btgsolutions-dataservices-python-client 3.2.7__tar.gz → 3.2.9__tar.gz

{btgsolutions_dataservices_python_client-3.2.7/btgsolutions_dataservices_python_client.egg-info → btgsolutions_dataservices_python_client-3.2.9}/PKG-INFO

@@ -1,10 +1,10 @@
 Metadata-Version: 2.4
 Name: btgsolutions_dataservices_python_client
-Version: 3.2.7
+Version: 3.2.9
 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
-Requires-Python: >=3.9,<3.14
+Requires-Python: >=3.9,<3.15
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas>=2.2.2
@@ -179,6 +179,31 @@ ws.run(on_message=lambda message: print(message))
 #   sleep(1)
 ```
 
+##### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+
+ws = btg.BrokerAnalyticsWebSocketClient(api_key='YOUR_API_KEY')
+ws.run(on_message=lambda message: print(message))
+
+ws.available_tickers()
+ws.available_brokers()
+ws.subscribe_top_tickers(n=10, brokers=['85'])
+ws.subscribe_top_brokers(n=5, tickers=['SNFF11'])
+ws.subscribed_to()
+ws.get_last_event(analytics_type='top_tickers', n=3, brokers=['85', '3'])
+ws.get_last_event(analytics_type='top_brokers', n=100, tickers=['SNFF11'])
+ws.get_last_event()
+ws.unsubscribe_top_tickers(brokers=['85'])
+ws.unsubscribe_top_brokers(tickers=['SNFF11'])
+
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+
 #### Intraday Candles
 
 ```python
@@ -245,7 +270,7 @@ last_event.get()
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False, round=False)
 ```
 
 ##### Intraday
@@ -253,7 +278,7 @@ hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks',
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
 ##### Available Tickers
@@ -272,6 +297,32 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False).plot(x='candle_time', y='close_price', kind='scatter')
 ```
 
+#### Historical Candles Crypto
+
+##### Interday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_interday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', start_date='2025-06-01', end_date='2025-07-01', timezone='UTC', raw_data=False)
+```
+
+##### Intraday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_intraday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', date='2025-06-01', candle='1h', timezone='America/Sao_Paulo', raw_data=False)
+```
+
+##### Available Tickers
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_available_tickers(exchange='coinbase', date='2023-01-13')
+```
+
 #### Historical Tick Data (Bulk Data)
 
 ##### Available Tickers

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/README.md

@@ -156,6 +156,31 @@ ws.run(on_message=lambda message: print(message))
 #   sleep(1)
 ```
 
+##### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+
+ws = btg.BrokerAnalyticsWebSocketClient(api_key='YOUR_API_KEY')
+ws.run(on_message=lambda message: print(message))
+
+ws.available_tickers()
+ws.available_brokers()
+ws.subscribe_top_tickers(n=10, brokers=['85'])
+ws.subscribe_top_brokers(n=5, tickers=['SNFF11'])
+ws.subscribed_to()
+ws.get_last_event(analytics_type='top_tickers', n=3, brokers=['85', '3'])
+ws.get_last_event(analytics_type='top_brokers', n=100, tickers=['SNFF11'])
+ws.get_last_event()
+ws.unsubscribe_top_tickers(brokers=['85'])
+ws.unsubscribe_top_brokers(tickers=['SNFF11'])
+
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+
 #### Intraday Candles
 
 ```python
@@ -222,7 +247,7 @@ last_event.get()
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False, round=False)
 ```
 
 ##### Intraday
@@ -230,7 +255,7 @@ hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks',
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
 ##### Available Tickers
@@ -249,6 +274,32 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False).plot(x='candle_time', y='close_price', kind='scatter')
 ```
 
+#### Historical Candles Crypto
+
+##### Interday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_interday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', start_date='2025-06-01', end_date='2025-07-01', timezone='UTC', raw_data=False)
+```
+
+##### Intraday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_intraday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', date='2025-06-01', candle='1h', timezone='America/Sao_Paulo', raw_data=False)
+```
+
+##### Available Tickers
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_available_tickers(exchange='coinbase', date='2023-01-13')
+```
+
 #### Historical Tick Data (Bulk Data)
 
