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Wasin Waeosri
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Merge branch 'notebook'
Add Jupyter Notebook code example
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‎.gitignore‎

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.vscode/
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console_python/market_price.py
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result/
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result/
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notebook_python/test_ws_post.ipynb
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notebook_python/test_ws_post2.ipynb

‎README.md‎

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## Application Overview
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This example shows how to writing an application to contribute your data to TRCC using [Elektron WebSocket API](https://developers.refinitiv.com/elektron/websocket-api) through Thomson Reuters Enterprise Platform (TREP). The example just connects to TREP via a WebSocket connection, then sends an off-stream post to contribute item to TRCC server via that TREP. The application is implemented with Python language, but the main concept and post message structures are the same for all technologies.
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This example shows how to writing an application to contribute your data to TRCC using [Elektron WebSocket API](https://developers.refinitiv.com/elektron/websocket-api) through Thomson Reuters Enterprise Platform (TREP). The example just connects to TREP via a WebSocket connection, then sends an off-stream post to contribute item to TRCC server via that TREP. The project are implemented with Python language for both console and Jupyter Notebook applications, but the main concept and post message structures are the same for all technologies.
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If you are interested to contribute data using the RSSL connection (with or without TREP), please visit the following series of Elektron SDK and TRCC based on your prefer API:
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* [Contributing your data to Thomson Reuters article](https://developers.refinitiv.com/article/contributing-your-data-thomson-reuters).
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2. [Python](https://www.python.org/) compiler and runtime
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3. Python's [requests 2.x](https://pypi.org/project/requests/) library.
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4. Python's [websocket-client](https://pypi.org/project/websocket-client/) library (*version 0.49 or greater*).
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5. [Jupyter Notebook](https://jupyter.org/) runtime (for the Notebook example application only)
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5. TRCC username, password and host list credentials. Please reach out to your Refinitiv sales associate to acquire TRCC access credentials.
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*Note:*
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This example project contains the following files and folders
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1. *console_python/trcc_posting.py*: The example application file
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2. *console_python/requirements.txt*: The application dependencies configurationf file
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3. *trep_config/rmds_trcc.cnf*: ADH TRCC configurations example file (*not a completed ADH configuration file*)
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4. LICENSE.md: Project's license file
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5. README.md: Project's README file
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3. *notebook_python/trcc_posting_notebook.ipynb*: The example Jupyter Notebook application file
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4. *trep_config/rmds_trcc.cnf*: ADH TRCC configurations example file (*not a completed ADH configuration file*)
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5. LICENSE.md: Project's license file
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6. README.md: Project's README file
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## How to run this example
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## How to run this console example
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Please be informed that your TREP server (ADS and ADH) should be applied the TRCC configurations and TRCC contribution service should be "Up" before running an example. The TRCC access credentials are required in the connection between ADH server and TRCC server only, not in the application level.
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‎notebook_python/.ipynb_checkpoints/.gitignore‎

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# Ignore everything in this directory
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*
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# Except this file
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!.gitignore

