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dxfeed-0.5.3


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توضیحات

DXFeed Python API via C API
ویژگی مقدار
سیستم عامل -
نام فایل dxfeed-0.5.3
نام dxfeed
نسخه کتابخانه 0.5.3
نگهدارنده []
ایمیل نگهدارنده []
نویسنده Index Management Team
ایمیل نویسنده im@dxfeed.com
آدرس صفحه اصلی -
آدرس اینترنتی https://pypi.org/project/dxfeed/
مجوز MPL-2.0
# dxfeed package [![PyPI](https://img.shields.io/pypi/v/dxfeed)](https://pypi.org/project/dxfeed/) [![Documentation Status](https://readthedocs.org/projects/dxfeed/badge/?version=latest)](https://dxfeed.readthedocs.io/en/latest/?badge=latest) [![PyPI - Python Version](https://img.shields.io/pypi/pyversions/dxfeed)](https://pypi.org/project/dxfeed/) [![PyPI - Wheel](https://img.shields.io/pypi/wheel/dxfeed)](https://pypi.org/project/dxfeed/) [![PyPI - License](https://img.shields.io/pypi/l/dxfeed)](https://github.com/dxFeed/dxfeed-python-api/blob/master/LICENSE) [![Test workflow](https://github.com/dxFeed/dxfeed-python-api/workflows/Test%20package/badge.svg)](https://github.com/dxFeed/dxfeed-python-api/actions) This package provides access to [dxFeed](https://www.dxfeed.com/) streaming data. The library is build as a thin wrapper over [dxFeed C-API library](https://github.com/dxFeed/dxfeed-c-api). We use [Cython](https://cython.org/) in this project as it combines flexibility, reliability and usability in writing C extensions. The design of the dxfeed package allows users to write any logic related to events in python as well as extending lower level Cython functionality. Moreover, one may start working with the API using the default values like function arguments or a default event handler. Documentation: [dxfeed.readthedocs.io](https://dxfeed.readthedocs.io/en/latest/) Package distribution: [pypi.org/project/dxfeed](https://pypi.org/project/dxfeed/) ## Installation **Requirements:** python >= 3.6 Install package via PyPI: ```python pip3 install dxfeed ``` ## Installation from sources To install dxfeed from source you need Poetry. It provides a custom installer. This is the recommended way of installing poetry according to [documentation](https://python-poetry.org/docs/) For macOS / Linux / Windows (with bash): ```bash curl -sSL https://raw.githubusercontent.com/python-poetry/poetry/master/get-poetry.py | python ``` In the project root directory (same one where you found this file after cloning the git repo), execute: ```bash poetry install ``` By default package is installed in [development mode](https://pip.pypa.io/en/latest/reference/pip_install.html#editable-installs). To rebuild C extensions, after editing .pyx files: ```bash poetry run task build_inplace # build c extensions ``` ## Basic usage Following steps should be performed: * Import * Create Endpoint * Create Subscription * Attach event handler * Add tickers * Finally close subscription and connection ### Import package ```python import dxfeed as dx from datetime import datetime # for timed subscription ``` ### Configure and create connection with Endpoint class Create instance of Endpoint class which will connect provided address. ```python endpoint = dx.Endpoint('demo.dxfeed.com:7300') ``` Endpoint instance contains information about the connection, e.g. connection address or status ```python print(f'Connected address: {endpoint.address}') print(f'Connection status: {endpoint.connection_status}') ``` ```text Connected address: demo.dxfeed.com:7300 Connection status: Connected and authorized ``` ### Configure and create subscription You should specify event type. For timed subscription (conflated stream) you should also provide time to start subscription from. ```python trade_sub = endpoint.create_subscription('Trade') ``` **Attach default or custom event handler** - class that process incoming events. For details about custom event handler look into `CustomHandlerExample.ipynb` jupyter notebook in `exapmles` folder of this repository. ```python trade_handler = dx.DefaultHandler() trade_sub = trade_sub.set_event_handler(trade_handler) ``` **Add tikers** you want to receive events for ```python trade_sub = trade_sub.add_symbols(['C', 'AAPL']) ``` For timed subscription you may provide either datetime object or string. String might be incomplete, in this case you will get warning with how your provided date parsed automatically. ```python tns_sub = endpoint.create_subscription('TimeAndSale', date_time=datetime.now()) \ .add_symbols(['AMZN']) ``` ```python candle_sub = endpoint.create_subscription('Candle', date_time='2020-04-16 13:05') candle_sub = candle_sub.add_symbols(['AAPL', 'MSFT']) ``` We didn't provide subscriptions with event handlers. In such a case DefaultHandler is initiated automatically. One may get it with `get_event_handler` method. ```python tns_handler = tns_sub.get_event_handler() candle_handler = candle_sub.get_event_handler() ``` #### Subscription instance properties ```python print(f'Subscription event type: {tns_sub.event_type}') print(f'Subscription symbols: {candle_sub.symbols}') ``` ```text Subscription event type: TimeAndSale Subscription symbols: ['AAPL', 'MSFT'] ``` ### Access data In DefaultHandler the data is stored as deque. Its length may be configured, by default 100000 events. ```python candle_handler.get_list() ``` ### Close connection ```python endpoint.close_connection() print(f'Connection status: {endpoint.connection_status}') ``` ```text Connection status: Not connected ``` ### Transform data to pandas DataFrame DefaultHandler has `get_dataframe` method, which allows you to get pandas.DataFrame object with events as rows. ```python trade_df = trade_handler.get_dataframe() tns_df = tns_handler.get_dataframe() candle_df = candle_handler.get_dataframe() ```


نیازمندی

مقدار نام
>=1.0,!=1.1.5,<1.2) pandas
>=1.0.0,<2.0.0) pandas
>=0.10.2,<0.11.0 toml
>=1.0.0,<2.0.0) jupyter
>=0.29.14,<0.30.0) cython


زبان مورد نیاز

مقدار نام
>=3.6,<4.0 Python


نحوه نصب


نصب پکیج whl dxfeed-0.5.3:

    pip install dxfeed-0.5.3.whl


نصب پکیج tar.gz dxfeed-0.5.3:

    pip install dxfeed-0.5.3.tar.gz