326 lines
11 KiB
Python
326 lines
11 KiB
Python
"""
|
|
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 TYPE_CHECKING, Any, Callable, Dict, List
|
|
|
|
import websockets
|
|
from pydantic import ValidationError
|
|
|
|
from freqtrade.data.dataprovider import DataProvider
|
|
from freqtrade.enums import RPCMessageType
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.misc import remove_entry_exit_signals
|
|
from freqtrade.rpc.api_server.ws import WebSocketChannel
|
|
from freqtrade.rpc.api_server.ws_schemas import (WSAnalyzedDFMessage, WSAnalyzedDFRequest,
|
|
WSMessageSchema, WSRequestSchema,
|
|
WSSubscribeRequest, WSWhitelistMessage,
|
|
WSWhitelistRequest)
|
|
|
|
|
|
if TYPE_CHECKING:
|
|
import websockets.connect
|
|
import websockets.exceptions
|
|
|
|
|
|
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
|
|
):
|
|
self._config = config
|
|
self._dp = dataprovider
|
|
|
|
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 OperationalException("You must specify at least 1 Producer to connect to.")
|
|
|
|
self.wait_timeout = self._emc_config.get('wait_timeout', 300) # in seconds
|
|
self.ping_timeout = self._emc_config.get('ping_timeout', 10) # in seconds
|
|
self.sleep_time = self._emc_config.get('sleep_time', 10) # in seconds
|
|
|
|
# The amount of candles per dataframe on the initial request
|
|
self.initial_candle_limit = self._emc_config.get('initial_candle_limit', 1500)
|
|
|
|
# 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[WSRequestSchema] = [
|
|
WSSubscribeRequest(data=self.topics),
|
|
WSWhitelistRequest(),
|
|
WSAnalyzedDFRequest()
|
|
]
|
|
|
|
# Specify which function to use for which RPCMessageType
|
|
self._message_handlers: Dict[str, Callable[[str, WSMessageSchema], None]] = {
|
|
RPCMessageType.WHITELIST: self._consume_whitelist_message,
|
|
RPCMessageType.ANALYZED_DF: self._consume_analyzed_df_message,
|
|
}
|
|
|
|
self.start()
|
|
|
|
def start(self):
|
|
"""
|
|
Start the main internal loop in another thread to run coroutines
|
|
"""
|
|
if self._thread and self._loop:
|
|
return
|
|
|
|
logger.info("Starting ExternalMessageConsumer")
|
|
|
|
self._loop = asyncio.new_event_loop()
|
|
self._thread = Thread(target=self._loop.run_forever)
|
|
self._running = True
|
|
self._thread.start()
|
|
|
|
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")
|
|
self._running = False
|
|
|
|
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()
|
|
|
|
self._thread = None
|
|
self._loop = None
|
|
self._sub_tasks = None
|
|
self._main_task = None
|
|
|
|
async def _main(self):
|
|
"""
|
|
The main task coroutine
|
|
"""
|
|
lock = asyncio.Lock()
|
|
|
|
try:
|
|
# Create a connection to each producer
|
|
self._sub_tasks = [
|
|
self._loop.create_task(self._handle_producer_connection(producer, 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: Dict[str, Any], lock: asyncio.Lock):
|
|
"""
|
|
Main connection loop for the consumer
|
|
|
|
:param producer: Dictionary containing producer info
|
|
:param lock: An asyncio Lock
|
|
"""
|
|
try:
|
|
await self._create_connection(producer, lock)
|
|
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.
|
|
|
|
: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}")
|
|
|
|
# Now request the initial data from this Producer
|
|
for request in self._initial_requests:
|
|
await channel.send(
|
|
request.dict(exclude_none=True)
|
|
)
|
|
|
|
# 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 websockets.exceptions.ConnectionClosedOK:
|
|
# Successfully closed, just keep trying to connect again indefinitely
|
|
continue
|
|
|
|
except Exception as e:
|
|
# An unforseen error has occurred, log and stop
|
|
logger.error("Unexpected error has occurred:")
|
|
logger.exception(e)
|
|
continue
|
|
|
|
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
|
|
"""
|
|
while self._running:
|
|
try:
|
|
message = await asyncio.wait_for(
|
|
channel.recv(),
|
|
timeout=self.wait_timeout
|
|
)
|
|
|
|
try:
|
|
async with lock:
|
|
# Handle the message
|
|
self.handle_producer_message(producer, message)
|
|
except Exception as e:
|
|
logger.exception(f"Error handling producer message: {e}")
|
|
|
|
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 as e:
|
|
logger.warning(f"Ping error {channel} - retrying in {self.sleep_time}s")
|
|
logger.debug(e, exc_info=e)
|
|
await asyncio.sleep(self.sleep_time)
|
|
|
|
break
|
|
|
|
def handle_producer_message(self, producer: Dict[str, Any], message: Dict[str, Any]):
|
|
"""
|
|
Handles external messages from a Producer
|
|
"""
|
|
producer_name = producer.get('name', 'default')
|
|
|
|
try:
|
|
producer_message = WSMessageSchema.parse_obj(message)
|
|
except ValidationError as e:
|
|
logger.error(f"Invalid message from `{producer_name}`: {e}")
|
|
return
|
|
|
|
if not producer_message.data:
|
|
logger.error(f"Empty message received from `{producer_name}`")
|
|
return
|
|
|
|
logger.info(f"Received message of type `{producer_message.type}` from `{producer_name}`")
|
|
|
|
message_handler = self._message_handlers.get(producer_message.type)
|
|
|
|
if not message_handler:
|
|
logger.info(f"Received unhandled message: `{producer_message.data}`, ignoring...")
|
|
return
|
|
|
|
message_handler(producer_name, producer_message)
|
|
|
|
def _consume_whitelist_message(self, producer_name: str, message: WSMessageSchema):
|
|
try:
|
|
# Validate the message
|
|
whitelist_message = WSWhitelistMessage.parse_obj(message)
|
|
except ValidationError as e:
|
|
logger.error(f"Invalid message from `{producer_name}`: {e}")
|
|
return
|
|
|
|
# Add the pairlist data to the DataProvider
|
|
self._dp._set_producer_pairs(whitelist_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: WSMessageSchema):
|
|
try:
|
|
df_message = WSAnalyzedDFMessage.parse_obj(message)
|
|
except ValidationError as e:
|
|
logger.error(f"Invalid message from `{producer_name}`: {e}")
|
|
return
|
|
|
|
key = df_message.data.key
|
|
df = df_message.data.df
|
|
la = df_message.data.la
|
|
|
|
pair, timeframe, candle_type = key
|
|
|
|
# If set, remove the Entry and Exit signals from the Producer
|
|
if self._emc_config.get('remove_entry_exit_signals', False):
|
|
df = remove_entry_exit_signals(df)
|
|
|
|
# Add the dataframe to the dataprovider
|
|
self._dp._add_external_df(pair, df,
|
|
last_analyzed=la,
|
|
timeframe=timeframe,
|
|
candle_type=candle_type,
|
|
producer_name=producer_name)
|
|
|
|
logger.debug(
|
|
f"Consumed message from `{producer_name}` of type `RPCMessageType.ANALYZED_DF`")
|