Metadata-Version: 2.1
Name: fenix-pipeline-sdk
Version: 0.9.1
Summary: SDK for interacting with the Fenix Pipeline API
Home-page: https://github.com/fenix-blockchain/fenix-pipeline
Author: Fenix Blockchain Technology
Author-email: support@fenixblockchain.com
License: MIT License
Description: # Fenix Pipeline Python SDK
        
        The Fenix Pipeline Python SDK facilitates connection to and interaction with the [Fenix Pipeline API](https://github.com/fenix-blockchain/fenix-pipeline) from any Python application.
        
        
        ## Prerequisites and Notes
        
        The following should be considered when using the SDK:
        
        * The Fenix Pipeline API requires an authentication token. Tokens are currently only available to select beta customers.
        * The Python SDK is written using `asyncio` for performance. There are not currently specific plans to add other async libraries (such as `gevent`) but this may be considered in future releases. If you need such support, contact Fenix to discuss.
        
        
        ## Sample Usage
        
        The following program demonstrates the basic use of the SDK:
        
        ```python
        import asyncio
        import os
        
        from fenix_pipeline import RawDataSocket
        from fenix_pipeline import SubscriptionTypes
        from fenix_pipeline import Trade
        
        async def simple_sample(event_loop):
            # read the API key from a local environment variable called `FENIX_API_KEY`
            socket = RawDataSocket(os.environ.get('FENIX_API_KEY'))
            # using a context manager
            async with await socket.connect(message_handler=print_messages) as subscriber:
                # subscribe to the `btc-usdt` stream
                await subscriber.subscribe(
                    SubscriptionTypes.TRADES_BY_MARKET, 'btc-usdt')
                # just receive messages for the next 10 seconds
                await asyncio.sleep(10)
                # unsubscribe from the `btc-usdt` stream
                await subscriber.unsubscribe(
                    SubscriptionTypes.TRADES_BY_MARKET, 'btc-usdt')
            # done
        
        async def print_messages(item):
            if isinstance(item, Trade):
                log.info('received: %r', item)
            else:
                log.info('other message: %s', item)
        
        event_loop = asyncio.get_event_loop()
        event_loop.run_until_complete(simple_sample(event_loop))
        ```
        
        
        ## Detailed Documentation
        
        The SDK uses a context manager to manage connection state and an async coroutine to provide data to the user.
        
        
        ### RawDataSocket Context Manager
        
        The `RawDataSocket` class provides the context manager and manages all async activity. Create a RawDataSocket by passing an API key, and then call `connect(message_handler)` on the object to establish the connection:
        
        ```python
        socket = RawDataSocket(my_api_key)
        
        # alternate, condensed version
        with socket.connect(my_message_handler) as subscriber:
            # ... interact with server
            asyncio.sleep(1)
        ```
        
        **Note:** all following sections assume you are using the name `subscriber` as shown above.
        
        
        ### Subscribing to Channels
        
        Within the context manager, the `subscriber` object gives you methods for requesting the channels you receive.
        
        
        #### Trade Data
        
        You can get trade data in three basic subscription types. Each of these types is selectable from the `SubscriptionTypes` enum:
        
        * `SubscriptionTypes.TRADES_BY_EXCHANGE`: all trades on any market within a certain exchange
        * `SubscriptionTypes.TRADES_BY_MARKET`: all trades from any exchange associated with a specific market (such as `BTC-USDT`)
        * `SubscriptionTypes.ALL_TRADES`: every received trade regardless of market and regardless of exchange
        
        
        ```python
        from fenix_pipeline import SubscriptionType
        subscription_type = SubscriptionTypes.ALL_TRADES
        ```
        
        
        ##### All Trades
        
        To subscribe to all trades:
        
        ```python
        await subscriber.subscribe(SubscriptionTypes.ALL_TRADES)
        ```
        
        **Note:** the `ALL_TRADES` subscription will contain a very large number of trades; ensure your code is performant and your network connection is sufficient to avoid losing data in the stream.
        
        
        ##### Trades by Market
        
        To subscribe to all trades within a given market (in this example, BTC-USDT):
        
        ```python
        await subscriber.subscribe(SubscriptionTypes.TRADES_BY_MARKET, 'btc-usdt')
        ```
        
        
        ##### Trades by Exchange
        
        To subscribe to all trades coming from a given exchange (in this example, Binance):
        
        ```python
        await subscriber.subscribe(SubscriptionTypes.TRADES_BY_EXCHANGE, 'binance')
        ```
        
        
        ##### Subscription Response
        
        After sending a subscription request, a message will be sent back confirming the channel has been successfully subscribed:
        
        ```python
        await subscriber.subscribe(SubscriptionTypes.TRADES_BY_EXCHANGE, 'binance')
        ```
        
        ... will result in the following message being passed into the `message_handler` coroutine:
        
        ```python
        {'type': 'subscribed', 'message': 'trades/exchange/binance'}
        ```
        
        You should then begin receiving trade data from that exchange being passed into the `message_handler` coroutine.
        
