Real-time trading stream

// npm install ws
const WebSocket = require('ws');

const URL = 'wss://api.hyperprop.com/platform/v1/organization/trading/stream';
const API_KEY = process.env.HYPERPROP_API_KEY; // hp_live_your_key_here
let lastEventId = null; // persist this if your process restarts
let backoffMs = 500;

function connect() {
  const url = lastEventId ? `${URL}?resume=${encodeURIComponent(lastEventId)}` : URL;
  const ws = new WebSocket(url, { headers: { 'X-API-Key': API_KEY } });
  let watchdog;
  const alive = () => {
    clearTimeout(watchdog);
    watchdog = setTimeout(() => ws.terminate(), 45_000);
  };

  ws.on('open', () => { backoffMs = 500; alive(); });
  ws.on('message', (raw) => {
    alive();
    const frame = JSON.parse(raw);
    switch (frame.type) {
      case 'execution':
        console.log(frame.account.accountNumber, frame.data.order.contract,
          frame.data.side, frame.data.executedQuantity, '@', frame.data.executedPrice,
          `${frame.data.order.remainingQuantity} left`);
        break;
      case 'position':
        console.log(frame.account.accountNumber, frame.data.contract,
          'net', frame.data.quantity, 'v', frame.data.version);
        break;
      case 'resume.unavailable':
      case 'stream.gap':
        // Fetch balances and executions over REST, then carry on.
        break;
    }
    if (frame.id && frame.type !== 'stream.gap') lastEventId = frame.id;
    if (frame.type === 'reconnect' && frame.lastEventId) lastEventId = frame.lastEventId;
  });
  ws.on('close', (code) => {
    clearTimeout(watchdog);
    if (code === 4001) return console.error('API key no longer valid');
    setTimeout(connect, backoffMs + Math.random() * 250);
    backoffMs = Math.min(backoffMs * 2, 30_000);
  });
  ws.on('error', () => {}); // 'close' follows
}

connect();

# pip install websockets
import asyncio, json, os, random
import websockets

URL = "wss://api.hyperprop.com/platform/v1/organization/trading/stream"
API_KEY = os.environ["HYPERPROP_API_KEY"]  # hp_live_your_key_here

async def run():
    last_event_id, backoff = None, 0.5
    while True:
        url = f"{URL}?resume={last_event_id}" if last_event_id else URL
        try:
            async with websockets.connect(url, additional_headers={"X-API-Key": API_KEY}) as ws:
                backoff = 0.5
                while True:
                    frame = json.loads(await asyncio.wait_for(ws.recv(), timeout=45))
                    if frame["type"] == "execution":
                        d = frame["data"]
                        print(frame["account"]["accountNumber"], d["order"]["contract"],
                              d["side"], d["executedQuantity"], "@", d["executedPrice"])
                    elif frame["type"] in ("resume.unavailable", "stream.gap"):
                        pass  # reconcile over REST
                    if frame.get("id") and frame["type"] != "stream.gap":
                        last_event_id = frame["id"]
        except websockets.ConnectionClosed as closed:
            if closed.rcvd and closed.rcvd.code == 4001:
                raise SystemExit("API key no longer valid")
        except (OSError, asyncio.TimeoutError):
            pass
        await asyncio.sleep(backoff + random.random() / 4)
        backoff = min(backoff * 2, 30)

asyncio.run(run())