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A convenient way to work with websocket data streams

Project description

A convenient way to work with information streaming from websockets, built on top of the Python iterator protocol.

When subscribing to a stream of qualified data I am usually interested in either the latest value i.e. the one I want when I am ready to do something with it or all the values since I last checked.

whereismysock also has a most subscriber which is all with an upper bound to the number of messages it keeps in memory (deleting the eldest first).

>>> from whereismysock import latest
>>> usdjpy = latest("ws://toplevel/USDJPY")
>>> next(usdjpy)

>>> from whereismysock import all
>>> nk225 = all("ws://trades/NK225")
>>> next(nk225)

I like it because it makes "synchronising" different source of information super easy.

>>> hhi = latest("ws://toplevel/HHI")
>>> hsi = latest("ws://toplevel/HSI")
>>> next(zip(hhi, hsi))

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