Base Data Streamer¶
-
class
algotradepy.streamers.base.ADataStreamer¶ -
abstract
subscribe_to_bars(contract, bar_size, func, fn_kwargs=None, rth=False)¶ Subscribe to receiving historical bar data.
The bars are fed back as pandas.Series objects.
- Parameters
contract (AContract) – The contract for which to request historical data.
bar_size (timedelta) – The bar size to request.
func (Callable) – The function to which to feed the bars.
fn_kwargs (Dict) – Keyword arguments to feed to the callback function along with the bars.
rth (bool, default False) – Whether to return regular trading hours only.
-
abstract
cancel_bars(contract, func)¶ Cancel bar data updates.
- Parameters
contract (AContract) – The contract definition for which to cancel bar updates.
func (Callable) – The function for which to cancel bar updates.
-
abstract
subscribe_to_tick_data(contract, func, fn_kwargs=None, price_type=<PriceType.MARKET: 'MARKET'>)¶ Subscribe to tick updates.
- Parameters
contract (AContract) – The contract definition for which to request price updates.
func (Callable) – The callback function. It must accept a float as its sole positional argument.
fn_kwargs (dict) – The keyword arguments to pass to the callback function along with the positional arguments.
price_type (PriceType) – The price type (market, bid, ask).
-
abstract
cancel_tick_data(contract, func)¶ Cancel tick updates.
- Parameters
contract (AContract) – The contract definition for which to cancel tick updates.
func (Callable) – The function for which to cancel tick updates.
-
abstract
subscribe_to_trades(contract, func, fn_kwargs=None)¶ Subscribe to trade updates.
- Parameters
contract (AContract) – The contract definition for which to request trade updates.
func (Callable) – The callback function. It must accept a pandas.Series as its sole positional argument.
fn_kwargs (dict) – The keyword arguments to pass to the callback function along with the positional arguments.
-
abstract