Add documentation for WebSocket

README.md

@@ -39,7 +39,8 @@ Yahoo! finance API is intended for personal use only.**
 - `Ticker`: single ticker data
 - `Tickers`: multiple tickers' data
 - `download`: download market data for multiple tickers
-- `Market`: get infomation about a market
+- `WebSocket`: live streaming data for multiple tickers
+- `Market`: get information about a market
 - `Search`: quotes and news from search
 - `Sector` and `Industry`: sector and industry information
 - `EquityQuery` and `Screener`: build query to screen market

doc/source/reference/examples/live.py

@@ -0,0 +1,9 @@
+import yfinance as yf
+
+# define callback function
+def on_price_update(data):
+    print(data)
+
+# subscribe to a list of symbols
+ws = yf.WebSocket(on_price_update)
+ws.subscribe(["AAPL", "MSFT"])

doc/source/reference/index.rst

@@ -17,6 +17,7 @@ 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.
+- :attr:`WebSocket <yfinance.WebSocket>`: Class for 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.
@@ -36,6 +37,7 @@ The following are the publicly available classes, and functions exposed by the `
    yfinance.analysis
    yfinance.marketsummary
    yfinance.search
+   yfinance.websocket
    yfinance.sector_industry
    yfinance.functions
 

doc/source/reference/yfinance.websocket.rst

@@ -0,0 +1,22 @@
+=====================
+WebSocket
+=====================
+
+.. currentmodule:: yfinance
+
+
+Class
+------------
+The `WebSocket` module, allows you to stream live data.
+
+.. autosummary::
+   :toctree: api/
+
+   WebSocket
+
+WebSocket Sample Code
+------------------
+The `WebSocket` module, allows you to stream live data.
+
+.. literalinclude:: examples/live.py
+   :language: python