BTGPactual Home Broker 3rd party api
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 |
AggregatedBookType example
| 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 |
Widgets for Limit Order Book statistics
- update TKNWF token and restart connection
{'message': 'Usuário não autorizado ou token inválido.', 'code': 111}