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Provides Python market data API access to FlexTrade SYM
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README.md

PyFLX

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Provides Python market data API access to FlexTrade SYM. PyFLX has two market data Python classes - Symlistener (client) for consuming market data from FlexTrade market data server and Symproxy (publisher or feeder) for publising custom tick data to FlexTrade market data server.

application

Installation

Install from PyPI using pip:

pip install pyflx

Example

import pyflx
import time

def onData(symbol, data={}):
    print("[onData] symbol:{}, data:{}".format(symbol, data))

sl = pyflx.Symlistener()
sl.onData(onData)
while True:
    try:
        if sl.connect('192.168.1.123', 7600):
            sl.subscribe('XAU/USD')
            sl.loop()
        time.sleep(5)
    except KeyboardInterrupt:
        exit(0)
    except Exception as e:
        print(e)

See symlistener.py and symproxy.py for example codes.

API

Symlistener Class

pyflx.Symlistener()
Create an instance of Symlistener client.

>> sl = pyflx.Symlistener()

Symlistener.connect(ip_address, port)
ip_address: str
port: int
➥return: bool
Connect to a SYM server on a specified port number. Return true if successful or false if not able to connect to the server.

>> sl.connect('192.168.1.123', 7600)

Symlistener.subscribe(symbol)
symbol: str
Subscribe to market data of the symbol.

>> sl.subscribe('XAU/USD')

Symlistener.subscribeAll()
Subscribe to market data of all symbols.

>> sl.subscribeAll()

Symlistener.unsubscribe(symbol)
symbol: str
Unsubscribe to market data of the symbol.

>> sl.unsubscribe('XAU/USD')

Symlistener.subscribeAll()
Unsubscribe to market data of all symbols.

>> sl.unsubscribeAll()

Symlistener.loop()
Enter an event loop and listens for callbacks .

>> sl.loop()

Symlistener.onData(symbol, data)
symbol: str
data: dict
A callback onData, if assigned, is called upon receiving messages from SYM server.

>> def onData(symbol, data):
>>     print("[onData] symbol:{}, data:{}".format(symbol, data))
>>
>> sl = pyflx.Symlistener()
>> sl.onData(onData)

Symproxy Class

pyflx.Symproxy()
Create an instance of Symproxy server.

>> sp = pyflx.Symproxy()

Symproxy.initialize(port)
port: int
Listens to an incoming connection request on a port.

>> sp.initialize(7600)

Symproxy.getFd()
➥return: int
Returns either client or a binding socket.

>> sp.getFd()

Symproxy.select()
➥return: int
Looks for events on a socket.

>> sp.select()

Symproxy.checkSocket()
Process checks requests and callbacks will be triggered.

>> sp.checkSocket()

Symproxy.publish(symbol, data)
symbol: str
data: dict
Publishes market data tick update to a SYM server. See Data Format.

>> sp.publish('XAU/USD', {0:1420, 1:1421.5, 512:1000, 513:2000, 1032:'USD', 1541:'U'})

Symproxy.onLogon(username, password)
username: str
password: str
A callback onLogon, if assigned, is called upon receiving a logon message from a client.

>> def onLogon(username, password):
>>     print("[onLogon] username:{}, password:{}".format(username, password))
>>
>> sp = pyflx.Symproxy()
>> sp.initialize(7600)
>> sp.onLogon(onLogon)
>> sp.onSubscribe(onSubscribe)
>> sp.onUnsubscribe(onUnsubscribe)

Symproxy.onSubscribe(symbol)
symbol: str
A callback onSubscribe, if assigned, is called upon receiving a symbol subscription message from a client.

Symproxy.onUnsubscribe(symbol)
symbol: str
A callback onUnsubscribe, if assigned, is called upon receiving a symbol unsubscription message from a client.

Data Format

Tag Type Description
0 float Bid
1 float Ask
2 float VWAP
3 float Last traded price
8 float Today's high
9 float Today's low
10 float Today's open
11 float Previous day's close
17 float Today's close
18 float Volume
512 int Bid size
513 int Ask size
514 int Trade size
518 int Update time
519 int Last trade time
1024 str Symbol
1032 str Traded currency
1541 str Bid tick direction
U - up
D - down
1545 str Ask tick direction
U - up
D - down

Support

Changelog

1.2.0

  • 7 August 2019
  • Support for Python 2.7
  • Symlistener class
  • Symproxy class
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