intrinio-realtime/realtime.js

Intrinio SDK for Real-Time Stock Prices

"use strict"
const Client = require("./index").RealtimeClient;
//const Client = require("./index").ReplayClient;
const accessKey = "API_KEY_HERE";

const config = {
    provider: 'IEX', //IEX, REALTIME (interchangable with IEX), DELAYED_SIP, NASDAQ_BASIC, CBOE_ONE, or MANUAL
    ipAddress: undefined,
    tradesOnly: false,
    isPublicKey: false,
    delayed: false //set to true if you have realtime access and want to force delayed mode. Otherwise, if you only have delayed, you'll get delayed not matter if you set this or not.
};

// const config = { //replay config
//     provider: 'IEX', //IEX, REALTIME (interchangable with IEX), DELAYED_SIP, NASDAQ_BASIC, CBOE_ONE, or MANUAL
//     ipAddress: undefined,
//     tradesOnly: false,
//     isPublicKey: false,
//     replayDate: '2023-10-06',
//     replayAsIfLive: false,
//     replayDeleteFileWhenDone: true
// };

let trades = new Map();
let quotes = new Map();
let maxTradeCount = 0;
let maxCountTrade = null;
let maxQuoteCount = 0;
let maxCountQuote = null;

function onTrade(trade) {
    let key = trade.Symbol;
    if (trades.has(key)) {
        let value = trades.get(key);
        if (value + 1 > maxTradeCount) {
            trades.set(key, value + 1);
            maxTradeCount = value + 1;
            maxCountTrade = trade;
        }
    }
    else trades.set(key, 1);
}

function onQuote(quote) {
    let key = quote.Symbol + ":" + quote.Type;
    if (quotes.has(key)) {
        let value = quotes.get(key);
        if (value + 1 > maxQuoteCount) {
            quotes.set(key, value + 1);
            maxQuoteCount = value + 1;
            maxCountQuote = quote;
        }
    }
    else quotes.set(key, 1);
}

let client = new Client(accessKey, onTrade, onQuote, config);
client.join("AAPL", false); //use $lobby for firehose.
//require("./index").replayToCsv("outputFilePath.csv", config, ["$lobby"], false, accessKey)

setInterval(() => {
    if (maxTradeCount > 0) {
        console.log("Most active security (by trade frequency): %s (%i updates)", JSON.stringify(maxCountTrade, (key, value) =>
            typeof value === 'bigint'
                ? value.toString()
                : value // return everything else unchanged
        ), maxTradeCount);
    }
    if (maxQuoteCount > 0) {
        console.log("Most active security (by quote frequency): %s (%i updates)", JSON.stringify(maxCountQuote, (key, value) =>
            typeof value === 'bigint'
                ? value.toString()
                : value // return everything else unchanged
        ), maxQuoteCount);
    }
    let totalMsgCount = client.getTotalMsgCount();
    if (totalMsgCount > 0) {
        console.log("Total updates received = %i", totalMsgCount);
    }
    else {
        console.log("No updates");
    }
}, 10000);