client implementation, minor fixes

config_examples/config_full.example.json

@@ -172,7 +172,18 @@
         "jwt_secret_key": "somethingrandom",
         "CORS_origins": [],
         "username": "freqtrader",
-        "password": "SuperSecurePassword"
+        "password": "SuperSecurePassword",
+        "ws_token": "a_secret_ws_token",
+        "enable_message_ws": false
+    },
+    "external_message_consumer": {
+        "enabled": false,
+        "producers": [
+          {
+            "url": "ws://some.freqtrade.bot/api/v1/message/ws",
+            "ws_token": "a_secret_ws_token"
+          }
+        ]
     },
     "bot_name": "freqtrade",
     "db_url": "sqlite:///tradesv3.sqlite",

freqtrade/constants.py

@@ -61,7 +61,6 @@ USERPATH_FREQAIMODELS = 'freqaimodels'
 TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
 WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
 
-FOLLOWER_MODE_OPTIONS = ['follower', 'leader']
 WAIT_DATA_POLICY_OPTIONS = ['none', 'first', 'all']
 
 ENV_VAR_PREFIX = 'FREQTRADE__'
@@ -246,7 +245,7 @@ CONF_SCHEMA = {
         'exchange': {'$ref': '#/definitions/exchange'},
         'edge': {'$ref': '#/definitions/edge'},
         'freqai': {'$ref': '#/definitions/freqai'},
-        'external_signal': {'$ref': '#/definitions/external_signal'},
+        'external_message_consumer': {'$ref': '#/definitions/external_message_consumer'},
         'experimental': {
             'type': 'object',
             'properties': {
@@ -404,7 +403,8 @@ CONF_SCHEMA = {
                 },
                 'username': {'type': 'string'},
                 'password': {'type': 'string'},
-                'api_token': {'type': 'string'},
+                'ws_token': {'type': 'string'},
+                'enable_message_ws': {'type': 'boolean', 'default': False},
                 'jwt_secret_key': {'type': 'string'},
                 'CORS_origins': {'type': 'array', 'items': {'type': 'string'}},
                 'verbosity': {'type': 'string', 'enum': ['error', 'info']},
@@ -489,35 +489,31 @@ CONF_SCHEMA = {
             },
             'required': ['process_throttle_secs', 'allowed_risk']
         },
-        'external_signal': {
+        'external_message_consumer': {
             'type': 'object',
             'properties': {
                 'enabled': {'type': 'boolean', 'default': False},
-                'mode': {
+                'producers': {
-                    'type': 'string',
-                    'enum': FOLLOWER_MODE_OPTIONS
-                },
-                'api_token': {'type': 'string', 'default': ''},
-                'leaders': {
                     'type': 'array',
                     'items': {
                         'type': 'object',
                         'properties': {
                             'url': {'type': 'string', 'default': ''},
-                            'api_token': {'type': 'string', 'default': ''},
+                            'ws_token': {'type': 'string', 'default': ''},
                         }
                     }
                 },
-                'follower_reply_timeout': {'type': 'integer'},
+                'reply_timeout': {'type': 'integer'},
-                'follower_sleep_time': {'type': 'integer'},
+                'sleep_time': {'type': 'integer'},
-                'follower_ping_timeout': {'type': 'integer'},
+                'ping_timeout': {'type': 'integer'},
                 'wait_data_policy': {
                     'type': 'string',
                     'enum': WAIT_DATA_POLICY_OPTIONS
                 },
+                'wait_data_timeout': {'type': 'integer', 'default': 5},
                 'remove_signals_analyzed_df': {'type': 'boolean', 'default': False}
             },
-            'required': ['mode']
+            'required': ['producers']
         },
         "freqai": {
             "type": "object",

freqtrade/data/dataprovider.py

@@ -48,11 +48,13 @@ class DataProvider:
         self.__msg_cache = PeriodicCache(
             maxsize=1000, ttl=timeframe_to_seconds(self._config.get('timeframe', '1h')))
 
-        self._num_sources = len(self._config.get('external_signal', {}).get('leader_list', []))
+        self._num_sources = len(
-        self._wait_data_policy = self._config.get('external_signal', {}).get(
+            self._config.get('external_message_consumer', {}).get('producers', [])
+        )
+        self._wait_data_policy = self._config.get('external_message_consumer', {}).get(
             'wait_data_policy', WaitDataPolicy.all)
-        self._wait_data_timeout = self._config.get(
+        self._wait_data_timeout = self._config.get('external_message_consumer', {}).get(
-            'external_signal', {}).get('wait_data_timeout', 5)
+            'wait_data_timeout', 5)
 
     def _set_dataframe_max_index(self, limit_index: int):
         """

freqtrade/enums/__init__.py

@@ -3,7 +3,7 @@ from freqtrade.enums.backteststate import BacktestState
 from freqtrade.enums.candletype import CandleType
 from freqtrade.enums.exitchecktuple import ExitCheckTuple
 from freqtrade.enums.exittype import ExitType
-from freqtrade.enums.externalsignal import ExternalSignalModeType, LeaderMessageType, WaitDataPolicy
+from freqtrade.enums.externalmessages import WaitDataPolicy
 from freqtrade.enums.marginmode import MarginMode
 from freqtrade.enums.ordertypevalue import OrderTypeValues
 from freqtrade.enums.rpcmessagetype import RPCMessageType, RPCRequestType

freqtrade/enums/externalmessages.py

@@ -0,0 +1,7 @@
+from enum import Enum
+
+
+class WaitDataPolicy(str, Enum):
+    none = "none"
+    one = "one"
+    all = "all"

freqtrade/enums/externalsignal.py

@@ -1,18 +0,0 @@
-from enum import Enum
-
-
-class ExternalSignalModeType(str, Enum):
-    leader = "leader"
-    follower = "follower"
-
-
-class LeaderMessageType(str, Enum):
-    default = "default"
-    pairlist = "pairlist"
-    analyzed_df = "analyzed_df"
-
-
-class WaitDataPolicy(str, Enum):
-    none = "none"
-    one = "one"
-    all = "all"

freqtrade/freqtradebot.py

@@ -30,6 +30,7 @@ from freqtrade.plugins.pairlistmanager import PairListManager
 from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.rpc import RPCManager
+from freqtrade.rpc.emc import ExternalMessageConsumer
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
 from freqtrade.util import FtPrecise
@@ -90,11 +91,17 @@ class FreqtradeBot(LoggingMixin):
         self.strategy.dp = self.dataprovider
         # Attach Wallets to strategy instance
         self.strategy.wallets = self.wallets
+        # Attach rpc to strategy instance
+        self.strategy.rpc = self.rpc
 
