Available methods

Enumerations

The library also provides some enumerations to help developers avoid errors and improve readability. Next, you have the list of available enums:

• Environment: Identifies the environment to use. (REMARKET: Demo environment; LIVE: Production environment)

• CFICode: Identifies the type of instrument.

• MarketDataEntry: Identifies market data entries for an instrument.

• Market: Market ID associated to the instruments.

• MarketSegment: Market Segment ID associated to the instruments.

• OrderType: Identifies the different order types.

• Side: Identifies the side of an order.

• TimeInForce: Time modifier of the order that defines the time the order will be active.

Rest

# Makes a request to the Rest API and get the last price
# Use the MarketDataEntry enum to specify the data
pyRofex.get_market_data(ticker="DLR/DIC23",
                        entries=[pyRofex.MarketDataEntry.LAST])

# Gets all segments
pyRofex.get_segments()

# Gets available instruments list
pyRofex.get_all_instruments()

# Alternative option to get all available instruments list
pyRofex.get_instruments('all')

# Alternative option to get instruments by given cfi code:
pyRofex.get_instruments('by_cfi',
                        cfi_code=[pyRofex.CFICode.STOCK,
                                  pyRofex.CFICode.BOND,
                                  pyRofex.CFICode.CEDEAR])

# Alternative option to get instruments by given segments
pyRofex.get_instruments('by_segments',
                        market=pyRofex.Market.ROFEX,
                        market_segment=[pyRofex.MarketSegment.DDF,
                                        pyRofex.MarketSegment.MERV])

# Gets detailed instruments list
pyRofex.get_detailed_instruments()

# Alternative option to get detailed instruments list
pyRofex.get_instruments('details')

# Get all order report for the configured account
pyRofex.get_all_orders_status()

# Gets historic trades
pyRofex.get_trade_history(ticker="DLR/JUN23",
                          start_date="2018-12-01",
                          end_date="2019-01-10")

# Sends a Limit order to the market
order = pyRofex.send_order(ticker="DLR/DIC23",
                           side=pyRofex.Side.BUY,
                           size=10,
                           price=55.8,
                           order_type=pyRofex.OrderType.LIMIT)

# Gets the last order status for the previous order
pyRofex.get_order_status(order["order"]["clientId"])

# Cancels the previous order
cancel_order = pyRofex.cancel_order(order["order"]["clientId"])

# Checks the order status of the cancellation order
pyRofex.get_order_status(cancel_order["order"]["clientId"])

Websocket

# First we define the handlers that will process the messages and exceptions.
def market_data_handler(message):
    print("Market Data Message Received: {0}".format(message))
def order_report_handler(message):
    print("Order Report Message Received: {0}".format(message))
def error_handler(message):
    print("Error Message Received: {0}".format(message))
def exception_handler(e):
    print("Exception Occurred: {0}".format(e.message))

# Initiate Websocket Connection
pyRofex.init_websocket_connection(market_data_handler=market_data_handler,
                                  order_report_handler=order_report_handler,
                                  error_handler=error_handler,
                                  exception_handler=exception_handler)

# Instruments list to subscribe
instruments = ["DLR/DIC23", "DLR/ENE24"]
# Uses the MarketDataEntry enum to define the entries we want to subscribe to
entries = [pyRofex.MarketDataEntry.BIDS,
           pyRofex.MarketDataEntry.OFFERS,
           pyRofex.MarketDataEntry.LAST]

# Subscribes to receive market data messages **
pyRofex.market_data_subscription(tickers=instruments,
                                 entries=entries)

# Subscribes to receive order report messages (default account will be used) **
pyRofex.order_report_subscription()

** Every time a new message is received, the correct handler will be call.