diff --git a/tastytrade/tastytrade.py b/tastytrade/tastytrade.py index eea2581..804d9a7 100644 --- a/tastytrade/tastytrade.py +++ b/tastytrade/tastytrade.py @@ -3,6 +3,8 @@ import json import requests import websockets +from datetime import datetime + class Tastytrade: def __init__(self, username: str, password: str = None) -> None: @@ -73,7 +75,7 @@ class Tastytrade: response = await ws.recv() return json.loads(response) - async def stream_market_data(self, symbols: list) -> None: + async def stream_market_data(self, subscription_message: dict) -> None: token_response = self.get('/api-quote-tokens').json() api_quote_token = token_response['data']['token'] dxlink_url = token_response['data']['dxlink-url'] @@ -83,12 +85,6 @@ class Tastytrade: setup_response = await self.setup_connection(ws) auth_response = await self.authenticate(ws, api_quote_token) - # For some reason, the auth response is always unauthorized yet subsequent requests work. - # if auth_response.get('state') != 'AUTHORIZED': - # print('Authorization failed.') - # return - - # Request new channel for Quote (and Greeks) events channel_request = { 'type': 'CHANNEL_REQUEST', 'channel': 1, @@ -98,20 +94,35 @@ class Tastytrade: } } await ws.send(json.dumps(channel_request)) - channel_response = await ws.recv() + await ws.recv() - subscription_message = { - 'type': 'FEED_SUBSCRIPTION', - 'channel': 1, - 'add': [{'symbol': symbol, 'type': 'Quote'} for symbol in symbols] - } await ws.send(json.dumps(subscription_message)) - async for message in ws: data = json.loads(message) if data["type"] == "FEED_DATA": # TODO: Have the caller provide a callback function to handle the data. print(data) - def start_streaming(self, symbols: list): - asyncio.get_event_loop().run_until_complete(self.stream_market_data(symbols)) \ No newline at end of file + def create_quote_subscription(self, symbols: list) -> dict: + return { + 'type': 'FEED_SUBSCRIPTION', + 'channel': 1, + 'add': [{'symbol': symbol, 'type': 'Quote'} for symbol in symbols] + } + + def create_historical_data_subscription(self, symbol: str, period: int, type: str, from_time: int) -> dict: + candle_symbol = f'{symbol}{{={period}{type}}}' + return { + 'type': 'FEED_SUBSCRIPTION', + 'channel': 1, + 'add': [{'symbol': candle_symbol, 'type': 'Candle', 'fromTime': from_time}] + } + + def stream_quotes(self, symbols: list): + subscription_message = self.create_quote_subscription(symbols) + asyncio.get_event_loop().run_until_complete(self.stream_market_data(subscription_message)) + + def stream_historical_data(self, symbol: str, period: int, type: str, from_time: datetime): + from_time_unix = int(from_time.timestamp()) + subscription_message = self.create_historical_data_subscription(symbol, period, type, from_time_unix) + asyncio.get_event_loop().run_until_complete(self.stream_market_data(subscription_message)) \ No newline at end of file