basic stream example based on README file

examples/websocket_example.py

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+from alpaca_trade_api import StreamConn
+from alpaca_trade_api.common import URL
+
+
+ALPACA_API_KEY = "<YOUR-API-KEY>"
+ALPACA_SECRET_KEY = "<YOUR-SECRET-KEY>"
+USE_POLYGON = False
+
+
+if __name__ == '__main__':
+    import logging
+
+    logging.basicConfig(format='%(asctime)s %(message)s', level=logging.INFO)
+    conn = StreamConn(
+            ALPACA_API_KEY,
+            ALPACA_SECRET_KEY,
+            base_url=URL('https://paper-api.alpaca.markets'),
+            data_url=URL('https://data.alpaca.markets'),
+            # data_url=URL('ws://127.0.0.1:8765'),
+            data_stream='polygon' if USE_POLYGON else 'alpacadatav1'
+        )
+
+    @conn.on(r'^trade_updates$')
+    async def on_account_updates(conn, channel, account):
+        print('account', account)
+
+    @conn.on(r'^status$')
+    async def on_status(conn, channel, data):
+        print('polygon status update', data)
+
+    @conn.on(r'^AM\..+$')
+    async def on_minute_bars(conn, channel, bar):
+        print('bars', bar)
+
+    @conn.on(r'^AM*$')
+    async def on_minute_bars(conn, channel, bar):
+        print('bars', bar)
+
+    quote_count = 0  # don't print too much quotes
+    @conn.on(r'Q\..+', ['AAPL'])
+    async def on_minute_bars(conn, channel, bar):
+        global quote_count
+        if quote_count % 10 == 0:
+            print('bars', bar)
+        quote_count += 1
+
+    @conn.on(r'^A*$')
+    async def on_second_bars(conn, channel, bar):
+        print('bars', bar)
+
+    # blocks forever
+    # conn.run(['trade_updates', 'AM.*', 'alpacadatav1/Q.AAPL'])
+    # conn.run(['trade_updates', 'AM.*'])
+    # conn.run(['trade_updates', 'AM.AAPL'])
+    conn.run(['trade_updates', 'alpacadatav1/AM.AAPL'])