freqtrade_origin/scripts/ws_client.py

#!/usr/bin/env python3
"""
Simple command line client for Testing/debugging
a Freqtrade bot's message websocket

Should not import anything from freqtrade,
so it can be used as a standalone script.
"""

import argparse
import asyncio
import logging
import socket
import sys
import time
from pathlib import Path

import orjson
import pandas
import rapidjson
import websockets


logger = logging.getLogger("WebSocketClient")


# ---------------------------------------------------------------------------


def setup_logging(filename: str):
    logging.basicConfig(
        level=logging.DEBUG,
        format="%(asctime)s - %(name)s - %(levelname)s - %(message)s",
        handlers=[logging.FileHandler(filename), logging.StreamHandler()],
    )


def parse_args():
    parser = argparse.ArgumentParser()
    parser.add_argument(
        "-c",
        "--config",
        help="Specify configuration file (default: %(default)s). ",
        dest="config",
        type=str,
        metavar="PATH",
        default="config.json",
    )
    parser.add_argument(
        "-l",
        "--logfile",
        help="The filename to log to.",
        dest="logfile",
        type=str,
        default="ws_client.log",
    )

    args = parser.parse_args()
    return vars(args)


def load_config(configfile):
    file = Path(configfile)
    if file.is_file():
        with file.open("r") as f:
            config = rapidjson.load(
                f, parse_mode=rapidjson.PM_COMMENTS | rapidjson.PM_TRAILING_COMMAS
            )
        return config
    else:
        logger.warning(f"Could not load config file {file}.")
        sys.exit(1)


def readable_timedelta(delta):
    """
    Convert a millisecond delta to a readable format

    :param delta: A delta between two timestamps in milliseconds
    :returns: The readable time difference string
    """
    seconds, milliseconds = divmod(delta, 1000)
    minutes, seconds = divmod(seconds, 60)

    return f"{int(minutes)}:{int(seconds)}.{int(milliseconds)}"


# ----------------------------------------------------------------------------


def json_serialize(message):
    """
    Serialize a message to JSON using orjson
    :param message: The message to serialize
    """
    return str(orjson.dumps(message), "utf-8")


def json_deserialize(message):
    """
    Deserialize JSON to a dict
    :param message: The message to deserialize
    """

    def json_to_dataframe(data: str) -> pandas.DataFrame:
        dataframe = pandas.read_json(data, orient="split")
        if "date" in dataframe.columns:
            dataframe["date"] = pandas.to_datetime(dataframe["date"], unit="ms", utc=True)

        return dataframe

    def _json_object_hook(z):
        if z.get("__type__") == "dataframe":
            return json_to_dataframe(z.get("__value__"))
        return z

    return rapidjson.loads(message, object_hook=_json_object_hook)


# ---------------------------------------------------------------------------


class ClientProtocol:
    logger = logging.getLogger("WebSocketClient.Protocol")
    _MESSAGE_COUNT = 0
    _LAST_RECEIVED_AT = 0  # The epoch we received a message most recently

    async def on_connect(self, websocket):
        # On connection we have to send our initial requests
        initial_requests = [
            {
                "type": "subscribe",  # The subscribe request should always be first
                "data": ["analyzed_df", "whitelist"],  # The message types we want
            },
            {
                "type": "whitelist",
                "data": None,
            },
            {"type": "analyzed_df", "data": {"limit": 1500}},
        ]

        for request in initial_requests:
            await websocket.send(json_serialize(request))

    async def on_message(self, websocket, name, message):
        deserialized = json_deserialize(message)

        message_size = sys.getsizeof(message)
        message_type = deserialized.get("type")
        message_data = deserialized.get("data")

        self.logger.info(
            f"Received message of type {message_type} [{message_size} bytes] @ [{name}]"
        )

        time_difference = self._calculate_time_difference()

        if self._MESSAGE_COUNT > 0:
            self.logger.info(f"Time since last message: {time_difference}")

        message_handler = getattr(self, f"_handle_{message_type}", None) or self._handle_default
        await message_handler(name, message_type, message_data)

        self._MESSAGE_COUNT += 1
        self.logger.info(f"[{self._MESSAGE_COUNT}] total messages..")
        self.logger.info("-" * 80)

