Esse projeto é para pessoas que não querem ficar preso nas plataformas com os serviços de RTD/DDE somente no Excel. Devido uma necessidade de analise de dados em tempo real resolvi criar um programa que conecta nesses serviços de RTD via SOCKET e com isso facilitou a anlise dos dados em Python, que antes era feita em Excel.
Porque decidi fazer essa conexão via SOCKET na plataforma Tryd e não no Metatrader que é mais simples? R: O Metatrader não fornece as informações dos Playes no Times & Trades. E meu estudo era justamente analizar a atuação deles.
Não sou especialista em Python, então não reparem no código.
A ideia aqui é ser bem simples, somente mostrar como é possivel buscar as informações da plataforma.(Ai cada um que use sua imaginação) Arquivo inicia a coleta da informações do Times & Trades: python StartConnTryd.py
Video do programa rodando (Também não sei gravar video, mas vai esse mesmo): https://youtu.be/VWotFQBHi-w
Dependencias: https://pypi.org/project/colorama/ pip install colorama
Segue mais um modulo de captura das informações da plataforma Tryd. Arquivo inicia a coleta da informações do Monitor de Cotações: python StartConnMktTryd.py
Video do programa rodando: https://youtu.be/pYZuiiYTlTQ
Em desenvolvimento...!!! Coloquei um exemplo na branch POC-Book. Ainda não está completa, mas traz a primeira linha do book.
Tem mais um exemplo de como obter os dados do book de ofertas na pasta Book: link: https://github.com/andpena/FinancialData/blob/master/Book/BookInfo.py
Bumps werkzeug from 0.15.3 to 2.2.3.
Sourced from werkzeug's releases.
2.2.3
This is a fix release for the 2.2.x release branch.
- Changes: https://werkzeug.palletsprojects.com/en/2.2.x/changes/#version-2-2-3
- Milestone: https://github.com/pallets/werkzeug/milestone/26?closed=1
This release contains security fixes for:
- https://github.com/pallets/werkzeug/security/advisories/GHSA-xg9f-g7g7-2323
- https://github.com/pallets/werkzeug/security/advisories/GHSA-px8h-6qxv-m22q
2.2.2
This is a fix release for the 2.2.0 feature release.
- Changes: https://werkzeug.palletsprojects.com/en/2.2.x/changes/#version-2-2-2
- Milestone: https://github.com/pallets/werkzeug/milestone/25?closed=1
2.2.1
This is a fix release for the 2.2.0 feature release.
- Changes: https://werkzeug.palletsprojects.com/en/2.2.x/changes/#version-2-2-1
- Milestone: https://github.com/pallets/werkzeug/milestone/24?closed=1
2.2.0
This is a feature release, which includes new features and removes previously deprecated features. The 2.2.x branch is now the supported bugfix branch, the 2.1.x branch will become a tag marking the end of support for that branch. We encourage everyone to upgrade, and to use a tool such as pip-tools to pin all dependencies and control upgrades.
- Changes: https://werkzeug.palletsprojects.com/en/2.2.x/changes/#version-2-2-0
- Milestone: https://github.com/pallets/werkzeug/milestone/20?closed=1
2.1.2
This is a fix release for the 2.1.0 feature release.
- Changes: https://werkzeug.palletsprojects.com/en/2.1.x/changes/#version-2-1-2
- Milestone: https://github.com/pallets/werkzeug/milestone/22?closed=1
2.1.1
This is a fix release for the 2.1.0 feature release.
- Changes: https://werkzeug.palletsprojects.com/en/2.1.x/changes/#version-2-1-1
- Milestone: https://github.com/pallets/werkzeug/milestone/19?closed=1
2.1.0
This is a feature release, which includes new features and removes previously deprecated features. The 2.1.x branch is now the supported bugfix branch, the 2.0.x branch will become a tag marking the end of support for that branch. We encourage everyone to upgrade, and to use a tool such as pip-tools to pin all dependencies and control upgrades.
- Changes: https://werkzeug.palletsprojects.com/en/2.1.x/changes/#version-2-1-0
- Milestone: https://github.com/pallets/werkzeug/milestone/16?closed=1
2.0.3
... (truncated)
Sourced from werkzeug's changelog.
