reactive-platform: Reactive Platform Python API
Project description
Reactive Markets Platform SDK Python
The Reactive Platform SDK for Python.
Getting Started
Install
The package only support python3.7 and python3.8, not for lower versions.
Install the package in a python environment:
$ pip install reactive-platform
Uninstall the package:
$ pip uninstall reactive-platform
Using REST API
The REST API has endpoints for various kinds of data from platform, e.g. orders, analytics and references. This package now only supports querying reference data. To access the platform, a API token must be granted from platform UI.
Create a REST client
Create a client first:
from reactive.platform.rest.client import Client
api_key = 'xxx'
url = "https://api.platform.reactivemarkets.com"
rc = Client(url=url, api_key=api_key)
Reference Data
Reference data includes asset, instrument, venue and markets. Get those data:
asset_ref = rc.fetch_asset_ref()
# json format assets reference data
assets = asset_ref.to_json()
print("asset reference:\n", assets)
# dict format assets
assets_dict = asset_ref.to_dict()
print("assets dict:\n", assets)
# instr reference
instr_ref = rc.fetch_instr_ref()
instrs = instr_ref.to_json()
print("instrument reference:\n", instrs)
# venue reference
venue_ref = rc.fetch_venue_ref()
venues = venue_ref.to_json()
print("venue reference:\n", venues)
# market reference
market_ref = rc.fetch_market_ref()
markets = market_ref.to_json()
print("market reference:\n", venues)
If client uses pandas, the reference data can be viewed in a Dataframe table in jupyter-notebook:
import pandas as pd
df = pd.read_json(market_ref.to_json())
df
Platform WebSocket API
The websocket feed provides real-time level 2 market data snapshots, public trades and liquidation via
wss://api.platform.reactivemarkets.com/feed
WebSocket Client
To access the platform via web socket, create a Client which manages the web socket connection
and provides methods to access the platform. See the example in example/wsclient.py
.
The message protocol is Flatbuffers, which provides an efficient
serialization/deserializaton mechanism in terms of both processing and space requirements.
The flatbuffer message python API for the platform is in the reactive-papi
package.
Client decodes receiving messages into reactive.papi.Message.Message
and allow user to apply
user defined data_handler
call back to handle the flatbuffer message.
Create a FeedClient
The platform-py also provides another option, FeedClient
.
from reactive.platform.feed.client import FeedClient
api_key = 'xxx'
addr = "wss://api.platform.reactivemarkets.com/feed"
feed_client = FeedClient(addr=addr, api_key=api_key)
FeedClient provides methods subscribe
and unsubscribe
to control sending request to platform,
and implement python classes in reactive.platform.feed
subpackage for corresponding flatbuffer
message types. see a full example in example/marketdata.py
or example/trade
. The client can
specify book view parameters in the request. Currently, the feed gateway supports, book
depths (1, 5, 10, 20), tick grouping (1, 50), and frequency integer (1 or a larger number).
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