Real-Time Data#

CryptoDataStream#

class alpaca.data.live.crypto.CryptoDataStream(api_key: str, secret_key: str, raw_data: bool = False, feed: CryptoFeed = CryptoFeed.US, url_override: Optional[str] = None, websocket_params: Optional[Dict] = None)#

A WebSocket client for streaming live crypto data.

See BaseStream for more information on implementation and the methods available.

async close() → None#

Closes the websocket connection.

run() → None#

Starts up the websocket connection’s event loop

stop() → None#

Stops the websocket connection.

async stop_ws() → None#

Signals websocket connection should close by adding a closing message to the stop_stream_queue

subscribe_bars(handler: Callable, *symbols) → None#

Subscribe to minute bar data for symbol inputs

Parameters:

  • handler (Callable) – The coroutine callback function to handle live minute bar data

  • *symbols – Variable string arguments for ticker identifiers to be subscribed to.

subscribe_daily_bars(handler: Callable, *symbols) → None#

Subscribe to daily bar data for symbol inputs

Parameters:

  • handler (Callable) – The coroutine callback function to handle live daily bar data

  • *symbols – Variable string arguments for ticker identifiers to be subscribed to.

subscribe_quotes(handler: Callable, *symbols) → None#

Subscribe to quote data for symbol inputs

Parameters:

  • handler (Callable) – The coroutine callback function to handle live quote data

  • *symbols – Variable string arguments for ticker identifiers to be subscribed to.

subscribe_trades(handler: Callable, *symbols) → None#

Subscribe to trade data for symbol inputs

Parameters:

  • handler (Callable) – The coroutine callback function to handle live trade data

  • *symbols – Variable string arguments for ticker identifiers to be subscribed to.

subscribe_updated_bars(handler: Callable, *symbols) → None#

Subscribe to updated bar data for symbol inputs

Parameters:

  • handler (Callable) – The coroutine callback function to handle live updated bar data

  • *symbols – Variable string arguments for ticker identifiers to be subscribed to.

unsubscribe_bars(*symbols) → None#

Unsubscribe from minute bar data for symbol inputs

Parameters:

*symbols – Variable string arguments for ticker identifiers to be unsubscribed from.

unsubscribe_daily_bars(*symbols) → None#

Unsubscribe from daily bar data for symbol inputs

Parameters:

*symbols – Variable string arguments for ticker identifiers to be unsubscribed from.

unsubscribe_quotes(*symbols) → None#

Unsubscribe from quote data for symbol inputs

Parameters:

*symbols – Variable string arguments for ticker identifiers to be unsubscribed from.

unsubscribe_trades(*symbols) → None#

Unsubscribe from trade data for symbol inputs

Parameters:

*symbols – Variable string arguments for ticker identifiers to be unsubscribed from.

unsubscribe_updated_bars(*symbols) → None#

Unsubscribe from updated bar data for symbol inputs

Parameters:

*symbols – Variable string arguments for ticker identifiers to be unsubscribed from.