         # Initializing Edge only if enabled
         self.edge = Edge(self.config, self.exchange, self.strategy) if \
             self.config.get('edge', {}).get('enabled', False) else None
 
+        # Init ExternalMessageConsumer if enabled
+        self.emc = ExternalMessageConsumer(self.rpc._rpc, self.config) if \
+            self.config.get('external_message_consumer', {}).get('enabled', False) else None
+
         self.active_pair_whitelist = self._refresh_active_whitelist()
 
         # Set initial bot state from config
@@ -150,6 +157,8 @@ class FreqtradeBot(LoggingMixin):
         self.check_for_open_trades()
 
         self.rpc.cleanup()
+        if self.emc:
+            self.emc.shutdown()
         Trade.commit()
         self.exchange.close()
 
@@ -192,6 +201,10 @@ class FreqtradeBot(LoggingMixin):
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
 
+        if self.emc:
+            leader_pairs = self.pairlists._whitelist
+            self.strategy.analyze_external(self.active_pair_whitelist, leader_pairs)
+        else:
             self.strategy.analyze(self.active_pair_whitelist)
 
         with self._exit_lock:
@@ -255,7 +268,7 @@ class FreqtradeBot(LoggingMixin):
         self.pairlists.refresh_pairlist()
         _whitelist = self.pairlists.whitelist
 
-        self.rpc.send_msg({'type': RPCMessageType.WHITELIST, 'msg': _whitelist})
+        self.rpc.send_msg({'type': RPCMessageType.WHITELIST, 'data': _whitelist})
 
         # Calculating Edge positioning
         if self.edge:

freqtrade/rpc/api_server/api_ws.py

@@ -26,7 +26,7 @@ async def message_endpoint(
             # Return a channel ID, pass that instead of ws to the rest of the methods
             channel = await channel_manager.on_connect(ws)
 
-            # Keep connection open until explicitly closed, and sleep
+            # Keep connection open until explicitly closed, and process requests
             try:
                 while not channel.is_closed():
                     request = await channel.recv()

freqtrade/rpc/api_server/webserver.py

@@ -112,9 +112,6 @@ class ApiServer(RPCHandler):
                 # Cancel the queue task
                 self._background_task.cancel()
 
-            # Finally stop the loop
-            self._loop.call_soon_threadsafe(self._loop.stop)
-
             self._thread.join()
 
     @classmethod
@@ -127,7 +124,6 @@ class ApiServer(RPCHandler):
 
     def send_msg(self, msg: Dict[str, str]) -> None:
         if self._queue:
-            logger.info(f"Adding message to queue: {msg}")
             sync_q = self._queue.sync_q
             sync_q.put(msg)
 
@@ -155,6 +151,8 @@ class ApiServer(RPCHandler):
         app.include_router(api_backtest, prefix="/api/v1",
                            dependencies=[Depends(http_basic_or_jwt_token)],
                            )
+        if self._config.get('api_server', {}).get('enable_message_ws', False):
+            logger.info("Enabling Message WebSocket")
             app.include_router(ws_router, prefix="/api/v1",
                                dependencies=[Depends(get_ws_token)]
                                )
@@ -194,17 +192,19 @@ class ApiServer(RPCHandler):
 
         try:
             while True:
-                logger.debug("Getting queue data...")
+                logger.debug("Getting queue messages...")
                 # Get data from queue
-                data = await async_queue.get()
+                message = await async_queue.get()
-                logger.debug(f"Found data: {data}")
+                logger.debug(f"Found message of type: {message.get('type')}")
                 # Broadcast it
-                await self._channel_manager.broadcast(data)
+                await self._channel_manager.broadcast(message)
                 # Sleep, make this configurable?
                 await asyncio.sleep(0.1)
         except asyncio.CancelledError:
-            # Silently stop
+            # Disconnect channels and stop the loop on cancel
-            pass
+            await self._channel_manager.disconnect_all()
+            self._loop.stop()
+
         # For testing, shouldn't happen when stable
         except Exception as e:
             logger.info(f"Exception happened in background task: {e}")
@@ -246,6 +246,7 @@ class ApiServer(RPCHandler):
             if self._standalone:
                 self._server.run()
             else:
+                if self._config.get('api_server', {}).get('enable_message_ws', False):
                     self.start_message_queue()
                 self._server.run_in_thread()
         except Exception:

freqtrade/rpc/api_server/ws/channel.py

@@ -116,8 +116,6 @@ class ChannelManager:
         with self._lock:
             channel = self.channels.get(websocket)
             if channel:
-                logger.debug(f"Disconnecting channel - {channel}")
-
                 if not channel.is_closed():
                     await channel.close()
 
@@ -142,7 +140,6 @@ class ChannelManager:
         """
         with self._lock:
             message_type = data.get('type')
-            logger.debug(f"Broadcasting data: {message_type} - {data}")
             for websocket, channel in self.channels.items():
                 try:
                     if channel.subscribed_to(message_type):

