Live Data Collection

class src.boatwright.Data.Collection.Live.DataStream.DataStream(symbols, granularity, broker_name, api_key, api_secret, debug=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”

  • broker_name (str) – (optional) broker name to load api keys from config file

  • 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

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

abstract async handle_msg(msg)

converts message collected from a websocket subscription to boatwright compatabile format

Parameters:

msg – message recieved from websocket

abstract async run(queue)

launch datastream

Parameters:

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