freqtrade_origin/scripts/ws_client.py

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#!/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
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import socket
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import sys
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import time
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from pathlib import Path
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import orjson
import pandas
import rapidjson
import websockets
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logger = logging.getLogger("WebSocketClient")
# ---------------------------------------------------------------------------
def setup_logging(filename: str):
logging.basicConfig(
level=logging.DEBUG,
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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
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:param delta: A delta between two timestamps in milliseconds
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:returns: The readable time difference string
"""
seconds, milliseconds = divmod(delta, 1000)
minutes, seconds = divmod(seconds, 60)
return f"{int(minutes)}:{int(seconds)}.{int(milliseconds)}"
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# ----------------------------------------------------------------------------
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
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return readable_timedelta(time_delta)
async def _handle_whitelist(self, name, type, data):
self.logger.info(data)
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async def _handle_analyzed_df(self, name, type, data):
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key, la, df = data['key'], data['la'], data['df']
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if not df.empty:
columns = ", ".join([str(column) for column in df.columns])
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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}")
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else:
self.logger.info("Empty DataFrame")
async def _handle_default(self, name, type, data):
self.logger.info("Unkown message of type {type} received...")
self.logger.info(data)
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async def create_client(
host,
port,
token,
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scheme='ws',
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name='default',
protocol=ClientProtocol(),
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
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:param scheme: `ws` for most connections, `wss` for ssl
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:param name: The name of the producer
:param **kwargs: Any extra kwargs passed to websockets.connect
"""
while 1:
try:
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websocket_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
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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
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):
# 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")
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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")
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# Just keep trying to connect again indefinitely
await asyncio.sleep(sleep_time)
continue
except Exception as e:
# An unforseen error has occurred, log and try reconnecting again
logger.error("Unexpected error has occurred:")
logger.exception(e)
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await asyncio.sleep(sleep_time)
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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)
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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'],
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'wss' if producer.get('secure', False) else 'ws',
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producer['name'],
sleep_time=sleep_time,
ping_timeout=ping_timeout,
wait_timeout=wait_timeout,
max_size=message_size_limit,
ping_interval=None
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)
def main():
args = parse_args()
try:
asyncio.run(_main(args))
except KeyboardInterrupt:
logger.info("Exiting...")
if __name__ == "__main__":
main()