From c94919916fddc28374818598fcc3c4c31ff57050 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Tue, 5 Dec 2023 05:47:22 -0800
Subject: [PATCH] Provide the ability to subscribe to market data updates in an
 event loop

---
 ibkr/client.py                |  5 ++++-
 market_data_update_example.py | 14 ++++++++++++++
 2 files changed, 18 insertions(+), 1 deletion(-)
 create mode 100644 market_data_update_example.py

diff --git a/ibkr/client.py b/ibkr/client.py
index 9eb4c59..0231673 100644
--- a/ibkr/client.py
+++ b/ibkr/client.py
@@ -112,4 +112,7 @@ class Client:
         stop_loss_order.auxPrice = stop_loss_price
         stop_loss_order.totalQuantity = trade.order.totalQuantity
         stop_loss_order.transmit = True
-        return self.ib.placeOrder(trade.contract, stop_loss_order)
\ No newline at end of file
+        return self.ib.placeOrder(trade.contract, stop_loss_order)
+    
+    def run_event_loop(self):
+        self.ib.run()
\ No newline at end of file
diff --git a/market_data_update_example.py b/market_data_update_example.py
new file mode 100644
index 0000000..03f139d
--- /dev/null
+++ b/market_data_update_example.py
@@ -0,0 +1,14 @@
+from datetime import datetime
+from ib_insync import Option
+from ibkr.client import Client
+from ibkr.exchange import SMART
+
+client = Client(host = '127.0.0.1', port = 7497)
+
+expiration = datetime.now().strftime('%Y%m%d')
+contract = Option('SPX', expiration, 4550.0, 'P', exchange = SMART, currency = 'USD')
+contract.tradingClass = 'SPXW'
+market_data = client.get_market_data(contract, streaming = True)
+
+market_data.updateEvent += lambda _: print(market_data.last)
+client.run_event_loop()
\ No newline at end of file