API Documentation
- Introduction
- Messages
- Authentication
Connection Types
- MLink REST API
- MLink Websocket API
Data Dictionary
Clients
- Python
- C++ and C#
Interactive Playground
- Real Time
- Delayed
Postman for WebSocket
JSON
ClientSignalReadyJSON
import asyncio
import json
import time
import websockets
import nest_asyncio
nest_asyncio.apply()
uriJson = "wss://mlink-live.nms.saturn.spiderrockconnect.com/mlink/json"
authentication_key = "ApiKey"
async def recv_msg(websocket):
buffer = await websocket.recv()
result = json.loads(buffer)
print(result)
return True
async def send_signal(websocket):
while True:
await asyncio.sleep(20)
signal = {
"header": {
"mTyp": "MLinkSignalReady"
},
"message": {
"sesionID":"", # (optional) subscription sessionID (if missing or -1 will signal all sessionIDs for this websocket connection)
"signalID":"", # (optional) will be reflected back in xCheckPt.signalID fields that indicates that a specified signal ready triggered active send is complete.
"readyScan": "FullScan"
}
}
t = time.time_ns()
tstr = '.'.join([time.strftime("%Y-%m-%d %H:%M:%S", time.gmtime(t / 1000000000)), "%06d" % ((t / 1000) % 1000000)])
signal['header']['sTim'] = tstr
signal['header']['encT'] = tstr
smsg = json.dumps(signal)
await websocket.send(smsg)
await asyncio.sleep(20)
async def query_mlink(authentication_key):
retry = True
while retry:
try:
async with websockets.connect(uriJson,
extra_headers={"Authorization": f"Bearer {authentication_key}"},
ping_timeout=None) as websocket:
msg = {
"header": {
"mTyp": "MLinkStream"
},
"message": {
"queryLabel": "ExampleStockNbbo",
"activeLatency": 0, # wait for Signal ready
"msgName": "StockBookQuote",
"where":"ticker:eq:AAPL-NMS-EQT"
}
}
t = time.time_ns()
tstr = '.'.join([time.strftime("%Y-%m-%d %H:%M:%S", time.gmtime(t / 1000000000)), "%06d" % ((t / 1000) % 1000000)])
msg['header']['sTim'] = tstr
msg['header']['encT'] = tstr
smsg = json.dumps(msg)
await websocket.send(smsg)
asyncio.create_task(send_signal(websocket))
notDone = True
while notDone:
notDone = await recv_msg(websocket)
except asyncio.exceptions.TimeoutError:
print("timeout occurred, retrying...")
if __name__ == "__main__":
asyncio.run(query_mlink(authentication_key))