From 495d07e277e5897f84bf4c23d121227016d7ab00 Mon Sep 17 00:00:00 2001 From: Chris Sellers Date: Sat, 16 Nov 2024 19:44:48 +1100 Subject: [PATCH] Add bar handlers for subscriber example strategies --- examples/live/databento/databento_subscriber.py | 13 +++++++++++++ examples/live/polymarket/polymarket_subscriber.py | 13 +++++++++++++ examples/live/tardis/tardis_subscriber.py | 14 ++++++++++++++ 3 files changed, 40 insertions(+) diff --git a/examples/live/databento/databento_subscriber.py b/examples/live/databento/databento_subscriber.py index 03b800b70399..0251619edc68 100644 --- a/examples/live/databento/databento_subscriber.py +++ b/examples/live/databento/databento_subscriber.py @@ -30,6 +30,7 @@ from nautilus_trader.config import TradingNodeConfig from nautilus_trader.live.node import TradingNode from nautilus_trader.model.book import OrderBook +from nautilus_trader.model.data import Bar from nautilus_trader.model.data import OrderBookDeltas from nautilus_trader.model.data import QuoteTick from nautilus_trader.model.data import TradeTick @@ -250,6 +251,18 @@ def on_trade_tick(self, tick: TradeTick) -> None: """ self.log.info(repr(tick), LogColor.CYAN) + def on_bar(self, bar: Bar) -> None: + """ + Actions to be performed when the strategy is running and receives a bar. + + Parameters + ---------- + bar : Bar + The bar received. + + """ + self.log.info(repr(bar), LogColor.CYAN) + # Configure and initialize your strategy strat_config = DataSubscriberConfig(instrument_ids=instrument_ids) diff --git a/examples/live/polymarket/polymarket_subscriber.py b/examples/live/polymarket/polymarket_subscriber.py index c2d2100d187a..4e285afa9e88 100644 --- a/examples/live/polymarket/polymarket_subscriber.py +++ b/examples/live/polymarket/polymarket_subscriber.py @@ -30,6 +30,7 @@ from nautilus_trader.config import TradingNodeConfig from nautilus_trader.live.node import TradingNode from nautilus_trader.model.book import OrderBook +from nautilus_trader.model.data import Bar from nautilus_trader.model.data import OrderBookDeltas from nautilus_trader.model.data import QuoteTick from nautilus_trader.model.data import TradeTick @@ -256,6 +257,18 @@ def on_trade_tick(self, tick: TradeTick) -> None: """ self.log.info(repr(tick), LogColor.CYAN) + def on_bar(self, bar: Bar) -> None: + """ + Actions to be performed when the strategy is running and receives a bar. + + Parameters + ---------- + bar : Bar + The bar received. + + """ + self.log.info(repr(bar), LogColor.CYAN) + # Configure and initialize your strategy strat_config = DataSubscriberConfig(instrument_ids=instrument_ids) diff --git a/examples/live/tardis/tardis_subscriber.py b/examples/live/tardis/tardis_subscriber.py index c8495b1d9b75..5937735bee58 100644 --- a/examples/live/tardis/tardis_subscriber.py +++ b/examples/live/tardis/tardis_subscriber.py @@ -29,6 +29,7 @@ from nautilus_trader.config import TradingNodeConfig from nautilus_trader.live.node import TradingNode from nautilus_trader.model.book import OrderBook +from nautilus_trader.model.data import Bar from nautilus_trader.model.data import OrderBookDeltas from nautilus_trader.model.data import QuoteTick from nautilus_trader.model.data import TradeTick @@ -154,6 +155,7 @@ def on_start(self) -> None: self.subscribe_quote_ticks(instrument_id, client_id=self.client_id) self.subscribe_trade_ticks(instrument_id, client_id=self.client_id) + # from nautilus_trader.model.data import BarType # bar_type = BarType.from_str(f"{instrument_id}-10-TICK-LAST-EXTERNAL") # self.subscribe_bars(bar_type, client_id=self.client_id) @@ -233,6 +235,18 @@ def on_trade_tick(self, tick: TradeTick) -> None: """ self.log.info(repr(tick), LogColor.CYAN) + def on_bar(self, bar: Bar) -> None: + """ + Actions to be performed when the strategy is running and receives a bar. + + Parameters + ---------- + bar : Bar + The bar received. + + """ + self.log.info(repr(bar), LogColor.CYAN) + # Configure and initialize your strategy strat_config = DataSubscriberConfig(instrument_ids=instrument_ids)