Feature: WebSocket Client for Live Data Streaming

[dhruvan2006]

Changes

• Introduced a new WebSocket class to stream live market data.
• Added ProtoBuf files (pricing.proto and pricing_pb2.py) for data de serialization.
• Updated requirements.txt and setup.py to include new dependencies.
• Added documentation for usage

Usage

import asyncio
import yfinance as yf

def message_handler(message):
    print("Received message:", message)

async def main():
    client = yf.AsyncWebSocket(verbose=False)
    await client.subscribe(["AAPL", "BTC-USD", "ETH-USD"])
    await client.unsubscribe("ETH-USD")
    await client.listen()

def sync_example():
    client = yf.WebSocket()
    client.subscribe(["AAPL", "BTC-USD"])
    client.listen(message_handler)

Pick one from below to test feature:

asyncio.run(main()) # Async
sync_example()      # Sync
yf.Ticker("SOL-USD").live(message_handler)                              # Ticker
yf.Tickers(["ETH-USD", "SOL-USD"]).live(message_handler, False) # Tickers

[dhruvan2006]

@ValueRaider any opinions on this websocket? Is it suitable for this package?

[ValueRaider]

I'm focusing on the Screener stuff right now. Can someone else try and feedback?

Previous discussions: #319 #290

[R5dan]

You could add a new function in WebSocket for initialization.
Also I think its worth considering adding an async option

[dhruvan2006]

@ValueRaider Should the websocket be an extra feature like nospam & require or part of base yfinance?