Python SDK for Openfeed v1.4.0

Added the following:

• support for streaming and filtering User Defined Spreads (eg T8^UDS)
• support for streaming Equity Options (eg AAPL^EO)
• support for logon via JWT
• added a global on_message callback/listener

UDS Example:

# subscribe to UDS an filter by type (optional)
of_client.add_symbol_subscription(
    "T8^UDS", callback=on_message, subscription_type=["QUOTE"], spread_type_filter=["RR", "JR"])

EO Example:

of_client.add_symbol_subscription("AAPL^EO", callback=on_message])

JWT Auth Example:

# new client with JWT
of_client = openfeed.OpenfeedClient("", "", jtw="YOUR_TOKEN")

Global Message Handler:

# add a global message handler for all incoming OF messages
of_client.on_message = lambda msg: print("Global Message:", msg)