briskapi

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An unofficial, pybrisk-style Python API and brisk command line for BRiSK auction data. Consume a live feed, query recordings at any point in time, pull shared recordings from a public archive, and use SBI BRiSK with your own account. This is an independent project, not affiliated with or endorsed by BRiSK, Tachibana, SBI, TSE or JPX.

Data sources:

• No account needed: the public BRiSK Next demo of 27 September 2021 (one pre-open snapshot and the first three minutes after the open), replayed at its recorded pace. This is not live market data.
• With an SBI Securities BRiSK subscription: SBI BRiSK market data (candles, margin, alerts, schedule, watchlist) and an experimental live feed.

Install

Python 3.12+. Live feeds and recording also need Node 22+, because BRiSK's own decoder is a WebAssembly module that runs under Node.

pip install 'briskapi[pandas]'      # `import briskapi` and the `brisk` command

BRiSK's decoder and demo data are downloaded at runtime; the package doesn't include them. Optional prebuilt Rust tools (brisk_quote_ingest, brisk_recording) for Linux, macOS and Windows are attached to each GitHub release. To work from source, clone the repository and run pip install -e '.[pandas]'.

Live feed

import briskapi

feed = briskapi.connect(web=True, codes=["7203", "6758"])   # returns once initial state is in
toyota = briskapi.Ticker("7203")
toyota.quote()        # current quote, updated as each frame arrives
toyota.auction()      # indicative price/volume and market-order imbalance

feed.on_quote(lambda q: print(q["code"], q["indicative_price"]), codes="6758")
for q in feed.quotes("7203"):       # one item per update; ends with the session
    if q["last_price"]:
        print("opened at", q["last_price"], q["time"])
        break

briskapi.Market().imbalances(top=10).to_pandas()
feed.wait()           # or feed.close(); `with briskapi.connect(...) as feed:` also works

Options: web=True (fetch from the demo site) or cache=DIR (a local copy of the demo assets), codes, speed (1 real time, 0 as fast as possible) and history=True (keep updates for Ticker.history()). Callbacks and iterators first receive each security's current quote, then every update in order. A slow consumer slows the feed instead of losing updates.

Recordings and the archive

recordings = briskapi.recordings(source="historical_mock")   # no AWS account needed
if recordings:
    briskapi.pull(recordings[0]["prefix"])      # verify, decode and cache; becomes the default
else:
    briskapi.record("recordings/my-session", web=True)   # record the demo if the archive is empty
# Or briskapi.load("recordings/my-session") for a local events.jsonl[.gz] or folder.

briskapi.Ticker("7203").quote(at="08:59:59.9999")             # available pre-open quote, in JST
briskapi.Ticker("7203").history(start="09:00", end="09:01")   # every update in a window
briskapi.Market().snapshot(at="09:00:00").to_pandas()

Time queries use each quote's timestamp. Toyota's first demo quote is at 08:59:59.993551 JST; an earlier query raises NotFoundError. Market().summary() returns both start and end, including for local recordings and live feeds. Archive listings skip invalid or unsupported recordings with a warning. Demo recordings may be absent; synthetic_test entries are publication probes. The legacy sample data uses the SBI wire format for protocol research and requires a wire-format decoder.

SBI BRiSK

For SBI Securities customers with a BRiSK subscription. Log in on sbi.brisk.jp in your browser, then pass its session cookies: copy them from DevTools, or use pycookiecheat's chrome_cookies("https://sbi.brisk.jp"). Or let briskapi sign in with your passkey (below).

from briskapi import sbi

sbi.login(cookies={"session_bfaf77a2": "v2.local..."})   # remember=True saves them (owner-only file)
toyota = briskapi.Ticker("7203")
toyota.candles("5m").to_pandas()   # price bars: 5m (today), 1d, 1w or 1mo
toyota.margin(days=30)             # margin balances and stock-lending fees
market = briskapi.Market()
market.turnover()     # turnover and shares outstanding, all stocks
market.lists()        # NK225, recent IPOs, …
market.events()       # basket orders, limit up/down, volume surges
market.schedule()     # trading date, status and session times
market.watchlist()    # your saved codes

feed = sbi.connect(codes=["7203"])          # live (experimental); timing sharing follows consent
toyota.quote()                              # same calls as any feed
# To share this session's market data too, first accept the current policy:
# briskapi.consent(accept=True, contributor="your-alias", license="CC0-1.0")
# feed = sbi.connect(codes=["7203"], share_market_data=True)

Results use the conventions below. Errors are sbi.SessionExpiredError (log in again), briskapi.NotFoundError, sbi.RateLimitError and sbi.APIError. Requests are limited to one per second.

