odin-market-feed 1.0.0

Python Library for ODIN Market Feed WebSocket API

ODIN Market Feed SDK

A Python SDK for connecting to ODIN Market Feed WebSocket API to receive real-time trading and market data.

Features

• 🚀 Real-time market data streaming via WebSocket
• 📊 Support for touchline and market depth (best five) subscriptions
• 🗜️ Built-in ZLIB compression/decompression
• 🔄 Automatic message fragmentation and defragmentation
• ⏸️ Pause/Resume subscription capability
• 📦 Binary market data parsing
• 🎯 Simple and intuitive async/await API

Installation

From PyPI (once published)

pip install odin-market-feed

From GitHub

pip install git+https://github.com/SIPL-Dev/python-odinmarketfeed.git

From Source

git clone https://github.com/SIPL-Dev/python-odinmarketfeed.git
cd odin-market-feed
pip install -e .

Quick Start

import asyncio
from odin_market_feed import ODINMarketFeedClient

async def main():
    # Create client instance
    client = ODINMarketFeedClient()
    
    # Define event handlers
    async def on_open():
        print("WebSocket connection opened")
        # Subscribe to market data for specific tokens
        await client.subscribe_ltp_touchline(["1_22", "1_2885"])
    
    def on_message(message):
        print(f"Received market data: {message}")
    
    def on_error(error):
        print(f"Error occurred: {error}")
    
    def on_close(code, reason):
        print(f"Connection closed: {code} - {reason}")
    
    # Set event handlers
    client.on_open = on_open
    client.on_message = on_message
    client.on_error = on_error
    client.on_close = on_close
    
    # Connect to the server
    await client.connect(
        host="your.server.com",
        port=4509,
        is_ssl=False,
        user_id="YOUR_USER_ID",
        authentication_key=""
    )
    
    # Keep connection alive
    await asyncio.sleep(60)
    
    # Disconnect
    await client.disconnect()

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

API Reference

ODINMarketFeedClient

Main client class for connecting to ODIN Market Feed WebSocket API.

Methods

connect(host, port, is_ssl, user_id, authentication_key)

Connect to the WebSocket server.

Parameters:

• host (str): Server hostname or IP address
• port (int): Server port number
• is_ssl (bool): Whether to use SSL/TLS
• user_id (str): Your user ID
• authentication_key (str): Authentication key (if required)

Returns: None

disconnect()

Disconnect from the WebSocket server.

Returns: None

subscribe_ltp_touchline(scrip_list)

Subscribe to Last Traded Price (LTP) touchline data.

Parameters:

• scrip_list (List[str]): List of scrips in format "segment_token" (e.g., ["1_22", "1_2885"])

Returns: None

unsubscribe_ltp_touchline(scrip_list)

Unsubscribe from LTP touchline data.

Parameters:

• scrip_list (List[str]): List of scrips to unsubscribe

Returns: None

subscribe_touchline(scrip_list)

Subscribe to touchline data with additional options.

Parameters:

• scrip_list (List[str]): List of scrips

Returns: None

unsubscribe_touchline(scrip_list)

Unsubscribe from touchline data.

Parameters:

• scrip_list (List[str]): List of scrips to unsubscribe

Returns: None

subscribe_best_five(scrip_list)

Subscribe to market depth (best five bid/ask) data.

Parameters:

• scrip_list (List[str]): List of scrips

Returns: None

unsubscribe_best_five(scrip_list)

Unsubscribe from market depth data.

Parameters:

• scrip_list (List[str]): List of scrips to unsubscribe

Returns: None

subscribe_pause_resume(is_pause)

Pause or resume market data subscription.

Parameters:

• is_pause (bool): True to pause, False to resume

Returns: None

Requirements

• Python 3.7+
• websockets >= 10.0

Development

Setting up development environment

# Clone the repository
git clone https://github.com/SIPL-Dev/python-odinmarketfeed.git
cd odin-market-feed-sdk

# Install in development mode
pip install -e ".[dev]"

License

This project is licensed under the MIT License - see the LICENSE file for details.

Disclaimer

This Library is for educational and development purposes. Please ensure you have the necessary permissions and comply with all relevant regulations when using this SDK for live trading.

Support

For issues, questions, or contributions, please visit:

• GitHub Issues: https://github.com/SIPL-Dev/python-odinmarketfeed/issues
• Documentation: https://github.com/SIPL-Dev/python-odinmarketfeed

Changelog

Version 1.0.0 (Initial Release)

• WebSocket connectivity with ODIN Market Feed API
• Support for LTP touchline subscriptions
• Support for market depth (best five) subscriptions
• Pause/Resume functionality
• Binary market data parsing
• ZLIB compression support
• Message fragmentation handling