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add unsub cmds and lock for websocket.recv #256

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merged 18 commits into from
Oct 28, 2021
Merged

add unsub cmds and lock for websocket.recv #256

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6effa0e
add test and unsub cmds to streaming and lock for requests and recv
httran13 Sep 18, 2021
dfe6111
update streaming example for concurrency incoming msgs and outgoing r…
httran13 Sep 18, 2021
b5605a6
undo version change
httran13 Sep 18, 2021
bf806cb
put back version
httran13 Sep 19, 2021
673906c
Merge branch 'streaming-addunsub' of github.com:httran13/tda-api into…
httran13 Sep 19, 2021
6134f03
fix unsub docs
httran13 Sep 23, 2021
3b4fe5e
undo timesales unsub example
httran13 Oct 9, 2021
28c4560
refactored unsub tests to test sub, handle msg, then unsub
httran13 Oct 17, 2021
6cf19f0
added to streaming docs
httran13 Oct 17, 2021
37cbc13
remove fields option from unsub cmds and websockets logging docs
httran13 Oct 24, 2021
0f55460
service op to allow None field_types and does not pass field parameters
httran13 Oct 24, 2021
1a5b4d5
add note for service op tests
httran13 Oct 24, 2021
bf849ec
tests for subs without fields needed refinement after live tests disc…
httran13 Oct 24, 2021
21040d9
format long lines
httran13 Oct 24, 2021
7a658fb
fix doc, and refactored service_op tests
httran13 Oct 26, 2021
abd0f92
refactored service_op for a much simpler equivalent
httran13 Oct 26, 2021
4ee50d0
refactored service op name for more description
httran13 Oct 27, 2021
86888c7
Fix doc for Acct unsubs
httran13 Oct 27, 2021
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30 changes: 30 additions & 0 deletions docs/streaming.rst
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Original file line number Diff line number Diff line change
Expand Up @@ -114,6 +114,21 @@ subscription methods again seems to clear the old subscription and create a new
one. Note this behavior is not officially documented, so this interpretation may
be incorrect.

-------------------------
Un-Subscribing to Streams
-------------------------

These functions have names that follow the pattern ``SERVICE_NAME_unsubs``. These
functions send a request to disable the symbols of a streaming data for a particular data stream.
They are *not* thread safe, so they should only be called in series.

When unsubscribing to services with symbols, the service behaves such that the initial set of subscribe symbols
minus the set of unsubscribe symbols -- as a result you get set difference and the set of symbols that were subscribe
but is not in unsubscribe will continue to publish to your handler.

It's known but not confirmed that if you unsubscribe from all streams, TD will close your stream if there are no other
activities in 20 seconds. Please refer to this comment : https://github.com/alexgolec/tda-api/pull/256#issuecomment-939194648
for ``Case: When no services are subscribed for 20 seconds - verify the last 2 messages from td``

--------------------
Registering Handlers
Expand Down Expand Up @@ -282,6 +297,7 @@ Equity Charts
Minute-by-minute OHLCV data for equities.

.. automethod:: tda.streaming::StreamClient.chart_equity_subs
.. automethod:: tda.streaming::StreamClient.chart_equity_unsubs
.. automethod:: tda.streaming::StreamClient.chart_equity_add
.. automethod:: tda.streaming::StreamClient.add_chart_equity_handler
.. autoclass:: tda.streaming::StreamClient.ChartEquityFields
Expand All @@ -298,6 +314,7 @@ Futures Charts
Minute-by-minute OHLCV data for futures.

.. automethod:: tda.streaming::StreamClient.chart_futures_subs
.. automethod:: tda.streaming::StreamClient.chart_futures_unsubs
.. automethod:: tda.streaming::StreamClient.chart_futures_add
.. automethod:: tda.streaming::StreamClient.add_chart_futures_handler
.. autoclass:: tda.streaming::StreamClient.ChartFuturesFields
Expand All @@ -323,6 +340,7 @@ Equities Quotes
Level one quotes for equities traded on NYSE, AMEX, and PACIFIC.

.. automethod:: tda.streaming::StreamClient.level_one_equity_subs
.. automethod:: tda.streaming::StreamClient.level_one_equity_unsubs
.. automethod:: tda.streaming::StreamClient.add_level_one_equity_handler
.. autoclass:: tda.streaming::StreamClient.LevelOneEquityFields
:members:
Expand All @@ -338,6 +356,7 @@ Level one quotes for options. Note you can use
available option symbols.

