Manually long-polling the Atlas ATS API (Bayeux protocol)

gistfile1.py

# Requires the 'requests' module: http://docs.python-requests.org/en/latest/

import json
import requests

URL = 'https://data.atlasats.com:4000/api'

def bayeux_call(data):
    headers = {'content-type': 'application/json'}
    res = requests.post(URL, data=json.dumps(data), headers=headers, verify=False) # no SSL cert check
    return json.loads(res.text)

# Handshake

handshake_obj = bayeux_call({
    "channel": "/meta/handshake",
    "supportedConnectionTypes": ["long-polling"],
    "version": "1.0"
})[0]

client_id = handshake_obj['clientId']
print 'Got client ID: %s' % client_id

# Subscribe

subscription_obj = bayeux_call({
    "channel": "/meta/subscribe",
    'subscription': '/trades',
    'clientId': client_id
})[0]

print 'SUBSCRIPTION:'
print subscription_obj

# Poll

while 1:

    print 'Polling...'

    connect_obj = bayeux_call({
        "channel": "/meta/connect",
        'connectionType': 'long-polling',
        'clientId': client_id
    })

    print 'Response:'
    print connect_obj