Streamer update for the new DXFeed API

.github/workflows/python-app.yml

@@ -33,5 +33,5 @@ jobs:
       run: |
         python -m pytest --cov=tastytrade --cov-report=term-missing tests/ --cov-fail-under=95
       env:
-        TT_USERNAME: ${{ secrets.TT_USERNAME }}
-        TT_PASSWORD: ${{ secrets.TT_PASSWORD }}
+        TT_USERNAME: tastyware
+        TT_PASSWORD: :4s-S9/9L&Q~C]@v

README.rst

@@ -40,10 +40,10 @@ The streamer is a websocket connection to dxfeed (the Tastytrade data provider)
 
 .. code-block:: python
 
-   from tastytrade import DataStreamer
+   from tastytrade import DXFeedStreamer
    from tastytrade.dxfeed import EventType
 
-   streamer = await DataStreamer.create(session)
+   streamer = await DXFeedStreamer.create(session)
    subs_list = ['SPY', 'SPX']
 
    await streamer.subscribe(EventType.QUOTE, subs_list)

docs/data-streamer.rst

@@ -9,8 +9,8 @@ You can create a streamer using an active production session:
 
 .. code-block:: python
 
-   from tastytrade import DataStreamer
-   streamer = await DataStreamer.create(session)
+   from tastytrade import DXFeedStreamer
+   streamer = await DXFeedStreamer.create(session)
 
 Once you've created the streamer, you can subscribe/unsubscribe to events, like ``Quote``:
 
@@ -67,7 +67,7 @@ For example, we can use the streamer to create an option chain that will continu
    class LivePrices:
       quotes: dict[str, Quote]
       greeks: dict[str, Greeks]
-      streamer: DataStreamer
+      streamer: DXFeedStreamer
       puts: list[Option]
       calls: list[Option]
 
@@ -83,7 +83,7 @@ For example, we can use the streamer to create an option chain that will continu
          # the `streamer_symbol` property is the symbol used by the streamer
          streamer_symbols = [o.streamer_symbol for o in options]
 
-         streamer = await DataStreamer.create(session)
+         streamer = await DXFeedStreamer.create(session)
          # subscribe to quotes and greeks for all options on that date
          await streamer.subscribe(EventType.QUOTE, [symbol] + streamer_symbols)
          await streamer.subscribe(EventType.GREEKS, streamer_symbols)

docs/sessions.rst

@@ -32,7 +32,7 @@ Events
 ------
 
 A ``ProductionSession`` can be used to make simple requests to the dxfeed REST API and pull quotes, greeks and more.
-These requests are slower than ``DataStreamer`` and a separate request is required for each event fetched, so they're really more appropriate for a task that just needs to grab some information once. For recurring data feeds/streams or more time-sensitive tasks, the streamer is more appropriate.
+These requests are slower than ``DXFeedStreamer`` and a separate request is required for each event fetched, so they're really more appropriate for a task that just needs to grab some information once. For recurring data feeds/streams or more time-sensitive tasks, the streamer is more appropriate.
 
 Events are simply market data at a specific timestamp. There's a variety of different kinds of events supported, including:
 

tastytrade/__init__.py

@@ -10,14 +10,16 @@
 from .account import Account  # noqa: E402
 from .search import symbol_search  # noqa: E402
 from .session import CertificationSession, ProductionSession  # noqa: E402
-from .streamer import AlertStreamer, DataStreamer  # noqa: E402
+from .streamer import (AccountStreamer, DXFeedStreamer,  # noqa: E402
+                       DXLinkStreamer)
 from .watchlists import PairsWatchlist, Watchlist  # noqa: E402
 
 __all__ = [
     'Account',
-    'AlertStreamer',
+    'AccountStreamer',
     'CertificationSession',
-    'DataStreamer',
+    'DXFeedStreamer',
+    'DXLinkStreamer',
     'PairsWatchlist',
     'ProductionSession',
     'Watchlist',

tastytrade/dxfeed/event.py

@@ -9,9 +9,10 @@ class EventType(str, Enum):
     for the data streamer.
 
     Information on different types of events, their uses and their properties
-    can be found at the `dxfeed Knowledge Base
+    can be found at the `dxfeed Knowledge Base.
     <https://kb.dxfeed.com/en/data-model/dxfeed-api-market-events.html>`_.
     """
+
     CANDLE = 'Candle'
     GREEKS = 'Greeks'
     PROFILE = 'Profile'
@@ -28,7 +29,7 @@ class Event(ABC):
     def from_stream(cls, data: list) -> List['Event']:  # pragma: no cover
         """
         Makes a list of event objects from a list of raw trade data fetched by
-        a :class:`~tastyworks.streamer.DataStreamer`.
+        a :class:`~tastyworks.streamer.DXFeedStreamer`.
 
         :param data: list of raw quote data from streamer
 

tastytrade/session.py

@@ -183,7 +183,8 @@ def __init__(
         data = response.json()['data']
         self.streamer_token = data['token']
         url = data['websocket-url'] + '/cometd'
-        self.streamer_url = url.replace('https', 'wss')
+        self.dxfeed_url = url.replace('https', 'wss')
+        self.dxlink_url = data['dxlink-url']
         self.rest_url = data['websocket-url'] + '/rest/events.json'
         self.streamer_headers = {
             'Authorization': f'Bearer {self.streamer_token}'