 ##### Available Tickers

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/__init__.py

@@ -1,4 +1,4 @@
-__version__ = "3.2.7" 
+__version__ = "3.2.9" 
 
 from .websocket import *
 from .rest import *

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/config.py

@@ -136,3 +136,9 @@ hfn_socket_urls = {
         REALTIME: f'{url_ws}v2/hfn/{CL}',
     },
 }
+
+broker_analytics_socket_urls = {
+    BR: {
+        REALTIME: f'{base_url_ws}{ws_br_b3_base_path}broker-analytics',
+    }
+}

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/rest/__init__.py

@@ -1,5 +1,6 @@
 from .intraday_candles import IntradayCandles
 from .historical_candles import HistoricalCandles
+from .historical_candles_crypto import HistoricalCandlesCrypto
 from .authenticator import Authenticator
 from .bulk_data import BulkData
 from .hfn import HighFrequencyNews

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/rest/historical_candles.py

@@ -24,6 +24,7 @@ class HistoricalCandles:
     >>>     end_date = '2023-10-20', 
     >>>     rmv_after_market = True,
     >>>     timezone = 'UTC',
+    >>>     round = True,
     >>>     raw_data = False
     >>> )
 
@@ -37,6 +38,7 @@ class HistoricalCandles:
     >>>     rmv_after_market = True,
     >>>     timezone = 'UTC',
     >>>     candle='1m',
+    >>>     round = True,
     >>>     raw_data = False
     >>> )
 
@@ -63,7 +65,8 @@ class HistoricalCandles:
         corporate_events_adj:bool,
         rmv_after_market:bool,
         timezone:str,
-        raw_data:bool=False
+        raw_data:bool=False,
+        round:bool=True
     ):
         """
         This method provides historical candles for a given ticket in determined period.
@@ -93,12 +96,17 @@ class HistoricalCandles:
         raw_data: bool
             If false, returns data in a dataframe. If true, returns raw data.
             Field is not required. Default: False.
+        round: bool
+            Apply rounding to prices.
+            Useful when corporate_events_adj=True, since price adjustment factors
+            may generate values with many decimal places.
+            Field is not required. Default: True.
         """     
         
         if market_type not in ['stocks', 'derivatives']:
             raise MarketTypeError(f'Allowed values: "stocks" or "derivatives". Input value: "{market_type}".')
         
-        url = f"{url_apis_v3}/marketdata/history/candles/intraday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&date={date}&candle={candle}"
+        url = f"{url_apis_v3}/marketdata/history/candles/intraday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&date={date}&candle={candle}&round={round}"
         response = requests.request("GET", url,  headers=self.headers)
         if response.status_code == 200:
             response_data = json.loads(response.text)
@@ -116,7 +124,8 @@ class HistoricalCandles:
         corporate_events_adj:bool,
         rmv_after_market:bool,
         timezone:str,
-        raw_data:bool=False
+        raw_data:bool=False,
+        round:bool=True
     ):
         """
         This method provides historical candles for a given ticket in determined period.
@@ -146,12 +155,17 @@ class HistoricalCandles:
         raw_data: bool
             If false, returns data in a dataframe. If true, returns raw data.
             Field is not required. Default: False.
+        round: bool
+            Apply rounding to prices.
+            Useful when corporate_events_adj=True, since price adjustment factors
+            may generate values with many decimal places.
+            Field is not required. Default: True.
         """     
         
         if market_type not in ['stocks', 'derivatives']:
             raise MarketTypeError(f'Allowed values: "stocks" or "derivatives". Input value: "{market_type}".')
         
-        url = f"{url_apis_v3}/marketdata/history/candles/interday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&start_date={start_date}&end_date={end_date}"
+        url = f"{url_apis_v3}/marketdata/history/candles/interday/{market_type}?ticker={ticker}&corporate_events_adj={corporate_events_adj}&rmv_after_market={rmv_after_market}&timezone={timezone}&start_date={start_date}&end_date={end_date}&round={round}"
         response = requests.request("GET", url,  headers=self.headers)
         if response.status_code == 200:
             response_data = json.loads(response.text)

btgsolutions_dataservices_python_client-3.2.9/btgsolutions_dataservices/rest/historical_candles_crypto.py

