itchfeed 1.0.5__py3-none-any.whl → 1.0.6__py3-none-any.whl

itch/__init__.py

@@ -4,8 +4,14 @@ Nasdaq TotalView-ITCH 5.0 Parser
 
 __author__ = "Bertin Balouki SIMYELI"
 __copyright__ = "2025 Bertin Balouki SIMYELI"
-__email__ = "bertin@bbstrader.com"
+__email__ = "bertin@bbs-trading.com"
 __license__ = "MIT"
-__version__ = "1.0.4"
+
+from importlib.metadata import version, PackageNotFoundError
+
+try:
+    __version__ = version("itchfeed")
+except PackageNotFoundError:
+    __version__ = "unknown"
 
 

itch/messages.py

@@ -46,7 +46,7 @@ class MarketMessage(object):
     def __bytes__(self) -> bytes:
         return self.to_bytes()
 
-    def to_bytes(self) -> bytes:
+    def to_bytes(self) -> bytes: # type: ignore
         """
         Packs the message into bytes using the defined message_pack_format.
         This method should be overridden by subclasses to include specific fields.
@@ -109,9 +109,7 @@ class MarketMessage(object):
         ts1 = self.timestamp >> 32
         ts2 = self.timestamp - (ts1 << 32)
         return (ts1, ts2)
-        ts1 = self.timestamp >> 32
-        ts2 = self.timestamp - (ts1 << 32)
-        return (ts1, ts2)
+
 
     def decode_price(self, price_attr: str) -> float:
         precision = getattr(self, "price_precision")

itch/parser.py

@@ -1,4 +1,4 @@
-from typing import IO, BinaryIO, Iterator
+from typing import IO, BinaryIO, Callable, Iterator, Optional, Tuple
 
 from itch.messages import MESSAGES, MarketMessage
 from itch.messages import messages as msgs
@@ -13,8 +13,70 @@ class MessageParser(object):
     def __init__(self, message_type: bytes = MESSAGES):
         self.message_type = message_type
 
-    def read_message_from_file(
-        self, file: BinaryIO, cachesize: int = 65_536, save_file: IO = None
+    def get_message_type(self, message: bytes) -> MarketMessage:
+        """
+        Take an entire bytearray and return the appropriate ITCH message
+        instance based on the message type indicator (first byte of the message).
+
+        All message type indicators are single ASCII characters.
+        """
+        message_type = message[0:1]
+        try:
+            return msgs[message_type](message)  # type: ignore
+        except Exception:
+            raise ValueError(
+                f"Unknown message type: {message_type.decode(encoding='ascii')}"
+            )
+
+    def _parse_message_from_buffer(
+        self, buffer: memoryview, offset: int
+    ) -> Optional[Tuple[MarketMessage, int]]:
+        """
+        Parses a single ITCH message from a memory buffer.
+
+        This method checks for a 2-byte header (a null byte and a length byte),
+        determines the full message size, and extracts the message if the
+        complete message is present in the buffer.
+
+        Args:
+            buffer (memoryview):
+                The buffer containing the binary data.
+            offset (int):
+                The starting position in the buffer to begin parsing.
+
+        Returns:
+            Optional[Tuple[MarketMessage, int]]:
+                A tuple containing the parsed MarketMessage and the total length
+                of the message including the header. Returns None if a complete
+                message could not be parsed.
+
+        Raises:
+            ValueError:
+                If the data at the current offset does not start with the
+                expected 0x00 byte.
+        """
+        buffer_len = len(buffer)
+        if offset + 2 > buffer_len:
+            return None
+
+        if buffer[offset : offset + 1] != b"\x00":
+            raise ValueError(
+                f"Unexpected start byte at offset {offset}: "
+                f"{buffer[offset : offset + 1].tobytes()}"
+            )
+
+        msg_len = buffer[offset + 1]
+        total_len = 2 + msg_len
+
+        if offset + total_len > buffer_len:
+            return None
+
+        raw_msg = buffer[offset + 2 : offset + total_len]
+        message = self.get_message_type(raw_msg.tobytes())
+        return message, total_len
+
+    def parse_file(
+        self, file: BinaryIO, cachesize: int = 65_536, save_file: Optional[IO] = None
     ) -> Iterator[MarketMessage]:
         """
         Reads and parses market messages from a binary file-like object.
@@ -55,7 +117,7 @@ class MessageParser(object):
             >>> with gzip.open(data_file, "rb") as itch_file:
             >>> message_count = 0
             >>> start_time = time.time()
-            >>> for message in parser.read_message_from_file(itch_file):
+            >>> for message in parser.parse_file(itch_file):
             >>>     message_count += 1
             >>>     if message_count <= 5:
             >>>         print(message)
@@ -66,46 +128,24 @@ class MessageParser(object):
         if not file.readable():
             raise ValueError("file must be opened in binary read mode")
 
