Background

How to use Tornado and WebSocket for real-time visualization of stock price data.
Using Polygon.io's API to retrieve stock price data and reflect it on a real-time chart using Chart.js.

Server-side implementation

server.py

import json, os, polygon, asyncio
import tornado.websocket
import tornado.web
import tornado.ioloop
from polygon.enums import StreamCluster 

class SendWebSocket(tornado.websocket.WebSocketHandler):
    async def open(self):
        print ('Session Opened. IP:' + self.request.remote_ip)
        await self.send_websocket()

    def on_close(self):
        print("Session closed")

    def check_origin(self, origin):
        return True

    async def send_websocket(self):
        api_key = os.environ.get('POLYGON_API')
        stream_client = polygon.AsyncStreamClient(api_key, StreamCluster.STOCKS)
        await stream_client.subscribe_stock_minute_aggregates(['NVDA'], self.stock_trades_handler) # 複数の場合は['AMD', 'NVDA']のようにする

        while 1:
            await stream_client.handle_messages()  # the lib provides auto reconnect functionality. See docs for info

    async def stock_trades_handler(self, msg):
        message = json.dumps({
            'timestamp':msg['t'],
            'price':msg['p'],
            })
        print(message)
        await self.write_message(message)

def make_app():
    return tornado.web.Application([
        (r"/ws/display", SendWebSocket)
        ])

async def main():
    app = make_app()
    app.listen(8080)
    shutdown_event = asyncio.Event()
    await shutdown_event.wait()

if __name__ == "__main__":
    asyncio.run(main())

Client-side implementation

client.html

<!DOCTYPE html>
<html lang="en">
<head>
    <meta charset="UTF-8">
    <title>Display Demo</title>
    <script src="https://cdnjs.cloudflare.com/ajax/libs/moment.js/2.10.6/moment.js"></script>
    <script src="https://cdnjs.cloudflare.com/ajax/libs/moment.js/2.10.6/locale/ja.js"></script>
    <script src="https://cdn.jsdelivr.net/npm/chart.js@3.3.2"></script>
    <script src="https://cdn.jsdelivr.net/npm/luxon@1.27.0"></script>
    <script src="https://cdn.jsdelivr.net/npm/chartjs-adapter-luxon@1.0.0"></script>
    <script src="https://cdn.jsdelivr.net/npm/chartjs-plugin-streaming@2.0.0"></script>
</head>

<body>
    <h1> Display Demo </h1>
    <canvas id="line-chart"></canvas>

    <script>
    const ctx = document.getElementById('line-chart').getContext('2d');
    const chart = new Chart(ctx, {
        type: 'line',
        data: {
            labels: [], // ラベルを空の配列で初期化
            datasets: [{
                label: 'Value',
                data: [],   // データを空の配列で初期化
                borderColor: 'rgba(75, 192, 192, 1)',   // グラフの線の色
                backgroundColor: 'rgba(75, 192, 192, 0.2)',
                fill: false  // グラフの塗りつぶしを無効にする
            }]
        },
        options: {
            scales: {
                x: {
                    type: 'time',
                    time: {
                        unit: 'second', // x軸の単位を秒にする
                        displayFormats: {
                            second: 'HH:mm:ss' // x軸の表示フォーマットを指定
                        }
                    },
                    //min: '2023-04-19T15:50:00', // x軸の最小値を指定
                    max: '2023-04-21T16:00:00', // x軸の最大値を指定
                },
                y: {
                    // y軸の設定を追加する場合はここに記述
                }
            }
        } 
    });

    // WebSocketの接続
    const connection = new WebSocket('ws://127.0.0.1:8080/ws/display');

    // WebSocketのメッセージ受信時の処理
    connection.onmessage = function (e) {
        chart.data.datasets[0].data.push({
            x: JSON.parse(e.data)['timestamp'],
            y: JSON.parse(e.data)['price']
        });
        chart.update(); // チャートの更新
    };
    </script>
</body>
</html>

Execution Result

After executing server.py, client.html is opened and the chart is displayed.

Summary

We believe that other data vendors' APIs can also display real-time charts in this way.

References and citations

async_streming_example

import asyncio
import polygon
from polygon.enums import StreamCluster

async def stock_trades_handler(msg):   # it is possible to create one common message handler for different services.
    print(f'msg received: {msg}')
    
async def main():
    api_key = 'YOUR_KEY'
    
    stream_client = polygon.AsyncStreamClient(api_key, StreamCluster.STOCKS)
    
    await stream_client.subscribe_stock_trades(['AMD', 'NVDA'], stock_trades_handler)
    
    while 1:
        await stream_client.handle_messages()  # the lib provides auto reconnect functionality. See docs for info
if __name__ == '__main__':
    asyncio.run(main())

In Conclusion

This is a rough draft, so I would appreciate any comments on how to improve it.