tickstream 0.1.0__py3-none-any.whl

tickstream/__init__.py

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+"""tickstream — realtime CME futures, options & Level 2. One key, one line.
+
+    from tickstream import Stream
+    for tick in Stream("sk_live_…").subscribe("ES"):
+        print(tick.price, tick.size, tick.ts)
+"""
+
+import json
+import os
+import urllib.parse
+import urllib.request
+
+import websocket  # websocket-client
+
+__all__ = ["Stream", "Client"]
+__version__ = "0.1.0"
+
+DEFAULT_WS = "wss://stream.tick-stream.xyz/v1"
+DEFAULT_API = "https://api.tick-stream.xyz/v1"
+_CH_TYPE = {"ticks": "tick", "book": "book", "options": "option"}
+
+
+class _Obj(dict):
+    """A dict that also allows attribute access: msg.price as well as msg['price']."""
+
+    def __getattr__(self, name):
+        try:
+            return self[name]
+        except KeyError:
+            return None
+
+
+class Stream:
+    """Live market-data stream. Iterate the result of subscribe()/book()/options().
+
+    Blocking, synchronous iteration — reconnects automatically and replies to pings.
+    """
+
+    def __init__(self, api_key, url=None):
+        if not api_key:
+            raise ValueError("tickstream: an API key is required")
+        self.api_key = api_key
+        self.url = url or os.environ.get("TICKSTREAM_WS_URL", DEFAULT_WS)
+        self.plan = None
+
+    def subscribe(self, *symbols):
+        """Yield live trade ticks for one or more symbols."""
+        return self._run("ticks", symbols)
+
+    def book(self, *symbols):
+        """Yield Level 2 order-book snapshots (Realtime+L2 / Pro plans)."""
+        return self._run("book", symbols)
+
+    def options(self, *symbols):
+        """Yield option quotes with greeks for one or more underlyings (Pro plan)."""
+        return self._run("options", symbols)
+
+    def _run(self, channel, symbols):
+        want = _CH_TYPE[channel]
+        syms = [str(s).upper() for s in symbols]
+        sep = "&" if "?" in self.url else "?"
+        full = "%s%skey=%s" % (self.url, sep, urllib.parse.quote(self.api_key))
+        while True:
+            ws = websocket.create_connection(full, enable_multithread=True)
+            try:
+                ws.send(json.dumps({"op": "subscribe", "channel": channel, "symbols": syms}))
+                while True:
+                    raw = ws.recv()
+                    if not raw:
+                        break
+                    msg = json.loads(raw)
+                    t = msg.get("type")
+                    if t == "ping":
+                        ws.send(json.dumps({"op": "pong"}))
+                        continue
+                    if t == "welcome":
+                        self.plan = msg.get("plan")
+                        continue
+                    if t == "error":
+                        raise RuntimeError(msg.get("error", {}).get("message", "stream error"))
+                    if t == want:
+                        yield _Obj(msg)
+            finally:
+                try:
+                    ws.close()
+                except Exception:
+                    pass
+            # connection dropped — reconnect and resubscribe
+
+
+class Client:
+    """REST client for latest quotes, reference data and historical backfill."""
+
+    def __init__(self, api_key, base=None):
+        if not api_key:
+            raise ValueError("tickstream: an API key is required")
+        self.api_key = api_key
+        self.base = (base or os.environ.get("TICKSTREAM_API_URL", DEFAULT_API)).rstrip("/")
+
+    def _get(self, path):
+        req = urllib.request.Request(
+            self.base + path, headers={"Authorization": "Bearer " + self.api_key}
+        )
+        with urllib.request.urlopen(req) as resp:
+            return json.loads(resp.read().decode())
+
+    def quote(self, symbol):
+        return self._get("/quote?symbol=" + urllib.parse.quote(symbol.upper()))
+
+    def ticks(self, symbol, start=None, end=None, cursor=None, limit=None):
+        q = {"symbol": symbol.upper()}
+        if start:
+            q["start"] = start
+        if end:
+            q["end"] = end
+        if cursor:
+            q["cursor"] = cursor
+        if limit:
+            q["limit"] = limit
+        return self._get("/ticks?" + urllib.parse.urlencode(q))
+
+    def symbols(self):
+        return self._get("/symbols")
+
+    def options(self, underlying, expiry=None):
+        q = {"underlying": underlying.upper()}
+        if expiry:
+            q["expiry"] = expiry
+        return self._get("/options?" + urllib.parse.urlencode(q))

tickstream-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: tickstream
+Version: 0.1.0
+Summary: Realtime CME futures, options & Level 2 market data — one key, one line.
+License: MIT
+Project-URL: Homepage, https://tick-stream.xyz
+Project-URL: Documentation, https://tick-stream.xyz/docs
+Keywords: market-data,futures,options,cme,websocket,trading,ticks,level2
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+Requires-Dist: websocket-client>=1.7
+
+# tickstream (Python)
+
+Realtime CME futures, options & Level 2 — one key, one line.
+
+```bash
+pip install tickstream
+```
+
+## Stream ticks
+
+```python
+from tickstream import Stream
+
+for tick in Stream("sk_live_…").subscribe("ES", "NQ"):
+    print(tick.symbol, tick.price, tick.size, tick.side)
+```
+
+## Level 2 & options (Pro plans)
+
+```python
+from tickstream import Stream
+
+for book in Stream("sk_live_…").book("ES"):
+    print(book.bids[0], book.asks[0], book.imbalance)
+
+for o in Stream("sk_live_…").options("ES", "SPX"):
+    print(o.symbol, o.strike, o.right, o.iv, o.delta)
+```
+
+## REST: quotes, backfill, reference data
+
+```python
+from tickstream import Client
+
+api = Client("sk_live_…")
+api.quote("ES")
+api.ticks("ES", start="2025-06-01T13:30:00Z", end="2025-06-01T20:00:00Z")
+api.symbols()
+api.options("SPX", expiry="2026-06-19")
+```
+
+Each message supports attribute **and** dict access (`tick.price` or `tick["price"]`).
+
+Get your API key at <https://tick-stream.xyz>. Full docs: <https://tick-stream.xyz/docs>.
+Point at a local gateway with `TICKSTREAM_WS_URL` / `TICKSTREAM_API_URL`.

tickstream-0.1.0.dist-info/RECORD

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+tickstream/__init__.py,sha256=HtaFB3W2deXztEc4kXYhpXZ2BO24X6tOUZm4BNm-TE8,4375
+tickstream-0.1.0.dist-info/METADATA,sha256=784onNRMARf2CISuME393yg8-E8T4b7WfzCg9zY7U90,1530
+tickstream-0.1.0.dist-info/WHEEL,sha256=aeYiig01lYGDzBgS8HxWXOg3uV61G9ijOsup-k9o1sk,91
+tickstream-0.1.0.dist-info/top_level.txt,sha256=my280qeUame35zcmt61Rh2F3AVTDdq2_7DzQiDXRASA,11
+tickstream-0.1.0.dist-info/RECORD,,

tickstream-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: setuptools (82.0.1)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

tickstream-0.1.0.dist-info/top_level.txt

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+tickstream