intrinio-realtime-python-sdk/example_app_equities.py at master · intrinio/intrinio-realtime-python-sdk · GitHub

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import threading
import signal
import time
import sys
import datetime
from threading import Timer,Thread,Event,Lock

from intriniorealtime.equities_client import IntrinioRealtimeEquitiesClient
from intriniorealtime.equities_replay_client import IntrinioReplayEquitiesClient
from intriniorealtime.equities_client import EquitiesQuote
from intriniorealtime.equities_client import EquitiesTrade

equities_trade_count = 0
equities_ask_count = 0
equities_bid_count = 0
equities_backlog_count = 0

def on_quote(quote, backlog):
        global equities_ask_count
        global equities_bid_count
        global equities_backlog_count
        equities_backlog_count = backlog
        if isinstance(quote, EquitiesQuote) and 'type' in quote.__dict__:
            if quote.type == "ask": equities_ask_count += 1
            else: equities_bid_count += 1

def on_trade(trade, backlog):
        global equities_trade_count
        global equities_backlog_count
        equities_backlog_count = backlog
        equities_trade_count += 1

class Summarize(threading.Thread):
    def __init__(self, stop_flag):
        threading.Thread.__init__(self, group=None, args=(), kwargs={})
        self.daemon = True
        self.stop_flag = stop_flag

    def run(self):
        global equities_trade_count
        global equities_bid_count
        global equities_ask_count
        global equities_backlog_count
        while not self.stop_flag.wait(5):
            print("trades: " + str(equities_trade_count) + "; asks: " + str(equities_ask_count) + "; bids: " + str(equities_bid_count) + "; backlog: " + str(equities_backlog_count))


configuration = {
    'api_key': 'API_KEY_HERE',
    'provider': 'IEX' # 'REALTIME' (IEX), or 'IEX', or 'DELAYED_SIP', or 'NASDAQ_BASIC', or 'CBOE_ONE', or 'EQUITIES_EDGE'
    # ,'delayed': True # Add this if you have realtime (nondelayed) access and want to force delayed mode. If you only have delayed mode access, this is redundant.
    # ,'replay_date': datetime.date.today() - datetime.timedelta(days=1)  # needed for ReplayClient. The date to replay.
    # ,'with_simulated_delay': False  # needed for ReplayClient. This plays back the events at the same rate they happened in market.
    # ,'delete_file_when_done': True  # needed for ReplayClient
    # ,'write_to_csv': False  # needed for ReplayClient
    # ,'csv_file_path': 'data.csv'  # needed for ReplayClient
    # ,'bypass_parsing': True # if you want to handle parsing yourself, set this to True. Otherwise, leave it alone.
    # ,'debug': True
    # ,'max_queue_size': 250000
}


client = IntrinioRealtimeEquitiesClient(configuration, on_trade, on_quote)
# client = IntrinioReplayClient(options, on_trade, on_quote)
stop_event = Event()


def on_kill_process(sig, frame):
    print("Stopping")
    stop_event.set()
    client.disconnect()
    sys.exit(0)


signal.signal(signal.SIGINT, on_kill_process)

client.connect()
client.join(['AAPL','GE','MSFT'])
# client.join(['lobby'])

summarize_thread = Summarize(stop_event)
summarize_thread.start()

time.sleep(60 * 60 * 24)

# sigint, or ctrl+c, during the thread wait will also perform the same below code.
print("Stopping")
stop_event.set()
client.disconnect()
sys.exit(0)