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Home Broker API - Market data downloader

Project description

Home Broker® API - Market and historical data downloader

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Overview

pyhomebroker is an API to connect any python program to the market to receive quotes information in real-time. Also, it allows for downloading historical data from the home broker platform.

It requires an account on one of the supported brokers.

Quick Start

Pyhomebroker has two modules, the online module and the history module.

Online Module

The online module handles the connection and subscription with the server and allows a client to subscribe to the home broker platform to receive all the events changes.

from pyhomebroker import HomeBroker

hb = HomeBroker(
    # Broker ByMA id
    81, 
    # Event triggered when the connection is open
    on_open=on_open_callback, 
    # Event triggered when a new quote is received from the personal portfolio
    on_personal_portfolio=on_personal_portfolio_callback, 
    # Event triggered when a new quote is received from any of the supported security boards
    on_securities=on_securities_callback, 
    # Event triggered when a new quote is received from the options board
    on_options=on_options_callback, 
    # Event triggered when a new quote is received from the repos board
    on_repos=on_repos_callback, 
    # Event triggered when a new quote is received from the order book (level 2)
    on_order_book=on_order_book_callback, 
    # Event triggered when there is an error with the connection
    on_error=on_error_callback
    # Event triggered when the connection is closed
    on_close=on_close_callback)

# Authenticate with the homebroker platform
hb.auth.login(dni='12345678', user='user', password='password', raise_exception=True)

# Connect to the server
hb.online.connect()

# Subscribe to personal porfolio
hb.online.subscribe_personal_portfolio()

# Subscribe to security board (bluechips, general_board, cedears, government_bonds, short_term_government_bonds, corporate_bonds)
hb.online.subscribe_securities('bluechips','48hs')

# Subscribe to options board
hb.online.subscribe_options()

# Subscribe to repos board
hb.online.subscribe_repos()

# Subscribe to order book of an specific asset
hb.online.subscribe_order_book('GGAL', '48hs')

# Unsubscribe from the order book of an specific asset
hb.online.unsubscribe_order_book('GGAL', '48hs')

# Unsubscribe from repos board
hb.online.unsubscribe_repos()

# Unsubscribe to options board
hb.online.unsubscribe_options()

# Unsubscribe from a security board (bluechips, general_board, cedears, government_bonds, short_term_government_bonds, corporate_bonds)
hb.online.unsubscribe_securities('bluechips','48hs')

# Unsubscribe from personal porfolio
hb.online.unsubscribe_personal_portfolio()

# Disconnect from the server
hb.online.disconnect()

# Callback signature for on_open event
def on_open_callback(online):
    pass

# Callback signature for on_personal_portfolio event
def on_personal_portfolio(online, portfolio_quotes, order_book_quotes):
    pass

# Callback signature for on_securities event
def on_securities_callback(online, quotes):
    pass

# Callback signature for on_options event
def on_options_callback(online, quotes):
    pass

# Callback signature for on_repos event
def on_repos_callback(online, quotes):
    pass

# Callback signature for on_order_book event
def on_order_book_callback(online, quotes):
    pass

# Callback signature for on_error event
def on_error_callback(online, exception, connection_lost):
    pass

# Callback signature for on_close event
def on_close_callback(online):
    pass

The file example_online.py shows a complete working out of the box example.

History Module

The history module is used to download historical daily data and historical intraday data (only for current day).

Historical daily data example:

from pyhomebroker import HomeBroker

hb = HomeBroker(
    # Broker ByMA id
    81)

# Authenticate with the homebroker platform
hb.auth.login(dni='12345678', user='user', password='password', raise_exception=True)

# Get daily information from platform 
data = hb.history.get_daily_history('GGAL', datetime.date(2015, 1, 1), datetime.date(2020, 1, 1))

The file example_daily_history.py shows a complete working out of the box example.

Historical intraday data example:

from pyhomebroker import HomeBroker

hb = HomeBroker(
    # Broker ByMA id
    81)

# Authenticate with the homebroker platform
hb.auth.login(dni='12345678', user='user', password='password', raise_exception=True)

# Get intraday information from platform
data = hb.history.get_intraday_history('PAMP')

The file example_intraday_history.py shows a complete working out of the box example.

Supported Brokers

Broker Byma Id
Buenos Aires Valores S.A. 12
Proficio Investment S.A. 20
Tomar Inversiones S.A. 81
Bell Investments S.A. 88
Maestro y Huerres S.A. 127
Bolsa de Comercio del Chaco 153
Prosecurities S.A. 164
Servente y Cia. S.A. 186
Alfy Inversiones S.A. 201
Invertir en Bolsa S.A. 203
Futuro Bursátil S.A. 209

Known Issues

One of the dependencies (signalr-client-threads) does not have proxy support when it uses websockets for connection. I already sent a pull-request to add proxy support to the library and it was approved by the owner. Now, I have to wait until he merges the changes to the version uploaded to PyPI.

Installation

Install pyhomebroker from PyPI:

$ pip install pyhomebroker --upgrade --no-cache-dir

Install development version of pyhomebroker from github:

$ pip install git+https://github.com/crapher/pyhomebroker --upgrade --no-cache-dir

Requirements

Legal

See the file LICENSE for our legal disclaimers of responsibility, fitness or merchantability of this library as well as your rights with regards to use of this library. pyhomebroker is licensed under Apache Software License.

Attributions and Trademarks

Home Broker is trademark of Estudio Gallo S.R.L.

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