vdatafeed 1.1.4

Description:

vdatafeed 1.1.4

vDatafeed
vDatafeed: A Python wrapper for Viet Nam Datafeed API




Installation
pip install vdatafeed

Usage
Financial data
from vdatafeed import Datafeed, Config, EnumDatafeed


datafeed = Datafeed(
datafeed=EnumDatafeed.SSI.value,
config=Config(
ssi_datafeed_id="<SSI_DATAFEED_ID>",
ssi_datafeed_secret="<SSI_DATAFEED_SECRET>"
)
)

# Get list of instruments
datafeed.api.get_instruments()
# Get instrument details
datafeed.api.get_instrument_details("SSI")
# Get list of indices
datafeed.api.get_indices()
# Get list of instruments in an index
datafeed.api.get_indices_instruments("VN30")
# Get daily instruments info
datafeed.api.get_daily_instruments_info(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")
# Get daily all instruments info
datafeed.api.get_daily_instruments_info(from_date="2024-09-10", to_date="2024-09-10")
# Get daily indices info
datafeed.api.get_daily_indices_info(index="VN30", from_date="2024-09-01", to_date="2024-09-10")
# Get end of day OHLCV
datafeed.api.get_endofday_ohlcv(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")
# Get intraday OHLCV
datafeed.api.get_intraday_ohlcv(instrument="SSI", from_date="2024-09-01", to_date="2024-09-10")

Streaming data
import asyncio
from vdatafeed import Datafeed, Config, EnumDatafeed


datafeed = Datafeed(
datafeed=EnumDatafeed.SSI.value,
config=Config(
ssi_datafeed_id="<SSI_DATAFEED_ID>",
ssi_datafeed_secret="<SSI_DATAFEED_SECRET>"
)
)



def on_trade_message(msg):
"""
Handle the incoming trade message.
Args:
msg (str): The message received.
Returns:
None
"""
print(f"TRADE: {msg}")


def on_quote_message(msg):
"""
Handle the incoming quote message.
Args:
msg (str): The message received.
Returns:
None
"""
print(f"QUOTE: {msg}")


asyncio.run(
datafeed.hub.listen(
input("Please select Symbol(SSI)/Index(VNINDEX/VN30) or list(SSI,VCB): "),
on_trade_message,
on_quote_message
)
)

MIT License
Copyright (c) 2024 Quant.vn
Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:
The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.