mirror of
https://github.com/hydrosquall/tiingo-python.git
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108 lines
3.6 KiB
Python
108 lines
3.6 KiB
Python
import os
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import websocket
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import json
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from tiingo.exceptions import MissingRequiredArgumentError
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class TiingoWebsocketClient:
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"""
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from tiingo import TiingoWebsocketClient
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def cb_fn(msg):
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# Example response
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# msg = {
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# "service":"iex" # An identifier telling you this is IEX data.
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# The value returned by this will correspond to the endpoint argument.
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#
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# # Will always return "A" meaning new price quotes. There are also H type Heartbeat msgs used to keep the connection alive
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# "messageType":"A" # A value telling you what kind of data packet this is from our IEX feed.
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#
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# # see https://api.tiingo.com/documentation/websockets/iex > Response for more info
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# "data":[] # an array containing trade information and a timestamp
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#
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# }
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print(msg)
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subscribe = {
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'eventName':'subscribe',
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'authorization':'API_KEY_GOES_HERE',
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#see https://api.tiingo.com/documentation/websockets/iex > Request for more info
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'eventData': {
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'thresholdLevel':5
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}
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}
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# notice how the object isn't needed after using it
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# any logic should be implemented in the callback function
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TiingoWebsocketClient(subscribe,endpoint="iex",on_msg_cb=cb_fn)
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while True:pass
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"""
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def __init__(self, config=None, endpoint=None, on_msg_cb=None):
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self._base_url = "wss://api.tiingo.com"
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self.config = {} if config is None else config
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try:
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api_key = self.config["authorization"]
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except KeyError:
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api_key = os.environ.get("TIINGO_API_KEY")
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self.config.update({"authorization": api_key})
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self._api_key = api_key
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if not (api_key):
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raise RuntimeError(
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"Tiingo API Key not provided. Please provide"
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" via environment variable or config argument."
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"Notice that this config dict takes the API Key as authorization "
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)
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self.endpoint = endpoint
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if not (
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self.endpoint == "iex" or self.endpoint == "fx" or self.endpoint == "crypto"
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):
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raise AttributeError("Endpoint must be defined as either (iex,fx,crypto) ")
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self.on_msg_cb = on_msg_cb
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if not self.on_msg_cb:
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raise MissingRequiredArgumentError(
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"please define on_msg_cb It's a callback that gets called when new messages arrive "
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"Example:"
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"def cb_fn(msg):"
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" print(msg)"
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)
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websocket.enableTrace(False)
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ws = websocket.WebSocketApp(
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"{0}/{1}".format(self._base_url, self.endpoint),
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on_message=self.get_on_msg_cb(),
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on_error=self.on_error,
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on_close=self.on_close,
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on_open=self.get_on_open(self.config),
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)
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ws.run_forever()
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def get_on_open(self, config):
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# the methods passed to websocketClient have to be unbounded if we want WebSocketApp to pass everything correctly
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# see websocket-client/#471
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def on_open(ws):
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ws.send(json.dumps(config))
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return on_open
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def get_on_msg_cb(self):
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def on_msg_cb_local(ws, msg):
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self.on_msg_cb(msg)
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return
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return on_msg_cb_local
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# since methods need to be unbound in order for websocketClient these methods don't have a self as their first parameter
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def on_error(ws, error): # lgtm[py/not-named-self]
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print(error)
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def on_close(ws): # lgtm[py/not-named-self]
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pass
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