freqtrade/rpc/emc.py

@@ -0,0 +1,229 @@
+"""
+ExternalMessageConsumer module
+
+Main purpose is to connect to external bot's message websocket to consume data
+from it
+"""
+import asyncio
+import logging
+import socket
+from threading import Thread
+from typing import Any, Dict
+
+import websockets
+
+from freqtrade.enums import RPCMessageType, RPCRequestType
+from freqtrade.misc import json_to_dataframe, remove_entry_exit_signals
+from freqtrade.rpc import RPC
+from freqtrade.rpc.api_server.ws.channel import WebSocketChannel
+
+
+logger = logging.getLogger(__name__)
+
+
+class ExternalMessageConsumer:
+    """
+    The main controller class for consuming external messages from
+    other FreqTrade bot's
+    """
+
+    def __init__(
+        self,
+        rpc: RPC,
+        config: Dict[str, Any],
+    ):
+        self._rpc = rpc
+        self._config = config
+
+        self._running = False
+        self._thread = None
+        self._loop = None
+        self._main_task = None
+        self._sub_tasks = None
+
+        self._emc_config = self._config.get('external_message_consumer', {})
+
+        self.enabled = self._emc_config.get('enabled', False)
+        self.producers = self._emc_config.get('producers', [])
+
+        if self.enabled and len(self.producers) < 1:
+            raise ValueError("You must specify at least 1 Producer to connect to.")
+
+        self.reply_timeout = self._emc_config.get('reply_timeout', 10)
+        self.ping_timeout = self._emc_config.get('ping_timeout', 2)
+        self.sleep_time = self._emc_config.get('sleep_time', 5)
+
+        # Setting these explicitly as they probably shouldn't be changed by a user
+        # Unless we somehow integrate this with the strategy to allow creating
+        # callbacks for the messages
+        self.topics = [RPCMessageType.WHITELIST, RPCMessageType.ANALYZED_DF]
+
+        self.start()
+
+    def start(self):
+        """
+        Start the main internal loop in another thread to run coroutines
+        """
+        self._loop = asyncio.new_event_loop()
+
+        if not self._thread:
+            logger.info("Starting ExternalMessageConsumer")
+
+            self._thread = Thread(target=self._loop.run_forever)
+            self._thread.start()
+            self._running = True
+        else:
+            raise RuntimeError("A loop is already running")
+
+        self._main_task = asyncio.run_coroutine_threadsafe(self._main(), loop=self._loop)
+
+    def shutdown(self):
+        """
+        Shutdown the loop, thread, and tasks
+        """
+        if self._thread and self._loop:
+            logger.info("Stopping ExternalMessageConsumer")
+
+            if self._sub_tasks:
+                # Cancel sub tasks
+                for task in self._sub_tasks:
+                    task.cancel()
+
+            if self._main_task:
+                # Cancel the main task
+                self._main_task.cancel()
+
+            self._thread.join()
+
+    async def _main(self):
+        """
+        The main task coroutine
+        """
+        rpc_lock = asyncio.Lock()
+
+        try:
+            # Create a connection to each producer
+            self._sub_tasks = [
+                self._loop.create_task(self._handle_producer_connection(producer, rpc_lock))
+                for producer in self.producers
+            ]
+
+            await asyncio.gather(*self._sub_tasks)
+        except asyncio.CancelledError:
+            pass
+        finally:
+            # Stop the loop once we are done
+            self._loop.stop()
+
+    async def _handle_producer_connection(self, producer, lock):
+        """
+        Main connection loop for the consumer
+        """
+        try:
+            while True:
+                try:
+                    url, token = producer['url'], producer['ws_token']
+                    ws_url = f"{url}?token={token}"
+
+                    async with websockets.connect(ws_url) as ws:
+                        logger.info("Connection successful")
+                        channel = WebSocketChannel(ws)
+
+                        # Tell the producer we only want these topics
+                        # Should always be the first thing we send
+                        await channel.send(
+                            self.compose_consumer_request(RPCRequestType.SUBSCRIBE, self.topics)
+                        )
+
+                        # Now receive data, if none is within the time limit, ping
+                        while True:
+                            try:
+                                message = await asyncio.wait_for(
+                                    channel.recv(),
+                                    timeout=5
+                                )
+
+                                async with lock:
+                                    # Handle the data here
+                                    # We use a lock because it will call RPC methods
+                                    self.handle_producer_message(message)
+
+                            except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed):
+                                # We haven't received data yet. Check the connection and continue.
+                                try:
+                                    # ping
+                                    ping = await channel.ping()
+
+                                    await asyncio.wait_for(ping, timeout=self.ping_timeout)
+                                    logger.debug(f"Connection to {url} still alive...")
+
+                                    continue
+                                except Exception:
+                                    logger.info(
+                                        f"Ping error {url} - retrying in {self.sleep_time}s")
+                                    await asyncio.sleep(self.sleep_time)
+
+                                    break
+                except (
+                    socket.gaierror,
+                    ConnectionRefusedError,
+                    websockets.exceptions.InvalidStatusCode
+                ) as e:
+                    logger.error(f"Connection Refused - {e} retrying in {self.sleep_time}s")
+                    await asyncio.sleep(self.sleep_time)
+
+                    continue
+
+        except asyncio.CancelledError:
+            # Exit silently
+            pass
+
+    def compose_consumer_request(self, type_: str, data: Any) -> Dict[str, Any]:
+        """
+        Create a request for sending to a producer
+
+        :param type_: The RPCRequestType
+        :param data: The data to send
+        :returns: Dict[str, Any]
+        """
+        return {'type': type_, 'data': data}
+
+    # How we do things here isn't set in stone. There seems to be some interest
+    # in figuring out a better way, but we shall do this for now.
+    def handle_producer_message(self, message: Dict[str, Any]):
+        """
+        Handles external messages from a Producer
+        """
+        # Should we have a default message type?
+        message_type = message.get('type', RPCMessageType.STATUS)
+        message_data = message.get('data')
+
+        logger.debug(f"Received message of type {message_type}")
+
+        # Handle Whitelists
+        if message_type == RPCMessageType.WHITELIST:
+            pairlist = message_data
+
+            # Add the pairlist data to the ExternalPairlist plugin
+            external_pairlist = self._rpc._freqtrade.pairlists._pairlist_handlers[0]
+            external_pairlist.add_pairlist_data(pairlist)
+
+        # Handle analyzed dataframes
+        elif message_type == RPCMessageType.ANALYZED_DF:
+            # This shouldn't happen
+            if message_data is None:
+                return
+
+            key, value = message_data.get('key'), message_data.get('data')
+            pair, timeframe, candle_type = key
+
+            # Convert the JSON to a pandas DataFrame
+            dataframe = json_to_dataframe(value)
+
+            # If set, remove the Entry and Exit signals from the Producer
+            if self._emc_config.get('remove_entry_exit_signals', False):
+                dataframe = remove_entry_exit_signals(dataframe)
+
+            # Add the dataframe to the dataprovider
+            dataprovider = self._rpc._freqtrade.dataprovider
+            dataprovider.add_external_df(pair, timeframe, dataframe, candle_type)

freqtrade/rpc/external_signal/__init__.py

@@ -1,5 +0,0 @@
-# # flake8: noqa: F401
-# from freqtrade.rpc.external_signal.controller import ExternalSignalController
-#
-#
-# __all__ = ('ExternalSignalController')

