Openfeed SDK for Python

This SDK encapuslates the openfeed proto objects and faciliates client connections to openfeed servers.

Build

PyPI

Installation

pip install openfeed

Example Usage

import openfeed

# new client with credentials
of_client = openfeed.OpenfeedClient("username", "password")

# optional state handlers
of_client.on_error = lambda x: print("Error:", x)
of_client.on_connected = lambda x: print("Connected")
of_client.on_disconnected = lambda x: print("Disconnected")

# attach a global message handler
of_client.on_message = lambda x: print("Global Message:", x)

# sub to markets by symbol
def on_message(msg):
    print("Market Data: ", msg)

of_client.add_symbol_subscription("AAPL", callback=on_message)

# sub to markets by exchange
of_client.add_exchange_subscription("NYSE", callback=on_message)

of_client.start()

Expected Output

of-client: Connected
of-client: Market Data:  subscriptionResponse
of-client: Market Data:  marketSnapshot
of-client: Market Data:  marketUpdate
of-client: Market Data:  marketUpdate

Openfeed Documentation

https://docs.barchart.com/openfeed

Subscription Types

Openfeed supports many levels of subscription types.

OHLC

of_client.add_exchange_subscription(["NYSE"], callback=on_message, subscription_type=["OHLC"])

{
  marketId: 5389879102616877808
  symbol: "AAPL"
  open {
    price: 1205600
  }
  high {
    price: 1205600
  }
  low {
    price: 1205247
  }
  close {
    price: 1205490
  }
  volume: 43635
  priceVolume: 5259897.1422
  numberTrades: 224
  tradeDate: 20201116
  transactionTime: 1605547921000000000
  openStartTime: 1605547885850000000
  closeEndTime: 1605547920964000000
}

Release files for openfeed 1.4.0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for openfeed 1.4.0
File	Size	Uploaded
openfeed-1.4.0.tar.gz	37.0 kB	Sep 20, 2023	Details

Built distribution (wheel)

Table of built distributions (wheels) for openfeed 1.4.0
File	Interpreter	ABI	Platform	Reset
openfeed-1.4.0-py3-none-any.whl 38.3 kB Sep 20, 2023	Python 3	none	any	Details

Total release size:75.3 kB

Release files / openfeed-1.4.0.tar.gz

Download URL	openfeed-1.4.0.tar.gz
Size	37.0 kB
Tags	Source
SHA-256 checksum How to use checksums	`bcd244fe8679d0fac5d70b5518044e32b6d462a5aa6b7bd9ff6e9a214611e7be`
BLAKE2b-256 checksum How to use checksums	`390fa19a521811b91817a9e2d0afa91cd137a41ab852b9e862097b323d19f41e`
Upload date	Sep 20, 2023
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/4.0.2 CPython/3.11.5`

Release files / openfeed-1.4.0-py3-none-any.whl

Download URL	openfeed-1.4.0-py3-none-any.whl
Size	38.3 kB
Tags	Python 3
SHA-256 checksum How to use checksums	`3a1ac95b03124458cff6995e8532693939776860d403329795c7e00e66d26722`
BLAKE2b-256 checksum How to use checksums	`0413b561b0cf1fbe3a12a87aef0ec22e12c7f05233cc9839dcf87eecfddab624`
Upload date	Sep 20, 2023
Uploaded using Trusted Publishing? What is trusted publishing?	No
Uploaded via	`twine/4.0.2 CPython/3.11.5`