This is a Python api to connect with BTGPactual Web Home Broker. This api enables users to develop their own tools to support theirs trading strategies.
Create config.json file, just like bellow:
{
"SYMBOLS": ["?????"],
"ACCOUNT": "?????",
"TKNWF": "?????",
"ENDPOINT": "wss://webfeeder.btgpactual.com/ws?reconnect="
}replace "?????" accordingly:
| KEY | VALUE |
|---|---|
| SYMBOLS | Symbols to be monitored |
| ACCOUNT | Your BTG account number |
| TKNWF | Web Home Broker Token |
| ENDPOINT | Websocket URL |
| BID # | BID QTY | BID $ | ASK $ | ASK QTY | ASK # |
|---|---|---|---|---|---|
| 1 | 100.0 | 98.45 | 98.5 | 200.0 | 2 |
| 1 | 3000.0 | 98.43 | 98.54 | 3500.0 | 1 |
| ... | ... | ... | ... | ... | ... |
| 3 | 300.0 | 98.25 | 98.7 | 900.0 | 4 |
| 1 | 100.0 | 98.24 | 98.75 | 400.0 | 4 |
| QTY | PRICE | BUY | TIME | SELL | AGRESSOR |
|---|---|---|---|---|---|
| 700 | 22.39 | 40 | Mar 7, 2021 6:11:23 PM | 3 | I |
| 1000 | 22.39 | 40 | Mar 7, 2021 6:11:23 PM | 1099 | I |
| ... | ... | ... | ... | ... | ... |
| 3000 | 22.39 | 40 | Mar 7, 2021 6:11:23 PM | 386 | I |
| 1500 | 22.39 | 40 | Mar 7, 2021 6:11:23 PM | 1099 | I |
| ANALYTIC | RESULT |
|---|---|
| Bid/Ask Spread $ | 0.040 |
| Book depth | 15 |
| Book Imbalance | -0.016 |
| Balance Ask % | 0.508 |
| Weighted Ask $ | 22.736 |
| Best Ask $ | 22.42 |
| Weighted Price $ | 22.474 |
| Weighted Mid Price $ | 22.400 |
| Middle Price $ | 22.400 |
| Best Bid $ | 22.38 |
| Weighted Bid $ | 22.209 |
| Balance Bid % | 0.492 |
| BROKER_ID | BROKER_NAME | NET | QTY | AGRESSOR |
|---|---|---|---|---|
| 8 | UBS Brasil. CCTVM | 18747882.0 | 2765200 | 2301 |
| 3 | XP INVESTIMENTOS CCTVM S.A | -52130499.0 | 2330000 | 2925 |
| 13 | MERRILL LYNCH S.A. CTVM | -25250738.0 | 2119500 | 614 |
| 120 | BRASIL PLURAL | -1282870.0 | 1462400 | 1454 |
| 1618 | IDEAL | 9834157.0 | 1289700 | 1266 |
| 45 | CREDIT SUISSE BRASIL S.A. CTVM | 91518926.0 | 1216700 | 4122 |
| 85 | BTG PACTUAL CTVM S.A | 41743156.0 | 1074500 | 1004 |
| 40 | MORGAN STANLEY D. W. CTVM S.A. | -32823650.0 | 971200 | 859 |
| 77 | CITIGROUP | -55768921.0 | 865100 | 693 |
| 72 | BRADESCO S.A. CTVM | -10668241.0 | 630900 | 634 |
| 114 | ITAU CV S/A | -25425228.0 | 542300 | 1246 |
| 308 | CLEAR CTVM LTDA | -121657.0 | 480100 | 1579 |
| 386 | OCTO CTVM S/A | -3119380.0 | 384400 | 733 |
| 39 | AGORA CTVM S.A. | -1111680.0 | 269000 | 256 |
| 238 | GOLDMAN SACHS DO BRASIL CTVM | 6045594.0 | 191400 | 371 |
| 27 | SANTANDER S.A. CCT | -4072337.0 | 177200 | 106 |
| 129 | PLANNER CV S.A | 15209280.0 | 177100 | 221 |
| 23 | NECTON | 10825699.0 | 145800 | 187 |
| 16 | J. P. MORGAN CCVM S.A. | -557135.0 | 134100 | 144 |
| 1982 | MODAL DTVM | 1203867.0 | 127800 | 380 |
- update TKNWF token and restart connection
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