build a rest API service to provide market data for yourself

The framework I used is python flask, which is a micro service framework and very efficient in building rest API service. I considered doing this with aws API which can provide elastic scalability, however, your application will be tightly relying on aws in that way. I would keep my application independent and portable, so I only used the EC2 (Elastic Computer) service.

Prior to running the script, we need to install some modules:

flask, flask_limiter, flask_monitoringdashboard, gevent.

These modules are imported for rest API service:

from flask import Flask, request, g
from flask import render_template,jsonify

To provide data download function, we need to import this module in flask:

from flask import send_file

I don't want my server being flooded, so I import these modules to control the request limit:

from flask_limiter import Limiter
from flask_limiter.util import get_ipaddr

I use get_ipaddr here to obtain the real IP address of the request to avoid overwhelming request, a request will pass through many agents in the route, this function can withdraw the initial IP address of the request.

flask does not support asynchronous request, so I import gevent for this purpose:

from gevent import monkey
from gevent.pywsgi import WSGIServer
monkey.patch_all()

To have a record of the API performance, we need to import this:

import flask_monitoringdashboard as dashboard

In another fold 'stock', I process all the things with basic request and location of files and web links on market data, we need to import these modules as well:

import aushare.stock.fundamental as td
from aushare.stock import cons as ct

I used a lot of pandas to read data from .csv I have obtained and converted them to to the json format I need for private trading system.

https://github.com/chenlocus/aushare/haoserver.py is the python script you need to run.

Actually, flask is not a professional web server, so we can use gunicorn to run this server.

1. install gunicorn:

pip install gunicorn

1. run the server with gunicorn, '&' is to keep it a demo running in background, 'nohup' keeps the application running even if you exit the terminal.

nohup gunicorn -b 127.0.0.1: 12345 haoserver:app &

For the above command, it is mostly used in intranet or semi-product environment. In product environment, clients need to visit from extranet on port 8000 by default, and we need to process concurrent request, load balance. There is a powerful kit we can use which is Nginx, written by a Russian engineer.

Go to this file in EC2 instance using putty:

/etc/nginx/site-available/default

server {

    listen 80 default_server;

    listen [::]:80 default_server;

# SSL configuration
#
# listen 443 ssl default_server;
# listen [::]:443 ssl default_server;
#
# Note: You should disable gzip for SSL traffic.
# See: https://bugs.debian.org/773332
#
# Read up on ssl_ciphers to ensure a secure configuration.
# See: https://bugs.debian.org/765782
#
# Self signed certs generated by the ssl-cert package
# Don't use them in a production server!
#
# include snippets/snakeoil.conf;

root /var/www/html;

# Add index.php to the list if you are using PHP
index index.html index.htm index.nginx-debian.html;

server_name _;

location / {
    proxy_pass http://127.0.0.1:12345;
    proxy_set_header Host $host;
    proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
    #try_files $uri $uri/ =404;
}

Then reload the setting to nginx, all done.

nginx -s reload