btgsolutions-dataservices-python-client 2.16.0__py3-none-any.whl → 2.17.1__py3-none-any.whl

btgsolutions_dataservices/rest/__init__.py

@@ -10,4 +10,5 @@ from .corporate_events import CorporateEvents
 from .company_data import CompanyData
 from .public_sources import PublicSources
 from .reference_data import ReferenceData
-from .stock_loan import StockLoan
+from .stock_loan import StockLoan
+from .ticker_last_event_polling import TickerLastEventPolling

btgsolutions_dataservices/rest/ticker_last_event_polling.py

@@ -0,0 +1,149 @@
+import time
+from typing import Optional, List
+from ..exceptions import BadResponse
+import requests
+from ..config import url_api_v1
+from .authenticator import Authenticator
+import pandas as pd
+import json
+from datetime import datetime, timezone, timedelta
+import threading
+
+class TickerLastEventPolling:
+    """
+    This class continuously polls and caches the latest ticker market data in the background for quick and up-to-date access.
+
+    * Main use case:
+
+    >>> from btgsolutions_dataservices import TickerLastEventPolling
+    >>> last_event = TickerLastEventPolling(
+    >>>     api_key='YOUR_API_KEY',
+    >>>     data_type='top-of-books',
+    >>>     data_subtype='stocks',
+    >>> )
+
+    >>> last_event.get(
+    >>>     raw_data=False
+    >>> )
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+    data_type: str
+        Market Data type.
+        Options: 'top-of-books'
+        Field is required.
+    data_subtype: str
+        Market Data subtype.
+        Options: 'stocks', 'options', 'derivatives'.
+        Field is required.
+    """
+    def __init__(
+        self,
+        api_key:Optional[str],
+        data_type: str,
+        data_subtype: str,
+        interval_seconds: float = 1.0
+    ):
+        self.api_key = api_key
+        self.authenticator = Authenticator(self.api_key)
+        self.interval_seconds = interval_seconds
+        self.data_type = data_type
+
+        self._last_request_datetime = None
+        self._cache = {}
+
+        self._available_data_types = {
+            "top-of-books": ['stocks', 'derivatives', 'options']
+        }
+
+        self._available_url = {
+            "top-of-books": {
+                "data": f"{url_api_v1}/marketdata/last-event/books/top/{data_subtype}/batch", 
+                "available": f"{url_api_v1}/marketdata/last-event/books/{data_subtype}/availables"
+            }
+        }
+        
+        if data_type not in self._available_data_types:
+            raise Exception(f"Must provide a valid data_type. Valid data types are: {self._available_data_types}")
+
+        if data_subtype not in self._available_data_types[data_type]:
+            raise Exception(f"Must provide a valid data_subtype. Valid data subtypes are: {self._available_data_types[data_type]}")
+
+        self.url = self._available_url[self.data_type]["data"]
+
+        self._update_data()
+
+        threading.Thread(target=self._polling_loop, daemon=True).start()
+
+    def _polling_loop(self):
+
+        while True:
+            try:
+                self._update_data()
+            except Exception as e:
+                print("error on updating data:", e)
+                continue
+
+            time.sleep(self.interval_seconds)
+
+
+    def _update_data(self):
+        url = self.url + (f"?dt={(self._last_request_datetime - timedelta(seconds=60)).strftime('%Y-%m-%dT%H:%M:%S.000Z')}" if self._last_request_datetime else "")
+
+        request_datetime = datetime.now(timezone.utc)
+
+        response = requests.request("GET", url, headers={"authorization": f"Bearer {self.authenticator.token}"})
+        
+        if response.status_code != 200:
+            return
+
+
+        self._last_request_datetime = request_datetime
+        
+        new_data = { tob["sb"]: tob for tob in response.json() if tob.get("sb")}
+
+        self._cache.update(new_data)
+
+
+    def get(self, force_update: bool=False, raw_data:bool=False):
+
+        """
+        This method provides the last events for all tickers of the given data type and data subtype.
+
+        Parameters
+        ----------------
+        force_update: bool
+            If true, forces an update before returning the data. If false, returns the data.
+            Field is not required. Default: False.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        """
+        if force_update:
+            self._update_data()
+
+        if raw_data:
+            return list(self._cache.values())
+        else:
+            return pd.DataFrame(self._cache.values())
+
+            
+
+    def get_available_tickers(self):
+
+        """
+        This method provides all the available tickers for the specific data type and data subtype.
+
+        """
+
+        url = self._available_url[self.data_type]["available"]
+
+        response = requests.request("GET", url,  headers={"authorization": f"Bearer {self.authenticator.token}"})
+        if response.status_code == 200:
+            return response.json()
+        else:
+            response = json.loads(response.text)
+            raise BadResponse(f'Error: {response.get("error", "")}')

