README.md

PyFLX

Provides Python market data API access to FlexTrade SYM. PyFLX has two market data Python classes - Symlistener (client) for consuming market data from FlexTrade market data server and Symproxy (publisher or feeder) for publising custom tick data to FlexTrade market data server.

Installation

Install from PyPI using pip:

pip install pyflx

Example

import pyflx
import time

def onData(symbol, data={}):
    print("[onData] symbol:{}, data:{}".format(symbol, data))

sl = pyflx.Symlistener()
sl.onData(onData)
while True:
    try:
        if sl.connect('192.168.1.123', 7600):
            sl.subscribe('XAU/USD')
            sl.loop()
        time.sleep(5)
    except KeyboardInterrupt:
        exit(0)
    except Exception as e:
        print(e)

See symlistener.py and symproxy.py for example codes.

API

Symlistener Class

pyflx.Symlistener()
Create an instance of Symlistener client.

>> sl = pyflx.Symlistener()

Symlistener.connect(ip_address, port)
ip_address: str
port: int
➥return: bool
Connect to a SYM server on a specified port number. Return true if successful or false if not able to connect to the server.

>> sl.connect('192.168.1.123', 7600)

Symlistener.subscribe(symbol)
symbol: str
Subscribe to market data of the symbol.

>> sl.subscribe('XAU/USD')

Symlistener.subscribeAll()
Subscribe to market data of all symbols.

>> sl.subscribeAll()

Symlistener.unsubscribe(symbol)
symbol: str
Unsubscribe to market data of the symbol.

>> sl.unsubscribe('XAU/USD')

Symlistener.unsubscribeAll()
Unsubscribe to market data of all symbols.

>> sl.unsubscribeAll()

Symlistener.loop()
Enter an event loop and listens for callbacks .

>> sl.loop()

Symlistener.onData(symbol, data)
symbol: str
data: dict
A callback onData, if assigned, is called upon receiving messages from SYM server.

>> def onData(symbol, data):
>>     print("[onData] symbol:{}, data:{}".format(symbol, data))
>>
>> sl = pyflx.Symlistener()
>> sl.onData(onData)

Symproxy Class

pyflx.Symproxy()
Create an instance of Symproxy server.

>> sp = pyflx.Symproxy()

Symproxy.initialize(port)
port: int
Listens to an incoming connection request on a port.

>> sp.initialize(7600)

Symproxy.getFd()
➥return: int
Returns either client or a binding socket.

>> sp.getFd()

Symproxy.select()
➥return: int
Looks for events on a socket.

>> sp.select()

Symproxy.checkSocket()
Process checks requests and callbacks will be triggered.

>> sp.checkSocket()

Symproxy.closeClient()
Closes client connection and rebinds to binding port.

>> sp.closeClient()

Symproxy.publish(symbol, data)
symbol: str
data: dict
Publishes market data tick update to a SYM server. See Data Format.

>> sp.publish('XAU/USD', {0:1420, 1:1421.5, 512:1000, 513:2000, 1032:'USD', 1541:'U'})

Symproxy.onLogon(username, password)
username: str
password: str
A callback onLogon, if assigned, is called upon receiving a logon message from a client.

>> def onLogon(username, password):
>>     print("[onLogon] username:{}, password:{}".format(username, password))
>>
>> sp = pyflx.Symproxy()
>> sp.initialize(7600)
>> sp.onLogon(onLogon)
>> sp.onSubscribe(onSubscribe)
>> sp.onUnsubscribe(onUnsubscribe)

Symproxy.onSubscribe(symbol)
symbol: str
A callback onSubscribe, if assigned, is called upon receiving a symbol subscription message from a client.

Symproxy.onUnsubscribe(symbol)
symbol: str
A callback onUnsubscribe, if assigned, is called upon receiving a symbol unsubscription message from a client.

Data Format

Tag	Type	Description
0	float	Bid
1	float	Ask
2	float	VWAP
3	float	Last traded price
8	float	Today's high
9	float	Today's low
10	float	Today's open
11	float	Previous day's close
17	float	Today's close
18	float	Volume
256-511	float	custom fields
512	int	Bid size
513	int	Ask size
514	int	Trade size
518	int	Update time
519	int	Last trade time
768-1023	int	custom fields
1024	str	Symbol
1032	str	Traded currency
1280-1535	str	custom fields
1541	str	Bid tick direction U - up D - down
1545	str	Ask tick direction U - up D - down

Support

• Report an issue in issue tracker

Changelog

1.3.0

• 6 April 2020
• New: Closes clien connection and rebinds to binding port with Symproxy.closeClient()

1.2.0

• 7 August 2019
• Support for Python 2.7
• Symlistener class
• Symproxy class