vdatafeed 1.1.2

vDatafeed: A Python wrapper for Viet Nam Datafeed API

vDatafeed

vDatafeed: A Python wrapper for Viet Nam Datafeed API

Installation

pip install vdatafeed

Usage

Financial data

from vdatafeed import Datafeed, Config


datafeed = Datafeed(
    datafeed='ssi',
    config=Config(
        ssi_datafeed_id="<SSI_DATAFEED_ID>",
        ssi_datafeed_secret="<SSI_DATAFEED_SECRET>"
    )
)

# Get list of instruments
datafeed.api.get_instruments()
# Get instrument details
datafeed.api.get_instrument_details("SSI")
# Get list of indices
datafeed.api.get_indices()
# Get list of instruments in an index
datafeed.api.get_indices_instruments("VN30")
# Get daily instruments info
datafeed.api.get_daily_instruments_info(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")
# Get daily all instruments info
datafeed.api.get_daily_instruments_info(from_date="2024-09-10", to_date="2024-09-10")
# Get daily indices info
datafeed.api.get_daily_indices_info(index="VN30", from_date="2024-09-01", to_date="2024-09-10")
# Get end of day OHLCV
datafeed.api.get_endofday_ohlcv(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")
# Get intraday OHLCV
datafeed.api.get_intraday_ohlcv(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")

Streaming data

import asyncio
from vdatafeed import Datafeed, Config


datafeed = Datafeed(
    datafeed='ssi',
    config=Config(
        ssi_datafeed_id="<SSI_DATAFEED_ID>",
        ssi_datafeed_secret="<SSI_DATAFEED_SECRET>"
    )
)



def on_trade_message(msg):
    """
    Handle the incoming trade message.
    Args:
        msg (str): The message received.
    Returns:
        None
    """
    print(f"TRADE: {msg}")


def on_quote_message(msg):
    """
    Handle the incoming quote message.
    Args:
        msg (str): The message received.
    Returns:
        None
    """
    print(f"QUOTE: {msg}")


asyncio.run(
    datafeed.hub.listen(
        input("Please select Symbol(SSI)/Index(VNINDEX/VN30) or list(SSI,VCB): "),
        on_trade_message,
        on_quote_message
    )
)

MIT License

Copyright (c) 2024 Quant.vn

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.