Barchart Openfeed Example Client for Python
Project description
Openfeed SDK for Python
This SDK encapuslates the openfeed proto objects and faciliates client connections to openfeed servers.
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")
# 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
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
}
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