to Omega to request status of a specific order.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • order_id – (str) The id of the order of interest.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getOrderStatus capnp object.

omega_client.messaging.message_factory.request_server_time_capnp(request_header: omega_client.messaging.common_types.RequestHeader)[source]

Generates a capnp getServerTime message.

Parameters:request_header – Header parameter object for requests.
Returns:(capnp._DynamicStructBuilder) heartbeat capnp object.
omega_client.messaging.message_factory.request_working_orders_capnp(request_header: omega_client.messaging.common_types.RequestHeader, account_info: omega_client.messaging.common_types.AccountInfo)[source]

Generates a request to Omega for all working orders snapshot on an Account.

Parameters:
  • account_info – (AccountInfo) Account from which to retrieve data.
  • request_header – Header parameter object for requests.
Returns:

(capnp._DynamicStructBuilder) TradeMessage capnp object,

(capnp._DynamicStructBuilder) getWorkingOrders capnp object.

omega_client.messaging.message_factory.system_message_py(system_message)[source]

Builds system message Python object from capnp object.

Parameters:system_message – (capnp._DynamicStructBuilder) system message.
Returns:SystemMessage.
omega_client.messaging.message_factory.working_orders_report_py(working_orders_report)[source]

Builds WorkingOrdersReport Python object from capnp object.

Parameters:working_orders_report – (capnp._DynamicStructBuilder)

WorkingOrdersReport object. :return: (WorkingOrdersReport) Python object.

omega_client.messaging.printing_response_handler module

class omega_client.messaging.printing_response_handler.PrintingResponseHandler(session_refresher: examples.single_client_session_refresher.SingleClientSessionRefresher = None)[source]

Bases: omega_client.messaging.response_handler.ResponseHandler

on_account_balances(report: omega_client.messaging.common_types.AccountBalancesReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega AccountBalancesReport response.

Parameters:
  • report – AccountBalancesReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_account_data(report: omega_client.messaging.common_types.AccountDataReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega AccountDataReport response.

Parameters:
  • report – AccountDataReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_authorization_grant(authorization_grant: omega_client.messaging.common_types.AuthorizationGrant, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega AuthorizationGrant response.

Parameters:
  • authorization_grant – AuthorizationGrant python object
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_completed_orders_report(report: omega_client.messaging.common_types.CompletedOrdersReport, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega CompletedOrdersReport response.

Parameters:
  • report – CompletedOrdersReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_exchange_properties_report(report: omega_client.messaging.common_types.ExchangePropertiesReport, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega ExchangePropertiesReport response.

Parameters:
  • report – ExchangePropertiesReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_exec_report(report: omega_client.messaging.common_types.ExecutionReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega ExecutionReport response.

Parameters:
  • report – ExecutionReport python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_heartbeat(client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega heartbeat response.

Parameters:
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_logoff_ack(logoff_ack: omega_client.messaging.common_types.LogoffAck, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega logoffAck response.

Parameters:
  • logoff_ack – (LogoffAck) LogoffAck from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_logon_ack(logon_ack: omega_client.messaging.common_types.LogonAck, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega logonAck response.

Parameters:
  • logon_ack – (LogonAck) LogonAck message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_open_positions(report: omega_client.messaging.common_types.OpenPositionsReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega OpenPositionsReport response.

Parameters:
  • report – OpenPositionReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_server_time(server_time: float, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega test message response.

Parameters:
  • server_time – (float) Server time from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_system_message(system_message: omega_client.messaging.common_types.SystemMessage, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega system message response.

Parameters:
  • system_message – (SystemMessage) The system message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_test_message(string: str, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega test message response.

Parameters:
  • string – (str) Test message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_working_orders_report(report: omega_client.messaging.common_types.WorkingOrdersReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega WorkingOrdersReport response.

Parameters:
  • report – WorkingOrdersReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response

omega_client.messaging.response_handler module

class omega_client.messaging.response_handler.ResponseHandler[source]

Bases: object

handle_response(response_type, response)[source]
on_account_balances(report: omega_client.messaging.common_types.AccountBalancesReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega AccountBalancesReport response.

Parameters:
  • report – AccountBalancesReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_account_data(report: omega_client.messaging.common_types.AccountDataReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega AccountDataReport response.

Parameters:
  • report – AccountDataReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_authorization_grant(authorization_grant: omega_client.messaging.common_types.AuthorizationGrant, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega AuthorizationGrant response.

Parameters:
  • authorization_grant – AuthorizationGrant python object
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_completed_orders_report(report: omega_client.messaging.common_types.CompletedOrdersReport, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega CompletedOrdersReport response.

Parameters:
  • report – CompletedOrdersReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_exchange_properties_report(report: omega_client.messaging.common_types.ExchangePropertiesReport, client_id, sender_comp_id, request_id: int)[source]

Override in subclass to handle Omega ExchangePropertiesReport response.

Parameters:
  • report – ExchangePropertiesReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_exec_report(report: omega_client.messaging.common_types.ExecutionReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega ExecutionReport response.

Parameters:
  • report – ExecutionReport python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_heartbeat(client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega heartbeat response.

Parameters:
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_logoff_ack(logoff_ack: omega_client.messaging.common_types.LogoffAck, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega logoffAck response.

Parameters:
  • logoff_ack – (LogoffAck) LogoffAck from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_logon_ack(logon_ack: omega_client.messaging.common_types.LogonAck, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega logonAck response.

Parameters:
  • logon_ack – (LogonAck) LogonAck message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_open_positions(report: omega_client.messaging.common_types.OpenPositionsReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega OpenPositionsReport response.

Parameters:
  • report – OpenPositionReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_server_time(server_time: float, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega test message response.

Parameters:
  • server_time – (float) Server time from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_system_message(system_message: omega_client.messaging.common_types.SystemMessage, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega system message response.

Parameters:
  • system_message – (SystemMessage) The system message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_test_message(string: str, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega test message response.

Parameters:
  • string – (str) Test message from Omega.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response
on_working_orders_report(report: omega_client.messaging.common_types.WorkingOrdersReport, client_id: int, sender_comp_id: str, request_id: int)[source]

Override in subclass to handle Omega WorkingOrdersReport response.

Parameters:
  • report – WorkingOrdersReport Python object.
  • client_id – (int) client_id of the response.
  • sender_comp_id – (str) sender_comp_id of the response.
  • request_id – (int) request_id which requested this response

omega_client.messaging.response_unpacker module

omega_client.messaging.response_unpacker.unpack_response(response_type, response)[source]

Module contents