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added a more informative docstring with response examples;more verbose error msg for missing on_msg_cb

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mohamedemad4
2020-09-06 15:33:10 +02:00
parent 1910c4e7c1
commit febcd8a5f3
3 changed files with 89 additions and 36 deletions
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19
README.rst
View File

@@ -141,17 +141,34 @@ Websocket support::
from tiingo import TiingoWebsocketClient
def cb_fn(msg):
# Example response
# msg = {
# "service":"iex" # An identifier telling you this is IEX data. The value returned by this will always be "iex".
#
# # Will always return "A" meaning new price quotes. There are also H type Heartbeat msgs used to keep the connection alive
# "messageType":"A" # A value telling you what kind of data packet this is from our IEX feed.
#
# # see https://api.tiingo.com/documentation/websockets/iex > Response for more info
# "data":[] # an array containing trade information and a timestamp
#
# }
print(msg)
subscribe = {
'eventName':'subscribe',
'authorization':'API_KEY_GOES_HERE',
#see https://api.tiingo.com/documentation/websockets/iex > Request for more info
'eventData': {
'thresholdLevel':5
}
}
# notice how the object isn't needed after using it
# any logic should be implemented in the callback function
TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
while True:pass
client=TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
You can specify any of the end of day frequencies (daily, weekly, monthly, and annually) or any intraday frequency for both the ``get_ticker_price`` and ``get_dataframe`` methods. Weekly frequencies resample to the end of day on Friday, monthly frequencies resample to the last day of the month, and annually frequencies resample to the end of day on 12-31 of each year. The intraday frequencies are specified using an integer followed by "Min" or "Hour", for example "30Min" or "1Hour".

19
docs/usage.rst
View File

@@ -67,17 +67,34 @@ Websocket support::
from tiingo import TiingoWebsocketClient
def cb_fn(msg):
# Example response
# msg = {
# "service":"iex" # An identifier telling you this is IEX data. The value returned by this will always be "iex".
#
# # Will always return "A" meaning new price quotes. There are also H type Heartbeat msgs used to keep the connection alive
# "messageType":"A" # A value telling you what kind of data packet this is from our IEX feed.
#
# # see https://api.tiingo.com/documentation/websockets/iex > Response for more info
# "data":[] # an array containing trade information and a timestamp
#
# }
print(msg)
subscribe = {
'eventName':'subscribe',
'authorization':'API_KEY_GOES_HERE',
#see https://api.tiingo.com/documentation/websockets/iex > Request for more info
'eventData': {
'thresholdLevel':5
}
}
# notice how the object isn't needed after using it
# any logic should be implemented in the callback function
TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
while True:pass
client=TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
Further Docs
--------

37
tiingo/wsclient.py
View File

@@ -1,11 +1,9 @@
import os
import websocket
try:
import thread
except ImportError:
import _thread as thread
import thread
import time
import json
from exceptions import MissingRequiredArgument
GLOB_config=None
GLOB_on_msg_cb=None
@@ -36,16 +34,34 @@ class genericWebsocketClient:
class TiingoWebsocketClient:
'''
from tiingo import TiingoWebsocketClient
def cb_fn(msg):
# Example response
# msg = {
# "service":"iex" # An identifier telling you this is IEX data. The value returned by this will always be "iex".
#
# # Will always return "A" meaning new price quotes. There are also H type Heartbeat msgs used to keep the connection alive
# "messageType":"A" # A value telling you what kind of data packet this is from our IEX feed.
#
# # see https://api.tiingo.com/documentation/websockets/iex > Response for more info
# "data":[] # an array containing trade information and a timestamp
#
# }
print(msg)
subscribe = {
'eventName':'subscribe',
'authorization':'API_KEY_GOES_HERE',
#see https://api.tiingo.com/documentation/websockets/iex > Request for more info
'eventData': {
'thresholdLevel':5
}
}
client=TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
# notice how the object isn't needed after using it
# any logic should be implemented in the callback function
TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
while True:pass
'''
@@ -64,11 +80,11 @@ class TiingoWebsocketClient:
if not(api_key):
raise RuntimeError("Tiingo API Key not provided. Please provide"
" via environment variable or config argument."
"Notice that this config dict ticks the API Key as authorization ")
"Notice that this config dict takes the API Key as authorization ")
try:
self.endpoint = endpoint
if self.endpoint==None:
if not self.endpoint:
raise KeyError
if not (self.endpoint=="iex" or self.endpoint=="fx" or self.endpoint=="crypto"):
raise KeyError
@@ -76,8 +92,11 @@ class TiingoWebsocketClient:
raise AttributeError("Endpoint must be defined as either (iex,fx,crypto) ")
self.on_msg_cb = on_msg_cb
if self.on_msg_cb==None:
raise AttributeError("please define on_msg_cb ")
if not self.on_msg_cb:
raise MissingRequiredArgument("please define on_msg_cb It's a callback that gets called when new messages arrive "
"Example:"
"def cb_fn(msg):"
" print(msg)")
ws_client = genericWebsocketClient(config=self.config,on_msg_cb=self.on_msg_cb)