Calculate TICK and TRIN indicators

import itertools
import databento as db
import numpy as np

# First, create a live client and connect
live_client = db.Live(key="$YOUR_API_KEY")

# Next, we will subscribe to trades for all symbols
live_client.subscribe(
    dataset="GLBX.MDP3",
    schema="trades",
    symbols="ALL_SYMBOLS",
)

# Then, we setup our initial values for TICK/TRIN
uptick = downtick = upvol = downvol = 0

# We will consume 20 records and then close for this example
for record in itertools.islice(live_client, 20):
    if isinstance(record, db.TradeMsg):
        side = record.side
        if side == "A":
            downtick += 1
            downvol += record.size
        elif side == "B":
            uptick += 1
            upvol += record.size

        tick = uptick / downtick if downtick != 0 else np.nan
        trin_base = upvol / downvol if downvol != 0 else np.nan
        trin = tick / trin_base if trin_base != 0 else np.nan

        print(f"{tick:.4f}", f"{trin:.4f}")

1.0000 1.0000
0.5000 1.0000
0.3333 1.0000
0.2500 1.0000
0.2000 2.2000
0.1667 2.0000
0.1429 1.8571
0.1250 1.8750
0.1111 2.1111
0.2222 2.1111
0.3333 1.5833
0.4444 1.0556
0.4000 1.0000
0.5000 1.0000
0.6000 1.0909
0.5455 1.1405
0.5000 1.0909
0.4615 1.0909
0.4286 1.0909