direct_feed#

API documentation for tradingstrategy.direct_feed Python module in Trading Strategy.

Module description#

Real time OHLCV candles directly from on-chain data.

This module is more or less indepedent from the rest of the codebase, as it operates on raw JSON-RPC connection and raw DataFrame data structures.

Submodules#

tradingstrategy.direct_feed.conversion

Float and currency conversion for data feeds.

tradingstrategy.direct_feed.dash

Dash chart rendering of direct market data feeds.

tradingstrategy.direct_feed.direct_feed_pair

tradingstrategy.direct_feed.ohlcv_aggregate

OHLCV aggregation function for Pandas

tradingstrategy.direct_feed.timeframe

Timeframe helpers.

tradingstrategy.direct_feed.trade_store

Storing trade feed data on disk.

tradingstrategy.direct_feed.warn