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Gexbot Real-Time Data Client (Python)

This toy client demonstrates the current API WebSocket flow for Quant users:

  1. POST /v2/negotiate with the initial unprefixed groups you want.
  2. Connect to the returned Azure Web PubSub hub URLs.
  3. PATCH /v2/negotiate with a complete replacement group set to modify subscriptions without reconnecting.

Project Structure

.
├── proto/                  # Source .proto definitions
├── generated_proto/        # Compiled _pb2.py files
├── main.py                 # Main client script
├── decompression_utils.py  # Decompression helper functions
├── requirements.txt        # Python dependencies
└── README.md

1. Setup

python3 -m venv venv
source venv/bin/activate
pip install -r requirements.txt

2. Compile Protobuf Definitions

mkdir -p generated_proto
touch generated_proto/__init__.py
python3 -m grpc_tools.protoc -I=proto --python_out=generated_proto --pyi_out=generated_proto proto/*.proto

3. Configuration

export GEXBOT_API_KEY="your_api_key_here"
export GEXBOT_USER_AGENT="YourClientApp/1.0"
export BASE_URL="https://api.gex.bot/v2"

Edit these dictionaries near the top of main.py:

  • INITIAL_GROUP_CONFIG — groups sent to POST /v2/negotiate
  • UPDATED_GROUP_CONFIG — replacement groups sent to PATCH /v2/negotiate

Group names are unprefixed:

{ticker}_{package}_{category}

Examples:

SPX_classic_gex_full
SPX_state_gamma_zero
ES_SPX_orderflow_orderflow

4. POST Negotiate

main.py sends:

{
  "groups": [
    "SPX_state_gex_full",
    "SPX_state_gamma_zero"
  ]
}

The response includes all authorized hub URLs. Initial groups are auto-joined by the server; the client does not call join_group.

5. PATCH Replace Groups

After connecting, main.py waits briefly, then sends a full replacement request:

{
  "groups": [
    { "hub": "classic", "group": "SPX_classic_gex_full" },
    { "hub": "state_gex", "group": "NDX_state_gex_full" },
    { "hub": "state_greeks_zero", "group": "SPX_state_gamma_zero" }
  ]
}

PATCH is a full replacement. Any active group omitted from the PATCH payload is removed.

6. Run

python main.py