Added market data subscription code to Jupyter

Author: Ahmad Noman Musleh

samples/ConsoleSample/main.py

@@ -6,7 +6,7 @@
 from ctrader_fix import *
 
 # you can use two separate config files for QUOTE and TRADE
-with open("config-trade.json") as configFile:
+with open("config-quote.json") as configFile:
     config = json.load(configFile)
 
 client = Client(config["Host"], config["Port"], ssl = config["SSL"])

samples/jupyter/main.ipynb

@@ -68,7 +68,7 @@
    "outputs": [],
    "source": [
     "# you can use two separate config files for QUOTE and TRADE\n",
-    "with open(\"config-trade.json\") as configFile:\n",
+    "with open(\"config-quote.json\") as configFile:\n",
     "    config = json.load(configFile)"
    ]
   },
@@ -115,7 +115,13 @@
    "id": "9e722b92",
    "metadata": {},
    "source": [
-    "Now let's set and client call backs that will be used by client after it got message received/connected/disconnected:"
+    "We are going to:\n",
+    "\n",
+    "1. Send a log on requst\n",
+    "2. After receiving log on response we send security list request\n",
+    "3. Then if host is Trade we create a new market order for second symbol otherwise we send a mrket data request for the second symbol\n",
+    "\n",
+    "Let's set the client call backs that will be used by client after it got message received/connected/disconnected:"
    ]
   },
   {
@@ -137,17 +143,28 @@
     "        send(securityListRequest)\n",
     "    # After receiving the security list we send a market order request by using the security list first symbol\n",
     "    elif messageType == \"y\":\n",
-    "        newOrderSingle = NewOrderSingle(config)\n",
-    "        newOrderSingle.ClOrdID = \"B\"\n",
     "        # We use getFieldValue to get all symbol IDs, it will return a list in this case\n",
     "        # because the symbol ID field is repetitive\n",
     "        symboldIds = responseMessage.getFieldValue(55)\n",
-    "        newOrderSingle.Symbol = symboldIds[0]\n",
-    "        newOrderSingle.Side = 1\n",
-    "        newOrderSingle.OrderQty = 1000\n",
-    "        newOrderSingle.OrdType = 1\n",
-    "        newOrderSingle.Designation = \"From Jupyter\"\n",
-    "        send(newOrderSingle)\n",
+    "        if config[\"TargetSubID\"] == \"TRADE\":\n",
+    "            newOrderSingle = NewOrderSingle(config)\n",
+    "            newOrderSingle.ClOrdID = \"B\"\n",
+    "            newOrderSingle.Symbol = symboldIds[1]\n",
+    "            newOrderSingle.Side = 1\n",
+    "            newOrderSingle.OrderQty = 1000\n",
+    "            newOrderSingle.OrdType = 1\n",
+    "            newOrderSingle.Designation = \"From Jupyter\"\n",
+    "            send(newOrderSingle)\n",
+    "        else:\n",
+    "            marketDataRequest = MarketDataRequest(config)\n",
+    "            marketDataRequest.MDReqID = \"a\"\n",
+    "            marketDataRequest.SubscriptionRequestType = 1\n",
+    "            marketDataRequest.MarketDepth = 1\n",
+    "            marketDataRequest.NoMDEntryTypes = 1\n",
+    "            marketDataRequest.MDEntryType = 0\n",
+    "            marketDataRequest.NoRelatedSym = 1\n",
+    "            marketDataRequest.Symbol = symboldIds[1]\n",
+    "            send(marketDataRequest)\n",
     "    # after receiving the new order request response we stop the reactor\n",
     "    # And we will be disconnected from API\n",
     "    elif messageType == \"8\" or messageType == \"j\":\n",