BeginnerUtilities & ToolsPython

Run this module

cd "Websocket Connection"
python "finnhub.py"

WebSocket Connection Utilities¶

This project provides WebSocket clients for connecting to various financial data providers, including YFLive and Finnhub. These utilities are designed for real-time market data streaming and analysis.

Available Clients¶

1. YFLive WebSocket Client¶

A robust WebSocket client for connecting to YFLive's real-time market data feed.

Features¶

Real-time stock price updates
Support for multiple symbols
Automatic reconnection
Customizable callbacks
Thread-safe implementation

Requirements¶

Python 3.7+
websocket-client
python-dateutil

Installation¶

pip install -r requirements.txt

Quick Start¶

from yflive_websocket import YFLiveWebSocket

def on_message(data):
    print(f"Received data: {data}")

# Create and start the WebSocket client
ws = YFLiveWebSocket(
    symbols=["AAPL", "MSFT", "GOOGL"],
    on_message=on_message
)
ws.connect()

# Keep the script running
import time
try:
    while True:
        time.sleep(1)
except KeyboardInterrupt:
    ws.disconnect()

Example Output¶

[YFLive] 2023-09-27T12:00:00.000000 - Connection opened
[YFLive] Subscribed to symbols: AAPL, MSFT, GOOGL
[YFLive] 2023-09-27T12:00:01.123456 - Received data: {'id': 'AAPL', 'price': 150.25, 'changePercent': 0.5}
[YFLive] 2023-09-27T12:00:01.234567 - Received data: {'id': 'MSFT', 'price': 325.10, 'changePercent': 0.3}

Documentation¶

YFLiveWebSocket Class API¶

Initialization¶

YFLiveWebSocket(
    symbols: List[str],
    on_message: Optional[Callable[[Dict[str, Any]], None]] = None,
    on_error: Optional[Callable[[str], None]] = None,
    on_close: Optional[Callable[[], None]] = None,
    on_open: Optional[Callable[[], None]] = None,
    reconnect: bool = True,
    reconnect_interval: int = 5
)

Key Methods¶

connect(): Start the WebSocket connection and background thread.
disconnect(): Gracefully close the connection and stop the thread.
subscribe(symbols): Subscribe to additional tickers at runtime.
unsubscribe(symbols): Stop receiving updates for specific tickers.

Error Handling & Reconnection¶

Automatic reconnection with exponential backoff when reconnect=True.
Custom callbacks for open, close, error, and message events.
JSON parsing safety with graceful error reporting.

Requirements¶

Python 3.8 or higher.
Install dependencies with:
```
pip install -r requirements.txt
```

Project Structure¶

yflive_websocket.py: Main YFLive client implementation.
finnhub.py: Legacy Finnhub example (kept for reference).
requirements.txt: Python dependencies.
README.md: This documentation.

Usage Workflow¶

Install requirements.
Review example_usage() in yflive_websocket.py for a template.
Run your script or interactively explore in Jupyter/VS Code.

Educational Notes¶

Experiment with different symbol lists to observe simultaneous streams.
Implement persistence by writing data to CSV/SQLite.
Combine with the portfolio utilities in UTILS - Portfolio Tracker/ for live monitoring.

License¶

MIT

References¶

Continue in Utilities & Tools¶

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