add websocket example

Author: PythonForForex

websocket.py

@@ -0,0 +1,58 @@
+import alpaca_trade_api as tradeapi
+import threading
+import time
+
+
+# authentication and connection details
+api_key = 'Insert_your_api_key_here'
+api_secret = 'Insert_your_api_secret_here'
+base_url = 'https://paper-api.alpaca.markets'
+
+
+# instantiate REST API
+api = tradeapi.REST(api_key, api_secret, base_url, api_version='v2')
+
+
+# init WebSocket
+conn = tradeapi.stream2.StreamConn(
+    api_key, api_secret, base_url=base_url, data_url=ws_url, data_stream='alpacadatav1'
+)
+
+
+@conn.on(r'^trade_updates$')
+async def on_account_updates(conn, channel, account):
+    print('account', account)
+
+
+@conn.on(r'^status$')
+async def on_status(conn, channel, data):
+    print('status update', data)
+
+
+@conn.on(r'^T.AAPL$')
+async def trade_info(conn, channel, bar):
+    print('bars', bar)
+    print(bar._raw)
+
+
+@conn.on(r'^Q.AAPL$')
+async def quote_info(conn, channel, bar):
+    print('bars', bar)
+
+
+@conn.on(r'^AM.AAPL$')
+async def on_minute_bars(conn, channel, bar):
+    print('bars', bar)
+
+
+# start websocket
+def ws_start():
+    conn.run(['account_updates', 'trade_updates', 'AM.AAPL', 'Q.AAPL', 'T.AAPL'])
+
+
+ws_thread = threading.Thread(target=ws_start, daemon=True)
+ws_thread.start()
+
+
+# Let the websocket run for 30 seconds
+time.sleep(30)