import MLinkSubscribe_pb2
import spiderrock_common_pb2
import LiveImpliedQuote_pb2
import MLinkAdmin_pb2
import MLinkSubscribeAck_pb2
import asyncio
import websockets
uri = 'wss://mlink-live.nms.saturn.spiderrockconnect.com/mlink/proto'
authentication_key = 'Your API KEY'
async def query_mlinkstream(uri, authentication_key):
async with websockets.connect(uri, extra_headers={"Authorization": f"Bearer {authentication_key}"}) as websocket:
full_admin_response = await websocket.recv()
admin_proto_message = full_admin_response[14:]
admin_response = MLinkAdmin_pb2.MLinkAdmin()
admin_response.ParseFromString(admin_proto_message)
print(admin_response)
mlink_subscribe = MLinkSubscribe_pb2.MLinkSubscribe()
mlink_subscribe.do_reset = False
mlink_subscribe.active_latency = 1
v = mlink_subscribe.view.add()
v.msg_name = 'LiveImpliedQuote'
v.view = 'obidIv|oaskIv'
sub = mlink_subscribe.subscribe.add()
sub.msg_name = 'LiveImpliedQuote'
sub.msg_pKey = 'AAPL-NMS-EQT-2024-01-12-180-C'
mt = spiderrock_common_pb2.MessageMetadata()
mlink_subscribe._meta.message_type = 'MLinkSubscribe'
serialized_msg = mlink_subscribe.SerializeToString()
header = f'\r\nP{3386:05d}{len(serialized_msg):06d}'.encode()
await websocket.send(header + serialized_msg)
while True:
response = await websocket.recv()
parts = list(filter(None,response.split(b'\r\n')))
for msg in parts:
header, message = msg[:12], msg[12:]
message_type = int(header[2:6])
if message_type == 1015:
LiveImpliedQuote = LiveImpliedQuote_pb2.LiveImpliedQuote()
LiveImpliedQuote.ParseFromString(message)
print("LiveImpliedQuote:", LiveImpliedQuote)
elif message_type == 3387:
mlink_sub_ack = MLinkSubscribeAck_pb2.MLinkSubscribeAck()
mlink_sub_ack.ParseFromString(message)
print("MLinkSubscribeAck:", mlink_sub_ack)
else:
print("Unknown message type:", message_type)
if __name__ == "__main__":
asyncio.run(query_mlinkstream(uri, authentication_key))