.. automethod:: tda.streaming::StreamClient.level_one_option_subs
.. automethod:: tda.streaming::StreamClient.level_one_option_unsubs
.. automethod:: tda.streaming::StreamClient.add_level_one_option_handler
.. autoclass:: tda.streaming::StreamClient.LevelOneOptionFields
:members:
Expand All @@ -351,6 +370,7 @@ Futures Quotes
Level one quotes for futures.

.. automethod:: tda.streaming::StreamClient.level_one_futures_subs
.. automethod:: tda.streaming::StreamClient.level_one_futures_unsubs
.. automethod:: tda.streaming::StreamClient.add_level_one_futures_handler
.. autoclass:: tda.streaming::StreamClient.LevelOneFuturesFields
:members:
Expand All @@ -364,6 +384,7 @@ Forex Quotes
Level one quotes for foreign exchange pairs.

.. automethod:: tda.streaming::StreamClient.level_one_forex_subs
.. automethod:: tda.streaming::StreamClient.level_one_forex_unsubs
.. automethod:: tda.streaming::StreamClient.add_level_one_forex_handler
.. autoclass:: tda.streaming::StreamClient.LevelOneForexFields
:members:
Expand All @@ -377,6 +398,7 @@ Futures Options Quotes
Level one quotes for futures options.

.. automethod:: tda.streaming::StreamClient.level_one_futures_options_subs
.. automethod:: tda.streaming::StreamClient.level_one_futures_options_unsubs
.. automethod:: tda.streaming::StreamClient.add_level_one_futures_options_handler
.. autoclass:: tda.streaming::StreamClient.LevelOneFuturesOptionsFields
:members:
Expand Down Expand Up @@ -446,9 +468,11 @@ book, but if you find any behavior that suggests otherwise please
`let us know <https://github.com/alexgolec/tda-api/issues>`__.

.. automethod:: tda.streaming::StreamClient.listed_book_subs
.. automethod:: tda.streaming::StreamClient.listed_book_unsubs
.. automethod:: tda.streaming::StreamClient.add_listed_book_handler

.. automethod:: tda.streaming::StreamClient.nasdaq_book_subs
.. automethod:: tda.streaming::StreamClient.nasdaq_book_unsubs
.. automethod:: tda.streaming::StreamClient.add_nasdaq_book_handler


Expand All @@ -463,6 +487,7 @@ leading hypothesis is that it is bethe order book for the
exchanges, although this is an admittedly an uneducated guess.

.. automethod:: tda.streaming::StreamClient.options_book_subs
.. automethod:: tda.streaming::StreamClient.options_book_unsubs
.. automethod:: tda.streaming::StreamClient.add_options_book_handler


Expand All @@ -488,6 +513,7 @@ Equity Trades
-------------

.. automethod:: tda.streaming::StreamClient.timesale_equity_subs
.. automethod:: tda.streaming::StreamClient.timesale_equity_unsubs
.. automethod:: tda.streaming::StreamClient.add_timesale_equity_handler

--------------------------
Expand All @@ -500,9 +526,11 @@ that the stream is open, but to date we haven't seen any data be passed throug.
We currently believe this is an issue on TDA's side.

.. automethod:: tda.streaming::StreamClient.timesale_futures_subs
.. automethod:: tda.streaming::StreamClient.timesale_futures_unsubs
.. automethod:: tda.streaming::StreamClient.add_timesale_futures_handler

.. automethod:: tda.streaming::StreamClient.timesale_options_subs
.. automethod:: tda.streaming::StreamClient.timesale_options_unsubs
.. automethod:: tda.streaming::StreamClient.add_timesale_options_handler


Expand Down Expand Up @@ -538,6 +566,7 @@ the meantime, ``tda-api`` provides the following methods for attempting to
access this stream.

.. automethod:: tda.streaming::StreamClient.news_headline_subs
.. automethod:: tda.streaming::StreamClient.news_headline_unsubs
.. automethod:: tda.streaming::StreamClient.add_news_headline_handler
.. autoclass:: tda.streaming::StreamClient.NewsHeadlineFields
:members:
Expand All @@ -555,6 +584,7 @@ object <https://developer.tdameritrade.com/content/streaming-data#_Toc504640581>
to the user.

.. automethod:: tda.streaming::StreamClient.account_activity_sub
.. automethod:: tda.streaming::StreamClient.account_activity_unsubs
.. automethod:: tda.streaming::StreamClient.add_account_activity_handler
.. autoclass:: tda.streaming::StreamClient.AccountActivityFields
:members:
Expand Down
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