@dxfeed/api

@dxfeed/api

This package provides access to dxFeed streaming data.

Our package is easy to integrate with any modern framework.

Install

npm install @dxfeed/api

NodeJS usage

Install cometd-nodejs-client package

npm install cometd-nodejs-client

and use it in your code

require('cometd-nodejs-client').adapt()
// or
import * as CometdNodejsClient from 'cometd-nodejs-client'
CometdNodejsClient.adapt()

Basic Usage

We have several classes in implementation:

• Feed (public)
• Endpoint (private)
• Subscriptions (private)

The Feed is entry point for configuration and creating subscriptions. Feed manages private classes for connecting and subscribing. The Endpoint is responsible for managing the web socket connection. Subscriptions for managing open subscriptions.

Import package

import Feed from '@dxfeed/api'

Configure & Create connection

Create instance of Feed.

const feed = new Feed()

Provide auth token if needed.

feed.setAuthToken('authToken')

Set web socket address and open connection.

feed.connect('wss://demo.dxfeed.com/webservice/cometd')

Configure & Create subscription

You should specify event types and symbol names.

feed.subscribe<{ value: number }>(
  [EventType.Summary, EventType.Trade] /* event types */,
  ['AEX.IND:TEI'] /* symbols */,
  handleEvent
)

For timed subscription you should also provide time to start subscription from.

For Candle event type along with base symbol, you should specify an aggregation period. You can also set price type. More details: https://kb.dxfeed.com/en/data-access/rest-api.html#candle-symbols

feed.subscribeTimeSeries<{ value: number }>(
  [EventType.Summary, EventType.Trade] /* event types */,
  ['AEX.IND:TEI'] /* symbols */,
  0 /* fromTime */,
  handleEvent
)

Last argument its event handler for process incoming events.

const handleEvent = (event) => {
  /* process event */
}

Close subscription

All subscribe methods return unsubscribe handler, you need to call this method for unsubscribe.

const unsubscribe = feed.subscribe(eventTypes, symbols, handleEvent)

onExit(() => unsubscribe())

Aggregated API

Get TimeSeries

If you want to get TimeSeries events for a given time period, refer to example below.

// inside async function
const events = await feed.getTimeSeries(
  'AAPL{=15m}',
  EventType.Candle,
  fromDate.getTime(),
  toDate.getTime()
)

Subscribe TimeSeries snapshot

If you want to subscribe to TimeSeries events, refer to example below.

const unsubscribe = feed.subscribeTimeSeriesSnapshot('AAPL{=15m}', EventType.Candle, (candles) => {
  // process candles
  chart.setCandles(candles)
})

Close connection

If you need to close the web socket connection

feed.disconnect()