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
Project details
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