    def _calculate_time_difference(self):
        old_last_received_at = self._LAST_RECEIVED_AT
        self._LAST_RECEIVED_AT = time.time() * 1e3
        time_delta = self._LAST_RECEIVED_AT - old_last_received_at

        return readable_timedelta(time_delta)

    async def _handle_whitelist(self, name, msgtype, data):
        self.logger.info(data)

    async def _handle_analyzed_df(self, name, msgtype, data):
        key, la, df = data["key"], data["la"], data["df"]

        if not df.empty:
            columns = ", ".join([str(column) for column in df.columns])

            self.logger.info(key)
            self.logger.info(f"Last analyzed datetime: {la}")
            self.logger.info(f"Latest candle datetime: {df.iloc[-1]['date']}")
            self.logger.info(f"DataFrame length: {len(df)}")
            self.logger.info(f"DataFrame columns: {columns}")
        else:
            self.logger.info("Empty DataFrame")

    async def _handle_default(self, name, msgtype, data):
        self.logger.info("Unknown message of type {msgtype} received...")
        self.logger.info(data)


async def create_client(
    host,
    port,
    token,
    scheme="ws",
    name="default",
    protocol=None,
    sleep_time=10,
    ping_timeout=10,
    wait_timeout=30,
    **kwargs,
):
    """
    Create a websocket client and listen for messages
    :param host: The host
    :param port: The port
    :param token: The websocket auth token
    :param scheme: `ws` for most connections, `wss` for ssl
    :param name: The name of the producer
    :param **kwargs: Any extra kwargs passed to websockets.connect
    """
    if not protocol:
        protocol = ClientProtocol()

    while 1:
        try:
            websocket_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
            logger.info(f"Attempting to connect to {name} @ {host}:{port}")

            async with websockets.connect(websocket_url, **kwargs) as ws:
                logger.info("Connection successful...")
                await protocol.on_connect(ws)

                # Now listen for messages
                while 1:
                    try:
                        message = await asyncio.wait_for(ws.recv(), timeout=wait_timeout)

                        await protocol.on_message(ws, name, message)

                    except (asyncio.TimeoutError, websockets.exceptions.WebSocketException):
                        # Try pinging
                        try:
                            pong = await ws.ping()
                            latency = await asyncio.wait_for(pong, timeout=ping_timeout) * 1000

                            logger.info(f"Connection still alive, latency: {latency}ms")

                            continue

                        except asyncio.TimeoutError:
                            logger.error(f"Ping timed out, retrying in {sleep_time}s")
                            await asyncio.sleep(sleep_time)

                            break

        except (
            socket.gaierror,
            ConnectionRefusedError,
            websockets.exceptions.InvalidStatusCode,
            websockets.exceptions.InvalidMessage,
        ) as e:
            logger.error(f"Connection Refused - {e} retrying in {sleep_time}s")
            await asyncio.sleep(sleep_time)

            continue

        except (
            websockets.exceptions.ConnectionClosedError,
            websockets.exceptions.ConnectionClosedOK,
        ):
            logger.info("Connection was closed")
            # Just keep trying to connect again indefinitely
            await asyncio.sleep(sleep_time)

            continue

        except Exception as e:
            # An unforeseen error has occurred, log and try reconnecting again
            logger.error("Unexpected error has occurred:")
            logger.exception(e)

            await asyncio.sleep(sleep_time)
            continue


# ---------------------------------------------------------------------------


async def _main(args):
    setup_logging(args["logfile"])
    config = load_config(args["config"])

    emc_config = config.get("external_message_consumer", {})

    producers = emc_config.get("producers", [])
    producer = producers[0]

    wait_timeout = emc_config.get("wait_timeout", 30)
    ping_timeout = emc_config.get("ping_timeout", 10)
    sleep_time = emc_config.get("sleep_time", 10)
    message_size_limit = emc_config.get("message_size_limit", 8) << 20

    await create_client(
        producer["host"],
        producer["port"],
        producer["ws_token"],
        "wss" if producer.get("secure", False) else "ws",
        producer["name"],
        sleep_time=sleep_time,
        ping_timeout=ping_timeout,
        wait_timeout=wait_timeout,
        max_size=message_size_limit,
        ping_interval=None,
    )


def main():
    args = parse_args()
    try:
        asyncio.run(_main(args))
    except KeyboardInterrupt:
        logger.info("Exiting...")


if __name__ == "__main__":
    main()