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initial concept for replicate, basic leader and follower logic

This commit is contained in:
Timothy Pogue 2022-08-18 10:39:20 -06:00 committed by robcaulk
parent 85b43ec1a1
commit 9f6bba40af
16 changed files with 1330 additions and 4 deletions
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2
.gitignore vendored
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@ -113,3 +113,5 @@ target/
!config_examples/config_full.example.json
!config_examples/config_kraken.example.json
!config_examples/config_freqai.example.json
*-config.json

2
freqtrade/__init__.py
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@ -1,5 +1,5 @@
""" Freqtrade bot """
__version__ = '2022.8.dev'
__version__ = '2022.8.1+pubsub' # Metadata 1.2 mandates PEP 440 version, but 'develop' is not
if 'dev' in __version__:
try:

28
freqtrade/constants.py
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@ -60,6 +60,8 @@ USERPATH_FREQAIMODELS = 'freqaimodels'
TELEGRAM_SETTING_OPTIONS = ['on', 'off', 'silent']
WEBHOOK_FORMAT_OPTIONS = ['form', 'json', 'raw']
FOLLOWER_MODE_OPTIONS = ['follower', 'leader']
ENV_VAR_PREFIX = 'FREQTRADE__'
NON_OPEN_EXCHANGE_STATES = ('cancelled', 'canceled', 'closed', 'expired')
@ -242,6 +244,7 @@ CONF_SCHEMA = {
'exchange': {'$ref': '#/definitions/exchange'},
'edge': {'$ref': '#/definitions/edge'},
'freqai': {'$ref': '#/definitions/freqai'},
'replicate': {'$ref': '#/definitions/replicate'},
'experimental': {
'type': 'object',
'properties': {
@ -483,6 +486,31 @@ CONF_SCHEMA = {
},
'required': ['process_throttle_secs', 'allowed_risk']
},
'replicate': {
'type': 'object',
'properties': {
'enabled': {'type': 'boolean', 'default': False},
'mode': {
'type': 'string',
'enum': FOLLOWER_MODE_OPTIONS
},
'api_key': {'type': 'string', 'default': ''},
'leaders': {
'type': 'array',
'items': {
'type': 'object',
'properties': {
'url': {'type': 'string', 'default': ''},
'token': {'type': 'string', 'default': ''},
}
}
},
'follower_reply_timeout': {'type': 'integer'},
'follower_sleep_time': {'type': 'integer'},
'follower_ping_timeout': {'type': 'integer'},
},
'required': ['mode']
},
"freqai": {
"type": "object",
"properties": {

1
freqtrade/enums/__init__.py
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@ -5,6 +5,7 @@ from freqtrade.enums.exitchecktuple import ExitCheckTuple
from freqtrade.enums.exittype import ExitType
from freqtrade.enums.marginmode import MarginMode
from freqtrade.enums.ordertypevalue import OrderTypeValues
from freqtrade.enums.replicate import LeaderMessageType, ReplicateModeType
from freqtrade.enums.rpcmessagetype import RPCMessageType
from freqtrade.enums.runmode import NON_UTIL_MODES, OPTIMIZE_MODES, TRADING_MODES, RunMode
from freqtrade.enums.signaltype import SignalDirection, SignalTagType, SignalType

11
freqtrade/enums/replicate.py Normal file
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@ -0,0 +1,11 @@
from enum import Enum
class ReplicateModeType(str, Enum):
leader = "leader"
follower = "follower"
class LeaderMessageType(str, Enum):
Pairlist = "pairlist"
Dataframe = "dataframe"

2
freqtrade/enums/rpcmessagetype.py
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@ -19,6 +19,8 @@ class RPCMessageType(Enum):
STRATEGY_MSG = 'strategy_msg'
EMIT_DATA = 'emit_data'
def __repr__(self):
return self.value

