Feature: WebSocket Client for Live Data Streaming

[dhruvan2006]

Changes

• Introduced a new WebSocket class to stream live market data.
• Added ProtoBuf files (pricing.proto and pricing_pb2.py) for data de serialization.
• Updated requirements.txt and setup.py to include new dependencies.
• Added documentation for usage

Usage

import asyncio
import yfinance as yf

def message_handler(message):
    print("Received message:", message)

async def main():
    client = yf.AsyncWebSocket(verbose=False)
    await client.subscribe(["AAPL", "BTC-USD", "ETH-USD"])
    await client.unsubscribe("ETH-USD")
    await client.listen()

def sync_example():
    client = yf.WebSocket()
    client.subscribe(["AAPL", "BTC-USD"])
    client.listen(message_handler)

Pick one from below to test feature:

asyncio.run(main()) # Async
sync_example()      # Sync
yf.Ticker("SOL-USD").live(message_handler)                              # Ticker
yf.Tickers(["ETH-USD", "SOL-USD"]).live(message_handler, False) # Tickers

[dhruvan2006]

@ValueRaider any opinions on this websocket? Is it suitable for this package?

[ValueRaider]

I'm focusing on the Screener stuff right now. Can someone else try and feedback?

Previous discussions: #319 #290

[R5dan]

You could add a new function in WebSocket for initialization.
Also I think its worth considering adding an async option

[dhruvan2006]

@ValueRaider Should the websocket be an extra feature like nospam & require or part of base yfinance?

[dhruvan2006]

This PR is completed

[ValueRaider]

Haven't used yet, was planning to try when markets open. My gut tells me this should be a separate package. It's basically a standalone app stapled onto yfinance, different way of interacting with Yahoo, nothing in common.

Also out-of-the-box is broken:

>>> import asyncio
>>> import yfinance as yf
  File "yfinance/yfinance/pricing_pb2.py", line 9, in <module>
    from google.protobuf import runtime_version as _runtime_version
ImportError: cannot import name 'runtime_version' from 'google.protobuf' (~/.local/lib/python3.12/site-packages/google/protobuf/__init__.py)

Before you do any more work, check this out: https://github.com/yahoofinancelive/yliveticker #319 #290

[R5dan]

It's basically a standalone app stapled onto yfinance, different way of interacting with Yahoo, nothing in common.

I would disagree, although it is a different way to access data, it still is just accessing the data like the rest of yfinance. Especially as the main focus of yfinance is simpy to get the data on Yahoo! Finance

[ValueRaider]

What are your thoughts on https://github.com/yahoofinancelive/yliveticker?

[dhruvan2006]

I always believed yfinance to be a wrapper over Yahoo! Finance API and that the goal was always to make it complete.

This package yliveticker hasn't been maintained for four years and lacks async support.

As the maintainer, if your gut differs we can close this PR.

---

Also out-of-the-box is broken:

I am unable to reproduce this. Can you try again, maybe it was a problem with versions.

[ValueRaider]

This package yliveticker hasn't been maintained for four years and lacks async support.

Fair point, looks like owner doesn't care yahoofinancelive/yliveticker#12

Can you try again, maybe it was a problem with versions.

Clean fetch, same error.

[dhruvan2006]

Clean fetch, same error.

Can you help me with this please?

[ValueRaider]

I had protobuf version 3.20, updating to latest 5.29 fixed error. Can you set a minimum version? Try to get to at least MAJOR.MINOR.

[ValueRaider]

I think users need some working example codes for actual useful use cases, not printing to screen. Like live Dash visualisation or stream into database. I had a quick go at Dash but even AI struggles.

[dhruvan2006]

Can you set a minimum version? Try to get to at least MAJOR.MINOR.

I already have this in both requirements.txt and setup.py protobuf>=5.29.2

[dhruvan2006]

I had a quick go at Dash but even AI struggles.

Here is what I was able to come up with.

temp.mp4

pip install dash dash-bootstrap-components pandas plotly yfinance flask

import asyncio
import threading
from datetime import datetime

from dash import dcc, html
import dash_bootstrap_components as dbc
import dash
import pandas as pd
from dash.dependencies import Output, Input
from flask import Flask
import plotly.graph_objs as go
import yfinance as yf

server = Flask(__name__)
app = dash.Dash(__name__, server=server, external_stylesheets=[dbc.themes.CYBORG])

ws = yf.AsyncWebSocket(verbose=False)

STOCK = "MSFT"
df = pd.DataFrame(columns=["time", "price"])


def start_websocket():
    loop = asyncio.new_event_loop()
    asyncio.set_event_loop(loop)

    async def stream_data():
        await ws.subscribe(STOCK)

        def handle_message(msg):
            global df
            if "id" in msg and "price" in msg:
                now = datetime.now().strftime("%H:%M:%S")
                new_row = {"time": now, "price": float(msg["price"])}
                if df.empty:
                    df = pd.DataFrame([new_row])
                else:
                    if now in df["time"].values:
                        df.loc[df["time"] == now, "price"] = float(msg["price"])
                    else:
                        df = pd.concat([df, pd.DataFrame([new_row])]).tail(50)

        await ws.listen(handle_message)

    loop.run_until_complete(stream_data())


threading.Thread(target=start_websocket, daemon=True).start()

app.layout = html.Div([
    html.H2("Live Stock Price Stream", style={"textAlign": "center", "color": "white"}),
    dcc.Graph(id="live-graph"),
    dcc.Interval(id="interval-update", interval=500, n_intervals=0),
])


@app.callback(Output("live-graph", "figure"), Input("interval-update", "n_intervals"))
def update_graph(n):
    global df
    figure = go.Figure()
    if not df.empty:
        figure.add_trace(go.Scatter(x=df["time"], y=df["price"], mode="lines+markers", name="Price"))
    figure.update_layout(title=f"Live Price of {STOCK}", xaxis_title="Time", yaxis_title="Price")
    return figure


if __name__ == "__main__":
    app.run_server(debug=True)

[StorkST]

Hello,

Any news on this feature? Will it be added to main branch?

[ValueRaider]

I just need time to try it thoroughly. You don't have to wait for a merge

@dhruvan2006 How have you been using it in real world?

[dhruvan2006]

I rebased onto dev

@dhruvan2006 How have you been using it in real world?

I use it on my website to track live prices