btgsolutions_dataservices.websocket package

Submodules

btgsolutions_dataservices.websocket.hfn_websocket_client module

class btgsolutions_dataservices.websocket.hfn_websocket_client.HFNWebSocketClient(api_key: str, stream_type: str | None = 'realtime', country: str | None = 'brazil', ssl: bool | None = True, **kwargs)

Bases: object

This class connects with BTG Solutions Data Services HFN WebSocket, receiving high frequency news in realtime or delayed feeds.

• Main use case:

>>> from btgsolutions_dataservices import HFNWebSocketClient
>>> ws = HFNWebSocketClient(
>>>     api_key='YOUR_API_KEY',
>>>     stream_type='realtime',
>>>     country='brazil',
>>>     ssl=True
>>> )
>>> ws.run()
>>> ws.get_latest_news()
>>> ws.close()

Parameters:

• api_key (str) – User identification key. Field is required.

• stream_type (str) – Websocket connection feed. Options: ‘realtime’, ‘delayed’. Field is not required. Default: ‘realtime’.

• country (str) – Country name. Options: ‘brazil’ or ‘chile’. Field is not required. Default: ‘brazil’.

• ssl (bool) – Enable or disable ssl configuration. Field is not required. Default: True (enable).

close()

Closes connection with websocket.

get_latest_news()

Get the latest news from our High Frequency News service.

run(on_open=None, on_message=None, on_error=None, on_close=None, reconnect=True)

Initializes a connection to websocket and starts to receive high frequency news.

Parameters:

• on_open (function) –

  • Called at opening connection to websocket.

  • Field is not required.

  • Default: prints that the connection was opened in case of success.

• on_message (function) –

  • Called every time it receives a message.

  • Arguments:

    1. Data received from the server.

  • Field is not required.

  • Default: prints the data.

• on_error (function) –

  • Called when a error occurs.

  • Arguments:

    1. Exception object.

  • Field is not required.

  • Default: prints the error.

• on_close (function) –

  • Called when connection is closed.

  • Arguments:

    1. close_status_code.

    2. close_msg.

  • Field is not required.

  • Default: prints a message that the connection was closed.

• reconnect (bool) – Try reconnect if connection is closed. Field is not required. Default: True.

btgsolutions_dataservices.websocket.market_data_feed module

class btgsolutions_dataservices.websocket.market_data_feed.MarketDataFeed(api_key: str, stream_type: str | None = 'realtime', exchange: str | None = 'b3', data_type: str | None = 'trades', data_subtype: str | None = None, feed: str | None = 'A', ssl: bool | None = True, reconnect: bool = True, on_open: Callable | None = None, on_message: Callable | None = None, on_error: Callable | None = None, on_close: Callable | None = None)

Bases: object

WebSocket client that connects with BTG Solutions Data Services WebSocket servers. The servers streams realtime and delayed market data, such as trades and book events. This is a multiprocessing-based WebSocket client designed for high-performance, scalable message handling applications. It leverages a system of inter-process communication to efficiently separate concerns and prevent the main application thread from blocking during WebSocket operations or message processing.

• Main use case:

>>> from btgsolutions_dataservices import MarketDataFeed
>>> ws = MarketDataFeed(
>>>     api_key='YOUR_API_KEY',
>>>     stream_type='realtime',
>>>     exchange='b3',
>>>     data_type='trades',
>>>     data_subtype='stocks',
>>>     ssl=True
>>> )
>>> ws.run()
>>> ws.subscribe(['MGLU3'])
>>> ws.unsubscribe(['PETR4'])
>>> ws.close()

Parameters:

• api_key (str) – User identification key. Field is required.

• stream_type (str) – Websocket connection feed. Options: ‘realtime’, ‘delayed’. Field is not required. Default: ‘realtime’.

• exchange (str) – Exchange name. Options: ‘b3’ or ‘bmv’. Field is not required. Default: ‘b3’.

• data_type (str) – Market Data type. Options: ‘trades’, ‘processed-trades’, ‘books’, ‘indices’, ‘securities’, ‘stoploss’, ‘candles-1S’, ‘candles-1M’, ‘instrument_status’. Field is not required. Default: ‘trades’.

• data_subtype (str) – Market Data subtype (when applicable). Options: ‘stocks’, ‘options’, ‘derivatives’. Field is not required. Default: None.

• feed (str) – Market Data Feed. Options: ‘A’, ‘B’. Field is not required. Default: ‘A’ (enable).

• ssl (bool) – Enable or disable ssl configuration. Field is not required. Default: True (enable).

• reconnect (bool) – Try reconnect if connection is closed. Field is not required. Default: True.

• on_open (function) –

  • Called at opening connection to websocket.

  • Field is not required.

  • Default: prints that the connection was opened in case of success.

• on_message (function) –

  • Called every time it receives a message.

  • Arguments:

    1. Data received from the server.

  • Field is not required.

  • Default: prints the data.

• on_error (function) –

  • Called when a error occurs.

  • Arguments:

    1. Exception object.

  • Field is not required.

  • Default: prints the error.

• on_close (function) –

  • Called when connection is closed.

  • Arguments:

    1. close_status_code.

    2. close_msg.

  • Field is not required.

  • Default: prints a message that the connection was closed.

available_to_subscribe()

Return avaiable tickers to subscribe.

close()

Closes the connection with the websocket server.

get_last_event(ticker: str)

Get the last event for the provided ticker.