8
freqtrade/rpc/api_server/webserver.py
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@ -54,7 +54,11 @@ class ApiServer(RPCHandler):
ApiServer.__initialized = False
return ApiServer.__instance
def __init__(self, config: Dict[str, Any], standalone: bool = False) -> None:
def __init__(
self,
config: Dict[str, Any],
standalone: bool = False,
) -> None:
ApiServer._config = config
if self.__initialized and (standalone or self._standalone):
return
@ -71,8 +75,6 @@ class ApiServer(RPCHandler):
)
self.configure_app(self.app, self._config)
self.start_api()
def add_rpc_handler(self, rpc: RPC):
"""
Attach rpc handler

385
freqtrade/rpc/replicate/__init__.py Normal file
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@ -0,0 +1,385 @@
"""
This module manages replicate mode communication
"""
import asyncio
import logging
import secrets
import socket
from threading import Thread
from typing import Any, Coroutine, Dict, Union
import websockets
from fastapi import Depends
from fastapi import WebSocket as FastAPIWebSocket
from fastapi import WebSocketDisconnect, status
from freqtrade.enums import LeaderMessageType, ReplicateModeType, RPCMessageType
from freqtrade.rpc import RPC, RPCHandler
from freqtrade.rpc.replicate.channel import ChannelManager
from freqtrade.rpc.replicate.thread_queue import Queue as ThreadedQueue
from freqtrade.rpc.replicate.utils import is_websocket_alive
logger = logging.getLogger(__name__)
class ReplicateController(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 ReplicateRPC class, and init the super class RPCHandler
:param rpc: instance of RPC Helper class
:param config: Configuration object
:return: None
"""
super().__init__(rpc, config)
self.api_server = api_server
if not self.api_server:
raise RuntimeError("The API server must be enabled for replicate to work")
self._loop = None
self._running = False
self._thread = None
self._queue = None
self.channel_manager = ChannelManager()
self.replicate_config = config.get('replicate', {})
# What the config should look like
# "replicate": {
# "enabled": true,
# "mode": "follower",
# "leaders": [
# {
# "url": "ws://localhost:8080/replicate/ws",
# "token": "test"
# }
# ]
# }
# "replicate": {
# "enabled": true,
# "mode": "leader",
# "api_key": "test"
# }
self.mode = ReplicateModeType[self.replicate_config.get('mode', 'leader').lower()]
self.leaders_list = self.replicate_config.get('leaders', [])
self.push_throttle_secs = self.replicate_config.get('push_throttle_secs', 1)
self.reply_timeout = self.replicate_config.get('follower_reply_timeout', 10)
self.ping_timeout = self.replicate_config.get('follower_ping_timeout', 2)
self.sleep_time = self.replicate_config.get('follower_sleep_time', 1)
if self.mode == ReplicateModeType.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.replicate_config.get('api_key', default_api_key)
self.start_threaded_loop()
if self.mode == ReplicateModeType.follower:
self.start_follower_mode()
elif self.mode == ReplicateModeType.leader:
self.start_leader_mode()
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")
logger.debug(f"Running coroutine {repr(coroutine)} in loop")
try:
return asyncio.run_coroutine_threadsafe(coroutine, self._loop)
except Exception as e:
logger.error(f"Error running coroutine - {str(e)}")
return None
def cleanup(self) -> None:
"""
Cleanup pending module resources.
"""
if self._thread:
if self._loop.is_running():
self._running = False
# Tell all coroutines submitted to the loop they're cancelled
pending = asyncio.all_tasks(loop=self._loop)
for task in pending:
task.cancel()
self._loop.call_soon_threadsafe(self.channel_manager.disconnect_all)
# This must be called threadsafe, otherwise would not work
self._loop.call_soon_threadsafe(self._loop.stop)
self._thread.join()
def send_msg(self, msg: Dict[str, Any]) -> None:
""" Push message through """
if msg["type"] == RPCMessageType.EMIT_DATA:
self._send_message(
{
"type": msg["data_type"],
"content": msg["data"]
}
)
# ----------------------- LEADER LOGIC ------------------------------
def start_leader_mode(self):
"""
Register the endpoint and start the leader loop
"""
logger.info("Running rpc.replicate in Leader mode")
logger.info("-" * 15)
logger.info(f"API_KEY: {self.secret_api_key}")
logger.info("-" * 15)
self.register_leader_endpoint()
self.submit_coroutine(self.leader_loop())
async def leader_loop(self):
"""
Main leader coroutine
At the moment this just broadcasts data that's in the queue to the followers
"""
try:
await self._broadcast_queue_data()
except Exception as e:
logger.error("Exception occurred in leader loop: ")
logger.exception(e)
def _send_message(self, data: Dict[Any, Any]):
"""
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:
self._queue.put(data)
else:
logger.warning("Can not send data, leader loop has not started yet!")
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 = "/replicate/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
# Keep connection open until explicitly closed, and sleep
try:
while not channel.is_closed():
await channel.recv()
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)
# -------------------------------FOLLOWER LOGIC----------------------------
def start_follower_mode(self):
"""
Start the ReplicateController in Follower mode
"""
logger.info("Starting rpc.replicate in Follower mode")
self.submit_coroutine(self.follower_loop())
async def follower_loop(self):
"""
Main follower coroutine
This starts all of the leader connection coros
"""
try:
await self._connect_to_leaders()
except Exception as e:
logger.error("Exception occurred in follower loop: ")
logger.exception(e)
async def _connect_to_leaders(self):
rpc_lock = asyncio.Lock()
logger.info("Starting connections to Leaders...")
await asyncio.wait(
[
self._handle_leader_connection(leader, rpc_lock)
for leader in self.leaders_list
]
)
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.
"""
url, token = leader["url"], leader["token"]
websocket_url = f"{url}?token={token}"
logger.info(f"Attempting to connect to leader at: {url}")
# TODO: limit the amount of connection retries
while True:
try:
async with websockets.connect(websocket_url) as ws:
channel = await self.channel_manager.on_connect(ws)
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. Just check the connection and continue.
try:
# ping
ping = await channel.ping()
await asyncio.wait_for(ping, timeout=self.ping_timeout)
logger.info(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
with lock:
# Should we have a lock here?
await self._handle_leader_message(data)
except socket.gaierror:
logger.info(f"Socket error - retrying connection in {self.sleep_time}s")
await asyncio.sleep(self.sleep_time)
continue
except ConnectionRefusedError:
logger.info(f"Connection Refused - retrying connection in {self.sleep_time}s")
await asyncio.sleep(self.sleep_time)
continue
async def _handle_leader_message(self, message):
type = message.get("type")
message_type_handlers = {
LeaderMessageType.Pairlist.value: self._handle_pairlist_message,
LeaderMessageType.Dataframe.value: self._handle_dataframe_message
}
handler = message_type_handlers.get(type, self._handle_default_message)
return await handler(message)
async def _handle_default_message(self, message):
logger.info(f"Default message handled: {message}")
async def _handle_pairlist_message(self, message):
logger.info(f"Pairlist message handled: {message}")
async def _handle_dataframe_message(self, message):
logger.info(f"Dataframe message handled: {message}")

