makefile

Signed-off-by: Jeff Carr <jcarr@wit.com>

Makefile

@@ -0,0 +1,8 @@
+# check out this:  https://github.com/intrinio/python-sdk.git
+# then run: python setup.py install --user
+docn-insiders:
+	./DOCN-institutional-trans.py
+
+install:
+	python setup.py install --user
+	# pip install intrinio-sdk

realtime-options.py

@@ -0,0 +1,123 @@
+#!/usr/bin/python3
+
+import threading
+import signal
+import time
+import sys
+from threading import Event,Lock
+import client
+
+trade_count = 0
+trade_count_lock = Lock()
+ask_count = 0
+ask_count_lock = Lock()
+bid_count = 0
+bid_count_lock = Lock()
+open_interest_count = 0
+open_interest_count_lock = Lock()
+block_count = 0
+block_count_lock = Lock()
+sweep_count = 0
+sweep_count_lock = Lock()
+large_trade_count = 0
+large_trade_count_lock = Lock()
+
+def on_quote(quote : client.Quote):
+    global ask_count
+    global ask_count_lock
+    global bid_count
+    global bid_count_lock
+    if (quote.type == client.QuoteType.ASK):
+        with ask_count_lock: ask_count += 1
+    elif (quote.type == client.QuoteType.BID):
+        with bid_count_lock: bid_count += 1
+    else: client.Log("on_quote - Unknown quote type {0}", quote.type)
+
+def on_trade(trade : client.Trade):
+    global trade_count
+    global trade_count_lock
+    with trade_count_lock: trade_count += 1
+
+def on_open_interest(oi : client.OpenInterest):
+    global open_interest_count
+    global open_interest_count_lock
+    with open_interest_count_lock: open_interest_count += 1
+
+def on_unusual_activity(ua : client.UnusualActivity):
+    global block_count
+    global block_count_lock
+    global sweep_count
+    global sweep_count_lock
+    global large_trade_count
+    global large_trade_count_lock
+    if (ua.type == client.UnusualActivityType.BLOCK):
+        with block_count_lock: block_count += 1
+    elif (ua.type == client.UnusualActivityType.SWEEP):
+        with sweep_count_lock: sweep_count += 1
+    elif (ua.type == client.UnusualActivityType.LARGE):
+        with large_trade_count_lock: large_trade_count += 1
+    else : client.Log("on_unusual_activity - Unknown type {0}", ua.type)
+
+class Summarize(threading.Thread):
+    def __init__(self, stop_flag : threading.Event, client : client.Client):
+        threading.Thread.__init__(self, args=(), kwargs=None, daemon=True)
+        self.__stop_flag : threading.Event = stop_flag
+        self.__client = client
+
+    def run(self):
+        while (not self.__stop_flag.is_set()):
+            time.sleep(10.0)
+            (dataMsgs, txtMsgs, queueDepth) = self.__client.getStats()
+            client.Log("Client Stats - Data Messages: {0}, Text Messages: {1}, Queue Depth: {2}".format(dataMsgs, txtMsgs, queueDepth))
+            client.Log("App Stats - Trades: {0}, Asks: {1}, Bids: {2}, Open Interest: {3}, Blocks: {4}, Sweeps: {5}, Large Trades: {6}"
+                .format(
+                    trade_count,
+                    ask_count,
+                    bid_count,
+                    open_interest_count,
+                    block_count,
+                    sweep_count,
+                    large_trade_count))
+
+# Your config object MUST include the 'apiKey' and 'provider', at a minimum
+config : client.Config = client.Config(
+    apiKey = "OjZjZGIzZmYyNDg4NDZjYjQ4NzAzMzAyZjg0OTU5MDcz",
+    provider = client.Providers.OPRA,
+    numThreads = 2,
+    symbols = ["AAPL"], # this is a static list of symbols (options contracts or option chains) that will automatically be subscribed to when the client starts
+    logLevel = client.LogLevel.INFO)
+
+# Register only the callbacks that you want.
+# Take special care when registering the 'onQuote' handler as it will increase throughput by ~10x
+intrinioRealtimeOptionsClient : client.Client = client.Client(config, onTrade = on_trade)
+
+# Use this to subscribe to the entire univers of symbols (option contracts). This requires special permission.
+#intrinioRealtimeOptionsClient.joinLobby()
+
+# Use this to subscribe, dynamically, to an option chain (all option contracts for a given underlying symbol).
+#intrinioRealtimeOptionsClient.join("AAPL")
+
+# Use this to subscribe, dynamically, to a specific option contract.
+#intrinioRealtimeOptionsClient.join("AAP___230616P00250000")
+
+# Use this to subscribe, dynamically, a list of specific option contracts or option chains.
+#intrinioRealtimeOptionsClient.join("GOOG__220408C02870000", "MSFT__220408C00315000", "AAPL__220414C00180000", "TSLA", "GE")
+
+stop_event = Event()
+
+def on_kill_process(sig, frame):
+    client.Log("Sample Application - Stopping")
+    stop_event.set()
+    intrinioRealtimeOptionsClient.stop()
+    sys.exit(0)
+
+signal.signal(signal.SIGINT, on_kill_process)
+
+summarize_thread = Summarize(stop_event,intrinioRealtimeOptionsClient)
+summarize_thread.start()
+
+intrinioRealtimeOptionsClient.start()
+
+time.sleep(60*60)
+# sigint, or ctrl+c, during the thread wait will also perform the same below code.
+on_kill_process(None,None)