Code from Plotcon, 04. May 2017, Oakland

00_overview.md

Streaming Financial Data & Plots with Ploty

This Gist hosts the code from my talk and brief coding session at Plotcon.

• tick data server with ZeroMQ
• tick data client with ZeroMQ
• tick data plotting with plotly
• Flask app embedding the streaming plot

Slides under http://hilpisch.com/plotcon.pdf

01_tick_server.py

#
# Tick Data Server
#
import zmq
import time
import random

context = zmq.Context()
socket = context.socket(zmq.PUB)
socket.bind('tcp://0.0.0.0:5555')

AMZN = 100.

while True:
    AMZN += random.gauss(0, 1) * 0.5
    msg = 'AMZN %s' % AMZN
    socket.send_string(msg)
    print(msg)
    time.sleep(random.random() * 2)

02_tick_client.py

#
# Tick Data Client
#
import zmq
import datetime

context = zmq.Context()
socket = context.socket(zmq.SUB)
socket.connect('tcp://0.0.0.0:5555')
socket.setsockopt_string(zmq.SUBSCRIBE, '')

while True:
    msg = socket.recv_string()
    t = datetime.datetime.now()
    print(str(t) + ' | ' + msg)

03_tick_plot.py

#
# Tick Data Plot
#
import zmq
import datetime
import plotly.plotly as ply
from plotly.graph_objs import *
import plotly.tools as pls

stream_ids = pls.get_credentials_file()['stream_ids']

# socket
context = zmq.Context()
socket = context.socket(zmq.SUB)
socket.connect('tcp://0.0.0.0:5555')
socket.setsockopt_string(zmq.SUBSCRIBE, '')

# plotly
s = Stream(maxpoints=100, token=stream_ids[0])
t = Scatter(x=[], y=[], name='tick data', mode='lines+markers', stream=s)
d = Data([t])
l = Layout(title='Tick Data Stream')
f = Figure(data=d, layout=l)
ply.plot(f, filename='plotcon', auto_open=True)

st = ply.Stream(stream_ids[0])
st.open()

while True:
    msg = socket.recv_string()
    t = datetime.datetime.now()
    sym, value = msg.split()
    print(str(t) + ' | ' + msg)
    st.write({'x': t, 'y': float(value)})

04_flask_app.py

#
# Flask Hello World
#
from flask import Flask
app = Flask(__name__)


@app.route('/')
def hello_world():
    return '<iframe src="https://plot.ly/~yves/1041/tick-data-stream/" width="750px" height="550px"></iframe>'


if __name__ == '__main__':
    app.run(port=9999, debug=True)