106
freqtrade/rpc/replicate/channel.py Normal file
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@ -0,0 +1,106 @@
from typing import Type
from freqtrade.rpc.replicate.proxy import WebSocketProxy
from freqtrade.rpc.replicate.serializer import JSONWebSocketSerializer, WebSocketSerializer
from freqtrade.rpc.replicate.types import WebSocketType
class WebSocketChannel:
"""
Object to help facilitate managing a websocket connection
"""
def __init__(
self,
websocket: WebSocketType,
serializer_cls: Type[WebSocketSerializer] = JSONWebSocketSerializer
):
# 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
"""
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()
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)
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
"""
if websocket in self.channels.keys():
channel = self.channels[websocket]
if not channel.is_closed():
await channel.close()
del channel
async def disconnect_all(self):
"""
Disconnect all Channels
"""
for websocket in self.channels.keys():
await self.on_disconnect(websocket)
async def broadcast(self, data):
"""
Broadcast data on all Channels
:param data: The data to send
"""
for channel in self.channels.values():
await channel.send(data)

60
freqtrade/rpc/replicate/proxy.py Normal file
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@ -0,0 +1,60 @@
from typing import TYPE_CHECKING, Union
from fastapi import WebSocket as FastAPIWebSocket
from websockets import WebSocketClientProtocol as WebSocket
if TYPE_CHECKING:
from freqtrade.rpc.replicate.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 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

42
freqtrade/rpc/replicate/serializer.py Normal file
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@ -0,0 +1,42 @@
import json
from abc import ABC, abstractmethod
from freqtrade.rpc.replicate.proxy import WebSocketProxy
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: bytes) -> bytes:
# json expects string not bytes
return json.dumps(data.decode()).encode()
def _deserialize(self, data: bytes) -> bytes:
# The WebSocketSerializer gives bytes not string
return json.loads(data).encode()