-        if save_file is not None:
-            if not save_file.writable():
-                raise ValueError("save_file must be opened in binary write mode")
+        if save_file is not None and not save_file.writable():
+            raise ValueError("save_file must be opened in binary write mode")
 
         data_buffer = b""
         offset = 0
 
         while True:
-            if len(data_buffer) - offset < 2:
+            parsed = self._parse_message_from_buffer(memoryview(data_buffer), offset)
+            if parsed is None:
                 data_buffer = data_buffer[offset:]
                 offset = 0
-                new_data = file.read(cachesize)
-                if not new_data:
-                    break
-                data_buffer += new_data
-
-                if len(data_buffer) < 2:
-                    break
-
-            if data_buffer[offset : offset + 1] != b"\x00":
-                raise ValueError(
-                    "Unexpected byte: "
-                    + str(data_buffer[offset : offset + 1], encoding="ascii")
-                )
-
-            message_len = data_buffer[offset + 1]
-            total_len = 2 + message_len
-
-            if len(data_buffer) - offset < total_len:
-                data_buffer = data_buffer[offset:]
-                offset = 0
-
                 new_data = file.read(cachesize)
                 if not new_data:
                     break
                 data_buffer += new_data
                 continue
 
-            message_data = data_buffer[offset + 2 : offset + total_len]
-            message = self.get_message_type(message_data)
+            message, total_len = parsed
 
             if message.message_type in self.message_type:
                 if save_file is not None:
@@ -113,13 +153,16 @@ class MessageParser(object):
                     save_file.write(b"\x00" + msg_len_to_bytes + message.to_bytes())
                 yield message
 
-            if message.message_type == b"S":  # System message
-                if message.event_code == b"C":  # End of messages
-                    break
+            if (
+                message.message_type == b"S"
+                and getattr(message, "event_code", b"") == b"C"
+            ):
+                break
+
             offset += total_len
 
-    def read_message_from_bytes(
-        self, data: bytes, save_file: IO = None
+    def parse_stream(
+        self, data: bytes, save_file: Optional[IO] = None
     ) -> Iterator[MarketMessage]:
         """
         Process one or multiple ITCH binary messages from a raw bytes input.
@@ -139,30 +182,20 @@ class MessageParser(object):
             - No buffering is done here — this is meant for real-time decoding.
         """
         if not isinstance(data, (bytes, bytearray)):
-            raise TypeError("data must be bytes or bytearray not " + str(type(data)))
+            raise TypeError("data must be bytes or bytearray, not " + str(type(data)))
 
-        if save_file is not None:
-            if not save_file.writable():
-                raise ValueError("save_file must be opened in binary write mode")
+        if save_file is not None and not save_file.writable():
+            raise ValueError("save_file must be opened in binary write mode")
 
         offset = 0
         data_view = memoryview(data)
-        data_len = len(data_view)
-
-        while offset + 2 <= data_len:
-            if data_view[offset : offset + 1] != b"\x00":
-                raise ValueError(
-                    f"Unexpected start byte at offset {offset:offset+1}: "
-                    f"{data_view[offset : offset + 1].tobytes()}"
-                )
-            msg_len = data_view[offset + 1]
-            total_len = 2 + msg_len
-
-            if offset + total_len > data_len:
+
+        while True:
+            parsed = self._parse_message_from_buffer(data_view, offset)
+            if parsed is None:
                 break
 
-            raw_msg = data_view[offset + 2 : offset + total_len]
-            message = self.get_message_type(raw_msg.tobytes())
+            message, total_len = parsed
 
             if message.message_type in self.message_type:
                 if save_file is not None:
@@ -170,23 +203,26 @@ class MessageParser(object):
                     save_file.write(b"\x00" + msg_len_to_bytes + message.to_bytes())
                 yield message
 
