I created a second version where I removed all code which is not absolutely necessary It is roughly 150 line of code which one easily sees comparing Program.py from samples to Program_get_bid.py. As per first post: The file is part of \samples\Python\Testbed?extract provided python.zip in that folder Then, run (or even better run from debugger and step)
Program_get_bid.py -f symbols.csv -m REALTIME --data-lines 75 --loops 5 --port 4001
?
There is 3 new functions left. Main entry , runs the test in the loop
?
Actual code subscribing to data. making sure the datalines limit is not exceeded. And knowing that Subscription is expensive I typically run 65% of line limit. I.e. for test accounts where I have only 100 lines I would run 65 max. So we never run into "max data lines limit reached" error.?
?
monitor_not_done is called after each subscription and stops new subscribtions once we reach the limit or (finalize = True) simply waits until all subscriptions returned the data or Timed out.
?
The wrappers are easier described by comparison to Program.py the original test app. Really all wrappers do is saving incoming data
?
and there is unsubscribing bit which is driven by wrappers (here on example of error), if all data is present the cancel is called and sets "sentCancelMktData" which gives signal to test loop that one received all the data
?
That is pretty much it.?
?