650
freqtrade/rpc/replicate/thread_queue.py Normal file
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@ -0,0 +1,650 @@
import asyncio
import sys
import threading
from asyncio import QueueEmpty as AsyncQueueEmpty
from asyncio import QueueFull as AsyncQueueFull
from collections import deque
from heapq import heappop, heappush
from queue import Empty as SyncQueueEmpty
from queue import Full as SyncQueueFull
from typing import Any, Callable, Deque, Generic, List, Optional, Set, TypeVar
from typing_extensions import Protocol
__version__ = "1.0.0"
__all__ = (
"Queue",
"PriorityQueue",
"LifoQueue",
"SyncQueue",
"AsyncQueue",
"BaseQueue",
)
T = TypeVar("T")
OptFloat = Optional[float]
class BaseQueue(Protocol[T]):
@property
def maxsize(self) -> int:
...
@property
def closed(self) -> bool:
...
def task_done(self) -> None:
...
def qsize(self) -> int:
...
@property
def unfinished_tasks(self) -> int:
...
def empty(self) -> bool:
...
def full(self) -> bool:
...
def put_nowait(self, item: T) -> None:
...
def get_nowait(self) -> T:
...
class SyncQueue(BaseQueue[T], Protocol[T]):
@property
def maxsize(self) -> int:
...
@property
def closed(self) -> bool:
...
def task_done(self) -> None:
...
def qsize(self) -> int:
...
@property
def unfinished_tasks(self) -> int:
...
def empty(self) -> bool:
...
def full(self) -> bool:
...
def put_nowait(self, item: T) -> None:
...
def get_nowait(self) -> T:
...
def put(self, item: T, block: bool = True, timeout: OptFloat = None) -> None:
...
def get(self, block: bool = True, timeout: OptFloat = None) -> T:
...
def join(self) -> None:
...
class AsyncQueue(BaseQueue[T], Protocol[T]):
async def put(self, item: T) -> None:
...
async def get(self) -> T:
...
async def join(self) -> None:
...
class Queue(Generic[T]):
def __init__(self, maxsize: int = 0) -> None:
self._loop = asyncio.get_running_loop()
self._maxsize = maxsize
self._init(maxsize)
self._unfinished_tasks = 0
self._sync_mutex = threading.Lock()
self._sync_not_empty = threading.Condition(self._sync_mutex)
self._sync_not_full = threading.Condition(self._sync_mutex)
self._all_tasks_done = threading.Condition(self._sync_mutex)
self._async_mutex = asyncio.Lock()
if sys.version_info[:3] == (3, 10, 0):
# Workaround for Python 3.10 bug, see #358:
getattr(self._async_mutex, "_get_loop", lambda: None)()
self._async_not_empty = asyncio.Condition(self._async_mutex)
self._async_not_full = asyncio.Condition(self._async_mutex)
self._finished = asyncio.Event()
self._finished.set()
self._closing = False
self._pending = set() # type: Set[asyncio.Future[Any]]
def checked_call_soon_threadsafe(
callback: Callable[..., None], *args: Any
) -> None:
try:
self._loop.call_soon_threadsafe(callback, *args)
except RuntimeError:
# swallowing agreed in #2
pass
self._call_soon_threadsafe = checked_call_soon_threadsafe
def checked_call_soon(callback: Callable[..., None], *args: Any) -> None:
if not self._loop.is_closed():
self._loop.call_soon(callback, *args)
self._call_soon = checked_call_soon
self._sync_queue = _SyncQueueProxy(self)
self._async_queue = _AsyncQueueProxy(self)
def close(self) -> None:
with self._sync_mutex:
self._closing = True
for fut in self._pending:
fut.cancel()
self._finished.set() # unblocks all async_q.join()
self._all_tasks_done.notify_all() # unblocks all sync_q.join()
async def wait_closed(self) -> None:
# should be called from loop after close().
# Nobody should put/get at this point,
# so lock acquiring is not required
if not self._closing:
raise RuntimeError("Waiting for non-closed queue")
# give execution chances for the task-done callbacks
# of async tasks created inside
# _notify_async_not_empty, _notify_async_not_full
# methods.
await asyncio.sleep(0)
if not self._pending:
return
await asyncio.wait(self._pending)
@property
def closed(self) -> bool:
return self._closing and not self._pending
@property
def maxsize(self) -> int:
return self._maxsize
@property
def sync_q(self) -> "_SyncQueueProxy[T]":
return self._sync_queue
@property
def async_q(self) -> "_AsyncQueueProxy[T]":
return self._async_queue
# Override these methods to implement other queue organizations
# (e.g. stack or priority queue).
# These will only be called with appropriate locks held
def _init(self, maxsize: int) -> None:
self._queue = deque() # type: Deque[T]
def _qsize(self) -> int:
return len(self._queue)
# Put a new item in the queue
def _put(self, item: T) -> None:
self._queue.append(item)
# Get an item from the queue
def _get(self) -> T:
return self._queue.popleft()
def _put_internal(self, item: T) -> None:
self._put(item)
self._unfinished_tasks += 1
self._finished.clear()
def _notify_sync_not_empty(self) -> None:
def f() -> None:
with self._sync_mutex:
self._sync_not_empty.notify()
self._loop.run_in_executor(None, f)
def _notify_sync_not_full(self) -> None:
def f() -> None:
with self._sync_mutex:
self._sync_not_full.notify()
fut = asyncio.ensure_future(self._loop.run_in_executor(None, f))
fut.add_done_callback(self._pending.discard)
self._pending.add(fut)
def _notify_async_not_empty(self, *, threadsafe: bool) -> None:
async def f() -> None:
async with self._async_mutex:
self._async_not_empty.notify()
def task_maker() -> None:
task = self._loop.create_task(f())
task.add_done_callback(self._pending.discard)
self._pending.add(task)
if threadsafe:
self._call_soon_threadsafe(task_maker)
else:
self._call_soon(task_maker)
def _notify_async_not_full(self, *, threadsafe: bool) -> None:
async def f() -> None:
async with self._async_mutex:
self._async_not_full.notify()
def task_maker() -> None:
task = self._loop.create_task(f())
task.add_done_callback(self._pending.discard)
self._pending.add(task)
if threadsafe:
self._call_soon_threadsafe(task_maker)
else:
self._call_soon(task_maker)
def _check_closing(self) -> None:
if self._closing:
raise RuntimeError("Operation on the closed queue is forbidden")
class _SyncQueueProxy(SyncQueue[T]):
"""Create a queue object with a given maximum size.
If maxsize is <= 0, the queue size is infinite.
"""
def __init__(self, parent: Queue[T]):
self._parent = parent
@property
def maxsize(self) -> int:
return self._parent._maxsize
@property
def closed(self) -> bool:
return self._parent.closed
def task_done(self) -> None:
"""Indicate that a formerly enqueued task is complete.
Used by Queue consumer threads. For each get() used to fetch a task,
a subsequent call to task_done() tells the queue that the processing
on the task is complete.
If a join() is currently blocking, it will resume when all items
have been processed (meaning that a task_done() call was received
for every item that had been put() into the queue).
Raises a ValueError if called more times than there were items
placed in the queue.
"""
self._parent._check_closing()
with self._parent._all_tasks_done:
unfinished = self._parent._unfinished_tasks - 1
if unfinished <= 0:
if unfinished < 0:
raise ValueError("task_done() called too many times")
self._parent._all_tasks_done.notify_all()
self._parent._loop.call_soon_threadsafe(self._parent._finished.set)
self._parent._unfinished_tasks = unfinished
def join(self) -> None:
"""Blocks until all items in the Queue have been gotten and processed.
The count of unfinished tasks goes up whenever an item is added to the
queue. The count goes down whenever a consumer thread calls task_done()
to indicate the item was retrieved and all work on it is complete.
When the count of unfinished tasks drops to zero, join() unblocks.
"""
self._parent._check_closing()
with self._parent._all_tasks_done:
while self._parent._unfinished_tasks:
self._parent._all_tasks_done.wait()
self._parent._check_closing()
def qsize(self) -> int:
"""Return the approximate size of the queue (not reliable!)."""
return self._parent._qsize()
@property
def unfinished_tasks(self) -> int:
"""Return the number of unfinished tasks."""
return self._parent._unfinished_tasks
def empty(self) -> bool:
"""Return True if the queue is empty, False otherwise (not reliable!).
This method is likely to be removed at some point. Use qsize() == 0
as a direct substitute, but be aware that either approach risks a race
condition where a queue can grow before the result of empty() or
qsize() can be used.
To create code that needs to wait for all queued tasks to be
completed, the preferred technique is to use the join() method.
"""
return not self._parent._qsize()
def full(self) -> bool:
"""Return True if the queue is full, False otherwise (not reliable!).
