stable/freqtrade/rpc/external_message_consumer.py

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"""
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, List, Optional
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import pandas
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import websockets
from freqtrade.data.dataprovider import DataProvider
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from freqtrade.enums import RPCMessageType, RPCRequestType
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from freqtrade.misc import remove_entry_exit_signals
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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,
config: Dict[str, Any],
dataprovider: DataProvider
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):
self._config = config
self._dp = dataprovider
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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)
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# The amount of candles per dataframe on the initial request
self.initial_candle_limit = self._emc_config.get('initial_candle_limit', 500)
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# 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]
# Allow setting data for each initial request
self._initial_requests: List[Dict[str, Any]] = [
{
"type": RPCRequestType.WHITELIST,
"data": None
},
{
"type": RPCRequestType.ANALYZED_DF,
"data": {"limit": self.initial_candle_limit}
}
]
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# Specify which function to use for which RPCMessageType
self._message_handlers = {
RPCMessageType.WHITELIST: self._consume_whitelist_message,
RPCMessageType.ANALYZED_DF: self._consume_analyzed_df_message,
}
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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
"""
lock = asyncio.Lock()
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try:
# Create a connection to each producer
self._sub_tasks = [
self._loop.create_task(self._handle_producer_connection(producer, lock))
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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: Dict[str, Any], lock: asyncio.Lock):
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"""
Main connection loop for the consumer
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:param producer: Dictionary containing producer info
:param lock: An asyncio Lock
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"""
try:
await self._create_connection(producer, lock)
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except asyncio.CancelledError:
# Exit silently
pass
async def _create_connection(self, producer: Dict[str, Any], lock: asyncio.Lock):
"""
Actually creates and handles the websocket connection, pinging on timeout
and handling connection errors.
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:param producer: Dictionary containing producer info
:param lock: An asyncio Lock
"""
while self._running:
try:
url, token = producer['url'], producer['ws_token']
name = producer["name"]
ws_url = f"{url}?token={token}"
# This will raise InvalidURI if the url is bad
async with websockets.connect(ws_url) as ws:
channel = WebSocketChannel(ws, channel_id=name)
logger.info(f"Producer connection success - {channel}")
# 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 request the initial data from this Producer
for request in self._initial_requests:
await channel.send(
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self.compose_consumer_request(request['type'], request['data'])
)
# Now receive data, if none is within the time limit, ping
await self._receive_messages(channel, producer, lock)
# 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,
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 Exception as e:
# An unforseen error has occurred, log and stop
logger.exception(e)
break
async def _receive_messages(
self,
channel: WebSocketChannel,
producer: Dict[str, Any],
lock: asyncio.Lock
):
"""
Loop to handle receiving messages from a Producer
:param channel: The WebSocketChannel object for the WebSocket
:param producer: Dictionary containing producer info
:param lock: An asyncio Lock
"""
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while self._running:
try:
message = await asyncio.wait_for(
channel.recv(),
timeout=self.reply_timeout
)
async with lock:
# Handle the message
self.handle_producer_message(producer, 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 {channel} still alive...")
continue
except Exception:
logger.info(
f"Ping error {channel} - retrying in {self.sleep_time}s")
await asyncio.sleep(self.sleep_time)
break
def compose_consumer_request(
self,
type_: RPCRequestType,
data: Optional[Any] = None
) -> Dict[str, Any]:
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"""
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}
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def handle_producer_message(self, producer: Dict[str, Any], message: Dict[str, Any]):
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"""
Handles external messages from a Producer
"""
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producer_name = producer.get('name', 'default')
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# Should we have a default message type?
message_type = message.get('type', RPCMessageType.STATUS)
message_data = message.get('data')
# We shouldn't get empty messages
if message_data is None:
return
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logger.info(f"Received message of type {message_type} from `{producer_name}`")
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message_handler = self._message_handlers.get(message_type)
if not message_handler:
logger.info(f"Received unhandled message: {message_data}, ignoring...")
return
message_handler(producer_name, message_data)
def _consume_whitelist_message(self, producer_name: str, message_data: Any):
# We expect List[str]
if not isinstance(message_data, list):
return
# Add the pairlist data to the DataProvider
self._dp.set_producer_pairs(message_data, producer_name=producer_name)
logger.debug(f"Consumed message from {producer_name} of type RPCMessageType.WHITELIST")
def _consume_analyzed_df_message(self, producer_name: str, message_data: Any):
# We expect a Dict[str, Any]
if not isinstance(message_data, dict):
return
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key, value = message_data.get('key'), message_data.get('value')
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if key and isinstance(value, pandas.DataFrame):
pair, timeframe, candle_type = key
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dataframe = value
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# 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)
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# Add the dataframe to the dataprovider
self._dp.add_external_df(pair, timeframe, dataframe,
candle_type, producer_name=producer_name)
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logger.debug(
f"Consumed message from {producer_name} of type RPCMessageType.ANALYZED_DF")