@@ -0,0 +1,177 @@
+from typing import Optional
+from ..exceptions import BadResponse, MarketTypeError
+import requests
+from ..config import url_apis_v3
+from .authenticator import Authenticator
+import json
+import pandas as pd
+
+class HistoricalCandlesCrypto:
+    """
+    This class provides historical candles for cryptocurrencies.
+
+    Available tickers: ETH, SOL, BTC
+    Available exchanges: coinbase, mercado_bitcoin, consolidated
+    Available currencies: BRL, USD
+    Available candles: '1s', '30s', '1m', '5m', '15m', '30m', '1h'
+
+    * Main use case - Interday:
+
+    >>> from btgsolutions_dataservices import HistoricalCandlesCrypto
+    >>> hist_candles = HistoricalCandlesCrypto(
+    >>>     api_key='YOUR_API_KEY',
+    >>> )
+    >>> hist_candles.get_interday_history_candles(
+    >>>     ticker = 'BTC',
+    >>>     currency = 'BRL',
+    >>>     exchange = 'consolidated',
+    >>>     start_date = '2025-06-01',
+    >>>     end_date = '2025-07-01', 
+    >>>     timezone = 'UTC',
+    >>>     raw_data = False
+    >>> )
+
+    * Main use case - Intraday:
+
+    >>> hist_candles.get_intraday_history_candles(
+    >>>     ticker = 'BTC',
+    >>>     currency = 'BRL',
+    >>>     exchange = 'consolidated',
+    >>>     date = '2025-06-01', 
+    >>>     timezone = 'America/Sao_Paulo',
+    >>>     candle='1h',
+    >>>     raw_data = False
+    >>> )
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+    """
+    def __init__(
+        self,
+        api_key:Optional[str]
+    ):
+        self.api_key = api_key
+        self.token = Authenticator(self.api_key).token
+        self.headers = {"authorization": f"authorization {self.token}"}
+
+    def get_intraday_history_candles(
+        self,
+        ticker:str,
+        currency:str,
+        exchange:str,
+        date:str,
+        candle:str,
+        timezone:str,
+        raw_data:bool=False
+    ):
+        """
+        This method provides historical intraday candles for cryptocurrencies.
+
+        Parameters
+        ----------------
+        ticker: str
+            Cryptocurrency ticker.
+            Field is required. Allowed values: 'BTC', 'ETH', 'SOL'.
+        currency: str
+            Currency for the prices.
+            Field is required. Allowed values: 'BRL' or 'USD'.
+        exchange: str
+            Exchange name.
+            Field is required. Allowed values: 'coinbase', 'mercado_bitcoin', 'consolidated'.
+        date: string<date>
+            Date of requested data. Format: "YYYY-MM-DD".
+            Field is required. Example: '2025-06-01'.
+        candle: str
+            Candle period.
+            Field is required. Allowed values: '1s', '30s', '1m', '5m', '15m', '30m', '1h'.
+        timezone: str
+            Timezone of the datetime.
+            Field is required. Allowed values: 'America/Sao_Paulo' or 'UTC'.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        """     
+        
+        url = f"{url_apis_v3}/marketdata/history/candles/intraday/crypto?ticker={ticker}&currency={currency}&exchange={exchange}&date={date}&candle={candle}&timezone={timezone}"
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200:
+            response_data = json.loads(response.text)
+            return response_data if raw_data else pd.DataFrame(response_data)
+
+        response = json.loads(response.text)
+        raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
+    
+    def get_interday_history_candles(
+        self,
+        ticker:str,
+        currency:str,
+        exchange:str,
+        start_date:str,
+        end_date:str,
+        timezone:str,
+        raw_data:bool=False
+    ):
+        """
+        This method provides historical daily candles for cryptocurrencies.
+
+        Parameters
+        ----------------
+        ticker: str
+            Cryptocurrency ticker.
+            Field is required. Allowed values: 'BTC', 'ETH', 'SOL'.
+        currency: str
+            Currency for the prices.
+            Field is required. Allowed values: 'BRL' or 'USD'.
+        exchange: str
+            Exchange name.
+            Field is required. Allowed values: 'coinbase', 'mercado_bitcoin', 'consolidated'.
+        start_date: string<date>
+            Start date of analysis. Format: "YYYY-MM-DD".
+            Field is required. Example: '2025-06-01'.
+        end_date: string<date>
+            End date of analysis. Format: "YYYY-MM-DD".
+            Field is required. Example: '2025-07-01'.
+        timezone: str
+            Timezone of the datetime.
+            Field is required. Allowed values: 'America/Sao_Paulo' or 'UTC'.
+        raw_data: bool
+            If false, returns data in a dataframe. If true, returns raw data.
+            Field is not required. Default: False.
+        """     
+        
+        url = f"{url_apis_v3}/marketdata/history/candles/interday/crypto?ticker={ticker}&currency={currency}&exchange={exchange}&start_date={start_date}&end_date={end_date}&timezone={timezone}"
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200:
+            response_data = json.loads(response.text)
+            return response_data if raw_data else pd.DataFrame(response_data)
+
+        response = json.loads(response.text)
+        raise BadResponse(f'Error: {response.get("ApiClientError", "")}.\n{response.get("SuggestedAction", "")}')
+
+    def get_available_tickers(
+        self,
+        exchange:str,
+        date:str,
+    ):
+        """
+        This method provides all cryptocurrency tickers available for query.   
+
+        Parameters
+        ----------------
+        exchange: str
+            Exchange name.
+            Field is required. Allowed values: 'coinbase', 'mercado_bitcoin', 'consolidated'.
+        date: string<date>
+            Date of requested data. Format: "YYYY-MM-DD".
+            Field is required. Example: '2023-01-13'.
+        """
+
+        url = f"{url_apis_v3}/marketdata/history/candles/available-tickers/crypto?date={date}&exchange={exchange}"
+
+        response = requests.request("GET", url,  headers=self.headers)
+        if response.status_code == 200: return response.json()
+        response = response.json()
+        raise BadResponse(f'Error: {response.get("ApiClientError", "") or response.get("ApiServerMessage", "")}.\n{response.get("SuggestedAction", "")}')

