itchfeed 1.0.1__py3-none-any.whl → 1.0.2__py3-none-any.whl

itch/__init__.py

@@ -1,6 +1,5 @@
 """
 Nasdaq TotalView-ITCH 5.0 Parser
-================================
 """
 
 __author__ = "Bertin Balouki SIMYELI"

itch/messages.py

@@ -1,6 +1,6 @@
 import struct
 from dataclasses import make_dataclass
-from typing import List, Tuple
+from typing import Dict, List, Tuple, Type
 
 MESSAGES = b"SAFECXDUBHRYPQINLVWKJhO"
 
@@ -1573,7 +1573,7 @@ class DLCRMessage(MarketMessage):
         return message
 
 
-messages = {
+messages: Dict[bytes, Type[MarketMessage]] = {
     b"S": SystemEventMessage,
     b"R": StockDirectoryMessage,
     b"H": StockTradingActionMessage,

itch/parser.py

@@ -1,8 +1,10 @@
 from queue import Queue
 from typing import BinaryIO, List
 
-import itch.messages as msg
-from itch.messages import MarketMessage, MESSAGES
+from itch.messages import MESSAGES, MarketMessage
+from itch.messages import messages as msgs
+
+
 class MessageParser(object):
     """
     A market message parser for ITCH 5.0 data.
@@ -17,6 +19,43 @@ class MessageParser(object):
         file: BinaryIO,
         cachesize: int = 4096,
     ) -> List[MarketMessage]:
+        """
+        Reads and parses market messages from a binary file-like object.
+
+        This method processes binary data in chunks, extracts individual messages
+        according to a specific format, and returns a list of successfully decoded 
+        MarketMessage objects. Parsing stops either when the end of the file is 
+        reached or when a system message with an end-of-messages event code is encountered.
+
+        Args:
+            file (BinaryIO): 
+                A binary file-like object (opened in binary mode) from which market messages are read.
+            cachesize (int, optional): 
+                The size (in bytes) of each data chunk read from the file. Defaults to 4096 bytes.
+
+        Returns:
+            List[MarketMessage]: 
+                A list of parsed MarketMessage objects that match the allowed message types 
+                defined in self.message_type.
+
+        Raises:
+            ValueError: 
+                If a message does not start with the expected 0x00 byte, indicating 
+                an unexpected file format or possible corruption.
+
+        Message Format:
+            - Each message starts with a 0x00 byte.
+            - The following byte specifies the message length.
+            - The complete message consists of the first 2 bytes and 'message length' bytes of body.
+            - If a system message (message_type == b'S') with event_code == b'C' is encountered, 
+            parsing stops immediately.
+
+        Example:
+            >>> with open('market_data.bin', 'rb') as binary_file:
+            >>>     messages = reader.read_message_from_file(binary_file, cachesize=4096)
+            >>>     for message in messages:
+            >>>         print(message)
+    """
         max_message_size = 52
         file_end_reached = False
 
@@ -126,54 +165,9 @@ class MessageParser(object):
         All message type indicators are single ASCII characters.
         """
         message_type = message[0:1]
-        match message_type:
-            case b"S":
-                return msg.SystemEventMessage(message)
-            case b"R":
-                return msg.StockDirectoryMessage(message)
-            case b"H":
-                return msg.StockTradingActionMessage(message)
-            case b"Y":
-                return msg.RegSHOMessage(message)
-            case b"L":
-                return msg.MarketParticipantPositionMessage(message)
-            case b"V":
-                return msg.MWCBDeclineLeveMessage(message)
-            case b"W":
-                return msg.MWCBStatusMessage(message)
-            case b"K":
-                return msg.IPOQuotingPeriodUpdateMessage(message)
-            case b"J":
-                return msg.LULDAuctionCollarMessage(message)
-            case b"h":
-                return msg.OperationalHaltMessage(message)
-            case b"A":
-                return msg.AddOrderNoMPIAttributionMessage(message)
-            case b"F":
-                return msg.AddOrderMPIDAttribution(message)
-            case b"E":
-                return msg.OrderExecutedMessage(message)
-            case b"C":
-                return msg.OrderExecutedWithPriceMessage(message)
-            case b"X":
-                return msg.OrderCancelMessage(message)
-            case b"D":
-                return msg.OrderDeleteMessage(message)
-            case b"U":
-                return msg.OrderReplaceMessage(message)
-            case b"P":
-                return msg.NonCrossTradeMessage(message)
-            case b"Q":
-                return msg.CrossTradeMessage(message)
-            case b"B":
-                return msg.BrokenTradeMessage(message)
-            case b"I":
-                return msg.NOIIMessage(message)
-            case b"N":
-                return msg.RetailPriceImprovementIndicator(message)
-            case b"O":
-                return msg.DLCRMessage(message)
-            case _:
-                raise ValueError(
-                    f"Unknown message type: {message_type.decode(encoding='ascii')}"
-                )
+        try:
+            return msgs[message_type](message)
+        except Exception:
+            raise ValueError(
+                f"Unknown message type: {message_type.decode(encoding='ascii')}"
+            )