Version 2.2.3
Released 2023-02-14
- Ensure that URL rules using path converters will redirect with strict slashes when the trailing slash is missing. :issue:
2533
- Type signature for
get_json
specifies that return type is not optional whensilent=False
. :issue:2508
parse_content_range_header
returnsNone
for a value likebytes */-1
where the length is invalid, instead of raising anAssertionError
. :issue:2531
- Address remaining
ResourceWarning
related to the socket used byrun_simple
. Removeprepare_socket
, which now happens when creating the server. :issue:2421
- Update pre-existing headers for
multipart/form-data
requests with the test client. :issue:2549
- Fix handling of header extended parameters such that they are no longer quoted. :issue:
2529
LimitedStream.read
works correctly when wrapping a stream that may not return the requested size in oneread
call. :issue:2558
- A cookie header that starts with
=
is treated as an empty key and discarded, rather than stripping the leading==
.- Specify a maximum number of multipart parts, default 1000, after which a
RequestEntityTooLarge
exception is raised on parsing. This mitigates a DoS attack where a larger number of form/file parts would result in disproportionate resource use.Version 2.2.2
Released 2022-08-08
- Fix router to restore the 2.1
strict_slashes == False
behaviour whereby leaf-requests match branch rules and vice versa. :pr:2489
- Fix router to identify invalid rules rather than hang parsing them, and to correctly parse
/
within converter arguments. :pr:2489
- Update subpackage imports in :mod:
werkzeug.routing
to use theimport as
syntax for explicitly re-exporting public attributes. :pr:2493
- Parsing of some invalid header characters is more robust. :pr:
2494
- When starting the development server, a warning not to use it in a production deployment is always shown. :issue:
2480
LocalProxy.__wrapped__
is always set to the wrapped object when the proxy is unbound, fixing an issue in doctest that would cause it to fail. :issue:2485
- Address one
ResourceWarning
related to the socket used byrun_simple
. :issue:2421
... (truncated)
22a254f
release version 2.2.3517cac5
Merge pull request from GHSA-xg9f-g7g7-2323babc8d9
rewrite docs about request data limits09449ee
clean up docsfe899d0
limit the maximum number of multipart form partscf275f4
Merge pull request from GHSA-px8h-6qxv-m22q8c2b4b8
don't strip leading = when parsing cookie7c7ce5c
[pre-commit.ci] pre-commit autoupdate (#2585)19ae03e
[pre-commit.ci] auto fixes from pre-commit.com hooksa83d3b8
[pre-commit.ci] pre-commit autoupdateDependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting @dependabot rebase
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Bumps ipython from 7.4.0 to 8.10.0.
Sourced from ipython's releases.
See https://pypi.org/project/ipython/
We do not use GitHub release anymore. Please see PyPI https://pypi.org/project/ipython/
7.9.0
No release notes provided.
7.8.0
No release notes provided.
7.7.0
No release notes provided.
7.6.1
No release notes provided.
7.6.0
No release notes provided.
7.5.0
No release notes provided.
15ea1ed
release 8.10.0560ad10
DOC: Update what's new for 8.10 (#13939)7557ade
DOC: Update what's new for 8.10385d693
Merge pull request from GHSA-29gw-9793-fvw7e548ee2
Swallow potential exceptions from showtraceback() (#13934)0694b08
MAINT: mock slowest test. (#13885)8655912
MAINT: mock slowest test.a011765
Isolate the attack tests with setUp and tearDown methodsc7a9470
Add some regression tests for this changefd34cf5
Swallow potential exceptions from showtraceback()Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting @dependabot rebase
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Bumps cryptography from 2.6.1 to 39.0.1.
Sourced from cryptography's changelog.
39.0.1 - 2023-02-07
* **SECURITY ISSUE** - Fixed a bug where ``Cipher.update_into`` accepted Python buffer protocol objects, but allowed immutable buffers. **CVE-2023-23931** * Updated Windows, macOS, and Linux wheels to be compiled with OpenSSL 3.0.8.
