AlpacaPy DataStream

class src.boatwright.Data.OHLCV.Live.AlpacaPyDataStream.AlpacaPyDataStream(symbols, granularity, api_key=None, api_secret=None, crypto=False, debug=False, verbose=False)

A DataStream is an interface to an external websocket client for streaming live candle data, and converting the received data to be compatible with boatwright.

Parameters:

  • symbols (str) – string, or list of strings of symbols to subscribe websocket client to

  • granularity (str) – desired data resolution i.e. “1-min”

  • api_key (str) – if broker_name is None will use this api_key

  • api_secret (str) – if broker_name is None will use this secret_key

  • crypto (bool) – boolean toggle to indicate if subscribing to crypto data, or stock data

  • verbose (bool) – boolean toggle to print extra information to terminal

  • debug (bool) – boolean toggle to print debugging information to terminal

async handle_msg(msg)

converts message collected from a websocket subscription to boatwright compatible format

Parameters:

msg – message received from websocket

async run(queue)

launch datastream

Parameters:

queue (Queue) – asyncio.Queue or dictionary of {“symbol”:asyncio.Queue, …}