{btgsolutions_dataservices_python_client-2.16.0.dist-info → btgsolutions_dataservices_python_client-2.17.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: btgsolutions-dataservices-python-client
-Version: 2.16.0
+Version: 2.17.1
 Summary: Python package containing several classes and data for extracting and manipulating market and trading data.
 Home-page: https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client
 Author: BTG Solutions Data Services powered by BTG Pactual Solutions
@@ -253,6 +253,15 @@ last_event = btg.TickerLastEvent(api_key='YOUR_API_KEY')
 last_event.get_status(tickers=['PETR4','VALE3'])
 ```
 
+#### Ticker Last Polling - Top of Books
+
+```python
+import btgsolutions_dataservices as btg
+last_event = btg.TickerLastEventPolling(api_key='YOUR_API_KEY', data_type='top-of-books', data_subtype='stocks')
+last_event.get()
+```
+
+
 ### Historical Data
 
 #### Historical Candles

{btgsolutions_dataservices_python_client-2.16.0.dist-info → btgsolutions_dataservices_python_client-2.17.1.dist-info}/RECORD

@@ -1,7 +1,7 @@
 btgsolutions_dataservices/__init__.py,sha256=reSSb9MBIp5WQ5o872fX__moJYXx0sQgkhUf3QmfEjI,93
 btgsolutions_dataservices/config.py,sha256=9L9bIGL1j7XSAkpYMxLS8oqIu-F4CQ2EyAywIT496p8,5285
 btgsolutions_dataservices/exceptions.py,sha256=QlwQTDEohtVsTER0lHbQrDgAGvjiZBmoyDuqLkUcvh8,599
-btgsolutions_dataservices/rest/__init__.py,sha256=0G1mlZ2cyWWuctx3JZfBZn9KLs-BqIXafxuDHCMiOrE,528
+btgsolutions_dataservices/rest/__init__.py,sha256=NEar641a2Mosioj-D3HrcdrJqgjaFRCwos3rftnUhq0,591
 btgsolutions_dataservices/rest/authenticator.py,sha256=uBLARz5lCRhIDc_PZaC4a2rSQtrFJajmAC4Bdg9BnX0,1363
 btgsolutions_dataservices/rest/bulk_data.py,sha256=26CrFH-IVMUbpPLx0HaN-BePs5R9A1ZUINSir7qtfhE,9032
 btgsolutions_dataservices/rest/company_data.py,sha256=yhsgR-P7g5e6TDdpoMZoyiyqI85roBCXJGyob4g1P_8,7318
@@ -15,13 +15,14 @@ btgsolutions_dataservices/rest/quotes.py,sha256=sirlG1-_aCtE7auwYM7lTZkpMcW3UYis
 btgsolutions_dataservices/rest/reference_data.py,sha256=ntcHEMapKULGPHJvmzAnccUo8ZTGokt1M9bDBceV5Tk,2112
 btgsolutions_dataservices/rest/stock_loan.py,sha256=_EYxywO-qA-zC7CeAo8a1omUb327g13P1R1B-plPKtI,3207
 btgsolutions_dataservices/rest/ticker_last_event.py,sha256=1DR4fVsareRDr1iGya7E8308kDcciK5XtlS2SI56c1o,6328
+btgsolutions_dataservices/rest/ticker_last_event_polling.py,sha256=wCDplal8k5xHXI4JD69D5j-djYkL16SiNiso7Of3UCI,4656
 btgsolutions_dataservices/websocket/__init__.py,sha256=Bifok6zQFenYNIA-NE8hYSooZVIQ2MCeTCjIOYnfHzI,165
 btgsolutions_dataservices/websocket/hfn_websocket_client.py,sha256=wzyPXtXFsv31cVFcTWrTA5uhFBebgM2IpIxXQvPSP54,6253
 btgsolutions_dataservices/websocket/market_data_feed.py,sha256=HAVA4thvYyvmcVrHm4_exGaq4y9RCGjwl98yuXR8KVc,16209
 btgsolutions_dataservices/websocket/market_data_websocket_client.py,sha256=ix6EH6yHJcRc69RWuvUjHxr0H17zRSM_o9YjsO6OZIw,13812
 btgsolutions_dataservices/websocket/websocket_default_functions.py,sha256=JWbOR4uX14BI9JB3zXMbwqVsF8AtfDbEC83fgs8O5PY,335
-btgsolutions_dataservices_python_client-2.16.0.dist-info/licenses/LICENSE,sha256=vePSp4Jry-f15vZ48xge2vljuhNgkMZD6wU0XmuFBgA,1057
-btgsolutions_dataservices_python_client-2.16.0.dist-info/METADATA,sha256=YrFRqKVgoh2AeTSoYS-NZWTdJh-ig5r0ixnd4vB9oHw,12942
-btgsolutions_dataservices_python_client-2.16.0.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-btgsolutions_dataservices_python_client-2.16.0.dist-info/top_level.txt,sha256=OaseSN41lI9j_Z-kHIE_XVo_m1hmGdAHE3EK1h5_Ce0,26
-btgsolutions_dataservices_python_client-2.16.0.dist-info/RECORD,,
+btgsolutions_dataservices_python_client-2.17.1.dist-info/licenses/LICENSE,sha256=vePSp4Jry-f15vZ48xge2vljuhNgkMZD6wU0XmuFBgA,1057
+btgsolutions_dataservices_python_client-2.17.1.dist-info/METADATA,sha256=cDuPuZOmolVyzvEqaHub2x0wvWAwv2kuAqeGSYPNYVg,13169
+btgsolutions_dataservices_python_client-2.17.1.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+btgsolutions_dataservices_python_client-2.17.1.dist-info/top_level.txt,sha256=OaseSN41lI9j_Z-kHIE_XVo_m1hmGdAHE3EK1h5_Ce0,26
+btgsolutions_dataservices_python_client-2.17.1.dist-info/RECORD,,