        If you supply an invalid channel reference:
        
        ```python
        await subscriber.subscribe(SubscriptionTypes.TRADES_BY_MARKET, 'btc-%')
        ```
        
        ... will result in the following message being passed into the `message_handler` coroutine:
        
        ```python
        {'type': 'error', 'message': 'trades/market/btc-% invalid'}
        ```
        
        
        #### Duplicate Data
        
        Note that subscriptions may include overlapping data; for instance, if you subscribe to all trades on the BTC-USDT market and also all trades on the Binance exchange, trades that take place on Binance related to the BTC-USDT market belong to both subscriptions.
        
        Data coming from the API may contain duplicate entities as documented in the [API reference documentation](https://github.com/fenix-blockchain/fenix-pipeline/blob/master/api/README.md). This behavior applies equally to all subscription types.
        
        
        ### Unsubscribing from Channels
        
        Unsubscribing from channels is exactly like subscribing but calling the `unsubscribe()` method of `subscriber`:
        
        ```python
        await subscriber.unsubscribe(SubscriptionTypes.TRADES_BY_EXCHANGE, 'binance')
        ```
        
        ... will result in the following message being passed into the `message_handler` coroutine:
        
        ```python
        {'type': 'unsubscribed', 'message': 'trades/exchange/binance'}
        ```
        
        If you supply a reference to a channel you are not subscribed to:
        
        ```python
        await subscriber.unsubscribe(SubscriptionTypes.TRADES_BY_MARKET, 'btc-eudt')
        ```
        
        ... will result in the following message being passed into the `message_handler` coroutine:
        
        ```python
        {'type': 'error', 'message': 'trades/market/btc-eudt not subscribed'}
        ```
        
        
        ### Data Model
        
        Apart from `subscribe`, `unsubscribe`, and `error` messages described above, the messages passed into the `message_handler` coroutine will depend on the type of object being transferred. Currently only `Trade` obejcts are supported; other types will be added in the future.
        
        
        #### Trade Data
        
        Trade data will be received as an object of type `fenix_pipeline.Trade`:
        
        ```python
        >>> repr(trade)
        Trade(id=binance:btc-usdt:189128621, timestamp=1570839641.248, exchange=binance, pair=btc-usdt, euid=189128621, price=8272.17, quantity=0.012112, direction=buy)
        >>> trade.timestamp
        1570839641.248
        ```
        
        Trades consist of the following fields:
        
        * `exchange`: the exchange where the trade was effected
        * `market`: the market the trade encompasses
        * `euid`: the unique ID as reported by the exchange for that trade
            * the combination of `exchange`, `market`, and `euid` is globally unique amongst all trades in the API
        * `direction`: `buy` or `sell`
        * `price`: a Python `float` representation of the price per unit of the trade
        * `quantity`: a Python `float` representation of the quantity traded
        * `timestamp`: a timestamp in seconds since the epoch with millisecond resolution
        
        Trades also have a method `_key()` that gives a globally-unique key to this trade:
        
        ```python
        >>> trade._key()
        'binance:btc-usdt:189128621'
        ```
        
        
        **Note:** all floats will be represented by IEEE-754 double-precision values through the PI (with 53 bits of precision, or resolution to 16 significant digits); to ensure you do not lose precision, run only on 64-bit Python implementations.
        
        **Note:** all timestamps can be converted to a `datetime` using `datetime.datetime.utcfromtimestamp(t).astimezone(pytz.utc)`; the value above resolves to `datetime.datetime(2019, 10, 12, 10, 20, 41, 248000, tzinfo=<UTC>)`
        
        
        ### Closing the Connection
        
        Exiting the context manager automatically closes the connection and cleans up all resources.
        
        
        ### Error Conditions
        
        The context manager will exit and clean up any resources it is using in any of the following cases:
        
        * an unhandled exception in user code the context of the context manager
        * the socket is closed for any reason (by the server, the client, or the transport layer)
        
        The socket will close and clean up resources it is using but the context manager will still remain open in the following case:
        
        * the `message_handler` coroutine raises an unhandled exception
        
        It is the responsibility of the user to ensure any exceptions in thier `message_handler` coroutine are properly handled. This behavior will be simplified in a future version of the SDK.
        
Keywords: fenix pipeline sdk
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Framework :: AsyncIO
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Office/Business :: Financial
Requires-Python: >=3.7
Description-Content-Type: text/markdown