freqtrade/rpc/external_signal/channel.py

@@ -1,145 +0,0 @@
-# import logging
-# from threading import RLock
-# from typing import Type
-#
-# from freqtrade.rpc.external_signal.proxy import WebSocketProxy
-# from freqtrade.rpc.external_signal.serializer import MsgPackWebSocketSerializer
-# from freqtrade.rpc.external_signal.types import WebSocketType
-#
-#
-# logger = logging.getLogger(__name__)
-#
-#
-# class WebSocketChannel:
-#     """
-#     Object to help facilitate managing a websocket connection
-#     """
-#
-#     def __init__(
-#         self,
-#         websocket: WebSocketType,
-#         serializer_cls: Type[WebSocketSerializer] = MsgPackWebSocketSerializer
-#     ):
-#         # The WebSocket object
-#         self._websocket = WebSocketProxy(websocket)
-#         # The Serializing class for the WebSocket object
-#         self._serializer_cls = serializer_cls
-#
-#         # Internal event to signify a closed websocket
-#         self._closed = False
-#
-#         # Wrap the WebSocket in the Serializing class
-#         self._wrapped_ws = self._serializer_cls(self._websocket)
-#
-#     async def send(self, data):
-#         """
-#         Send data on the wrapped websocket
-#         """
-#         # logger.info(f"Serialized Send - {self._wrapped_ws._serialize(data)}")
-#         await self._wrapped_ws.send(data)
-#
-#     async def recv(self):
-#         """
-#         Receive data on the wrapped websocket
-#         """
-#         return await self._wrapped_ws.recv()
-#
-#     async def ping(self):
-#         """
-#         Ping the websocket
-#         """
-#         return await self._websocket.ping()
-#
-#     async def close(self):
-#         """
-#         Close the WebSocketChannel
-#         """
-#
-#         self._closed = True
-#
-#     def is_closed(self):
-#         return self._closed
-#
-#
-# class ChannelManager:
-#     def __init__(self):
-#         self.channels = dict()
-#         self._lock = RLock()  # Re-entrant Lock
-#
-#     async def on_connect(self, websocket: WebSocketType):
-#         """
-#         Wrap websocket connection into Channel and add to list
-#
-#         :param websocket: The WebSocket object to attach to the Channel
-#         """
-#         if hasattr(websocket, "accept"):
-#             try:
-#                 await websocket.accept()
-#             except RuntimeError:
-#                 # The connection was closed before we could accept it
-#                 return
-#
-#         ws_channel = WebSocketChannel(websocket)
-#
-#         with self._lock:
-#             self.channels[websocket] = ws_channel
-#
-#         return ws_channel
-#
-#     async def on_disconnect(self, websocket: WebSocketType):
-#         """
-#         Call close on the channel if it's not, and remove from channel list
-#
-#         :param websocket: The WebSocket objet attached to the Channel
-#         """
-#         with self._lock:
-#             channel = self.channels.get(websocket)
-#             if channel:
-#                 logger.debug(f"Disconnecting channel - {channel}")
-#
-#                 if not channel.is_closed():
-#                     await channel.close()
-#
-#                 del self.channels[websocket]
-#
-#     async def disconnect_all(self):
-#         """
-#         Disconnect all Channels
-#         """
-#         with self._lock:
-#             for websocket, channel in self.channels.items():
-#                 if not channel.is_closed():
-#                     await channel.close()
-#
-#             self.channels = dict()
-#
-#     async def broadcast(self, data):
-#         """
-#         Broadcast data on all Channels
-#
-#         :param data: The data to send
-#         """
-#         with self._lock:
-#             for websocket, channel in self.channels.items():
-#                 try:
-#                     await channel.send(data)
-#                 except RuntimeError:
-#                     # Handle cannot send after close cases
-#                     await self.on_disconnect(websocket)
-#
-#     async def send_direct(self, channel, data):
-#         """
-#         Send data directly through direct_channel only
-#
-#         :param direct_channel: The WebSocketChannel object to send data through
-#         :param data: The data to send
-#         """
-#         # We iterate over the channels to get reference to the websocket object
-#         # so we can disconnect incase of failure
-#         await channel.send(data)
-#
-#     def has_channels(self):
-#         """
-#         Flag for more than 0 channels
-#         """
-#         return len(self.channels) > 0

