Exchange Toolkit

Overview

Reference implementations for exchange operators, providing production-grade examples in Python and Java covering data gateways, caching services, orderbook aggregation, and data warehousing.

Item	Details
Python	3.10+
Java	17+
GitHub	infoway-api/infoway-exchange-toolkit

Installation

git clone https://github.com/infoway-api/infoway-exchange-toolkit.git
cd infoway-exchange-toolkit
pip install -r requirements.txt  # Python examples

Python Examples

Multi-Market WebSocket Gateway

python examples/market_data_gateway/gateway.py

Unified multi-market real-time data gateway:

• Simultaneous connections to stock, crypto, and common market WebSockets

• Unified trade data aggregation

• Runtime statistics (trades/sec, uptime, per-market counts)

• Signal handling with graceful shutdown

Plate Data Service

python examples/plate_data_service/service.py

Cached sector data query service:

• In-memory cache with automatic background refresh

• Thread-safe (RLock)

• Configurable TTL

• Supports industry, concept, and constituent queries

Orderbook Aggregator

python examples/orderbook_aggregator/aggregator.py

Multi-symbol orderbook aggregation and analysis:

• Aggregates bid/ask data across multiple symbols

• Calculates spread, mid-price, book imbalance, total volume

• Cross-symbol analysis (widest/tightest spread, most liquid, highest imbalance)

• Supports stock, crypto, and common market types

K-line Data Warehouse

python examples/kline_data_warehouse/warehouse.py

SQLite-based local K-line data warehouse:

• SQLite storage with (symbol, timestamp) primary key

• Incremental sync (only fetches newer data)

• Batch sync with rate-limit protection

• Date-range queries

Java Examples

WebSocket Gateway

cd java-examples
mvn compile exec:java -Dexec.mainClass="WebSocketGateway"

Java multi-market WebSocket gateway for stock and crypto real-time data.

Market Data Service

cd java-examples
mvn compile exec:java -Dexec.mainClass="MarketDataService"

REST market data query service built on the Infoway Java SDK.