-            if message.message_type == b"S":  # System message
-                if message.event_code == b"C":  # End of messages
-                    break
+            if (
+                message.message_type == b"S"
+                and getattr(message, "event_code", b"") == b"C"
+            ):
+                break
 
             offset += total_len
 
-    def get_message_type(self, message: bytes) -> MarketMessage:
+    def parse_messages(
+        self,
+        data: BinaryIO | bytes | bytearray,
+        callback: Callable[[MarketMessage], None],
+    ) -> None:
         """
-        Take an entire bytearray and return the appropriate ITCH message
-        instance based on the message type indicator (first byte of the message).
-
-        All message type indicators are single ASCII characters.
+        Parses messages from data and invokes a callback for each message.
         """
-        message_type = message[0:1]
-        try:
-            return msgs[message_type](message)
-        except Exception:
-            raise ValueError(
-                f"Unknown message type: {message_type.decode(encoding='ascii')}"
-            )
+        parser_func = (
+            self.parse_stream
+            if isinstance(data, (bytes, bytearray))
+            else self.parse_file
+        )
+        for message in parser_func(data):
+            callback(message)

{itchfeed-1.0.5.dist-info → itchfeed-1.0.6.dist-info}/METADATA

@@ -1,13 +1,12 @@
 Metadata-Version: 2.4
 Name: itchfeed
-Version: 1.0.5
+Version: 1.0.6
 Summary: Simple parser for ITCH messages
-Home-page: https://github.com/bbalouki/itch
-Download-URL: https://pypi.org/project/itchfeed/
-Author: Bertin Balouki SIMYELI
-Author-email: <bertin@bbstrader.com>
-Maintainer: Bertin Balouki SIMYELI
-License: The MIT License (MIT)
+Author-email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
+Maintainer-email: Bertin Balouki SIMYELI <bertin@bbs-trading.com>
+License-Expression: MIT
+Project-URL: Homepage, https://github.com/bbalouki/itch
+Project-URL: Download, https://pypi.org/project/itchfeed/
 Project-URL: Source Code, https://github.com/bbalouki/itch
 Keywords: Finance,Financial,Quantitative,Equities,Totalview-ITCH,Totalview,Nasdaq-ITCH,Nasdaq,ITCH,Data,Feed,ETFs,Funds,Trading,Investing
 Classifier: Development Status :: 5 - Production/Stable
@@ -19,20 +18,7 @@ Classifier: Operating System :: OS Independent
 Description-Content-Type: text/markdown
 License-File: LICENSE
 Requires-Dist: pytest
-Dynamic: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: download-url
-Dynamic: home-page
-Dynamic: keywords
-Dynamic: license
 Dynamic: license-file
-Dynamic: maintainer
-Dynamic: project-url
-Dynamic: requires-dist
-Dynamic: summary
 
 # Nasdaq TotalView-ITCH 5.0 Parser
 [![PYPI Version](https://img.shields.io/pypi/v/itchfeed)](https://pypi.org/project/itchfeed/)
@@ -111,6 +97,8 @@ After installation (typically via pip), import the necessary modules directly in
 
 ## Usage
 
+Download some sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
+
 ### Parsing from a Binary File
 
 This is useful for processing historical ITCH data stored in files. The `MessageParser` handles buffering efficiently.
@@ -131,9 +119,8 @@ parser = MessageParser() # Parses all messages by default
 
 # Path to your ITCH 5.0 data file
 itch_file_path = 'path/to/your/data'
-# you can find sample data [here](https://emi.nasdaq.com/ITCH/Nasdaq%20ITCH/)
 
