DXFeed Python API via C API
Project description
dxfeed package
This library provides Python API to dxfeed via C API. The code is written in Python and Cython.
Installation
Requirements: python >3.6, pandas
pip3 install pandas
Install package via PyPI
pip3 install dxfeed
Basic usage
All the functions in C API have similar ones in Python with the same name. Not all arguments are supported by now, this work is in progress.
Import dxfeed library:
import dxfeed as dx
Create connection:
con = dx.dxf_create_connection(address='demo.dxfeed.com:7300')
Create one or several subscriptions of certain event types:
sub1 = dx.dxf_create_subscription(con, 'Trade')
sub2 = dx.dxf_create_subscription(con, 'Quote')
'Trade', 'Quote', 'Summary', 'Profile', 'Order', 'TimeAndSale', 'Candle', 'TradeETH', 'SpreadOrder', 'Greeks', 'TheoPrice', 'Underlying', 'Series', 'Configuration' event types are supported.
Attach listeners:
dx.dxf_attach_listener(sub1)
dx.dxf_attach_listener(sub2)
Add tickers you want to get data for:
dx.dxf_add_symbols(sub1, ['AAPL', 'MSFT'])
dx.dxf_add_symbols(sub2, ['AAPL', 'C'])
dxfeed
has default listeners for each event type, but you are able to write
your custom one. You can find how to do it at example/Custom listener example.ipynb
.
Look at the data:
sub1.get_data()
sub2.get_data()
The data is stored in Subscription class. You can also turn dict to pandas DataFrame simply calling
sub1.to_dataframe()
.
Detach the listener, if you want to stop recieving data:
dx.dxf_detach_listener(sub1)
dx.dxf_detach_listener(sub2)
Finally, close your connection:
dx.dxf_close_connection(con)
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