This method is likely to be removed at some point. Use qsize() >= n
as a direct substitute, but be aware that either approach risks a race
condition where a queue can shrink before the result of full() or
qsize() can be used.
"""
return 0 < self._parent._maxsize <= self._parent._qsize()
def put(self, item: T, block: bool = True, timeout: OptFloat = None) -> None:
"""Put an item into the queue.
If optional args 'block' is true and 'timeout' is None (the default),
block if necessary until a free slot is available. If 'timeout' is
a non-negative number, it blocks at most 'timeout' seconds and raises
the Full exception if no free slot was available within that time.
Otherwise ('block' is false), put an item on the queue if a free slot
is immediately available, else raise the Full exception ('timeout'
is ignored in that case).
"""
self._parent._check_closing()
with self._parent._sync_not_full:
if self._parent._maxsize > 0:
if not block:
if self._parent._qsize() >= self._parent._maxsize:
raise SyncQueueFull
elif timeout is None:
while self._parent._qsize() >= self._parent._maxsize:
self._parent._sync_not_full.wait()
elif timeout < 0:
raise ValueError("'timeout' must be a non-negative number")
else:
time = self._parent._loop.time
endtime = time() + timeout
while self._parent._qsize() >= self._parent._maxsize:
remaining = endtime - time()
if remaining <= 0.0:
raise SyncQueueFull
self._parent._sync_not_full.wait(remaining)
self._parent._put_internal(item)
self._parent._sync_not_empty.notify()
self._parent._notify_async_not_empty(threadsafe=True)
def get(self, block: bool = True, timeout: OptFloat = None) -> T:
"""Remove and return an item from the queue.
If optional args 'block' is true and 'timeout' is None (the default),
block if necessary until an item is available. If 'timeout' is
a non-negative number, it blocks at most 'timeout' seconds and raises
the Empty exception if no item was available within that time.
Otherwise ('block' is false), return an item if one is immediately
available, else raise the Empty exception ('timeout' is ignored
in that case).
"""
self._parent._check_closing()
with self._parent._sync_not_empty:
if not block:
if not self._parent._qsize():
raise SyncQueueEmpty
elif timeout is None:
while not self._parent._qsize():
self._parent._sync_not_empty.wait()
elif timeout < 0:
raise ValueError("'timeout' must be a non-negative number")
else:
time = self._parent._loop.time
endtime = time() + timeout
while not self._parent._qsize():
remaining = endtime - time()
if remaining <= 0.0:
raise SyncQueueEmpty
self._parent._sync_not_empty.wait(remaining)
item = self._parent._get()
self._parent._sync_not_full.notify()
self._parent._notify_async_not_full(threadsafe=True)
return item
def put_nowait(self, item: T) -> None:
"""Put an item into the queue without blocking.
Only enqueue the item if a free slot is immediately available.
Otherwise raise the Full exception.
"""
return self.put(item, block=False)
def get_nowait(self) -> T:
"""Remove and return an item from the queue without blocking.
Only get an item if one is immediately available. Otherwise
raise the Empty exception.
"""
return self.get(block=False)
class _AsyncQueueProxy(AsyncQueue[T]):
"""Create a queue object with a given maximum size.
If maxsize is <= 0, the queue size is infinite.
"""
def __init__(self, parent: Queue[T]):
self._parent = parent
@property
def closed(self) -> bool:
return self._parent.closed
def qsize(self) -> int:
"""Number of items in the queue."""
return self._parent._qsize()
@property
def unfinished_tasks(self) -> int:
"""Return the number of unfinished tasks."""
return self._parent._unfinished_tasks
@property
def maxsize(self) -> int:
"""Number of items allowed in the queue."""
return self._parent._maxsize
def empty(self) -> bool:
"""Return True if the queue is empty, False otherwise."""
return self.qsize() == 0
def full(self) -> bool:
"""Return True if there are maxsize items in the queue.
Note: if the Queue was initialized with maxsize=0 (the default),
then full() is never True.
"""
if self._parent._maxsize <= 0:
return False
else:
return self.qsize() >= self._parent._maxsize
async def put(self, item: T) -> None:
"""Put an item into the queue.