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/rest/quotes.py

@@ -43,7 +43,7 @@ class Quotes:
         self.token = Authenticator(self.api_key).token
         self.headers = {"authorization": f"authorization {self.token}"}
 
-        self.available_market_types = ['stocks', 'options', 'derivatives']
+        self.available_market_types = ['stocks', 'options', 'derivatives', 'indices']
         self.available_modes = ['realtime', 'delayed']
         self.available_variations = ['intraday', 'interday']
 
@@ -64,7 +64,7 @@ class Quotes:
             Field is required. Example: ['VALE3'], ['PETR4', 'PRIO3'].
         market_type: str
             Market type.
-            Field is required. Example: 'stocks', 'options', 'derivatives'.
+            Field is required. Example: 'stocks', 'options', 'derivatives', 'indices'.
         mode: str
             Realtime or 15-minutes delayed.
             Field is required. Example: 'realtime' or 'delayed'.
@@ -111,7 +111,7 @@ class Quotes:
         ----------------
         market_type: str
             Market type.
-            Field is required. Example: 'stocks', 'options', 'derivatives'.
+            Field is required. Example: 'stocks', 'options', 'derivatives', 'indices'.
         mode: str
             Realtime or 15-minutes delayed.
             Field is not required. Example: 'realtime' or 'delayed'.
@@ -172,7 +172,7 @@ class Quotes:
         ----------------
         market_type: str
             Market type.
-            Field is required. Example: 'stocks', 'options', 'derivatives'.
+            Field is required. Example: 'stocks', 'options', 'derivatives', 'indices'.
         mode: str
             Realtime or 15-minutes delayed.
             Field is not required. Example: 'realtime' or 'delayed'.

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices/websocket/__init__.py

@@ -1,3 +1,4 @@
 from .market_data_websocket_client import MarketDataWebSocketClient
 from .hfn_websocket_client import HFNWebSocketClient
-from .market_data_feed import MarketDataFeed
+from .market_data_feed import MarketDataFeed
+from .broker_analytics import BrokerAnalyticsWebSocketClient

btgsolutions_dataservices_python_client-3.2.9/btgsolutions_dataservices/websocket/broker_analytics.py