.. _v39-0-0:
39.0.0 - 2023-01-01
- BACKWARDS INCOMPATIBLE: Support for OpenSSL 1.1.0 has been removed. Users on older version of OpenSSL will need to upgrade.
- BACKWARDS INCOMPATIBLE: Dropped support for LibreSSL < 3.5. The new minimum LibreSSL version is 3.5.0. Going forward our policy is to support versions of LibreSSL that are available in versions of OpenBSD that are still receiving security support.
- BACKWARDS INCOMPATIBLE: Removed the
encode_point
andfrom_encoded_point
methods on :class:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicNumbers
, which had been deprecated for several years. :meth:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicKey.public_bytes
and :meth:~cryptography.hazmat.primitives.asymmetric.ec.EllipticCurvePublicKey.from_encoded_point
should be used instead.- BACKWARDS INCOMPATIBLE: Support for using MD5 or SHA1 in :class:
~cryptography.x509.CertificateBuilder
, other X.509 builders, and PKCS7 has been removed.- BACKWARDS INCOMPATIBLE: Dropped support for macOS 10.10 and 10.11, macOS users must upgrade to 10.12 or newer.
- ANNOUNCEMENT: The next version of
cryptography
(40.0) will change the way we link OpenSSL. This will only impact users who buildcryptography
from source (i.e., not from awheel
), and specify their own version of OpenSSL. For those users, theCFLAGS
,LDFLAGS
,INCLUDE
,LIB
, andCRYPTOGRAPHY_SUPPRESS_LINK_FLAGS
environment variables will no longer be respected. Instead, users will need to configure their buildsas documented here
_.- Added support for :ref:
disabling the legacy provider in OpenSSL 3.0.x<legacy-provider>
.- Added support for disabling RSA key validation checks when loading RSA keys via :func:
~cryptography.hazmat.primitives.serialization.load_pem_private_key
, :func:~cryptography.hazmat.primitives.serialization.load_der_private_key
, and :meth:~cryptography.hazmat.primitives.asymmetric.rsa.RSAPrivateNumbers.private_key
. This speeds up key loading but is :term:unsafe
if you are loading potentially attacker supplied keys.- Significantly improved performance for :class:
~cryptography.hazmat.primitives.ciphers.aead.ChaCha20Poly1305
... (truncated)
d6951dc
changelog + security fix backport (#8231)138da90
workaround scapy bug in downstream tests (#8218) (#8228)69527bc
bookworm is py311 now (#8200)111deef
backport main branch CI to 39.0.x (#8153)338a65a
39.0.0 version bump (#7954)84a3cd7
automatically download and upload circleci wheels (#7949)525c0b3
Type annotate release.py (#7951)46d2a94
Use the latest 3.10 release when wheel building (#7953)f150dc1
fix CI to work with ubuntu 22.04 (#7950)8867724
fix README for python3 (#7947)Dependabot will resolve any conflicts with this PR as long as you don't alter it yourself. You can also trigger a rebase manually by commenting @dependabot rebase
.
Bom dia! Primeiro, obrigado pelos códigos!!! uma dúvida: quando usamos "COT$S|", recebemos uma séries de dados (Estado, Lote Minimo, Descrição, etc...). Estou precisando rodar um código que receba apenas o Ticker, a Melho oferta de compra e a da venda e o horário. Sei que é possível receber tudo e eliminar o que não preciso, mas acredito que esteja deixando o código lento (pois itero milhares de tickers - opções). Seria possível recber apenas esses dados?
Outra pergunta: Seria possivel receber os dados de todos os tickers sem ter que ficar iterando um por um? Eu sou MUITO novo em Python - exatos 3 dias :/
Meu caro, boa noite. Quando você coloca para rodar o book junto com o tryd seu CPU também fica em 100% ou só o meu que ta dando esses pipocos?
Bom dia André, Desculpe a ignorância. Como voce obteve os códigos presentes no TypeDataTryd.py? Pergunto porque gostaria de adaptar o script para o MT5 e FastTrade, mas meu conhecimento RTD é falho e não encontro informações sobre isso. Obrigado