-# The `read_message_from_file()` method reads the ITCH data in chunks.
+# The `parse_file()` method reads the ITCH data in chunks.
 # - `cachesize` (optional, default: 65536 bytes): This parameter determines the size of data chunks
 #   read from the file at a time. Adjusting this might impact performance for very large files
 #   or memory usage, but the default is generally suitable.
@@ -144,13 +131,9 @@ itch_file_path = 'path/to/your/data'
 
 try:
     with open(itch_file_path, 'rb') as itch_file:
-        # read_message_from_file returns a list of parsed message objects
-        parsed_messages = parser.read_message_from_file(itch_file) # You can also pass cachesize here, e.g., parser.read_message_from_file(itch_file, cachesize=131072)
-
-        print(f"Parsed {len(parsed_messages)} messages.")
-
+        # parse_file returns an Iterator of parsed message objects
         # Process the messages
-        for message in parsed_messages:
+        for message in parser.parse_file(itch_file):
             # Access attributes directly
             print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -192,14 +175,8 @@ parser = MessageParser()
 # Example: \x00\x0bS...\x00\x25R...\x00\x27F...
 raw_binary_data: bytes = b"..." # Your raw ITCH 5.0 data chunk
 
-# read_message_from_bytes returns a queue of parsed message objects
-message_queue: Queue = parser.read_message_from_bytes(raw_binary_data)
-
-print(f"Parsed {message_queue.qsize()} messages from the byte chunk.")
-
-# Process messages from the queue
-while not message_queue.empty():
-    message = message_queue.get()
+# parse_stream returns an Iterator of parsed message objects
+for message in parser.parse_stream(raw_binary_data)
 
     print(f"Type: {message.message_type.decode()}, Timestamp: {message.timestamp}")
 
@@ -462,11 +439,12 @@ Common scenarios that can lead to a `ValueError` include:
 
 It's crucial to anticipate these errors in your application:
 
-*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `read_message_from_file` or `read_message_from_bytes`) in `try-except ValueError as e:` blocks.
+*   **Use `try-except` Blocks:** Wrap your parsing calls (especially `parse_file` or `parse_stream`) in `try-except ValueError as e:` blocks.
     ```python
     try:
         # ... parsing operations ...
-        messages = parser.read_message_from_file(itch_file)
+        for message in parser.parse_file(itch_file):
+            ...
     except ValueError as e:
         print(f"An error occurred during parsing: {e}")
         # Log the error, problematic data chunk, or take other actions

itchfeed-1.0.6.dist-info/RECORD

@@ -0,0 +1,9 @@
+itch/__init__.py,sha256=ykG85u8WbMZnQt78wg-a4Zqm6dTGNf3lYRsqh5FOuPI,348
+itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
+itch/messages.py,sha256=bXEcD9h0ZsD9IXVMfQa7FWZTpgiQoyeSdxZ9hrp3ukQ,64847
+itch/parser.py,sha256=1Skl8SBQz_SDqHEDkFHydJw0TEt3M_xNcUMAE19yquo,8442
+itchfeed-1.0.6.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
+itchfeed-1.0.6.dist-info/METADATA,sha256=ZPgCxVsjBIAXxdkllrx57IrP-wE0oxkgafIZaSsxm0Q,33174
+itchfeed-1.0.6.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+itchfeed-1.0.6.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
+itchfeed-1.0.6.dist-info/RECORD,,

itchfeed-1.0.5.dist-info/RECORD

@@ -1,9 +0,0 @@
-itch/__init__.py,sha256=M9Jirj4-XXdaCoTcU2_g89z7JHK8mDtJflTFf9HnU-k,205
-itch/indicators.py,sha256=-Ed2M8I60xGQ1bIPZCGCKGb8ayT87JAnIaosfiBimXI,6542
-itch/messages.py,sha256=UWhpFzgfaDwAah-R0p24LtpP7-G5pP1jnOMakBc33t4,64935
-itch/parser.py,sha256=glYjyeqY9841UqcOD8Wck-Az70AUwQxTt9SckYoxOg0,7422
-itchfeed-1.0.5.dist-info/licenses/LICENSE,sha256=f2u79rUzh-UcYH0RN0Ph0VvVYHBkYlVxtguhKmrHqsw,1089
-itchfeed-1.0.5.dist-info/METADATA,sha256=gUXQ25Q5Cvw6EHGVLUDuTXFOTdUSp8VQEIyKUOd8LU8,33853
-itchfeed-1.0.5.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-itchfeed-1.0.5.dist-info/top_level.txt,sha256=xwsOYShvy3gc1rfyitCTgSxBZDGG1y6bfQxkdhIGmEM,5
-itchfeed-1.0.5.dist-info/RECORD,,