Python library to connect and stream the market data.
Project description
AccelPix Data API
Introduction
Python library to connect and stream the market data. This is websocket and fallback transport based library with all the functionalyties to get eod and live streaming data
Simple and easy integration with your web application/portal, all heavy weight work are back lifted.
Streaming:
- Initialize
- Register required callbacks in api.callbacks
- Do subscribe with symbols list in api.stream
History:
- Initialize
- Async call to respective methods exposed in api.history
Installation
pip install pix-apidata
Import
import asyncio
from pix_apidata import *
Initialize
api= apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()
apiKey = "api-access-key" //provided by your data vendor
apiHost = "apidata.accelpix.in" //provided by your data vendor
await api.initialize(apiKey, apiHost)
# *** IMPORTANT ***
# *** initialize(...) - wait for initialize to complete before making any other API calls.
Callbacks for live streaming
Available callbacks
api.on_trade_update(on_trade)
api.on_best_update(on_best)
api.on_refs_update(on_refs)
api.on_srefs_update(on_srefs)
Trade
#callback to listen for trade data
api.on_trade_update(on_trade)
def on_trade(msg):
print(msg) # Trade msg
t = apidata_modules.Trade(msg)
print(t.ticker , t.oi) #likewise object can be called for id, kind, ticker, segment, price, qty, volume, oi
#response data
{
id: 0,
ticker: 'NIFTY-1',
segmentId: 2,
time: 1293704493,
price: 13958.6,
qty: 75,
volume: 1587975,
oi: 9700275,
kind: 'T'
}
Best
#callback to listen for bid, ask and respective qty
api.on_best_update(on_best)
def on_best(msg):
print(msg) # Best msg
b=apidata_model.Best(msg)
print(b.ticker , b.bidPrice) #likewise object can be called for segmentId, kind, bidQty, askPrice, askQty
#response data
{
ticker: 'NIFTY-1',
segmentId: 2,
kind: 'B',
bidPrice: 13957.45,
bidQty: 75,
askPrice: 13958.8,
askQty: 75,
time: 1293704493
}
Recent change in Refs data
#callback to listen for change in o, h, l, c, oi and avg data
api.on_trade_ref(on_ref)
def on_ref(msg):
print(msg) # Refs msg
ref = apidata_models.Refs(msg)
print(ref.price) #likewise object can be called for segmentId, kind, ticker
#response data
{
kind: 'A',
ticker: 'NIFTY-1',
segmentId: 2,
price: 11781.08984375
}
Refs snapshot data
#callback to listen for o, h, l, c, oi and avg snapshot
api.on_srefs_update(on_srefs)
def on_srefs(msg):
print(msg) # Srefs msg
sref = apidata_models.RefsSnapshot(msg)
print(sref.high) #likewise object can be called for kind, ticker, segmentId, open, close, high, low, avg, oi
#response data
{
kind: 'V',
ticker: 'NIFTY-1',
segmentId: 2,
open: 11749.650390625,
close: 11681.5498046875,
avg: 11780.8603515625,
high: 11822,
low: 11731.2001953125,
oi: 10615950
}
Callbacks for connection status
api.on_connection_started(connection_started)
api.on_connection_stopped(connection_stopped)
# Fired when connection is successful
def connection_started():
print("Connection started callback")
# Fired when the connection is closed after automatic retry or some issues in networking
# Need to re-establish the connection manually
def connection_stopped():
print("connection Stopped callback")
Live stream subscription
Subscibe to receive ALL updates of the symbols subscibed
await api.subscribeAll('NIFTY-1')
Subscibe to receive TRADE updates of the symbols subscibed
await api.subscribeTrade(['NIFTY-1','BANKNIFTY-1','NIFTY 50'])
Subscibe to receive REFS and BEST updates of the symbols subscibed
await api.subscribeBestAndRefs(['NIFTY-1','BANKNIFTY-1'])
Unsubscribe live stream
# unsubscribe single symbol
await api.unsubscribeAll(['NIFTY-1'])
# unsubscribe multiple symbol
await api.unsubscribeAll(['NIFTY-1','BANKNIFTY-1'])
History data - Eod
#*** Continues data
#params: ticker, startDate, endDate
await api.get_eod("NIFTY-1", "20200828", "20200901")
#*** Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_eod_contract("NIFTY", "20200828", "20200901", "20201029")
#response data
{
td: '2020-08-28T00:00:00',
op: 11630,
hp: 11708,
lp: 11617.05,
cp: 11689.05,
vol: 260625,
oi: 488325
}
History data - Inraday
Provides intra-eod bars with the time resolution in minutes (default:'5' mins)
You can set minute resolution to '1', '5', '10' and so on.
Custom minute resolution also supported like '3', '7' and so on.
#*** Continues data
#params: ticker, startDate, endDate, resolution
await api.get_intra_eod("NIFTY-1", "20200828", "20200901", "5")
#*** Contract data
#params: underlying ticker, startDate, endDate, contractExpiryDate
await api.get_intra_eod_contract("NIFTY", "20200828", "20200901", "20201029", "5")
#response data
{
td: '2020-08-28T09:15:00',
op: 11630,
hp: 11643.45,
lp: 11630,
cp: 11639.8,
vol: 4575,
oi: 440475
}
History data - Ticks
Provides back log ticks from the date time specified till current live time, that is the ticks available till request hit the server.
#params: ticker, fromDateTime
await api.get_back_ticks("BANKNIFTY-1", "20201016 15:00:00")
#response data
{
td: 2020-11-16T15:00:01.000Z,
pr: 23600,
vol: 125,
oi: 1692375
}
Example
import asyncio
import time
from pix_apidata import *
api = apidata_lib.ApiData()
event_loop = asyncio.get_event_loop()
async def main():
api.on_connection_started(connection_started)
api.on_connection_stopped(connection_stopped)
api.on_trade_update(on_trade)
api.on_best_update(on_best)
api.on_refs_update(on_refs)
api.on_srefs_update(on_srefs)
key = "your-api-key"
host = "apidata.accelpix.in"
s = await api.initialize(key, host)
print(s)
his = await api.get_eod_contract("NIFTY","20200828", "20200901", "20201029")
print("History : ",his)
syms = ['NIFTY-1', 'BANKNIFTY-1']
await api.subscribeAll(syms)
print("Subscribe Done")
time.sleep(1)
await api.unsubscribeAll(['NIFTY-1'])
print("Unsubscribe Done")
def on_trade(msg):
trd = apidata_models.Trade(msg)
print("Trade : ",trd)
def on_best(msg):
bst = apidata_models.Best(msg)
print("Best : ",bst)
def on_refs(msg):
ref = apidata_models.Refs(msg)
print("Refs : ",ref)
def on_srefs(msg):
sref = apidata_models.RefsSnapshot(msg)
print("Refs Snapshot : ",sref)
def connection_started():
print("Connection started callback")
def connection_stopped():
print("Connection stopped callback")
event_loop.create_task(main())
try:
event_loop.run_forever()
finally:
event_loop.close()
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