Live.add_callback

Add a callback to the live client. This callback must take a single record argument. Refer to the What's a schema article for documentation on the fields contained with each record type.

A callback will receive error messages from the gateway with the ErrorMsg record type. This indicates a problem occurred with the session. Exceptions raised in a callback can be handled explicitly by specifying an exception_callback.

The callbacks are executed in the order they are added.

Info

It is recommended that callback functions be non-blocking to ensure the networking event loop remains running.

Parameters

Parameter
Type
Required
Description
record_callback
Callable[[DBNRecord], None]
required
A callback to dispatch records to. The callback must take a single record argument. If no exception callback is provided, any exceptions encountered will be logged and raised as warnings for visibility.
exception_callback
Callable[[Exception], None]
optional
A callback to dispatch exceptions to that are raised when executing record_callback. The callback must take a single exception argument.
API method 
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Live.add_callback(
    record_callback: Callable[[DBNRecord], None],
    exception_callback: Callable[[Exception], None] | None = None,
) -> None
Example usage 
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import databento as db

# Create a callback to handle DBN records
def user_callback(record: db.DBNRecord) -> None:
    print(f"callback run for {record}")


# Create a callback to handle exceptions from `user_callback`
def error_handler(exception: Exception) -> None:
    print(f"an error occurred {exception}")


# Create a live client
client = db.Live(key="$YOUR_API_KEY")

# Subscribe to the trades schema for all ES futures
client.subscribe(
    dataset="GLBX.MDP3",
    schema="trades",
    stype_in="parent",
    symbols="ES.FUT",
)

# Add the user_callback to the client
client.add_callback(
    record_callback=user_callback,
    exception_callback=error_handler,  # optional error handler
)