The live feed runs SBI's own decoder under Node, downloaded with your session; no browser is involved. It follows the vendor client's connect sequence: it feeds the decoder from the first frame, catches the snapshot up to the stream, forwards the decoder's pings, watches the server heartbeat and joins SBI's Socket.IO namespace when the server uses it. It hasn't yet been validated against a live SBI session, and three wire details aren't public: the Socket.IO connect parameters, the startLive payload and the catch-up request body. Set them with sbi.connect(profile={...}) and see what the server answers with trace_protocol=True (every token redacted); until they are right it stops with an explicit error rather than guessing. Please report what you see. Your cookies go only to sbi.brisk.jp. SBI market data is shared only after an explicit choice for that capture; the Python API requires share_market_data=True. With contribution on, a timing summary is shared even when market-data sharing is declined.

Signing in with a passkey (experimental)

Many brokers now have you sign in with a passkey. If yours does, briskapi can do the sign-in for you and keep the BRiSK session cookies, instead of you copying them from a browser. It works with the BRiSK sites of SBI, Matsui, Monex and SMBC Nikko, or any broker you add. It needs Chrome, Node 22+ and a safe place for the passkey: the macOS Keychain or Windows Credential Manager (on Linux, an owner-only file you opt into). It runs on macOS and Windows (run it from PowerShell or cmd so it uses Windows' own Chrome and Node, not WSL's) and is also tested on Linux.

How it works

A passkey is a pair of keys. The broker keeps the public half. The private half normally lives in your phone, laptop or password manager, where a fingerprint or PIN lets it sign a challenge the broker sends, which proves it is you. briskapi borrows that arrangement. It starts its own Chrome, which has a virtual authenticator: software that plays the part of your phone and signs without asking. The broker's site cannot tell the difference.

1. Once, brisk enroll. You pick your broker. A separate Chrome window opens on its login page (a temporary profile, not your everyday Chrome). Sign in as you normally would, then register a new passkey in the broker's security settings, just as you would for a new phone. The virtual authenticator receives it. When the site says it is registered, press Enter in the terminal: briskapi saves the passkey and your broker choice in the macOS Keychain or Windows Credential Manager, and Chrome closes.
2. Each session, brisk login. The same Chrome opens with the saved passkey loaded, goes to the login page and presses the passkey button, and the virtual authenticator signs. Open BRiSK from the broker's site in that window (or pass --launch-url to have it opened for you). briskapi reads the BRiSK session cookies, saves them and closes Chrome.
3. Then use it. For SBI, brisk live --sbi and the briskapi.sbi API use the saved cookies. For the other brokers briskapi has no data client yet, so the cookies are only saved (under ~/.config/brisk/cookies/) for your own use.

Your existing passkeys on your phone or in a password manager are not touched. The broker simply lists one more passkey, which you can delete in its security settings.

What to know

• The saved passkey is a credential. Whoever has it can sign in to your broker account with no further check. It is kept only in the Keychain or Credential Manager (BRISK_PASSKEY_STORE=file keeps it in an owner-only file instead, which is weaker; on Windows that file's privacy comes from your user profile folder, which only you and administrators can read), never leaves your machine and is never shown in a log. brisk forget deletes it here; remove it at the broker too.
• It is experimental. Each broker's login page, passkey button text and BRiSK launch come from its public pages, and none has been tried against a live account. Override them with --login-url, --passkey-button and --launch-url, or in sites.json below, and please report what fails.
• A broker may refuse it. Chrome tells the site it is being automated. Check that your broker's terms allow this before relying on it.

