nasdaq-protocols contains client side implementations of the various publicly available protocols used by Nasdaq ecosystem.
This package contains only the core implementations of the protocols like message serialization, deserialization, message validation and session handling. It does not contain any actual messages that are exchanged between the client and the server.
The actual messages are application specific and hence has to be defined by the user of this library. The user has to define the messages as per the protocol specification by extending the base message class defined in the package.
More documentation can be found in the github-pages
For improved throughput, install the optional performance dependencies:
pip install nasdaq-protocols[performance]This installs uvloop (Linux/macOS only), which provides ~4-5x faster event loop scheduling.
To activate it, call early in your application before any asyncio work:
from nasdaq_protocols.common import use_fast_loop
use_fast_loop()If uvloop is not installed, use_fast_loop() is a no-op.