@livefolio/sdk / StreamingDataFeed

Interface: StreamingDataFeed

Defined in: interfaces/streaming-data-feed.ts:45

Streaming market-data source. Sibling interface to DataFeed — they are NOT a union. Historical adapters implement DataFeed.bars(); streaming adapters implement StreamingDataFeed.subscribe(). A single vendor that offers both (e.g. Polygon, Alpaca) implements both interfaces on one class.

Implementations MUST guarantee:

• subscribe yields StreamingBar objects in ascending bar.t order per asset. Ordering across assets is not required.
• The iterable is open-ended — it does not terminate on its own. Consumers stop iteration by breaking the for await loop or by signalling cancel through whatever mechanism the runtime provides.
• Ticks may arrive outside session hours (24/7 sources like Yahoo WS). Session boundary logic is the runtime's responsibility, not the adapter's.

Example

import type { StreamingDataFeed, Asset } from '@livefolio/sdk';

const feed: StreamingDataFeed = {
  async *subscribe(assets) {
    while (true) {
      const tick = await waitForNextTick();
      yield { asset: tick.asset, bar: tick.bar };
    }
  },
};

Methods

subscribe()

subscribe(assets): AsyncIterable<StreamingBar>

Defined in: interfaces/streaming-data-feed.ts:59

Subscribes to live tick updates for the given assets.

Frequency note: This interface intentionally omits a freq parameter. Bar/tick aggregation is the runtime's responsibility — see the runLive design in docs/specs/2026-05-02-v0.4-phase-9-streaming-design.md Decision #1 (resolved during design). Adapters emit raw ticks at whatever cadence the vendor provides; the runtime decides which session/bar each tick belongs to via the Calendar. Multi-frequency streaming (sub-daily strategies) is a separate phase, currently out of scope.

Parameters

Parameter	Type	Description
assets	readonly Asset[]	The instruments to subscribe to.

Returns

AsyncIterable<StreamingBar>

An open-ended async iterable of StreamingBar updates.