Commands

brisk sites                    # the brokers you can pick, and where their BRiSK lives
brisk enroll [--site matsui]   # once; you are asked to choose a broker if you don't say
brisk login                    # each session; the broker is the one you enrolled with
brisk forget                   # delete the saved passkey

From Python: passkey.enroll(site="matsui") and signin = passkey.login(), where signin.cookies are the BRiSK cookies and signin.client is the data client for sites that have one.

To add a broker, or correct a built-in one, edit ~/.config/brisk/sites.json:

{"sites": [{"id": "mybroker", "name": "My Broker", "login_url": "https://broker.example/login",
            "cookie_host": "mybroker.brisk.jp", "passkey_button": "Sign in with a passkey"}]}

How it works inside: ARCHITECTURE.md.

API reference

Prices are yen floats, with None for the vendor's zero "unavailable" value. Times are JST datetimes on the trading date. Quantities are shares; side, flag and status codes are raw vendor values. raw=True returns vendor fields (*_price10 in tenths of a yen, *_us in microseconds since JST midnight). Tabular results are lists of dicts with .to_pandas(). Errors are briskapi.BriskError and briskapi.NotFoundError. A whole-market query reads a recording once (about six seconds for the complete 420 MB demo).

Command line

brisk live --web --codes 7203,6758          # one JSON object per quote update (--raw for vendor fields)
brisk sites | enroll | login | forget       # sign in to your broker's BRiSK with a passkey through Chrome (experimental)
brisk live --sbi --codes 7203               # SBI BRiSK; cookies from BRISK_SBI_COOKIES (JSON) or `brisk login`; --trace-protocol shows the handshake, wire details in BRISK_SBI_PROFILE
brisk record --web --output recordings/s1   # record a replay (shared if you agreed)
brisk list --date 20210927 --source historical_mock
brisk pull PREFIX --output recordings/downloaded   # use a prefix returned by brisk list
brisk consent [--accept | --revoke]         # show or change sharing
brisk upload recordings/s1                  # retry sharing a recording

Each command has --help. pull verifies everything before writing and never overwrites an existing folder.

At the beginning of each interactive brisk live --sbi capture with contribution enabled, you are asked whether to publish that session's market data; Enter opts in. The choice is not saved. Use --share-market-data to opt in explicitly in a script, or --no-share-market-data to decline without prompting. A clean session end is required to publish a recording. brisk list --source sbi_live lists shared SBI recordings; their market content is contributor-declared.

Sharing recordings

The first time you record or start a demo live session from the command line, the tool shows what would be shared and asks once; Enter accepts. After that, every complete demo session is uploaded and published automatically. The Python API never asks: until you decide, sessions stay on your computer.

• SBI timing sharing: percentiles of decode time, data age at receipt and frame spacing, a stall count, the frame count, the trading date, the first and last minute, and your alias and license. briskapi.Archive().timing() lists everyone's reports.
• Optional SBI market sharing: an explicit choice at the start of each capture adds the decoded securities master, prices, quantities, codes and local timing to the public archive. Cookies, tokens and connection diagnostics are excluded.
• What a demo session shares: the market data you recorded, local timing measurements (including your computer's clock, which shows when you recorded), and a public alias (random anon-… by default) and license. Your IP address is used only to rate limit uploads.
• Visibility: published recordings are public and permanent, and you cannot delete them yourself. See PRIVACY.md.
• Opting out: brisk consent --revoke, BRISK_CONTRIBUTE=0, or --no-upload for one run.
• License: accepting declares that you may redistribute the recordings under the chosen data license (CC0-1.0 or CC-BY-4.0). This project's open-source license gives no rights to vendor or exchange data. If you can't make that declaration, turn sharing off.
• Partial replays (--limit-frames) and sessions closed early are never shared.

More documentation

• ARCHITECTURE.md: how it works, data format, archive integrity and limits
• PRIVACY.md: privacy policy
• CONTRIBUTING.md: development, tests and releases
• tools/brisk_mock/README.md: Rust collector, field definitions, timing and latency
• infra/README.md: deploying your own archive
• THIRD_PARTY.md: decoder, data and pybrisk attribution

Software is MIT licensed.