Add WebSocket documentation

README.md

@@ -39,6 +39,7 @@ Yahoo! finance API is intended for personal use only.**
 - `Ticker`: single ticker data
 - `Tickers`: multiple tickers' data
 - `download`: download market data for multiple tickers
+- `WebSocket` and `AsyncWebSocket`: live streaming data
 - `Market`: get infomation about a market
 - `Search`: quotes and news from search
 - `Sector` and `Industry`: sector and industry information

doc/source/reference/examples/live_async.py

@@ -0,0 +1,14 @@
+import asyncio
+import yfinance as yf
+
+# define your message callback
+def message_handler(message):
+    print("Received message:", message)
+
+async def main():
+    client = yf.AsyncWebSocket()
+    await client.subscribe(["AAPL", "BTC-USD", "ETH-USD"])  # Subscribe to symbols
+    await client.unsubscribe("ETH-USD")                     # Unsubscribe from symbols
+    await client.listen()
+
+asyncio.run(main())

doc/source/reference/examples/live_sync.py

@@ -0,0 +1,9 @@
+import yfinance as yf
+
+# define your message callback
+def message_handler(message):
+    print("Received message:", message)
+
+client = yf.WebSocket()
+client.subscribe(["AAPL", "BTC-USD"])   # Subscribe to symbols
+client.listen(message_handler)

doc/source/reference/examples/ticker.py

@@ -20,3 +20,6 @@
 
 # analysis
 dat.analyst_price_targets
+
+# websocket
+dat.live()

doc/source/reference/examples/tickers.py

@@ -5,4 +5,7 @@
 # access each ticker using (example)
 tickers.tickers['MSFT'].info
 tickers.tickers['AAPL'].history(period="1mo")
-tickers.tickers['GOOG'].actions
+tickers.tickers['GOOG'].actions
+
+# websocket
+tickers.live()

doc/source/reference/index.rst

@@ -17,6 +17,8 @@ The following are the publicly available classes, and functions exposed by the `
 - :attr:`Tickers <yfinance.Tickers>`: Class for handling multiple tickers.
 - :attr:`MarketSummary <yfinance.MarketSummary>`: Class for accessing market summary.
 - :attr:`Search <yfinance.Search>`: Class for accessing search results.
+- :class:`WebSocket <yfinance.WebSocket>`: Class for synchronously streaming live market data.
+- :class:`AsyncWebSocket <yfinance.AsyncWebSocket>`: Class for asynchronously streaming live market data.
 - :attr:`Sector <yfinance.Sector>`: Domain class for accessing sector information.
 - :attr:`Industry <yfinance.Industry>`: Domain class for accessing industry information.
 - :attr:`download <yfinance.download>`: Function to download market data for multiple tickers.
@@ -37,6 +39,7 @@ The following are the publicly available classes, and functions exposed by the `
    yfinance.analysis
    yfinance.marketsummary
    yfinance.search
+   yfinance.websocket
    yfinance.sector_industry
    yfinance.screener
    yfinance.functions

doc/source/reference/yfinance.websocket.rst

@@ -0,0 +1,36 @@
+=====================
+WebSocket
+=====================
+
+.. currentmodule:: yfinance
+
+The `WebSocket` module allows you to stream live price data from Yahoo Finance using both synchronous and asynchronous clients.
+
+Classes
+------------
+
+.. autosummary::
+   :toctree: api/
+
+   WebSocket
+   AsyncWebSocket
+
+Synchronous WebSocket
+----------------------
+
+The `WebSocket` class provides a synchronous interface for subscribing to price updates.
+
+Sample Code:
+
+.. literalinclude:: examples/live_sync.py
+   :language: python
+
+Asynchronous WebSocket
+-----------------------
+
+The `AsyncWebSocket` class provides an asynchronous interface for subscribing to price updates.
+
+Sample Code:
+
+.. literalinclude:: examples/live_async.py
+   :language: python