freqtrade/rpc/external_signal/controller.py

@@ -1,449 +0,0 @@
-# """
-# This module manages replicate mode communication
-# """
-# import asyncio
-# import logging
-# import secrets
-# import socket
-# from threading import Thread
-# from typing import Any, Callable, Coroutine, Dict, Union
-#
-# import websockets
-# from fastapi import Depends
-# from fastapi import WebSocket as FastAPIWebSocket
-# from fastapi import WebSocketDisconnect, status
-# from janus import Queue as ThreadedQueue
-#
-# from freqtrade.enums import ExternalSignalModeType, LeaderMessageType, RPCMessageType
-# from freqtrade.rpc import RPC, RPCHandler
-# from freqtrade.rpc.external_signal.channel import ChannelManager
-# from freqtrade.rpc.external_signal.types import MessageType
-# from freqtrade.rpc.external_signal.utils import is_websocket_alive
-#
-#
-# logger = logging.getLogger(__name__)
-#
-#
-# class ExternalSignalController(RPCHandler):
-#     """  This class handles all websocket communication """
-#
-#     def __init__(
-#         self,
-#         rpc: RPC,
-#         config: Dict[str, Any],
-#         api_server: Union[Any, None] = None
-#     ) -> None:
-#         """
-#         Init the ExternalSignalController class, and init the super class RPCHandler
-#         :param rpc: instance of RPC Helper class
-#         :param config: Configuration object
-#         :param api_server: The ApiServer object
-#         :return: None
-#         """
-#         super().__init__(rpc, config)
-#
-#         self.freqtrade = rpc._freqtrade
-#         self.api_server = api_server
-#
-#         if not self.api_server:
-#             raise RuntimeError("The API server must be enabled for external signals to work")
-#
-#         self._loop = None
-#         self._running = False
-#         self._thread = None
-#         self._queue = None
-#
-#         self._main_task = None
-#         self._sub_tasks = None
-#
-#         self._message_handlers = {
-#             LeaderMessageType.pairlist: self._rpc._handle_pairlist_message,
-#             LeaderMessageType.analyzed_df: self._rpc._handle_analyzed_df_message,
-#             LeaderMessageType.default: self._rpc._handle_default_message
-#         }
-#
-#         self.channel_manager = ChannelManager()
-#         self.external_signal_config = config.get('external_signal', {})
-#
-#         # What the config should look like
-#         # "external_signal": {
-#         #     "enabled": true,
-#         #     "mode": "follower",
-#         #     "leaders": [
-#         #       {
-#         #         "url": "ws://localhost:8080/signals/ws",
-#         #         "api_token": "test"
-#         #       }
-#         #     ]
-#         # }
-#
-#         # "external_signal": {
-#         #     "enabled": true,
-#         #     "mode": "leader",
-#         #     "api_token": "test"
-#         # }
-#
-#         self.mode = ExternalSignalModeType[
-#             self.external_signal_config.get('mode', 'leader').lower()
-#         ]
-#
-#         self.leaders_list = self.external_signal_config.get('leaders', [])
-#         self.push_throttle_secs = self.external_signal_config.get('push_throttle_secs', 0.1)
-#
-#         self.reply_timeout = self.external_signal_config.get('follower_reply_timeout', 10)
-#         self.ping_timeout = self.external_signal_config.get('follower_ping_timeout', 2)
-#         self.sleep_time = self.external_signal_config.get('follower_sleep_time', 5)
-#
-#         # Validate external_signal_config here?
-#
-#         if self.mode == ExternalSignalModeType.follower and len(self.leaders_list) == 0:
-#             raise ValueError("You must specify at least 1 leader in follower mode.")
-#
-#         # This is only used by the leader, the followers use the tokens specified
-#         # in each of the leaders
-#         # If you do not specify an API key in the config, one will be randomly
-#         # generated and logged on startup
-#         default_api_key = secrets.token_urlsafe(16)
-#         self.secret_api_key = self.external_signal_config.get('api_token', default_api_key)
-#
-#         self.start()
-#
-#     def is_leader(self):
-#         """
-#         Leader flag
-#         """
-#         return self.enabled() and self.mode == ExternalSignalModeType.leader
-#
-#     def enabled(self):
-#         """
-#         Enabled flag
-#         """
-#         return self.external_signal_config.get('enabled', False)
-#
-#     def num_leaders(self):
-#         """
-#         The number of leaders we should be connected to
-#         """
-#         return len(self.leaders_list)
-#
-#     def start_threaded_loop(self):
-#         """
-#         Start the main internal loop in another thread to run coroutines
-#         """
-#         self._loop = asyncio.new_event_loop()
-#
-#         if not self._thread:
-#             self._thread = Thread(target=self._loop.run_forever)
-#             self._thread.start()
-#             self._running = True
-#         else:
-#             raise RuntimeError("A loop is already running")
-#
-#     def submit_coroutine(self, coroutine: Coroutine):
-#         """
-#         Submit a coroutine to the threaded loop
-#         """
-#         if not self._running:
-#             raise RuntimeError("Cannot schedule new futures after shutdown")
-#
-#         if not self._loop or not self._loop.is_running():
-#             raise RuntimeError("Loop must be started before any function can"
-#                                " be submitted")
-#
-#         return asyncio.run_coroutine_threadsafe(coroutine, self._loop)
-#
-#     def start(self):
-#         """
-#         Start the controller main loop
-#         """
-#         self.start_threaded_loop()
-#         self._main_task = self.submit_coroutine(self.main())
-#
-#     async def shutdown(self):
-#         """
-#         Shutdown all tasks and close up
-#         """
-#         logger.info("Stopping rpc.externalsignalcontroller")
-#
-#         # Flip running flag
-#         self._running = False
-#
-#         # Cancel sub tasks
-#         for task in self._sub_tasks:
-#             task.cancel()
-#
-#         # Then disconnect all channels
-#         await self.channel_manager.disconnect_all()
-#
-#     def cleanup(self) -> None:
-#         """
-#         Cleanup pending module resources.
-#         """
-#         if self._thread:
-#             if self._loop.is_running():
-#                 self._main_task.cancel()
-#             self._thread.join()
-#
-#     async def main(self):
-#         """
-#         Main coro
-#
-#         Start the loop based on what mode we're in
-#         """
-#         try:
-#             if self.mode == ExternalSignalModeType.leader:
-#                 logger.info("Starting rpc.externalsignalcontroller in Leader mode")
-#
-#                 await self.run_leader_mode()
-#             elif self.mode == ExternalSignalModeType.follower:
-#                 logger.info("Starting rpc.externalsignalcontroller in Follower mode")
-#
-#                 await self.run_follower_mode()
-#
-#         except asyncio.CancelledError:
-#             # We're cancelled
-#             await self.shutdown()
-#         except Exception as e:
-#             # Log the error
-#             logger.error(f"Exception occurred in main task: {e}")
-#             logger.exception(e)
-#         finally:
-#             # This coroutine is the last thing to be ended, so it should stop the loop
-#             self._loop.stop()
-#
-#     def log_api_token(self):
-#         """
-#         Log the API token
-#         """
-#         logger.info("-" * 15)
-#         logger.info(f"API_KEY: {self.secret_api_key}")
-#         logger.info("-" * 15)
-#
-#     def send_msg(self, msg: MessageType) -> None:
-#         """
-#         Support RPC calls
-#         """
-#         if msg["type"] == RPCMessageType.EMIT_DATA:
-#             message = msg.get("message")
-#             if message:
-#                 self.send_message(message)
-#             else:
-#                 logger.error(f"Message is empty! {msg}")
-#
-#     def send_message(self, msg: MessageType) -> None:
-#         """
-#         Broadcast message over all channels if there are any
-#         """
-#
-#         if self.channel_manager.has_channels():
-#             self._send_message(msg)
-#         else:
-#             logger.debug("No listening followers, skipping...")
-#             pass
-#
-#     def _send_message(self, msg: MessageType):
-#         """
-#         Add data to the internal queue to be broadcasted. This func will block
-#         if the queue is full. This is meant to be called in the main thread.
-#         """
-#         if self._queue:
-#             queue = self._queue.sync_q
-#             queue.put(msg)  # This will block if the queue is full
-#         else:
-#             logger.warning("Can not send data, leader loop has not started yet!")
-#
-#     async def send_initial_data(self, channel):
-#         logger.info("Sending initial data through channel")
-#
-#         data = self._rpc._initial_leader_data()
-#
-#         for message in data:
-#             await channel.send(message)
-#
-#     async def _handle_leader_message(self, message: MessageType):
-#         """
-#         Handle message received from a Leader
-#         """
-#         type = message.get("data_type", LeaderMessageType.default)
-#         data = message.get("data")
-#
-#         handler: Callable = self._message_handlers[type]
-#         handler(type, data)
-#
-#     # ----------------------------------------------------------------------
-#
-#     async def run_leader_mode(self):
-#         """
-#         Main leader coroutine
-#
-#         This starts all of the leader coros and registers the endpoint on
-#         the ApiServer
-#         """
-#         self.register_leader_endpoint()
-#         self.log_api_token()
-#
-#         self._sub_tasks = [
-#             self._loop.create_task(self._broadcast_queue_data())
-#         ]
-#
-#         return await asyncio.gather(*self._sub_tasks)
-#
-#     async def run_follower_mode(self):
-#         """
-#         Main follower coroutine
-#
-#         This starts all of the follower connection coros
-#         """
-#
-#         rpc_lock = asyncio.Lock()
-#
-#         self._sub_tasks = [
-#             self._loop.create_task(self._handle_leader_connection(leader, rpc_lock))
-#             for leader in self.leaders_list
-#         ]
-#
-#         return await asyncio.gather(*self._sub_tasks)
-#
-#     async def _broadcast_queue_data(self):
-#         """
-#         Loop over queue data and broadcast it
-#         """
-#         # Instantiate the queue in this coroutine so it's attached to our loop
-#         self._queue = ThreadedQueue()
-#         async_queue = self._queue.async_q
-#
-#         try:
-#             while self._running:
-#                 # Get data from queue
-#                 data = await async_queue.get()
-#
-#                 # Broadcast it to everyone
-#                 await self.channel_manager.broadcast(data)
-#
-#                 # Sleep
-#                 await asyncio.sleep(self.push_throttle_secs)
-#
-#         except asyncio.CancelledError:
-#             # Silently stop
-#             pass
-#
-#     async def get_api_token(
-#         self,
-#         websocket: FastAPIWebSocket,
-#         token: Union[str, None] = None
-#     ):
-#         """
-#         Extract the API key from query param. Must match the
-#         set secret_api_key or the websocket connection will be closed.
-#         """
-#         if token == self.secret_api_key:
-#             return token
-#         else:
-#             logger.info("Denying websocket request...")
-#             await websocket.close(code=status.WS_1008_POLICY_VIOLATION)
-#
-#     def register_leader_endpoint(self, path: str = "/signals/ws"):
-#         """
-#         Attach and start the main leader loop to the ApiServer
-#
-#         :param path: The endpoint path
-#         """
-#         if not self.api_server:
-#             raise RuntimeError("The leader needs the ApiServer to be active")
-#
-#         # The endpoint function for running the main leader loop
-#         @self.api_server.app.websocket(path)
-#         async def leader_endpoint(
-#             websocket: FastAPIWebSocket,
-#             api_key: str = Depends(self.get_api_token)
-#         ):
-#             await self.leader_endpoint_loop(websocket)
-#
-#     async def leader_endpoint_loop(self, websocket: FastAPIWebSocket):
-#         """
-#         The WebSocket endpoint served by the ApiServer. This handles connections,
-#         and adding them to the channel manager.
-#         """
-#         try:
-#             if is_websocket_alive(websocket):
-#                 logger.info(f"Follower connected - {websocket.client}")
-#                 channel = await self.channel_manager.on_connect(websocket)
-#
-#                 # Send initial data here
-#                 # Data is being broadcasted right away as soon as startup,
-#                 # we may not have to send initial data at all. Further testing
-#                 # required.
-#                 await self.send_initial_data(channel)
-#
-#                 # Keep connection open until explicitly closed, and sleep
-#                 try:
-#                     while not channel.is_closed():
-#                         request = await channel.recv()
-#                         logger.info(f"Follower request - {request}")
-#
-#                 except WebSocketDisconnect:
-#                     # Handle client disconnects
-#                     logger.info(f"Follower disconnected - {websocket.client}")
-#                     await self.channel_manager.on_disconnect(websocket)
-#                 except Exception as e:
-#                     logger.info(f"Follower connection failed - {websocket.client}")
-#                     logger.exception(e)
-#                     # Handle cases like -
-#                     # RuntimeError('Cannot call "send" once a closed message has been sent')
-#                     await self.channel_manager.on_disconnect(websocket)
-#
-#         except Exception:
-#             logger.error(f"Failed to serve - {websocket.client}")
-#             await self.channel_manager.on_disconnect(websocket)
-#
-#     async def _handle_leader_connection(self, leader, lock):
-#         """
-#         Given a leader, connect and wait on data. If connection is lost,
-#         it will attempt to reconnect.
-#         """
-#         try:
-#             url, token = leader["url"], leader["api_token"]
-#             websocket_url = f"{url}?token={token}"
-#
-#             logger.info(f"Attempting to connect to Leader at: {url}")
-#             while True:
-#                 try:
-#                     async with websockets.connect(websocket_url) as ws:
-#                         channel = await self.channel_manager.on_connect(ws)
-#                         logger.info(f"Connection to Leader at {url} successful")
-#                         while True:
-#                             try:
-#                                 data = await asyncio.wait_for(
-#                                     channel.recv(),
-#                                     timeout=self.reply_timeout
-#                                 )
-#                             except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed):
-#                                 # We haven't received data yet. Check the connection and continue.
-#                                 try:
-#                                     # ping
-#                                     ping = await channel.ping()
-#                                     await asyncio.wait_for(ping, timeout=self.ping_timeout)
-#                                     logger.debug(f"Connection to {url} still alive...")
-#                                     continue
-#                                 except Exception:
-#                                     logger.info(
-#                                         f"Ping error {url} - retrying in {self.sleep_time}s")
-#                                     asyncio.sleep(self.sleep_time)
-#                                     break
-#
-#                             async with lock:
-#                                 # Acquire lock so only 1 coro handling at a time
-#                                 # as we call the RPC module in the main thread
-#                                 await self._handle_leader_message(data)
-#
-#                 except (socket.gaierror, ConnectionRefusedError):
-#                     logger.info(f"Connection Refused - retrying connection in {self.sleep_time}s")
-#                     await asyncio.sleep(self.sleep_time)
-#                     continue
-#                 except websockets.exceptions.InvalidStatusCode as e:
-#                     logger.error(f"Connection Refused - {e}")
-#                     await asyncio.sleep(self.sleep_time)
-#                     continue
-#
-#         except asyncio.CancelledError:
-#             pass

