Websocket and SocketIO API Documentation

Websocket

Websockets are bidirectional protocol to get real-time data to help you build applications that require low latency data. The TraderMade Websockets API provides a simple implementation that can be set up in minutes.

Connection Details

Send JSON On open

{"userKey":"streaming_api_key", "symbol":"EURUSD,GBPUSD"}
                    

Recv CSV On message

EURUSD 1.17144 1.17145 1.171445 20201015-11:21:25.184
GBPUSD 1.29161 1.29164 1.291625 20201015-11:21:25.314
                    

SocketIO

SocketIO is a wrapper for websocket protocol implementation to get real-time data to help you build applications that require low latency data. The TraderMade SocketIO API can be connected in minutes using our simple implementation documentation.

Connection Details

Emit JSON On login

{userKey: "streaming_api_key"}
                    

Recv string On handshake

Welcome to the TMS Data Feed
                    

Emit JSON On symbolSub

{symbol: "USDJPY"}      
                    

Recv string On subResponse

Subscribed to symbol    
                    

Recv CSV On price

USDJPY 105.265 105.265 105.264999 20201015-15:18:15.215
                    

Nodejs Websocket Example

Below is an example Nodejs Websocket Client

NodeJS Websocket  Copy

const WebSocket = require ('ws');

var reconnectInterval  = 1000 * 10
var ws;

var connect = function(){
              
const ws = new WebSocket ('wss://marketdata.tradermade.com/feed');

ws.on('open', function open() {
   ws.send("{\"userKey\":\"streaming_api_key\", \"symbol\":\"GBPUSD\"}");
});

ws.on('close', function() {
  console.log('socket close : will reconnect in ' + reconnectInterval );
  setTimeout(connect, reconnectInterval)
});

ws.on('message', function incoming(data) {
  console.log(data);
});
};
connect();

Nodejs SocketIO Example

Below is an example Nodejs SocketIO Client

NodeJS SocketIO Copy

var io = require('socket.io-client'); 

var socket = io.connect('https://marketdata.tradermade.com', {reconnect: true}); 

var connected = false;


socket.on('connect', function () {
    console.log('Connected! Please CTRL+C and restart if you see this messsage more than twice');
    console.log('disconnecting and reconnecting can take upto a minute');
    console.log('.......');
    socket.emit('login', {userKey: "streaming_api_key"});
});

socket.on('disconnect', function (msg) {
    console.log(msg);
});

socket.on('handshake', function (msg) {
    console.log(msg);
    connected = true;
    socket.emit("symbolSub", {symbol: "USDJPY"});
    socket.emit("symbolSub", {symbol: "GBPUSD"});
    socket.emit("symbolSub", {symbol: "EURUSD"});

});

socket.on('subResponse', function (msg) {
    console.log(msg)

});

socket.on('message', function (msg) {
    console.log(msg)
});

socket.on('price', function (message){
    var data = message.split(" ")
    console.log(data[0] + " " + data[1] + " " + data[2] + " " + data[3] + " " + parseDate(data[4]))

});

function parseDate(dateString){
    var reggie = /(\d{4})(\d{2})(\d{2})-(\d{2}):(\d{2}):(\d{2}).(\d{3})/;
    var dateArray = reggie.exec(dateString);
    var dateObject = new Date(
    (+dateArray[1]),
    (+dateArray[2])-1, // Careful, month starts at 0!
    (+dateArray[3]),
    (+dateArray[4]),
    (+dateArray[5]),
    (+dateArray[6])
    );
    return dateObject
}

Python Websocket Example

Below is an example Python Websocket Client

Python Websocket Copy

import websocket
import time

try:
    import thread
except ImportError:
    import _thread as thread



f = open("webSocketTester.log", "a")

def on_message(ws, message):
    print(message)
    f.write(message  +  "\n" )
    f.flush()


def on_error(ws, error):
    print(error)

def on_close(ws):
    print("### closed ###")

def on_open(ws):
    def run(*args):
        ws.send("{\"userKey\":\"streaming_api_key\", \"symbol\":\"GBPUSD\"}")
    thread.start_new_thread(run, ())


if __name__ == "__main__":
    ws = websocket.WebSocketApp("wss://marketdata.tradermade.com/feed",
                              on_message = on_message,
                              on_error = on_error,
                              on_close = on_close)
    ws.on_open = on_open
    ws.run_forever()

Python SocketIO Example

Below is an example Python SocketIO Client

Python SocketIO Copy

import socketio


# standard Python
sio = socketio.Client()

@sio.event
def connect():
    print("I'm connected!")
    sio.emit('login', {'userKey': 'streaming_api_key'})

@sio.event
def connect_error():
    print("The connection failed!")

@sio.event
def message(data):
    print('I received a message!')

@sio.on('handshake')
def on_message(data):
    print('HandShake', data)
    sio.emit('symbolSub', {'symbol': 'USDJPY'})
    sio.emit('symbolSub', {'symbol': 'GBPUSD'})
    sio.emit('symbolSub', {'symbol': 'EURUSD'})

@sio.on('price')
def on_message(data):
    print('Price Data ', data)


sio.connect('https://marketdata.tradermade.com')