dxfeed streamer removed; cert/real sessions combined

Graeme22 commented 5 months ago

remove dxfeed streamer; new streamer URL; use same class for prod/cert sessions
update docs
update readme to handle github breakage

Description

Large update doing the following:

removes old DXFeedStreamer which seems to have been axed by tasty
updates the streamer to use new websocket URL, hopefully resolving issue 137
uses the same class for production and certification sessions: this is because with the new streamer URL certification sessions are also allowed!
updates the docs to reflect these changes

Related issue(s)

We'll see if this fixes 137 or not!

Pre-merge checklist

[x] Passing tests LOCALLY
[x] New tests added (if applicable)

Please note that, in order to pass the tests, you'll need to set up your Tastytrade credentials as repository secrets on your local fork. Read more at CONTRIBUTING.md.

hjnoble3 commented 5 months ago

From my normal code I can confirm that the DXLinkStreamer for EventType.QUOTE has worked multiple times for my list of ~150 tickers.

I have been using DXLinkStreamer for a while, but EventType.SUMMARY is now running faster allowing chunks of 2500 (49106 is to large and never times out but never completes).

EventType.PROFILE is also still working for equities (I never figured out how to find it for futures).

Using:
subs_list = ['AAPL', 'TSLA', 'SPY', 'ARKK',] async with DXLinkStreamer(session) as streamer: await streamer.subscribe(EventType.{EVENT}, subs_list) results = [] for symbol in subs_list: result = await streamer.get_event(EventType.{EVENT}) results .append(result) print(results) I can confirm CANDLE, QUOTE, TRADE are all working.

As what ( #142 ) states EventType.GREEKS do not work. They do not time out they just never complete.

I am am unfamiliar with THEO_PRICE, TIME_AND_SALE. I ran ['.AAPL240517C245', '.ARKK240621C46', '.SPY240628P506', '.TSLA240621C390'] for them after hours on a Friday and never finished. I do not know if the streamer turns off or I am running them wrong.

kaidaniel82 commented 5 months ago

Hi all, can someone confirm if VXX, UVIX, and VIXY are working? I've been facing issues with an older version of the API (6.4 if) that has become very unreliable in receiving those quotes for the past few days.

tastyware / tastytrade