@@ -0,0 +1,300 @@
+from typing import Optional, List
+from ..exceptions import WSTypeError
+from ..rest import Authenticator
+from ..config import broker_analytics_socket_urls, MAX_WS_RECONNECT_RETRIES, REALTIME, BR
+from .websocket_default_functions import _on_open, _on_message, _on_error, _on_close
+import websocket
+import json
+import ssl
+import threading
+
+
+class BrokerAnalyticsWebSocketClient:
+    """
+    This class connects with BTG Solutions Data Services Broker Analytics WebSocket,
+    receiving broker analytics events (top tickers by broker and top brokers by ticker).
+
+    * Main use case:
+
+    >>> from btgsolutions_dataservices import BrokerAnalyticsWebSocketClient
+    >>> ws = BrokerAnalyticsWebSocketClient(
+    >>>     api_key='YOUR_API_KEY',
+    >>>     ssl=True
+    >>> )
+    >>> ws.run()
+    >>> ws.available_tickers()
+    >>> ws.available_brokers()
+    >>> ws.subscribe_top_tickers(n=10, brokers=['85'])
+    >>> ws.subscribe_top_brokers(n=5)
+    >>> ws.subscribed_to()
+    >>> ws.get_last_event(analytics_type='top_tickers', n=3, brokers=['85', '3'])
+    >>> ws.get_last_event(analytics_type='top_brokers', n=5)
+    >>> ws.unsubscribe_top_tickers(brokers=['85'])
+    >>> ws.unsubscribe_top_brokers()
+    >>> ws.close()
+
+    Parameters
+    ----------------
+    api_key: str
+        User identification key.
+        Field is required.
+
+    ssl: bool
+        Enable or disable ssl configuration.
+        Field is not required. Default: True (enable).
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        ssl: Optional[bool] = True,
+        **kwargs,
+    ):
+        self.api_key = api_key
+        self.ssl = ssl
+
+        self.__authenticator = Authenticator(self.api_key)
+        self.__nro_reconnect_retries = 0
+
+        try:
+            self.url = broker_analytics_socket_urls[BR][REALTIME]
+        except Exception:
+            raise WSTypeError(
+                "There is no WebSocket type for Broker Analytics (brazil/realtime).\nPlease check your request parameters and try again"
+            )
+
+        self.websocket_cfg = kwargs
+
+    def run(
+        self,
+        on_open=None,
+        on_message=None,
+        on_error=None,
+        on_close=None,
+        reconnect=True
+    ):
+        """
+        Initializes a connection to websocket and starts to receive Broker Analytics events.
+
+        Parameters
+        ----------
+        on_open: function
+            - Called at opening connection to websocket.
+            - Field is not required.
+            - Default: prints that the connection was opened in case of success.
+
+        on_message: function
+            - Called every time it receives a message.
+            - Arguments:
+                1. Data received from the server.
+            - Field is not required.
+            - Default: prints the data.
+
+        on_error: function
+            - Called when a error occurs.
+            - Arguments:
+                1. Exception object.
+            - Field is not required.
+            - Default: prints the error.
+
+        on_close: function
+            - Called when connection is closed.
+            - Arguments:
+                1. close_status_code.
+                2. close_msg.
+            - Field is not required.
+            - Default: prints a message that the connection was closed.
+
+        reconnect: bool
+            Try reconnect if connection is closed.
+            Field is not required.
+            Default: True.
+        """
+        if on_open is None:
+            on_open = _on_open
+        if on_message is None:
+            on_message = _on_message
+        if on_error is None:
+            on_error = _on_error
+        if on_close is None:
+            on_close = _on_close
+
+        def intermediary_on_open(ws):
+            on_open()
+            self.__nro_reconnect_retries = 0
+
+        def intermediary_on_message(ws, data):
+            on_message(data)
+
+        def intermediary_on_error(ws, error):
+            on_error(error)
+
+        def intermediary_on_close(ws, close_status_code, close_msg):
+            on_close(close_status_code, close_msg)
+
+            if reconnect:
+                if self.__nro_reconnect_retries == MAX_WS_RECONNECT_RETRIES:
+                    print("### Fail retriyng reconnect")
+                    return
+                self.__nro_reconnect_retries += 1
+                print(f"### Reconnecting.... Attempts: {self.__nro_reconnect_retries}/{MAX_WS_RECONNECT_RETRIES}")
+                self.run(on_open, on_message, on_error, on_close, reconnect)
+
+        self.ws = websocket.WebSocketApp(
+            url=self.url,
+            on_open=intermediary_on_open,
