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Streamer update for the new DXFeed API #83
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For some symbols not all attributes from the MarketMetricInfo class are returned, those are now made optional
# Conflicts: # tastytrade/metrics.py
It's a bit beyond me where to put
in order to pass the lint for the sequence of the imports |
Hey! This looks interesting, I'm excited to try it out! I noticed the other streamer in the API docs and I am intrigued. To start off, could you make this in addition to the existing streamer instead of replacing it? I don't think it makes sense to replace the existing streamer yet, especially when the new one has more limited functionality. Other than that, I think it would be good to get the tests passing. And the
You can just run |
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Need some help with these last three issues |
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Looks good! Can you clean up a few more things?
Hey! I've been crazy busy the last couple months, but things are calmer now so I should get the chance to tackle this in the next couple days. Thanks for being patient in the meantime! |
This is more urgent than I thought, it seems like the old streamer has been moved to delayed quotes! In light of this I don't think there's any reason to keep the old streamer. |
It's still possible to get live quotes using dxFeed with the token and url obtained by the I would bet that your quotes are being delayed arbitrarily by tastytrade; I had the same issue. You should stop any applications you personally have running using dxFeed, contact tastytrade support to complain about delayed quotes and mention you are not using the old data system, and wait for them to switch you back to live data. From there, you should be able to use dxFeed or dxLink for live data. If it sounds confusing, arbitrary, and opaque, it's because it is. |
As a testing note, Supported events by both feeds:
Undocumented events supported only by live feed for platform:
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This is great stuff, thanks for researching this! |
That's good to know, so we have more time to get these changes integrated then. That said, we should probably get this PR moving along. |
To start, can we name the streamers |
This will require changes in the documentation as well. |
What is still needed here, lost track due to all the comments. |
This to start with |
Description
DXFeed introduced a new API
All contracts stayed the same so code should be working, albeit that at current this new API has only limited capabilities.
No options e.g. Also some symbols are not working
Related issue(s)
No issue submitted
Pre-merge checklist
- Happy flow and some faults are tested
* candles are not working, also not working with the example of the DXfeed website.