Skip to content

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

  1. Install requirements.
  2. Review example_usage() in yflive_websocket.py for a template.
  3. 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