freqtrade/rpc/external_signal/proxy.py

@@ -1,61 +0,0 @@
-# from typing import Union
-#
-# from fastapi import WebSocket as FastAPIWebSocket
-# from websockets import WebSocketClientProtocol as WebSocket
-#
-# from freqtrade.rpc.external_signal.types import WebSocketType
-#
-#
-# class WebSocketProxy:
-#     """
-#     WebSocketProxy object to bring the FastAPIWebSocket and websockets.WebSocketClientProtocol
-#     under the same API
-#     """
-#
-#     def __init__(self, websocket: WebSocketType):
-#         self._websocket: Union[FastAPIWebSocket, WebSocket] = websocket
-#
-#     async def send(self, data):
-#         """
-#         Send data on the wrapped websocket
-#         """
-#         if isinstance(data, str):
-#             data = data.encode()
-#
-#         if hasattr(self._websocket, "send_bytes"):
-#             await self._websocket.send_bytes(data)
-#         else:
-#             await self._websocket.send(data)
-#
-#     async def recv(self):
-#         """
-#         Receive data on the wrapped websocket
-#         """
-#         if hasattr(self._websocket, "receive_bytes"):
-#             return await self._websocket.receive_bytes()
-#         else:
-#             return await self._websocket.recv()
-#
-#     async def ping(self):
-#         """
-#         Ping the websocket, not supported by FastAPI WebSockets
-#         """
-#         if hasattr(self._websocket, "ping"):
-#             return await self._websocket.ping()
-#         return False
-#
-#     async def close(self, code: int = 1000):
-#         """
-#         Close the websocket connection, only supported by FastAPI WebSockets
-#         """
-#         if hasattr(self._websocket, "close"):
-#             return await self._websocket.close(code)
-#         pass
-#
-#     async def accept(self):
-#         """
-#         Accept the WebSocket connection, only support by FastAPI WebSockets
-#         """
-#         if hasattr(self._websocket, "accept"):
-#             return await self._websocket.accept()
-#         pass

