pix-apidata 1.2.4

Python library to connect and stream the market data.

AccelPix Data API

Introduction

Python library to connect and stream the market data. This is websocket and fallback transport based library with all the functionalyties to get eod and live streaming data

Simple and easy integration with your web application/portal, all heavy weight work are back lifted.

Streaming:

1. Initialize
2. Register required callbacks in api.callbacks
3. Do subscribe with symbols list in api.stream

History:

1. Initialize
2. Async call to respective methods exposed in api.history

Installation

pip install pix-apidata 

Import

import asyncio
from pix_apidata import *

Initialize

api= apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

apiKey = "api-access-key" //provided by your data vendor
apiHost = "apidata.accelpix.in" //provided by your data vendor
await api.initialize(apiKey, apiHost) 

# *** IMPORTANT ***

# *** initialize(...) - wait for initialize to complete before making any other API calls.

Callbacks for live streaming

Registering on callbacks

api.on_connection_started(connection_started) api.on_connection_stopped(connection_stopped) api.on_trade_update(on_trade) api.on_best_update(on_best) api.on_refs_update(on_refs) api.on_srefs_update(on_srefs)

Trade

#callback to listen for trade data
api.on_trade_update(on_trade)
def on_trade(msg):
  t = apidata_modules.Trade(msg)
  print(t.ticker , t.oi) #likewise object can be called for id, kind, ticker, segment, price, qty, volume, oi

#response data

  ticker: 'BANKNIFTY-1', oi: 1503450 

Best

#callback to listen for bid, ask and respective qty
api.on_best_update(on_best)
def on_best(msg):
  b=apidata_model.Best(msg)
  print(b.ticker , b.bidPrice) #likewise object can be called for segmentId, kind, bidQty, askPrice, askQty

#response data
  ticker: 'NIFTY-1', bidPrice: 11766.65

Recent change in Refs data

#callback to listen for change in o, h, l, c, oi and avg data
api.on_trade_ref(on_ref)
def on_ref(msg):
  ref = apidata_models.Refs(msg)
  print(ref.price) #likewise object can be called for segmentId, kind, ticker

#response data
  price: 11788.17

Refs snapshot data

#callback to listen for o, h, l, c, oi and avg snapshot
api.on_srefs_update(on_srefs)
def on_srefs(msg):
  sref = apidata_models.RefsSnapshot(msg)
  print(sref.high) #likewise object can be called for kind, ticker, segmentId, open, close, high, low, avg, oi

#response data
  high: 23717,

Callbacks for connection status

# Fired when connection is successful
def connection_started():
  print("Connection started callback")

# Fired when the connection is closed after automatic retry or some issues in networking
# Need to re-establish the connection manually

def connection_stopped():
  print("connection Stopped callback")

Live stream subscription

Subscibe to receive ALL updates of the symbols subscibed

 await api.subscribeAll('NIFTY-1')

Subscibe to receive TRADE updates of the symbols subscibed

 await api.subscribeTrade(['NIFTY-1','BANKNIFTYNIFTY-1'])

Subscibe to receive REFS and BEST updates of the symbols subscibed

await api.subscribeBestAndRefs(['NIFTY-1','INFY-1'])

History data - Eod

#*** Continues data
#params: ticker, startDate, endDate
await api.get_eod("NIFTY-1", "20200828", "20200901")

#*** Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_eod_contract("NIFTY", "20200828", "20200901", "20201029")

#response data
{
  td: '2020-08-28T00:00:00',
  op: 11630,
  hp: 11708,
  lp: 11617.05,
  cp: 11689.05,
  vol: 260625,
  oi: 488325
}

History data - Inraday

Provides intra-eod bars with the time resolution in minutes (default:'5' mins)

You can set minute resolution to '1', '5', '10' and so on.

Custom minute resolution also supported like '3', '7' and so on.

#*** Continues data
#params: ticker, startDate, endDate, resolution
await api.get_intra_eod("NIFTY-1", "20200828", "20200901", "5")

#*** Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_intra_eod_contract("NIFTY", "20200828", "20200901", "20201029", "5")

#response data
{
  td: '2020-08-28T09:15:00',
  op: 11630,
  hp: 11643.45,
  lp: 11630,
  cp: 11639.8,
  vol: 4575,
  oi: 440475
}

History data - Ticks

Provides back log ticks from the date time specified till current live time, that is the ticks available till request hit the server.

#params: ticker, fromDateTime
await api.get_back_ticks("BANKNIFTY-1", "20201016 15:00:00")

#response data
{
  td: 2020-11-16T15:00:01.000Z,
  pr: 23600,
  vol: 125,
  oi: 1692375
}

Example

import asyncio
from pix_apidata import *

api = apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()

async def main():
    api.on_connection_started(connection_started)
    api.on_connection_stopped(connection_stopped)
    api.on_trade_update(on_trade)
    api.on_best_update(on_best)
    api.on_refs_update(on_refs)
    api.on_srefs_update(on_srefs)
    key = "your-api-key"
    host = "apidata.accelpix.in"
    s = await api.initialize(key, host)
    print(s)

    his = await api.get_eod_contract("NIFTY","20200828", "20200901", "20201029")
    print("History : ",his)

    syms = ['NIFTY-1', 'BANKNIFTY-1']
    await api.subscribeAll(syms)
    print("subs done")

def connection_started():
    print("Connection started callback")

def connection_stopped():
    print("Connection stopped callback")

def on_trade(msg):
    t = apidata_models.Trade(msg)
    print(t.oi)

**Powered by ticAnalytics®**