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.gitignore

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README.rst

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+Primary DMA (Matriz) python connector
+=====================================
+
+Overview
+--------
+**pymatriz** is a python library that allows interactions with Primary DMA (Matriz) Rest and Websocket APIs.
+
+Installing
+----------
+*pymatriz* is available at the `Python Package Index <https://pypi.org/project/pymatriz>`_ repository. Install and update using `pip <https://pip.pypa.io/en/stable/quickstart/>`_\ :
+
+.. code-block::
+
+   pip install -U pyRofex
+
+
+API Credentials
+---------------
+
+Credentials provided by your broker which use Primary DMA (Matriz) platform.
+
+Usage
+~~~~~~~~~~~~~~~~~
+.. code::
+
+    import datetime
+
+    from pymatriz.enums import MarketDataEntry, Market
+    from pymatriz.matriz_api_client import MatrizAPIClient
+
+    client = MatrizAPIClient(username="", password="")
+
+    # Real-time message handling
+    client.add_market_data_handler(lambda msg: print(msg))
+
+    # Error handling
+    client.set_exception_handler(lambda e: print(e))
+
+    # Negotiate Auth Token and connects to websocket
+    client.connect()
+
+    # Rest API call + websocket subscription
+    print(client.get_daily_history(["GGAL"], terms=[MarketDataEntry.TERM_48HS], market=Market.MERVAL, start_date=datetime.date(2020, 10, 5)))
+
+    # Ends websocket connection
+    client.close()
+
+Disclaimer
+----------
+
+The library is built as a result of a reverse engineering process, so use it on your own behalf.
+
+This library is provided 'as is' without warranty of any kind, either express or implied, including, but not limited to, the implied warranties of fitness for a purpose, or the warranty of non-infringement.

examples/advanced_logging.py

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+import logging
+from http.client import HTTPConnection
+import websocket
+import datetime
+import pandas as pd
+from pymatriz.enums import MarketDataEntry, Market
+from pymatriz.client import MatrizAPIClient
+
+# Rest client HTTP messages logging, adjust to logging.ERROR if you want to see full HTTP messages
+log = logging.getLogger('urllib3')
+log.setLevel(logging.DEBUG)
+
+# logging from urllib3 to console
+ch = logging.StreamHandler()
+ch.setLevel(logging.DEBUG)
+log.addHandler(ch)
+
+# print statements from `http.client.HTTPConnection` to console/stdout
+HTTPConnection.debuglevel = 1
+
+# Websocket message logging
+websocket.enableTrace(True)
+
+# Set Matriz platform credentials provided by your broker
+# required
+username = '[email protected]'
+password = 'CHANGE_ME'
+
+pd.set_option('display.max_rows', 10)
+pd.set_option('display.max_columns', None)
+pd.set_option('display.width', 1000)
+
+client = MatrizAPIClient(username=username, password=password)
+
+client.add_market_data_handler(lambda msg: print(msg[(msg["sid"] == "MERV - XMEV - GGAL - 48hs")]) if len(msg[(msg["sid"] == "MERV - XMEV - GGAL - 48hs")]) > 0 else None)
+client.set_exception_handler(lambda e: print(e))
+
+client.connect()
+df = client.get_daily_history(["GGAL", "SUPV"], terms=[MarketDataEntry.TERM_24HS, MarketDataEntry.TERM_48HS], market=Market.MERVAL, start_date=datetime.date(2020, 9, 14))
+
+print(df)
+
+client.close()

examples/get_daily_history.py

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+import datetime
+import pandas as pd
+from pymatriz.enums import MarketDataEntry, Market
+from pymatriz.client import MatrizAPIClient
+
+# Set Matriz platform credentials provided by your broker
+# required
+username = '[email protected]'
+password = 'CHANGE_ME'
+
+pd.set_option('display.max_rows', 10)
+pd.set_option('display.max_columns', None)
+pd.set_option('display.width', 1000)
+
+client = MatrizAPIClient(username=username, password=password)
+
+client.connect()
+
+df = client.get_daily_history(["GGAL", "SUPV"], terms=[MarketDataEntry.TERM_24HS, MarketDataEntry.TERM_48HS], start_date=datetime.date(2020, 9, 14))
+
+print(df)
+
+client.close()

examples/get_instruments.py

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+import datetime
+import pandas as pd
+from pymatriz.enums import MarketDataEntry, Market
+from pymatriz.client import MatrizAPIClient
+
+# Set Matriz platform credentials provided by your broker
+# required
+username = '[email protected]'
+password = 'CHANGE_ME'
+
+pd.set_option('display.max_rows', 10)
+pd.set_option('display.max_columns', None)
+pd.set_option('display.width', 1000)
+
+client = MatrizAPIClient(username=username, password=password)
+
+client.connect()
+
+df = client.get_all_instruments()
+
+print(df)
+
+client.close()

examples/real_time_data.py

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+import datetime
+import pandas as pd
+from pymatriz.enums import MarketDataEntry, Market
+from pymatriz.client import MatrizAPIClient
+
+# Set Matriz platform credentials provided by your broker
+# required
+username = '[email protected]'
+password = 'CHANGE_ME'
+
+pd.set_option('display.max_rows', 10)
+pd.set_option('display.max_columns', None)
+pd.set_option('display.width', 1000)
+
+client = MatrizAPIClient(username=username, password=password)
+
+client.add_market_data_handler(lambda msg: print(msg[(msg["sid"] == "MERV - XMEV - GGAL - 48hs")]) if len(msg[(msg["sid"] == "MERV - XMEV - GGAL - 48hs")]) > 0 else None)
+client.set_exception_handler(lambda e: print(e))
+
+client.connect()
+
+client.market_data_subscription(["GGAL"], terms=[MarketDataEntry.TERM_48HS], market=Market.MERVAL)
+
+# Call to disconnect from websocket
+# client.close()