Put an item into the queue. If the queue is full, wait until a free
slot is available before adding item.
This method is a coroutine.
"""
self._parent._check_closing()
async with self._parent._async_not_full:
self._parent._sync_mutex.acquire()
locked = True
try:
if self._parent._maxsize > 0:
do_wait = True
while do_wait:
do_wait = self._parent._qsize() >= self._parent._maxsize
if do_wait:
locked = False
self._parent._sync_mutex.release()
await self._parent._async_not_full.wait()
self._parent._sync_mutex.acquire()
locked = True
self._parent._put_internal(item)
self._parent._async_not_empty.notify()
self._parent._notify_sync_not_empty()
finally:
if locked:
self._parent._sync_mutex.release()
def put_nowait(self, item: T) -> None:
"""Put an item into the queue without blocking.
If no free slot is immediately available, raise QueueFull.
"""
self._parent._check_closing()
with self._parent._sync_mutex:
if self._parent._maxsize > 0:
if self._parent._qsize() >= self._parent._maxsize:
raise AsyncQueueFull
self._parent._put_internal(item)
self._parent._notify_async_not_empty(threadsafe=False)
self._parent._notify_sync_not_empty()
async def get(self) -> T:
"""Remove and return an item from the queue.
If queue is empty, wait until an item is available.
This method is a coroutine.
"""
self._parent._check_closing()
async with self._parent._async_not_empty:
self._parent._sync_mutex.acquire()
locked = True
try:
do_wait = True
while do_wait:
do_wait = self._parent._qsize() == 0
if do_wait:
locked = False
self._parent._sync_mutex.release()
await self._parent._async_not_empty.wait()
self._parent._sync_mutex.acquire()
locked = True
item = self._parent._get()
self._parent._async_not_full.notify()
self._parent._notify_sync_not_full()
return item
finally:
if locked:
self._parent._sync_mutex.release()
def get_nowait(self) -> T:
"""Remove and return an item from the queue.
Return an item if one is immediately available, else raise QueueEmpty.
"""
self._parent._check_closing()
with self._parent._sync_mutex:
if self._parent._qsize() == 0:
raise AsyncQueueEmpty
item = self._parent._get()
self._parent._notify_async_not_full(threadsafe=False)
self._parent._notify_sync_not_full()
return item
def task_done(self) -> None:
"""Indicate that a formerly enqueued task is complete.
Used by queue consumers. For each get() used to fetch a task,
a subsequent call to task_done() tells the queue that the processing
on the task is complete.
If a join() is currently blocking, it will resume when all items have
been processed (meaning that a task_done() call was received for every
item that had been put() into the queue).
Raises ValueError if called more times than there were items placed in
the queue.
"""
self._parent._check_closing()
with self._parent._all_tasks_done:
if self._parent._unfinished_tasks <= 0:
raise ValueError("task_done() called too many times")
self._parent._unfinished_tasks -= 1
if self._parent._unfinished_tasks == 0:
self._parent._finished.set()
self._parent._all_tasks_done.notify_all()
async def join(self) -> None:
"""Block until all items in the queue have been gotten and processed.
The count of unfinished tasks goes up whenever an item is added to the
queue. The count goes down whenever a consumer calls task_done() to
indicate that the item was retrieved and all work on it is complete.
When the count of unfinished tasks drops to zero, join() unblocks.
"""
while True:
with self._parent._sync_mutex:
self._parent._check_closing()
if self._parent._unfinished_tasks == 0:
break
await self._parent._finished.wait()
class PriorityQueue(Queue[T]):
"""Variant of Queue that retrieves open entries in priority order
(lowest first).
Entries are typically tuples of the form: (priority number, data).
"""
def _init(self, maxsize: int) -> None:
self._heap_queue = [] # type: List[T]
def _qsize(self) -> int:
return len(self._heap_queue)
def _put(self, item: T) -> None:
heappush(self._heap_queue, item)
def _get(self) -> T:
return heappop(self._heap_queue)
class LifoQueue(Queue[T]):
"""Variant of Queue that retrieves most recently added entries first."""
def _qsize(self) -> int:
return len(self._queue)
def _put(self, item: T) -> None:
self._queue.append(item)
def _get(self) -> T:
return self._queue.pop()

