enext-exchange-py 0.1.2

Provides access to real-time and historical financial data from various exchanges

enext-exchange-py

Provides access to real-time and historical financial data from various exchanges.

Features

• Detailed Quotes: Get real-time price, change percentages, and last traded time.
• Intraday Quotes: Fetch intraday price and volume data.
• Historical Quotes: Access historical price and volume data.
• Factsheets: Retrieve instrument information such as ISIN, code, instrument type, and trading details.
• Asynchronous: Built on httpx

Installation

Install the package using pip:

pip install enext-exchange-py

Quick Start

The library uses asyncio for its operations. Below is a simple example of how to use the ExchangeClient.

import asyncio
from enext_exchange_py import ExchangeClient

async def main():
    async with ExchangeClient() as client:
        # 1. Get a detailed quote for a symbol (e.g., Lyxor MSCI World ETF)
        symbol = "LU0290358497-ETFP"
        quote = await client.get_detailed_quote(symbol)
        print(f"Name: {quote.name}")
        print(f"Last Price: {quote.last_traded_price.value} {quote.last_traded_price.currency}")
        print(f"Change: {quote.since_previous_close_percentage}%")

        # 2. Get intraday quotes
        print("\nIntraday Quotes (first 5):")
        async for q in client.get_intraday_quotes(symbol):
            print(f"{q.time}: {q.price} (Vol: {q.volume})")
            # Limit for demonstration
            break 

        # 3. Get a factsheet
        factsheet = await client.get_factsheet(symbol)
        print(f"\nISIN: {factsheet.isin}")
        print(f"Instrument Type: {factsheet.instrument_type}")
        print(f"Trading Currency: {factsheet.trading_currency}")

if __name__ == "__main__":
    asyncio.run(main())

Usage

API Methods

• await get_detailed_quote(symbol: str) -> DetailedQuote: Returns a DetailedQuote object containing the latest market data.
• get_intraday_quotes(symbol: str) -> AsyncGenerator[Quote, None]: An async generator yielding Quote objects for the current trading day.
• get_historical_quotes(symbol: str) -> AsyncGenerator[Quote, None]: An async generator yielding historical Quote objects.
• await get_factsheet(symbol: str) -> Factsheet: Returns a Factsheet object with instrument metadata.

Development

To set up the development environment, you can use uv:

# Install dependencies
uv sync --all-extras --group dev

# Run tests
uv run pytest

License

This project is licensed under the terms of the license included in the repository.