split initial data into separate requests

freqtrade/enums/rpcmessagetype.py

@@ -33,4 +33,6 @@ class RPCMessageType(str, Enum):
 # Enum for parsing requests from ws consumers
 class RPCRequestType(str, Enum):
     SUBSCRIBE = 'subscribe'
-    INITIAL_DATA = 'initial_data'
+
+    WHITELIST = 'whitelist'
+    ANALYZED_DF = 'analyzed_df'

freqtrade/rpc/api_server/api_ws.py

@@ -33,7 +33,7 @@ async def _process_consumer_request(
             return
 
         if not isinstance(data, list):
-            logger.error(f"Improper request from channel: {channel} - {request}")
+            logger.error(f"Improper subscribe request from channel: {channel} - {request}")
             return
 
         # If all topics passed are a valid RPCMessageType, set subscriptions on channel
@@ -42,19 +42,19 @@ async def _process_consumer_request(
             logger.debug(f"{channel} subscribed to topics: {data}")
             channel.set_subscriptions(data)
 
-    elif type == RPCRequestType.INITIAL_DATA:
-        # Acquire the data
-        initial_data = rpc._ws_initial_data()
+    elif type == RPCRequestType.WHITELIST:
+        # They requested the whitelist
+        whitelist = rpc._ws_request_whitelist()
 
-        # We now loop over it sending it in pieces
-        whitelist_data, analyzed_df = initial_data.get('whitelist'), initial_data.get('analyzed_df')
+        await channel.send({"type": RPCMessageType.WHITELIST, "data": whitelist})
 
-        if whitelist_data:
-            await channel.send({"type": RPCMessageType.WHITELIST, "data": whitelist_data})
+    elif type == RPCRequestType.ANALYZED_DF:
+        # They requested the full historical analyzed dataframes
+        analyzed_df = rpc._ws_request_analyzed_df()
 
-        if analyzed_df:
-            for pair, message in analyzed_df.items():
-                await channel.send({"type": RPCMessageType.ANALYZED_DF, "data": message})
+        # For every dataframe, send as a separate message
+        for _, message in analyzed_df.items():
+            await channel.send({"type": RPCMessageType.ANALYZED_DF, "data": message})
 
 
 @router.websocket("/message/ws")

freqtrade/rpc/external_message_consumer.py

@@ -158,10 +158,12 @@ class ExternalMessageConsumer:
                         self.compose_consumer_request(RPCRequestType.SUBSCRIBE, self.topics)
                     )
 
-                    # Now request the initial data from this Producer
-                    await channel.send(
-                        self.compose_consumer_request(RPCRequestType.INITIAL_DATA)
-                    )
+                    # Now request the initial data from this Producer for every topic
+                    # we've subscribed to
+                    for topic in self.topics:
+                        # without .upper() we get KeyError
+                        request_type = RPCRequestType[topic.upper()]
+                        await channel.send(self.compose_consumer_request(request_type))
 
                     # Now receive data, if none is within the time limit, ping
                     while True:
@@ -191,9 +193,12 @@ class ExternalMessageConsumer:
                                 await asyncio.sleep(self.sleep_time)
 
                                 break
-                        except Exception as e:
-                            logger.exception(e)
-                            continue
+
+            # Catch invalid ws_url, and break the loop
+            except websockets.exceptions.InvalidURI as e:
+                logger.error(f"{ws_url} is an invalid WebSocket URL - {e}")
+                break
+
             except (
                 socket.gaierror,
                 ConnectionRefusedError,
@@ -204,9 +209,9 @@ class ExternalMessageConsumer:
 
                 continue
 
-            # Catch invalid ws_url, and break the loop
-            except websockets.exceptions.InvalidURI as e:
-                logger.error(f"{ws_url} is an invalid WebSocket URL - {e}")
+            except Exception as e:
+                # An unforseen error has occurred, log and stop
+                logger.exception(e)
                 break
 
     def compose_consumer_request(

freqtrade/rpc/rpc.py

@@ -1068,13 +1068,14 @@ class RPC:
 
         return _data
 
-    def _ws_initial_data(self):
-        """ Websocket friendly initial data, whitelists and all analyzed dataframes """
+    def _ws_request_analyzed_df(self):
+        """ Historical Analyzed Dataframes for WebSocket """
         whitelist = self._freqtrade.active_pair_whitelist
-        # We only get the last 500 candles, should we remove the limit?
-        analyzed_df = self._ws_all_analysed_dataframes(whitelist, 500)
+        return self._ws_all_analysed_dataframes(whitelist, 500)
 
-        return {"whitelist": whitelist, "analyzed_df": analyzed_df}
+    def _ws_request_whitelist(self):
+        """ Whitelist data for WebSocket """
+        return self._freqtrade.active_pair_whitelist
 
     @ staticmethod
     def _rpc_analysed_history_full(config, pair: str, timeframe: str,