@@ -62,7 +62,7 @@ def stop(self):
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def add_heartbeat_subscription (self , callback ):
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"""Subscribe to [Heartbeat] messages (keep alive)
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- [Heartbeat]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Heartbeat]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.HeartBeat
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"""
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self .heartbeat_handlers .append (callback )
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@@ -82,8 +82,8 @@ def add_symbol_subscription(self, symbol: Union[str, list], callback, service="R
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subscription_type: list, optional
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Default is ['QUOTE']. Can contain any of: 'ALL', 'QUOTE', 'QUOTE_PARTICIPANT', 'DEPTH_PRICE', 'DEPTH_ORDER', 'TRADES', 'OHLC'
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- [Market Data]: https://openfeed-org.github.io/documentation/Message%20Specification/
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- [SubscriptionTypes]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Market Data]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.MarketUpdate
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+ [SubscriptionTypes]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.SubscriptionType
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"""
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symbols = []
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@@ -110,7 +110,7 @@ def add_exchange_subscription(self, exchange: Union[str, list], callback, servic
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Note: your credentials must have the correct service level (FEED) for this operation.
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- [Market Data]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Market Data]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.MarketUpdate
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"""
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exchanges = []
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@@ -168,7 +168,7 @@ def request_instruments(self, callback, symbol=None, market_id=None, exchange=No
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See [Instrument Request]
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- [Instrument Definitions]: https://openfeed-org.github.io/documentation/Message%20Specification/#openfeed_instrumentproto
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+ [Instrument Definitions]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentDefinition
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[Instrument Request]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentRequest
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"""
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@@ -186,22 +186,22 @@ def request_instruments(self, callback, symbol=None, market_id=None, exchange=No
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def get_instrument_definitions (self ):
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"""Returns a dict of Openfeed [Instrument Definitions] keyed by MarketID
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- [Instrument Definitions]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Instrument Definitions]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentDefinition
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"""
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return self .instrument_definitions
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def get_instrument_definition (self , id ):
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"""Returns an [Instrument Definition] for a Market ID
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- [Instrument Definition]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Instrument Definition]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentDefinition
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"""
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return self .instrument_definitions [id ].instrumentDefinition
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def get_instrument_definition_by_symbol (self , symbol ):
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"""Returns an [Instrument Definition] for a [Symbol] string
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- [Instrument Definition]: https://openfeed-org.github.io/documentation/Message%20Specification/
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- [Symbol]: https://openfeed-org.github.io/documentation/Message%20Specification/
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+ [Instrument Definition]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentDefinition
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+ [Symbol]: https://openfeed-org.github.io/documentation/Message%20Specification/#org.openfeed.InstrumentDefinition.Symbol
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"""
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return self .instruments_by_symbol [symbol ].instrumentDefinition
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