Parameters:

ticker (str) – Field is required.

run()

Opens a new connection with the websocket server.

subscribe(list_instruments: List[str], n=None)

Subscribes a list of instruments.

Parameters:

• list_instruments (list) – Field is required.

• n (int) – Field is not required. For books data_type only. Maximum book level. It must be between 1 and 10.

subscribed_to()

Return client subscribed tickers.

unsubscribe(list_instruments: List[str])

Unsubscribes a list of instruments.

Parameters:

list_instruments (list) – Field is required.

btgsolutions_dataservices.websocket.market_data_websocket_client module

class btgsolutions_dataservices.websocket.market_data_websocket_client.MarketDataWebSocketClient(api_key: str, stream_type: str | None = 'realtime', exchange: str | None = 'b3', data_type: str | None = 'trades', data_subtype: str | None = None, instruments: List[str] | None = [], ssl: bool | None = True, feed: str | None = 'A', **kwargs)

Bases: object

This class connects with BTG Solutions Data Services WebSocket, receiving trade and index data, in real time or delayed.

• Main use case:

>>> from btgsolutions_dataservices import MarketDataWebSocketClient
>>> ws = MarketDataWebSocketClient(
>>>     api_key='YOUR_API_KEY',
>>>     stream_type='realtime',
>>>     exchange='b3',
>>>     data_type='trades',
>>>     data_subtype='stocks',
>>>     instruments=['PETR4'],
>>>     ssl=True
>>> )
>>> ws.run()
>>> ws.subscribe(['MGLU3'])
>>> ws.unsubscribe(['PETR4'])
>>> ws.close()

Parameters:

• api_key (str) – User identification key. Field is required.

• stream_type (str) – Websocket connection feed. Options: ‘realtime’, ‘delayed’. Field is not required. Default: ‘realtime’.

• exchange (str) – Exchange name. Options: ‘b3’ or ‘bmv’. Field is not required. Default: ‘b3’.

• data_type (str) – Market Data type. Options: ‘trades’, ‘processed-trades’, ‘books’, ‘indices’, ‘securities’, ‘stoploss’, ‘candles-1S’, ‘candles-1M’, ‘instrument_status’. Field is not required. Default: ‘trades’.

• data_subtype (str) – Market Data subtype (when applicable). Options: ‘stocks’, ‘options’, ‘derivatives’. Field is not required. Default: None.

• instruments (list) – List of tickers or indexes to subscribe. Field is not required. Default: [].

• ssl (bool) – Enable or disable ssl configuration. Field is not required. Default: True (enable).

• feed (str) – Market Data Feed. Options: ‘A’, ‘B’. Field is not required. Default: ‘A’ (enable).

available_to_subscribe()

Return avaiable tickers to subscribe.

candle_subscribe(list_instruments: list, candle_type: str)

Subscribes a list of instruments, for partial/closed candle updates.

Parameters:

• list_instruments (list) – Field is required.

• candle_type (str) – Field is required.

candle_unsubscribe(list_instruments: list, candle_type: str)

Unsubscribes a list of instruments, for partial/closed candle updates.

Parameters:

• list_instruments (list) – Field is required.

• candle_type (str) – Field is required.

clear_stoploss()

Clears client stop loss notifications.

close()

Closes connection with websocket.

get_last_event(ticker: str)

Get the last event for the provided ticker.

Parameters:

ticker (str) – Field is required.

instrument_status(ticker: str)

Returns the instrument latest status.

instrument_status_history(ticker: str)

Returns the latest 10 status of the instrument.

notify_stoploss(instrument_params)

Create a stoploss notification routine on the provided instrument(s).

Parameters:

instrument_params (dict) – Field is required.

run(on_open=None, on_message=None, on_error=None, on_close=None, reconnect=True, spawn_thread: bool = True, default_logs: bool = True)

Initializes a connection to websocket and subscribes to the instruments, if it was passed in the class initialization.

Parameters:

• on_open (function) –

  • Called at opening connection to websocket.

  • Field is not required.

  • Default: prints that the connection was opened in case of success.

• on_message (function) –

  • Called every time it receives a message.

  • Arguments:

    1. Data received from the server.

  • Field is not required.

  • Default: prints the data.

• on_error (function) –

  • Called when a error occurs.

  • Arguments:

    1. Exception object.

  • Field is not required.

  • Default: prints the error.

• on_close (function) –

  • Called when connection is closed.

  • Arguments:

    1. close_status_code.

    2. close_msg.

  • Field is not required.

  • Default: prints a message that the connection was closed.

• reconnect (bool) – Try reconnect if connection is closed. Field is not required. Default: True.

• spawn_thread (bool) – Spawn a new thread for incoming server messages (on_message callback function) Field is not required. Default: True.

• default_logs (bool) – Default non-required logs, detailing messages sent from the client to the WebSocket server. Field is not required. Default: True.

stoploss_status()

Return client stop loss status.

subscribe(list_instruments, n=None)

Subscribes a list of instruments.

Parameters:

• list_instruments (list) – Field is required.

• n (int) – Field is not required. For books data_type only. Maximum book level. It must be between 1 and 10.

subscribed_to()

Return client subscribed tickers.

unsubscribe(list_instruments)

Unsubscribes a list of instruments.

Parameters:

list_instruments (list) – Field is required.

btgsolutions_dataservices.websocket.websocket_default_functions module

Module contents