surge-python 0.1.0

Python async SDK for Surge — high-speed pub/sub data pipeline for quant trading

surge-python

Python async SDK for Surge — a high-speed, low-latency pub/sub data pipeline built for quant trading.

Install

pip install surge-python

Quick Start

import asyncio
from surge import Publisher, Subscriber

async def main():
    # Publish
    pub = Publisher("127.0.0.1", 9800)
    await pub.connect()
    await pub.send("md.sz.000001", b'{"price":15.20}')

    # Subscribe
    sub = Subscriber("127.0.0.1", 9800)
    await sub.connect()
    await sub.subscribe(["md.sz.*"])

    async for msg in sub.messages():
        print(f"{msg.topic} latency={msg.latency_us:.1f}us")

asyncio.run(main())

Features

• Async TCP client with auto-reconnect
• Publish / Subscribe with wildcard topic matching
• Snapshot support for late joiners
• Token-based authentication
• < 30μs P50 latency

License

MIT