godxlink

There's no Go client library for dxfeed/dxlink so I'm building this one.

Here's the reference repo.

This also assumes that you have a TastyTrade developer account setup. Check out the docs here.

The main use case for this package is running an HTTP server that has an associated DXLink client. The client receives quote data, and the server forwards it to subscribed clients. The server has some other interesting routes (currently under development) that clients can call, including a real time stream of theoretical option prices, as well as time series for historical price data of a given symbol. This is especially useful for seeing how the price of a particular option symbol has evolved over time.

How to Use

For most operations, you'll need a session token from TastyTrade, and for streaming DXLink data you'll also need a streamer token. These expire after 24 hours. Don't request too many of these or you'll risk getting blocked from the API. By default, the CLI will look for these under the SESSION_TOKEN and STREAMER_TOKEN envs, so set those however you'd like.

First get a session token:

./cli get-session-token -u {{TW_USERNAME}} -p {{TW_PASSWORD}}

Store the session token under SESSION_TOKEN in your env and then get a streamer token and store that under STREAMER_TOKEN:

./cli get-streamer-token --session-token {{SESSION_TOKEN}}

While you're at it, you should set these in the service/.env file as well. You can export all the env vars in that file with:

export $(grep -v '^#' service/.env | xargs)

Get in the habit of doing this since this file has a number of other envs you need to specify (e.g., database and Temporal connection strings, ports, keys, etc.).

Assuming you've run the above, you can do a smoke test to get your account info with the following:

# in one terminal, run the HTTP server on :8080
go build -o cli cmd/godxfeed/*.go && ./cli run http-server
# in another terminal, first you need to get a JWT for interacting with the server
curl -X POST -u "{{EMAIL}}:{{SERVER_SECRET_KEY}}" http://localhost:8080/token
# now you can test your session token
curl -H "Authorization: Bearer {{AUTH_TOKEN}}" http://localhost:8080/test-session-token --url-query session-token={{SESSION_TOKEN}}

Ok, cool, hopefully you're connected to your account. Now we can get some symbol data:

./cli data symbols --symbol SPY

And to get the options chain for a symbol, you can do the following (note that we're using jq to manipulate the rich output and get to the "relevant" data under data.items). Anyway, here's an example command:

./cli data option-chain -s SPY | jq '.data.items | .[0:500] | map({"streamer-symbol": .["streamer-symbol"], DTE: .["days-to-expiration"]})'