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Streaming real-time market data from Indian brokers (Angel One, Fyers, Upstox)

Project description

Algo Data Providers

A Python library for streaming real-time market data from Indian brokers including Upstox, Angel One, and Fyers.

Features

  • Unified Interface: Consistent API across different brokers
  • Real-time Data: WebSocket connections for live market data
  • Symbol Mapping: Automatic conversion between unified symbols and broker-specific formats
  • NATS Integration: Publish data to NATS messaging system
  • Logging: Comprehensive logging with JSONL format

Installation

pip install algo-dataproviders

Quick Start

import algo_dataproviders as adp

# Initialize Upstox data provider
upstox_ws = adp.dataproviders.upstox.create_websocket_instance(access_token)
adp.dataproviders.upstox.run_websocket(upstox_ws)

# Or use Angel One
angel_ws = adp.dataproviders.angel.create_websocket_instance(auth_token, api_key, username, feed_token)
adp.dataproviders.angel.run_websocket_in_thread(angel_ws)

Configuration

Copy the example configuration files from examples/config/ and customize them for your setup.

Required environment variables:

  • PROJECT_DIRECTORY: Path to your project directory
  • Broker-specific API credentials

Supported Brokers

Upstox

  • WebSocket streaming
  • Symbol mapping support

Angel One

  • SmartAPI WebSocket integration
  • Comprehensive symbol mapping

Fyers

  • Fyers WebSocket API
  • Symbol format conversion

Development

# Install with dev dependencies
pip install -e .[dev]

# Run tests
pytest

# Build package
python -m build

License

MIT License

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