+            on_message=intermediary_on_message,
+            on_error=intermediary_on_error,
+            on_close=intermediary_on_close,
+            header={
+                "User-Agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/94.0.4606.54 Safari/537.36",
+                "Sec-WebSocket-Protocol": self.__authenticator.token,
+            }
+        )
+
+        ssl_conf = {} if self.ssl else {"sslopt": {"cert_reqs": ssl.CERT_NONE}}
+        wst = threading.Thread(target=self.ws.run_forever, kwargs=ssl_conf)
+        wst.daemon = True
+        wst.start()
+
+        while True:
+            if self.ws.sock is not None and self.ws.sock.connected:
+                break
+            pass
+
+    def __send(self, data):
+        if not isinstance(data, str):
+            data = json.dumps(data)
+        print(f"Sending data: {data}")
+        return self.ws.send(data)
+
+    def close(self):
+        """
+        Closes connection with websocket.
+        """
+        self.ws.close()
+
+    def subscribe_top_tickers(self, n: int = 10, brokers: Optional[List[str]] = None):
+        """
+        Subscribes to top tickers by broker.
+
+        Parameters
+        ----------
+        n: int
+            Number of results.
+            Field is not required. Default: 10.
+
+        brokers: list
+            Broker ids filter.
+            Field is not required.
+        """
+        params = {'type': 'top_tickers', 'n': n}
+        if brokers is not None:
+            params['brokers'] = brokers
+        self.__send({'action': 'subscribe', 'params': params})
+
+    def subscribe_top_brokers(self, n: int = 5, tickers: Optional[List[str]] = None):
+        """
+        Subscribes to top brokers by ticker.
+
+        Parameters
+        ----------
+        n: int
+            Number of results.
+            Field is not required. Default: 5.
+        tickers: list
+            Ticker symbols filter.
+            Field is not required.
+        """
+        params = {'type': 'top_brokers', 'n': n}
+        if tickers is not None:
+            params['tickers'] = tickers
+        self.__send({'action': 'subscribe', 'params': params})
+
+    def unsubscribe_top_tickers(self, brokers: Optional[List[str]] = None):
+        """
+        Unsubscribes from top tickers by broker.
+
+        Parameters
+        ----------
+        brokers: list
+            Broker ids filter.
+            Field is not required.
+        """
+        params = {'type': 'top_tickers'}
+        if brokers is not None:
+            params['brokers'] = brokers
+        self.__send({'action': 'unsubscribe', 'params': params})
+
+    def unsubscribe_top_brokers(self, tickers: Optional[List[str]] = None):
+        """
+        Unsubscribes from top brokers by ticker.
+
+        Parameters
+        ----------
+        tickers: list
+            Ticker symbols filter.
+            Field is not required.
+        """
+        params = {'type': 'top_brokers'}
+        if tickers is not None:
+            params['tickers'] = tickers
+        self.__send({'action': 'unsubscribe', 'params': params})
+
+    def get_last_event(
+        self,
+        analytics_type: Optional[str] = None,
+        n: Optional[int] = None,
+        brokers: Optional[List[str]] = None,
+        tickers: Optional[List[str]] = None,
+    ):
+        """
+        Returns latest broker analytics event.
+
+        Parameters
+        ----------
+        analytics_type: str
+            Analytics type.
+            Options: 'top_tickers' or 'top_brokers'.
+            Field is not required.
+
+        n: int
+            Number of results.
+            Field is not required.
+
+        brokers: list
+            Broker ids filter.
+            Field is not required.
+        tickers: list
+            Ticker symbols filter.
+            Field is not required.
+        """
+        payload = {'action': 'get_last_event'}
+        if analytics_type is not None:
+            params = {'type': analytics_type}
+            if n is not None:
+                params['n'] = n
+            if brokers is not None:
+                params['brokers'] = brokers
+            if tickers is not None:
+                params['tickers'] = tickers
+            payload['params'] = params
+        self.__send(payload)
+
+    def subscribed_to(self):
+        """
+        Returns current subscriptions.
+        """
+        self.__send({'action': 'subscribed_to'})
+
+    def available_tickers(self):
+        """
+        Returns available tickers.
+        """
+        self.__send({'action': 'available_tickers'})
+
+    def available_brokers(self):
+        """
+        Returns available brokers.
+        """
+        self.__send({'action': 'available_brokers'})