freqtrade/rpc/external_signal/serializer.py

@@ -1,65 +0,0 @@
-# import json
-# import logging
-# from abc import ABC, abstractmethod
-#
-# import msgpack
-# import orjson
-#
-# from freqtrade.rpc.external_signal.proxy import WebSocketProxy
-#
-#
-# logger = logging.getLogger(__name__)
-#
-#
-# class WebSocketSerializer(ABC):
-#     def __init__(self, websocket: WebSocketProxy):
-#         self._websocket: WebSocketProxy = websocket
-#
-#     @abstractmethod
-#     def _serialize(self, data):
-#         raise NotImplementedError()
-#
-#     @abstractmethod
-#     def _deserialize(self, data):
-#         raise NotImplementedError()
-#
-#     async def send(self, data: bytes):
-#         await self._websocket.send(self._serialize(data))
-#
-#     async def recv(self) -> bytes:
-#         data = await self._websocket.recv()
-#
-#         return self._deserialize(data)
-#
-#     async def close(self, code: int = 1000):
-#         await self._websocket.close(code)
-#
-# # Going to explore using MsgPack as the serialization,
-# # as that might be the best method for sending pandas
-# # dataframes over the wire
-#
-#
-# class JSONWebSocketSerializer(WebSocketSerializer):
-#     def _serialize(self, data):
-#         return json.dumps(data)
-#
-#     def _deserialize(self, data):
-#         return json.loads(data)
-#
-#
-# class ORJSONWebSocketSerializer(WebSocketSerializer):
-#     ORJSON_OPTIONS = orjson.OPT_NAIVE_UTC | orjson.OPT_SERIALIZE_NUMPY
-#
-#     def _serialize(self, data):
-#         return orjson.dumps(data, option=self.ORJSON_OPTIONS)
-#
-#     def _deserialize(self, data):
-#         return orjson.loads(data, option=self.ORJSON_OPTIONS)
-#
-#
-# class MsgPackWebSocketSerializer(WebSocketSerializer):
-#     def _serialize(self, data):
-#         return msgpack.packb(data, use_bin_type=True)
-#
-#     def _deserialize(self, data):
-#         return msgpack.unpackb(data, raw=False)

freqtrade/rpc/external_signal/types.py

@@ -1,8 +0,0 @@
-# from typing import Any, Dict, TypeVar
-#
-# from fastapi import WebSocket as FastAPIWebSocket
-# from websockets import WebSocketClientProtocol as WebSocket
-#
-#
-# WebSocketType = TypeVar("WebSocketType", FastAPIWebSocket, WebSocket)
-# MessageType = Dict[str, Any]

freqtrade/rpc/external_signal/utils.py

@@ -1,10 +0,0 @@
-# from starlette.websockets import WebSocket, WebSocketState
-#
-#
-# async def is_websocket_alive(ws: WebSocket) -> bool:
-#     if (
-#         ws.application_state == WebSocketState.CONNECTED and
-#         ws.client_state == WebSocketState.CONNECTED
-#     ):
-#         return True
-#     return False

freqtrade/rpc/rpc.py

@@ -1099,65 +1099,3 @@ class RPC:
             if all([any(x.value == topic for x in RPCMessageType) for topic in data]):
                 logger.debug(f"{channel} subscribed to topics: {data}")
                 channel.set_subscriptions(data)
-    #
-    # # ------------------------------ EXTERNAL SIGNALS -----------------------
-    #
-    # def _initial_leader_data(self):
-    #     # We create a list of Messages to send to the follower on connect
-    #     data = []
-    #
-    #     # Send Pairlist data
-    #     data.append({
-    #         "data_type": LeaderMessageType.pairlist,
-    #         "data": self._freqtrade.pairlists._whitelist
-    #     })
-    #
-    #     return data
-    #
-    # def _handle_pairlist_message(self, type, data):
-    #     """
-    #     Handles the emitted pairlists from the Leaders
-    #
-    #     :param type: The data_type of the data
-    #     :param data: The data
-    #     """
-    #     pairlist = data
-    #
-    #     logger.debug(f"Handling Pairlist message: {pairlist}")
-    #
-    #     external_pairlist = self._freqtrade.pairlists._pairlist_handlers[0]
-    #     external_pairlist.add_pairlist_data(pairlist)
-    #
-    # def _handle_analyzed_df_message(self, type, data):
-    #     """
-    #     Handles the analyzed dataframes from the Leaders
-    #
-    #     :param type: The data_type of the data
-    #     :param data: The data
-    #     """
-    #     key, value = data["key"], data["value"]
-    #     pair, timeframe, candle_type = key
-    #
-    #     # Skip any pairs that we don't have in the pairlist?
-    #     # leader_pairlist = self._freqtrade.pairlists._whitelist
-    #     # if pair not in leader_pairlist:
-    #     #     return
-    #
-    #     dataframe = json_to_dataframe(value)
-    #
-    #     if self._config.get('external_signal', {}).get('remove_signals_analyzed_df', False):
-    #         dataframe = remove_entry_exit_signals(dataframe)
-    #
-    #     logger.debug(f"Handling analyzed dataframe for {pair}")
-    #     logger.debug(dataframe.tail())
-    #
-    #     # Add the dataframe to the dataprovider
-    #     dataprovider = self._freqtrade.dataprovider
-    #     dataprovider.add_external_df(pair, timeframe, dataframe, candle_type)
-    #
-    # def _handle_default_message(self, type, data):
-    #     """
-    #     Default leader message handler, just logs it. We should never have to
-    #     run this unless the leader sends us some weird message.
-    #     """
-    #     logger.debug(f"Received message from Leader of type {type}: {data}")

freqtrade/rpc/rpc_manager.py

@@ -78,7 +78,9 @@ class RPCManager:
             'status': 'stopping bot'
         }
         """
-        logger.info('Sending rpc message: %s', msg)
+        # Removed actually showing the message because the logs would be
+        # completely spammed of the json dataframe
+        logger.info('Sending rpc message of type: %s', msg.get('type'))
         if 'pair' in msg:
             msg.update({
                 'base_currency': self._rpc._freqtrade.exchange.get_pair_base_currency(msg['pair'])

freqtrade/strategy/interface.py

@@ -5,19 +5,21 @@ This module defines the interface to apply for strategies
 import logging
 from abc import ABC, abstractmethod
 from datetime import datetime, timedelta, timezone
-from typing import Callable, Dict, List, Optional, Tuple, Union
+from typing import Dict, List, Optional, Tuple, Union
 
