A convenient way to work with websocket data streams
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
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)) ...