Empower Your Financial Applications

1
2# pip install requests
3# pip install websockets
4# pip install asyncio
5import requests
6import websockets
7import json
8import asyncio
9
10# If you've subscribed via RapidAPI
11url = "https://insightsentry.p.rapidapi.com/v2/websocket-key"
12
13# Replace with your actual API key
14apiKey = "YOUR_API_KEY_HERE"
15headers = {
16	"x-rapidapi-key": apiKey,
17	"x-rapidapi-host": "insightsentry.p.rapidapi.com"
18}
19
20response = requests.get(url, headers=headers)
21
22json_response = response.json()
23print(json_response)
24
25### Important ###
26# Save the api_key somewhere in your database or file and then reuse it later
27# Since the api_key's expiration is after one week, please refresh it accordingly
28# You can retrieve only up to 10 Websocket API keys per day
29# This is just an example to show how to get the api_key
30api_key = json_response.get("api_key")
31
32
33async def handle_messages(websocket):
34    async for message in websocket:
35        if message == "pong": # skip pong
36            continue
37      
38        # can safely assume that the message is a JSON string
39        try:
40            data = json.loads(message)
41     
42            # Check if json contains 'code'
43            if 'code' in data:
44                # Do something with the Quote or Series data
45                if 'series' in data:
46                    # Handle Series data
47                    print(data)
48                else:
49                    # Handle Quote data
50                    print(data)
51                
52            else:
53                # "server_time" is for checking latency and connection status. If it's not received within 30 seconds, there may be a connection issue
54                # "message" is for initial connection and error messages
55                print(data)
56        except json.JSONDecodeError as e:
57            print(f"Failed to decode JSON: {e}")
58            print(f"Raw message: {message}")
59
60async def send_ping(websocket):
61    """Send ping messages every 15 seconds to keep connection alive"""
62    while True:
63        try:
64            await asyncio.sleep(15)
65            await websocket.send('ping')
66        except Exception as e:
67            print(f"Ping failed: {e}")
68            break
69
70async def connect_and_subscribe():
71    uri = "wss://realtime.insightsentry.com/live"
72    
73    try:
74        async with websockets.connect(uri) as websocket:
75            print("Connected to websocket")
76            
77            # Send subscription message
78            subMsg = json.dumps({
79                "api_key": api_key,
80                "subscriptions": [
81                    # Subscribe to either "series" or "quote" types
82                    # With 1 Symbol Subscription you can subscribe to 1 "series" or 10 "quote"
83                    {
84                        "code": "NASDAQ:AAPL",
85                        "type": "quote"
86                    },
87                    {
88                        "code": "CME_MINI:ES1!",
89                        "type": "quote"
90                    }
91                    #,
92                    # {
93                    #     "code": "NASDAQ:GOOGL",
94                    #     "type": "series",
95                    #     "bar_type": "second",
96                    #     "extended": "false", # to receive only regular trading hours data
97                    #     "bar_interval": 1,
98                    #     "recent_bars": 'true' # to receive recent bars whenever connected/reconnected
99                    # },
100                    # {
101                    #     "code": "NASDAQ:AAPL",
102                    #     "type": "series",
103                    #     "bar_type": "tick",
104                    #     "bar_interval": 1,
105                    #     "recent_bars": 'false'
106                    # }
107                ]
108            })
109            await websocket.send(subMsg)
110            
111            # Periodically sending 'ping' can help to keep connection sticky
112            ping_task = asyncio.create_task(send_ping(websocket))
113            
114            try:
115                # Handle incoming messages
116                await handle_messages(websocket)
117            finally:
118                # Cancel ping task when done
119                ping_task.cancel()
120                try:
121                    await ping_task
122                except asyncio.CancelledError:
123                    pass
124            
125    except websockets.exceptions.ConnectionClosed as e:
126        print(f"Connection closed: {e}")
127        raise
128    except Exception as e:
129        print(f"Connection error: {e}")
130        raise
131
132async def run_with_retry():
133    attempt = 0
134    while True:
135        try:
136            attempt += 1
137            await connect_and_subscribe()
138            break
139        except Exception as e:
140            wait_time = min(0.1 + (attempt - 1) * 0.5, 5)  # Start at 100ms, increase by 500ms, cap at 5 seconds
141            print(f"Reconnecting in {wait_time} seconds...")
142            await asyncio.sleep(wait_time)
143
144if __name__ == "__main__":
145    asyncio.run(run_with_retry())
146