{itchfeed-1.0.1.dist-info → itchfeed-1.0.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: itchfeed
-Version: 1.0.1
+Version: 1.0.2
 Summary: Simple parser for ITCH messages
 Home-page: https://github.com/bbalouki/itch
 Download-URL: https://pypi.org/project/itchfeed/
@@ -9,7 +9,7 @@ Author-email: <bertin@bbstrader.com>
 Maintainer: Bertin Balouki SIMYELI
 License: The MIT License (MIT)
 Project-URL: Source Code, https://github.com/bbalouki/itch
-Keywords: Finance,Financial,Quantitative,Equities,Data,Feed,ETFs,Funds,Trading,Investing,Portfolio,Optimization,Performance
+Keywords: Finance,Financial,Quantitative,Equities,Totalview-ITCH,Totalview,Nasdaq-ITCH,Nasdaq,ITCH,Data,Feed,ETFs,Funds,Trading,Investing
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Intended Audience :: Developers
 Classifier: Intended Audience :: Financial and Insurance Industry
@@ -38,6 +38,7 @@ Dynamic: summary
 [![PYPI Version](https://img.shields.io/pypi/v/itchfeed)](https://pypi.org/project/itchfeed/)
 [![PyPi status](https://img.shields.io/pypi/status/itchfeed.svg?maxAge=60)](https://pypi.python.org/pypi/itchfeed)
 [![Supported Python Versions](https://img.shields.io/pypi/pyversions/itchfeed)](https://pypi.org/project/itchfeed/)
+[![PyPI Downloads](https://static.pepy.tech/badge/itchfeed)](https://pepy.tech/projects/itchfeed)
 [![CodeFactor](https://www.codefactor.io/repository/github/bbalouki/itch/badge)](https://www.codefactor.io/repository/github/bbalouki/itch)
 [![LinkedIn](https://img.shields.io/badge/LinkedIn-grey?logo=Linkedin&logoColor=white)](https://www.linkedin.com/in/bertin-balouki-simyeli-15b17a1a6/)
 [![PayPal Me](https://img.shields.io/badge/PayPal%20Me-blue?logo=paypal)](https://paypal.me/bertinbalouki?country.x=SN&locale.x=en_US)
@@ -86,7 +87,7 @@ You can install this project using ``pip``
 This is useful for processing historical ITCH data stored in files. The `MessageParser` handles buffering efficiently.
 
 ```python
-from itch import MessageParser
+from itch.parser import MessageParser
 from itch.messages import AddOrderMessage, TradeMessage
 
 # Initialize the parser. Optionally filter messages by type.
@@ -135,7 +136,7 @@ except Exception as e:
 This is suitable for real-time processing, such as reading from a network stream.
 
 ```python
-from itch import MessageParser
+from itch.parser import MessageParser
 from itch.messages import AddOrderMessage
 from queue import Queue
 

itchfeed-1.0.2.dist-info/RECORD

@@ -0,0 +1,9 @@
+itch/__init__.py,sha256=m8ulOH0nET4yLoKcqWJA-VjOEZldGo932t95rHOZh4w,204
+itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
+itch/messages.py,sha256=UHr4eBTtgiLg9vO53GpciAxiAO9AD9uCu8Xz3WnfadM,61927
+itch/parser.py,sha256=Hn7ixJsvflSGSwvDyK4IO8yCjEd7ctBz-JsBbK7Arl4,6126
+itchfeed-1.0.2.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
+itchfeed-1.0.2.dist-info/METADATA,sha256=0IDg9F5c87rS3KCy-tHstJlYnre9BMNMkfD9004ntpY,12638
+itchfeed-1.0.2.dist-info/WHEEL,sha256=0CuiUZ_p9E4cD6NyLD6UG80LBXYyiSYZOKDm5lp32xk,91
+itchfeed-1.0.2.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
+itchfeed-1.0.2.dist-info/RECORD,,

{itchfeed-1.0.1.dist-info → itchfeed-1.0.2.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (79.0.1)
+Generator: setuptools (80.3.1)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

itchfeed-1.0.1.dist-info/RECORD

@@ -1,9 +0,0 @@
-itch/__init__.py,sha256=5EuuYM_NnDS9xuuUc9kTbAI1fwJp8SwpEhb9A9_Ed24,237
-itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
-itch/messages.py,sha256=YBULa6flXYqoicpzgU248eKO8NqEG0mbkReMj9WWU-s,61881
-itch/parser.py,sha256=7wUo10vcfNFJQfNYNZmc4XDqnBxn3KcFn7jN12KV8bs,6211
-itchfeed-1.0.1.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
-itchfeed-1.0.1.dist-info/METADATA,sha256=6F95bHHx01MgIRU-hCb2FV2LowLOmrlF29cQT2DJr_E,12512
-itchfeed-1.0.1.dist-info/WHEEL,sha256=SmOxYU7pzNKBqASvQJ7DjX3XGUF92lrGhMb3R6_iiqI,91
-itchfeed-1.0.1.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
-itchfeed-1.0.1.dist-info/RECORD,,