stable/freqtrade/rpc/emc.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
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
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except Exception as e:
logger.exception(e)
continue
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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
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key, value = message_data.get('key'), message_data.get('value')
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if key and value:
pair, timeframe, candle_type = key
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# Convert the JSON to a pandas DataFrame
dataframe = json_to_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)
# Add the dataframe to the dataprovider
dataprovider = self._rpc._freqtrade.dataprovider
dataprovider.add_external_df(pair, timeframe, dataframe, candle_type)