 import arrow
 from pandas import DataFrame
 
 from freqtrade.constants import ListPairsWithTimeframes
 from freqtrade.data.dataprovider import DataProvider
-from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, SignalDirection, SignalTagType,
+from freqtrade.enums import (CandleType, ExitCheckTuple, ExitType, RPCMessageType, SignalDirection,
-                             SignalType, TradingMode)
+                             SignalTagType, SignalType, TradingMode)
 from freqtrade.enums.runmode import RunMode
 from freqtrade.exceptions import OperationalException, StrategyError
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_next_date, timeframe_to_seconds
+from freqtrade.misc import dataframe_to_json, remove_entry_exit_signals
 from freqtrade.persistence import Order, PairLocks, Trade
+from freqtrade.rpc import RPCManager
 from freqtrade.strategy.hyper import HyperStrategyMixin
 from freqtrade.strategy.informative_decorator import (InformativeData, PopulateIndicators,
                                                       _create_and_merge_informative_pair,
@@ -111,6 +113,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     # and wallets - access to the current balance.
     dp: DataProvider
     wallets: Optional[Wallets] = None
+    rpc: RPCManager
     # Filled from configuration
     stake_currency: str
     # container variable for strategy source code
@@ -702,8 +705,7 @@ class IStrategy(ABC, HyperStrategyMixin):
         self,
         dataframe: DataFrame,
         metadata: dict,
-        external_data: bool = False,
+        external_data: bool = False
-        finish_callback: Optional[Callable] = None,
     ) -> DataFrame:
         """
         Parses the given candle (OHLCV) data and returns a populated DataFrame
@@ -729,17 +731,20 @@ class IStrategy(ABC, HyperStrategyMixin):
             candle_type = self.config.get('candle_type_def', CandleType.SPOT)
             self.dp._set_cached_df(pair, self.timeframe, dataframe, candle_type=candle_type)
 
-            if finish_callback:
+            if not external_data:
-                finish_callback(pair, dataframe, self.timeframe, candle_type)
+                self.rpc.send_msg(
+                    {
+                        'type': RPCMessageType.ANALYZED_DF,
+                        'data': {
+                            'key': (pair, self.timeframe, candle_type),
+                            'value': dataframe_to_json(dataframe)
+                        }
+                    }
+                )
 
         else:
             logger.debug("Skipping TA Analysis for already analyzed candle")
-            dataframe[SignalType.ENTER_LONG.value] = 0
+            dataframe = remove_entry_exit_signals(dataframe)
-            dataframe[SignalType.EXIT_LONG.value] = 0
-            dataframe[SignalType.ENTER_SHORT.value] = 0
-            dataframe[SignalType.EXIT_SHORT.value] = 0
-            dataframe[SignalTagType.ENTER_TAG.value] = None
-            dataframe[SignalTagType.EXIT_TAG.value] = None
 
         logger.debug("Loop Analysis Launched")
 
@@ -748,8 +753,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     def analyze_pair(
         self,
         pair: str,
-        external_data: bool = False,
+        external_data: bool = False
-        finish_callback: Optional[Callable] = None,
     ) -> None:
         """
         Fetch data for this pair from dataprovider and analyze.
@@ -773,7 +777,7 @@ class IStrategy(ABC, HyperStrategyMixin):
 
             dataframe = strategy_safe_wrapper(
                 self._analyze_ticker_internal, message=""
-            )(dataframe, {'pair': pair}, external_data, finish_callback)
+            )(dataframe, {'pair': pair}, external_data)
 
             self.assert_df(dataframe, df_len, df_close, df_date)
         except StrategyError as error:
@@ -786,15 +790,14 @@ class IStrategy(ABC, HyperStrategyMixin):
 
     def analyze(
         self,
-        pairs: List[str],
+        pairs: List[str]
-        finish_callback: Optional[Callable] = None
     ) -> None:
         """
         Analyze all pairs using analyze_pair().
         :param pairs: List of pairs to analyze
         """
         for pair in pairs:
-            self.analyze_pair(pair, finish_callback=finish_callback)
+            self.analyze_pair(pair)
 
     def analyze_external(self, pairs: List[str], leader_pairs: List[str]) -> None:
         """
@@ -808,10 +811,10 @@ class IStrategy(ABC, HyperStrategyMixin):
         # them normally.
         # List order is not preserved when doing this!
         # We use ^ instead of - for symmetric difference
-        # What do we do with these?
         extra_pairs = list(set(pairs) ^ set(leader_pairs))
         # These would be the pairs that we have trades in, which means
         # we would have to analyze them normally
+        # Eventually maybe request data from the Leader if we don't have it?
 
         for pair in leader_pairs:
             # Analyze the pairs, but get the dataframe from the external data

scripts/test_ws_client.py

@@ -1,74 +0,0 @@
-import asyncio
-import logging
-import socket
-from typing import Any
-
-import websockets
-
-from freqtrade.enums import RPCMessageType
-from freqtrade.rpc.api_server.ws.channel import WebSocketChannel
-
-
-logging.basicConfig(level=logging.DEBUG)
-logger = logging.getLogger(__name__)
-
-
-def compose_consumer_request(type_: str, data: Any):
-    return {"type": type_, "data": data}
-
-
-async def _client():
-    # Trying to recreate multiple topic issue. Wait until first whitelist message,
-    # then CTRL-C to get the status message.
-    topics = [RPCMessageType.WHITELIST, RPCMessageType.STATUS]
-    try:
-        while True:
-            try:
-                url = "ws://localhost:8080/api/v1/message/ws?token=testtoken"
-                async with websockets.connect(url) as ws:
-                    channel = WebSocketChannel(ws)
-
-                    logger.info("Connection successful")
-                    # Tell the producer we only want these topics
-                    await channel.send(compose_consumer_request("subscribe", topics))
-
-                    while True:
-                        try:
-                            data = await asyncio.wait_for(
-                                channel.recv(),
-                                timeout=5
-                            )
-                            logger.info(f"Data received - {data}")
-                        except (asyncio.TimeoutError, websockets.exceptions.ConnectionClosed):
-                            # We haven't received data yet. Check the connection and continue.
-                            try:
-                                # ping
-                                ping = await channel.ping()
-                                await asyncio.wait_for(ping, timeout=2)
-                                logger.debug(f"Connection to {url} still alive...")
-                                continue
-                            except Exception:
-                                logger.info(
-                                    f"Ping error {url} - retrying in 5s")
-                                await asyncio.sleep(2)
-                                break
-
-            except (socket.gaierror, ConnectionRefusedError):
-                logger.info("Connection Refused - retrying connection in 5s")
-                await asyncio.sleep(2)
-                continue
-            except websockets.exceptions.InvalidStatusCode as e:
-                logger.error(f"Connection Refused - {e}")
-                await asyncio.sleep(2)
-                continue
-
-    except (asyncio.CancelledError, KeyboardInterrupt):
-        pass
-
-
-def main():
-    asyncio.run(_client())
-
-
-if __name__ == "__main__":
-    main()