Python True Data Integration (2025)

 import os

import logging

import time

from dotenv import load_dotenv

from truedata import TD_live  # official TrueData client

load_dotenv()

# ---- helpers ----

def _to_kv_string(obj):

    try:

        items = {k: v for k, v in vars(obj).items() if not k.startswith("_")}

    except Exception:

        return repr(obj)

    # stringify safely

    def s(v):

        try:

            return str(v)

        except Exception:

            return repr(v)

    return " ".join(f"{k}={s(items[k])}" for k in sorted(items))

def _first_pair(values):

    # Accept shapes like [(price, qty)] or [price, qty]

    try:

        if isinstance(values, list) and values:

            first = values[0]

            if isinstance(first, (list, tuple)) and len(first) >= 2:

                return first[0], first[1]

            if isinstance(values, list) and len(values) >= 2:

                return values[0], values[1]

    except Exception:

        pass

    return None, None

USER = os.getenv("TD_USER", "tdwsp774")

PASSWORD = os.getenv("TD_PASSWORD", "adithya@774")

SYMBOLS = [s.strip() for s in os.getenv("TD_SYMBOLS", "NIFTY-I,BANKNIFTY-I,SENSEX-I").split(",") if s.strip()]

PORT = int(os.getenv("TD_PORT", "8084"))

# RUN_SECS = int(os.getenv("TD_RUN_SECS", "300"))  # 5 minutes

USE_REPLAY = os.getenv("TD_USE_REPLAY", "0") == "1"

HOST = os.getenv("TD_URL", "push.truedata.in")

if USE_REPLAY:

    HOST = "replay.truedata.in"  # optional replay feed

if not USER or not PASSWORD:

    raise SystemExit("Missing TD_USER/TD_PASSWORD in .env")

def main():

    # DEBUG shows heartbeats, market status, symbol add/remove, etc.

    log_level = logging.DEBUG

    print(f"[TrueData] host={HOST} port={PORT} user={USER}")

    print(f"[TrueData] symbols={SYMBOLS}")

    # Build official client

    td = TD_live(

        USER,

        PASSWORD,

        live_port=PORT,

        url=HOST,

        log_level=log_level,

        log_format="%(message)s",

    )

    # ---- Callbacks (official decorators) ----

    @td.trade_callback

    def on_trade(tick):

        # Safe access across versions

        def pick(obj, *names):

            for name in names:

                if hasattr(obj, name):

                    return getattr(obj, name)

            return None

        symbol = pick(tick, "symbol", "sym")

        ltp = pick(tick, "ltp", "last_price", "price")

        ltq = pick(tick, "ltq", "last_qty", "qty", "quantity")  # per-tick volume

        ts = pick(tick, "timestamp", "ts", "time")

        # Print only symbol, LTP, and LTQ for every tick

        print(f"[TICK] {symbol} | LTP: {ltp} | LTQ: {ltq} | Time: {ts}")

    @td.bidask_callback

    def on_bidask(ba):

        # Be tolerant to field name differences across library versions

        def pick(obj, *names):

            for name in names:

                if hasattr(obj, name):

                    return getattr(obj, name)

            return None

        symbol = pick(ba, "symbol", "sym")

        bid_px = pick(ba, "best_bid_price", "bid_price", "best_bid", "bid")

        bid_qty = pick(ba, "best_bid_qty", "bid_qty", "bid_quantity", "bidqty")

        ask_px = pick(ba, "best_ask_price", "ask_price", "best_ask", "ask")

        ask_qty = pick(ba, "best_ask_qty", "ask_qty", "ask_quantity", "askqty")

        ts = pick(ba, "timestamp", "ts", "time")

        # If library provides lists of (price, qty), normalize

        if isinstance(bid_px, list) and (bid_qty is None):

            px, qty = _first_pair(bid_px)

            if px is not None:

                bid_px, bid_qty = px, qty

        if isinstance(ask_px, list) and (ask_qty is None):

            px, qty = _first_pair(ask_px)

            if px is not None:

                ask_px, ask_qty = px, qty

        print(f"[BIDASK] {symbol} bid={bid_px}@{bid_qty} ask={ask_px}@{ask_qty} ts={ts}")

        # Print all available fields for debugging/inspection

        print("[BIDASK ALL]", _to_kv_string(ba))

    # Optional: minute bars if enabled on your account

    # @td.one_min_bar_callback

    # def on_1m(bar):

    #     print(f"[1M] {bar.symbol} O={bar.open} H={bar.high} L={bar.low} C={bar.close} V={bar.volume} ts={bar.timestamp}")

    # Start stream

    td.start_live_data(SYMBOLS)

    # Run indefinitely; callbacks + library logs will print continuously

    try:

        while True:

            time.sleep(0.25)

            # Example: access latest snapshot on demand

            # for s in SYMBOLS:

            #     snap = td.live_data.get(s)

            #     if snap:

            #         _ = (snap.ltp, snap.best_bid_price, snap.best_ask_price)

    except KeyboardInterrupt:

        print("\nStopping on user request (Ctrl+C)...")

    finally:

        print("[TrueData] stopping & disconnecting…")

        with contextually_silent():

            td.stop_live_data(SYMBOLS)  # remove if your TD_live version doesn’t support this

        td.disconnect()

# small utility to silence library exceptions during shutdown

from contextlib import contextmanager

@contextmanager

def contextually_silent():

    try:

        yield

    except Exception:

        pass

if __name__ == "__main__":

    main()