10. WebSocket Market Data

Client ↔ Streaming API ↔ Market Data Event

from ssi_sdk import Auth, Stream, Config
from auth_helper import ensure_auth
from ssi_sdk.models.streaming import (
    TradeMessage, QuoteMessage, ForeignRoomMessage, HeartbeatMessage,
)

config = Config(
    client_id="<your_client_id>",
    api_key="<your_api_key>",
    api_secret="<your_api_secret>",
    private_key="<your_private_key>",
)

# Callback xử lý dữ liệu
def on_market_data(msg):
    if isinstance(msg, TradeMessage):
        print(f"  [TRADE] {msg.symbol} | Giá: {msg.price} | KL: {msg.quantity}")
    elif isinstance(msg, QuoteMessage):
        print(f"  [QUOTE] {msg.symbol} | Bid: {msg.bid_prices[:3]} | Ask: {msg.ask_prices[:3]}")
    elif isinstance(msg, ForeignRoomMessage):
        print(f"  [ROOM]  {msg.symbol} | Room: {msg.current_room}/{msg.total_room}")

def on_heartbeat(msg: HeartbeatMessage):
    print(f"  [HEARTBEAT] {msg.status}")

with Auth(config) as auth:
    ensure_auth(auth)  # Không cần OTP

    with Stream(auth) as stream:
        stream.streaming.connect()
        stream.streaming.on_data = on_market_data
        stream.streaming.on_heartbeat = on_heartbeat

        # Subscribe theo symbol và index
        stream.streaming.subscribe_symbol(["SSI", "HPG", "VNM"])
        stream.streaming.subscribe_index(["VNINDEX", "HNX-INDEX"])

        # Lắng nghe 5 phút
        try:
            stream.streaming.wait(timeout=300)
        except KeyboardInterrupt:
            print("Ngắt kết nối...")

import asyncio
from ssi_sdk import AsyncAuth, AsyncStream, Config
from auth_helper import ensure_auth_async
from ssi_sdk.models.streaming import TradeMessage, QuoteMessage, ForeignRoomMessage

config = Config(...)

def on_market_data(msg):
    if isinstance(msg, TradeMessage):
        print(f"  [TRADE] {msg.symbol} | {msg.price} x {msg.quantity}")
    elif isinstance(msg, QuoteMessage):
        print(f"  [QUOTE] {msg.symbol}")

async def main():
    async with AsyncAuth(config) as auth:
        await ensure_auth_async(auth)
        async with AsyncStream(auth) as stream:
            await stream.streaming.connect()
            stream.streaming.on_data = on_market_data

            await stream.streaming.subscribe_symbol(["SSI", "HPG", "VNM"])
            await stream.streaming.subscribe_index(["VNINDEX"])

            try:
                await stream.streaming.wait(timeout=300)
            except KeyboardInterrupt:
                print("Disconnecting...")

asyncio.run(main())