freqtrade/rpc/external_message_consumer.py
"""
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, TypedDict, Union
import websockets
from pydantic import ValidationError
from freqtrade.constants import FULL_DATAFRAME_THRESHOLD
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import RPCMessageType
from freqtrade.misc import remove_entry_exit_signals
from freqtrade.rpc.api_server.ws.channel import WebSocketChannel, create_channel
from freqtrade.rpc.api_server.ws.message_stream import MessageStream
from freqtrade.rpc.api_server.ws_schemas import (WSAnalyzedDFMessage, WSAnalyzedDFRequest,
WSMessageSchema, WSRequestSchema,
WSSubscribeRequest, WSWhitelistMessage,
WSWhitelistRequest)
if TYPE_CHECKING:
import websockets.connect
class Producer(TypedDict):
name: str
host: str
port: int
secure: bool
ws_token: str
logger = logging.getLogger(__name__)
def schema_to_dict(schema: Union[WSMessageSchema, WSRequestSchema]):
return schema.model_dump(exclude_none=True)
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: List[Producer] = self._emc_config.get('producers', [])
self.wait_timeout = self._emc_config.get('wait_timeout', 30) # 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)
# Message size limit, in megabytes. Default 8mb, Use bitwise operator << 20 to convert
# as the websockets client expects bytes.
self.message_size_limit = (self._emc_config.get('message_size_limit', 8) << 20)
# 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._channel_streams: Dict[str, MessageStream] = {}
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
self._channel_streams = {}
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: Producer, 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: Producer, 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:
host, port = producer['host'], producer['port']
token = producer['ws_token']
name = producer['name']
scheme = 'wss' if producer.get('secure', False) else 'ws'
ws_url = f"{scheme}://{host}:{port}/api/v1/message/ws?token={token}"
# This will raise InvalidURI if the url is bad
async with websockets.connect(
ws_url,
max_size=self.message_size_limit,
ping_interval=None
) as ws:
async with create_channel(
ws,
channel_id=name,
send_throttle=0.5
) as channel:
# Create the message stream for this channel
self._channel_streams[name] = MessageStream()
# Run the channel tasks while connected
await channel.run_channel_tasks(
self._receive_messages(channel, producer, lock),
self._send_requests(channel, self._channel_streams[name])
)
except (websockets.exceptions.InvalidURI, ValueError) as e:
logger.error(f"{ws_url} is an invalid WebSocket URL - {e}")
break
except (
socket.gaierror,
ConnectionRefusedError,
websockets.exceptions.InvalidStatusCode,
websockets.exceptions.InvalidMessage
) as e:
logger.error(f"Connection Refused - {e} retrying in {self.sleep_time}s")
await asyncio.sleep(self.sleep_time)
continue
except (
websockets.exceptions.ConnectionClosedError,
websockets.exceptions.ConnectionClosedOK
):
# Just keep trying to connect again indefinitely
await asyncio.sleep(self.sleep_time)
continue
except Exception as e:
# An unforeseen error has occurred, log and continue
logger.error("Unexpected error has occurred:")
logger.exception(e)
await asyncio.sleep(self.sleep_time)
continue
async def _send_requests(self, channel: WebSocketChannel, channel_stream: MessageStream):
# Send the initial requests
for init_request in self._initial_requests:
await channel.send(schema_to_dict(init_request))
# Now send any subsequent requests published to
# this channel's stream
async for request, _ in channel_stream:
logger.debug(f"Sending request to channel - {channel} - {request}")
await channel.send(request)
async def _receive_messages(
self,
channel: WebSocketChannel,
producer: Producer,
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
pong = await channel.ping()
latency = (await asyncio.wait_for(pong, timeout=self.ping_timeout) * 1000)
logger.info(f"Connection to {channel} still alive, latency: {latency}ms")
continue
except Exception as e:
# Just eat the error and continue reconnecting
logger.warning(f"Ping error {channel} - {e} - retrying in {self.sleep_time}s")
logger.debug(e, exc_info=e)
raise
def send_producer_request(
self,
producer_name: str,
request: Union[WSRequestSchema, Dict[str, Any]]
):
"""
Publish a message to the producer's message stream to be
sent by the channel task.
:param producer_name: The name of the producer to publish the message to
:param request: The request to send to the producer
"""
if isinstance(request, WSRequestSchema):
request = schema_to_dict(request)
if channel_stream := self._channel_streams.get(producer_name):
channel_stream.publish(request)
def handle_producer_message(self, producer: Producer, message: Dict[str, Any]):
"""
Handles external messages from a Producer
"""
producer_name = producer.get('name', 'default')
try:
producer_message = WSMessageSchema.model_validate(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.debug(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.model_validate(message.model_dump())
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.model_validate(message.model_dump())
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 df.empty:
logger.debug(f"Received Empty Dataframe for {key}")
return
# 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)
logger.debug(f"Received {len(df)} candle(s) for {key}")
did_append, n_missing = self._dp._add_external_df(
pair,
df,
last_analyzed=la,
timeframe=timeframe,
candle_type=candle_type,
producer_name=producer_name
)
if not did_append:
# We want an overlap in candles in case some data has changed
n_missing += 1
# Set to None for all candles if we missed a full df's worth of candles
n_missing = n_missing if n_missing < FULL_DATAFRAME_THRESHOLD else 1500
logger.warning(f"Holes in data or no existing df, requesting {n_missing} candles "
f"for {key} from `{producer_name}`")
self.send_producer_request(
producer_name,
WSAnalyzedDFRequest(
data={
"limit": n_missing,
"pair": pair
}
)
)
return
logger.debug(
f"Consumed message from `{producer_name}` "
f"of type `RPCMessageType.ANALYZED_DF` for {key}")