‎notebook_python/trcc_posting_notebook.ipynb‎

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{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# #uncomment if you do not have requests and websocket-client (version 0.49 and above) installed\n",
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"# #Install requests package in a current Jupyter kernal\n",
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"\n",
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"# import sys\n",
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"# !{sys.executable} -m pip install requests\n",
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"# !{sys.executable} -m pip install websocket-client"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# import required libraries\n",
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"\n",
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"import sys\n",
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"import time\n",
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"import getopt\n",
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"import socket\n",
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"import json\n",
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"import websocket\n",
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"import threading\n",
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"import os\n",
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"from threading import Thread, Event"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# TREP connection variables\n",
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"\n",
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"hostname = '127.0.0.1'\n",
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"port = '15000'\n",
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"user = 'root'\n",
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"app_id = '256'\n",
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"position = socket.gethostbyname(socket.gethostname())\n",
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"login_id = 1"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# TRCC contribution variables\n",
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"\n",
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"post_item_name = 'CONTRIBUTION_RIC'\n",
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"service_name = 'TRCC'\n",
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"\n",
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"post_id = 1\n",
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"bid_value = 34.25\n",
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"ask_value = 35.48\n",
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"primact_1_value = 116.50"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# WebSocket connections Variables\n",
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"\n",
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"web_socket_app = None\n",
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"web_socket_open = False"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# Create JSON Off-Stream Post message and sends it to ADS server.\n",
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"\n",
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"def send_market_price_post(ws):\n",
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" \"\"\" Send a post message contains a market-price content to TRCC \"\"\"\n",
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"\n",
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" \"\"\" Contribution fields \"\"\"\n",
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" contribution_fields = {\n",
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" \"BID\": bid_value,\n",
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" \"ASK\": ask_value,\n",
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" \"PRIMACT_1\": primact_1_value\n",
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" }\n",
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"\n",
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" \"\"\" OMM Post msg Key \"\"\"\n",
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" mp_post_key = {\n",
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" \"Name\": post_item_name,\n",
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" \"Service\": service_name\n",
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" }\n",
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"\n",
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" \"\"\" OMM Post Payload \"\"\"\n",
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" contribution_payload_json = {\n",
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" \"ID\": 0,\n",
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" \"Type\": \"Update\",\n",
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" \"Domain\": \"MarketPrice\",\n",
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" \"Fields\": contribution_fields,\n",
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" \"Key\": {}\n",
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" }\n",
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"\n",
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" \"\"\" OMM Off-Stream Post message \"\"\"\n",
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" mp_post_json_offstream = {\n",
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" \"Domain\": \"MarketPrice\",\n",
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" \"Ack\": True,\n",
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" \"PostID\": post_id,\n",
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" \"PostUserInfo\": {\n",
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" \"Address\": position,\n",
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" \"UserID\": int(app_id)\n",
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" },\n",
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" \"Key\": {},\n",
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" \"Message\": {},\n",
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" \"Type\": \"Post\",\n",
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" \"ID\": login_id #Off-Stream post, sending the Post message on the Loing stream.\n",
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" }\n",
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"\n",
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" contribution_payload_json[\"Key\"] = mp_post_key\n",
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" mp_post_json_offstream[\"Key\"] = mp_post_key\n",
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" mp_post_json_offstream[\"Message\"] = contribution_payload_json\n",
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"\n",
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" ws.send(json.dumps(mp_post_json_offstream))\n",
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" print(\"SENT:\")\n",
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" print(json.dumps(mp_post_json_offstream, sort_keys=True, indent=2, separators=(',', ':')))\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# JSON-OMM Login and Process messages\n",
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"\n",
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"def process_message(ws, message_json): # Process all incoming messages.\n",
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" \"\"\" Parse at high level and output JSON of message \"\"\"\n",
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" message_type = message_json['Type']\n",
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"\n",
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" if message_type == \"Refresh\":\n",
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" if 'Domain' in message_json:\n",
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" message_domain = message_json['Domain']\n",
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" if message_domain == \"Login\":\n",
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" process_login_response(ws, message_json)\n",
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" elif message_type == \"Ping\":\n",
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" pong_json = {'Type': 'Pong'}\n",
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" ws.send(json.dumps(pong_json))\n",
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" print(\"SENT:\")\n",
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" print(json.dumps(pong_json, sort_keys=True,\n",
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" indent=2, separators=(',', ':')))\n",
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" \n",
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"# Process incoming Login Refresh Response message.\n",
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"def process_login_response(ws, message_json):\n",
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" \"\"\" Send Off-Stream Post \"\"\"\n",
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" print(\"Sending Off-Stream Post to TREP Server\")\n",
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" send_market_price_post(ws) \n",
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" \n",
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"# Create JSON Login request message and sends it to ADS server.\n",
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"def send_login_request(ws):\n",
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" \"\"\" Generate a login request from command line data (or defaults) and send \"\"\"\n",
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" login_json = {\n",
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" 'ID': login_id,\n",
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" 'Domain': 'Login',\n",
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" 'Key': {\n",
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" 'Name': '',\n",
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" 'Elements': {\n",
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" 'ApplicationId': '',\n",
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" 'Position': ''\n",
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" }\n",
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" }\n",
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" }\n",
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"\n",
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" login_json['Key']['Name'] = user\n",
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" login_json['Key']['Elements']['ApplicationId'] = app_id\n",
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" login_json['Key']['Elements']['Position'] = position\n",
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"\n",
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" ws.send(json.dumps(login_json))\n",
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" print(\"SENT:\")\n",
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" print(json.dumps(login_json, sort_keys=True, indent=2, separators=(',', ':')))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": [
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"# WebSocket connection process\n",
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"\n",
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"def on_message(ws, message):\n",
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" \"\"\" Called when message received, parse message into JSON for processing \"\"\"\n",
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" print(\"RECEIVED: \")\n",
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" message_json = json.loads(message)\n",
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" print(json.dumps(message_json, sort_keys=True, indent=2, separators=(',', ':')))\n",
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"\n",
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" for singleMsg in message_json:\n",
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" process_message(ws, singleMsg)\n",
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" \n",
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"def on_error(ws, error):\n",
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" \"\"\" Called when websocket error has occurred \"\"\"\n",
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" print(error)\n",
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" \n",
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"def on_close(ws):\n",
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" \"\"\" Called when websocket is closed \"\"\"\n",
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" global web_socket_open\n",
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" print(\"WebSocket Closed\")\n",
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" web_socket_open = False\n",
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" \n",
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"def on_open(ws):\n",
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" \"\"\" Called when handshake is complete and websocket is open, send login \"\"\"\n",
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"\n",
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" print(\"WebSocket successfully connected!\")\n",
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" global web_socket_open\n",
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" web_socket_open = True\n",
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" send_login_request(ws)\n",
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"\n",
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"if __name__ == \"__main__\":\n",
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" # Start websocket handshake\n",
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" ws_address = \"ws://{}:{}/WebSocket\".format(hostname, port)\n",
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" print(\"Connecting to WebSocket \" + ws_address + \" ...\")\n",
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" web_socket_app = websocket.WebSocketApp(ws_address, header=['User-Agent: Python'],\n",
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" on_message=on_message,\n",
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" on_error=on_error,\n",
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" on_close=on_close,\n",
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" subprotocols=['tr_json2'])\n",
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" web_socket_app.on_open = on_open\n",
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"\n",
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" # Event loop\n",
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" #wst = threading.Thread(target=web_socket_app.run_forever)\n",
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" wst = threading.Thread(target=web_socket_app.run_forever, kwargs={'sslopt': {'check_hostname': False}})\n",
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" wst.start()\n",
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"\n",
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" time.sleep(10)\n",
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" web_socket_app.close()\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.7.3"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 2
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}

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