9
freqtrade/rpc/replicate/types.py Normal file
View File

@ -0,0 +1,9 @@
from typing import TypeVar
from fastapi import WebSocket as FastAPIWebSocket
from websockets import WebSocketClientProtocol as WebSocket
from freqtrade.rpc.replicate.channel import WebSocketProxy
WebSocketType = TypeVar("WebSocketType", FastAPIWebSocket, WebSocket, WebSocketProxy)

10
freqtrade/rpc/replicate/utils.py Normal file
View File

@ -0,0 +1,10 @@
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

13
freqtrade/rpc/rpc_manager.py
View File

@ -44,10 +44,23 @@ class RPCManager:
if config.get('api_server', {}).get('enabled', False):
logger.info('Enabling rpc.api_server')
from freqtrade.rpc.api_server import ApiServer
# Pass replicate_rpc as param or defer starting api_server
# until we register the replicate rpc enpoint?
apiserver = ApiServer(config)
apiserver.add_rpc_handler(self._rpc)
self.registered_modules.append(apiserver)
# Enable Replicate mode
# For this to be enabled, the API server must also be enabled
if config.get('replicate', {}).get('enabled', False):
logger.info('Enabling rpc.replicate')
from freqtrade.rpc.replicate import ReplicateController
replicate_rpc = ReplicateController(self._rpc, config, apiserver)
self.registered_modules.append(replicate_rpc)
apiserver.start_api()
def cleanup(self) -> None:
""" Stops all enabled rpc modules """
logger.info('Cleaning up rpc modules ...')

5
requirements-replicate.txt Normal file
View File

@ -0,0 +1,5 @@
# Include all requirements to run the bot.
-r requirements.txt
# Required for follower
websockets