mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
329 lines
9.6 KiB
Python
Executable File
329 lines
9.6 KiB
Python
Executable File
#!/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, type, data):
|
|
self.logger.info(data)
|
|
|
|
async def _handle_analyzed_df(self, name, type, 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, type, data):
|
|
self.logger.info("Unkown message of type {type} received...")
|
|
self.logger.info(data)
|
|
|
|
|
|
async def create_client(
|
|
host,
|
|
port,
|
|
token,
|
|
scheme='ws',
|
|
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
|
|
: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
|
|
"""
|
|
|
|
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 unforseen 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()
|