pINET 0R3 review

pINET implements a Python interface for the NASDAQ INET XML service

License: Public Domain File size: 8K Developer: Michael Bommarito

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pINET implements a Python interface for the NASDAQ INET XML service. pINET allows access to real-time stock orders, executions, and statistics.

Installation:

Place pINET.py in the directory your source resides in (site-lib, if you'd like, but there's no setup.py yet)
Replace the token variable with your INET developer token (http://data.inetats.com/members/ws/newtoken.jsp)
import pINET ...

Examples:

test.st.py: single-threaded example
test.mt.py: multi-threaded example

API:

Single-threaded (see test.st.py)
requestOrders (symbol): returns up to 50 open orders on both sides in form:
{ 'buy':
[{'price': ..., 'shares': ..., 'type': ...}, ...],
'sell':
[{'price': ..., 'shares': ..., 'type': ...}, ...]
}

requestExecs (symbol): returns up to last 100 INET executions in form:
[ {'price': ..., 'shares': ..., 'time': ..., 'type': ...} ... ]

requestStats (symbol): returns open, booked, and matched share statistics in form:
{ 'book': {'shares': ..., 'orders': ...},
'open': {'shares': ..., 'orders': ...},
'match': {'shares': ..., 'price': ...}
}

Multi-threaded (see test.mt.py)
class RequesterThread
RequesterThread(symbol, type):
-symbol: NASDAQ symbol
-type: {reqOrders, reqExecs, reqStats}

RequesterThread.ID contains the thread's job ID, which in turn is used as the key by the pINET.jobQueue dictionary.

What's New in This Release:
The Top List API has been implemented and the source has been fully documented with examples via pydoc.
The setup.py install script and unit.py test script have also been integrated into the release.
Lastly among minor fixes, there is also a beta Tk interface that allows tracking of the top volume list and any NASDAQ symbol, displaying price, ask and bid, volume, and five-day graph.