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9/btgsolutions_dataservices_python_client.egg-info}/PKG-INFO

@@ -1,10 +1,10 @@
 Metadata-Version: 2.4
 Name: btgsolutions_dataservices_python_client
-Version: 3.2.7
+Version: 3.2.9
 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
-Requires-Python: >=3.9,<3.14
+Requires-Python: >=3.9,<3.15
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pandas>=2.2.2
@@ -179,6 +179,31 @@ ws.run(on_message=lambda message: print(message))
 #   sleep(1)
 ```
 
+##### Broker Analytics
+
+```python
+import btgsolutions_dataservices as btg
+
+ws = btg.BrokerAnalyticsWebSocketClient(api_key='YOUR_API_KEY')
+ws.run(on_message=lambda message: print(message))
+
+ws.available_tickers()
+ws.available_brokers()
+ws.subscribe_top_tickers(n=10, brokers=['85'])
+ws.subscribe_top_brokers(n=5, tickers=['SNFF11'])
+ws.subscribed_to()
+ws.get_last_event(analytics_type='top_tickers', n=3, brokers=['85', '3'])
+ws.get_last_event(analytics_type='top_brokers', n=100, tickers=['SNFF11'])
+ws.get_last_event()
+ws.unsubscribe_top_tickers(brokers=['85'])
+ws.unsubscribe_top_brokers(tickers=['SNFF11'])
+
+## The following is optional to keep the program running in a .py file:
+# from time import sleep
+# while True:
+#   sleep(1)
+```
+
 #### Intraday Candles
 
 ```python
@@ -245,7 +270,7 @@ last_event.get()
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, start_date='2023-10-01', end_date='2023-10-13', rmv_after_market=True, timezone='UTC', raw_data=False, round=False)
 ```
 
 ##### Intraday
@@ -253,7 +278,7 @@ hist_candles.get_interday_history_candles(ticker='PETR4',  market_type='stocks',
 ```python
 import btgsolutions_dataservices as btg
 hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
-hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False)
+hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False, round=True)
 ```
 
 ##### Available Tickers
@@ -272,6 +297,32 @@ hist_candles = btg.HistoricalCandles(api_key='YOUR_API_KEY')
 hist_candles.get_intraday_history_candles(ticker='PETR4',  market_type='stocks', corporate_events_adj=True, date='2023-10-06', candle='1m', rmv_after_market=True, timezone='UTC', raw_data=False).plot(x='candle_time', y='close_price', kind='scatter')
 ```
 
+#### Historical Candles Crypto
+
+##### Interday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_interday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', start_date='2025-06-01', end_date='2025-07-01', timezone='UTC', raw_data=False)
+```
+
+##### Intraday
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_intraday_history_candles(ticker='BTC', currency='BRL', exchange='consolidated', date='2025-06-01', candle='1h', timezone='America/Sao_Paulo', raw_data=False)
+```
+
+##### Available Tickers
+
+```python
+import btgsolutions_dataservices as btg
+hist_candles_crypto = btg.HistoricalCandlesCrypto(api_key='YOUR_API_KEY')
+hist_candles_crypto.get_available_tickers(exchange='coinbase', date='2023-01-13')
+```
+
 #### Historical Tick Data (Bulk Data)
 
 ##### Available Tickers

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/btgsolutions_dataservices_python_client.egg-info/SOURCES.txt

@@ -15,6 +15,7 @@ btgsolutions_dataservices/rest/company_data.py
 btgsolutions_dataservices/rest/corporate_events.py
 btgsolutions_dataservices/rest/hfn.py
 btgsolutions_dataservices/rest/historical_candles.py
+btgsolutions_dataservices/rest/historical_candles_crypto.py
 btgsolutions_dataservices/rest/intraday_candles.py
 btgsolutions_dataservices/rest/intraday_tick_data.py
 btgsolutions_dataservices/rest/public_sources.py
@@ -24,6 +25,7 @@ btgsolutions_dataservices/rest/stock_loan.py
 btgsolutions_dataservices/rest/ticker_last_event.py
 btgsolutions_dataservices/rest/ticker_last_event_polling.py
 btgsolutions_dataservices/websocket/__init__.py
+btgsolutions_dataservices/websocket/broker_analytics.py
 btgsolutions_dataservices/websocket/hfn_websocket_client.py
 btgsolutions_dataservices/websocket/market_data_feed.py
 btgsolutions_dataservices/websocket/market_data_websocket_client.py

{btgsolutions_dataservices_python_client-3.2.7 → btgsolutions_dataservices_python_client-3.2.9}/setup.py

@@ -38,5 +38,5 @@ setup(
     packages=find_packages(),
     url="https://github.com/BTG-Pactual-Solutions/btgsolutions-dataservices-python-client",
     install_requires=install_requires,
-    python_requires=">=3.9,<3.14",
+    python_requires=">=3.9,<3.15",
 )