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This commit is contained in:
97
backend/examples/ccxt_integration_example.py
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97
backend/examples/ccxt_integration_example.py
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@@ -0,0 +1,97 @@
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"""
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Example: Integrating CCXT DataSource into main.py
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This shows how to register a CCXT exchange datasource in your application.
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"""
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# In your backend/src/main.py, add this to the lifespan function:
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"""
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from datasource.adapters.ccxt_adapter import CCXTDataSource
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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global agent_executor
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# Initialize data sources
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demo_source = DemoDataSource()
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datasource_registry.register("demo", demo_source)
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subscription_manager.register_source("demo", demo_source)
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# Add CCXT Binance datasource
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binance_source = CCXTDataSource(
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exchange_id="binance",
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poll_interval=60, # Poll every 60 seconds for updates
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)
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datasource_registry.register("binance", binance_source)
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subscription_manager.register_source("binance", binance_source)
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# Add CCXT Coinbase datasource
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coinbase_source = CCXTDataSource(
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exchange_id="coinbase",
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poll_interval=60,
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)
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datasource_registry.register("coinbase", coinbase_source)
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subscription_manager.register_source("coinbase", coinbase_source)
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# Add CCXT Kraken datasource
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kraken_source = CCXTDataSource(
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exchange_id="kraken",
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poll_interval=60,
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)
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datasource_registry.register("kraken", kraken_source)
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subscription_manager.register_source("kraken", kraken_source)
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logger.info("DataSource infrastructure initialized with demo + CCXT sources")
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# ... rest of initialization ...
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yield
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# Cleanup
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await binance_source.close()
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await coinbase_source.close()
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await kraken_source.close()
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# ... rest of cleanup ...
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"""
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# Usage examples:
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# 1. Connect to datafeed WebSocket and request Binance data:
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"""
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{
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"type": "request",
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"source": "binance",
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"method": "search_symbols",
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"params": {
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"query": "BTC"
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}
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}
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"""
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# 2. Get historical bars from Binance:
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"""
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{
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"type": "request",
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"source": "binance",
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"method": "get_bars",
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"params": {
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"symbol": "BTC/USDT",
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"resolution": "60",
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"from_time": 1234567890,
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"to_time": 1234567999
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}
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}
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"""
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# 3. Subscribe to polling updates:
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"""
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{
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"type": "subscribe",
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"source": "binance",
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"symbol": "BTC/USDT",
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"resolution": "1"
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}
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"""
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print("See comments above for integration examples!")
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174
backend/memory/system_prompt.md
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174
backend/memory/system_prompt.md
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@@ -0,0 +1,174 @@
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# System Prompt
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You are an AI trading assistant for an AI-native algorithmic trading platform. Your role is to help traders design, implement, and manage trading strategies through natural language interaction.
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## Your Core Identity
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You are a **strategy authoring assistant**, not a strategy executor. You help users:
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- Design trading strategies from natural language descriptions
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- Interpret chart annotations and technical requirements
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- Generate strategy executables (code artifacts)
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- Manage and monitor live trading state
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- Analyze market data and provide insights
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## Your Capabilities
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### State Management
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You have read/write access to synchronized state stores:
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- **OrderStore**: Active swap orders and order configurations
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- **ChartStore**: Current chart view state (symbol, time range, interval)
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- `symbol`: Trading pair currently being viewed (e.g., "BINANCE:BTC/USDT")
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- `start_time`: Start of visible chart range (Unix timestamp in seconds)
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- `end_time`: End of visible chart range (Unix timestamp in seconds)
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- `interval`: Chart interval/timeframe (e.g., "15", "60", "D")
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- Use your tools to read current state and update it as needed
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- All state changes are automatically synchronized with connected clients
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### Strategy Authoring
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- Help users express trading intent through conversation
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- Translate natural language to concrete strategy specifications
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- Understand technical analysis concepts (support/resistance, indicators, patterns)
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- Generate self-contained, deterministic strategy executables
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- Validate strategy logic for correctness and safety
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### Data & Analysis
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- Access to market data through abstract feed specifications
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- Can compute indicators and perform technical analysis
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- Understand OHLCV data, order books, and market microstructure
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- Interpret unstructured data (news, sentiment, on-chain metrics)
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## Communication Style
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- **Technical & Direct**: Users are knowledgeable traders, be precise
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- **Safety First**: Never make destructive changes without confirmation
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- **Explain Actions**: When modifying state, explain what you're doing
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- **Ask Questions**: If intent is unclear, ask for clarification
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- **Concise**: Be brief but complete, avoid unnecessary elaboration
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## Key Principles
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1. **Strategies are Deterministic**: Generated strategies run without LLM involvement at runtime
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2. **Local Execution**: The platform runs locally for security; you're design-time only
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3. **Schema Validation**: All outputs must conform to platform schemas
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4. **Risk Awareness**: Always consider position sizing, exposure limits, and risk management
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5. **Versioning**: Every strategy artifact is version-controlled with full auditability
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## Your Limitations
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- You **DO NOT** execute trades directly
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- You **DO NOT** have access to live market data in real-time (users provide it)
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- You **CANNOT** modify the order kernel or execution layer
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- You **SHOULD NOT** make assumptions about user risk tolerance without asking
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- You **MUST NOT** provide trading or investment advice
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## Memory & Context
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You have access to:
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- Full conversation history with semantic search
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- Project documentation (design, architecture, data formats)
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- Past strategy discussions and decisions
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- Relevant context retrieved automatically based on current conversation
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## Tools Available
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### State Management Tools
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- `list_sync_stores()`: See available state stores
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- `read_sync_state(store_name)`: Read current state
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- `write_sync_state(store_name, updates)`: Update state
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- `get_store_schema(store_name)`: Inspect state structure
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### Data Source Tools
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- `list_data_sources()`: List available data sources (exchanges)
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- `search_symbols(query, type, exchange, limit)`: Search for trading symbols
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- `get_symbol_info(source_name, symbol)`: Get metadata for a symbol
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- `get_historical_data(source_name, symbol, resolution, from_time, to_time, countback)`: Get historical bars
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- **`get_chart_data(countback)`**: Get data for the chart the user is currently viewing
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- This is the **preferred** way to access chart data when analyzing what the user is looking at
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- Automatically reads ChartStore to determine symbol, timeframe, and visible range
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- Returns OHLCV data plus any custom columns for the visible chart range
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- **`analyze_chart_data(python_script, countback)`**: Execute Python analysis on current chart data
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- Automatically fetches current chart data and converts to pandas DataFrame
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- Execute custom Python scripts with access to pandas, numpy, matplotlib
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- Captures matplotlib plots as base64 images for display to user
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- Returns result DataFrames and any printed output
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- **Use this for technical analysis, indicator calculations, statistical analysis, and visualization**
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## Important Behavioral Rules
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### Chart Context Awareness
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When a user asks about "this chart", "the chart", "what I'm viewing", or similar references to their current view:
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1. **ALWAYS** first use `read_sync_state("ChartStore")` to see what they're viewing
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2. **NEVER** ask the user to upload an image or tell you what symbol they're looking at
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3. The user is viewing a live trading chart in the UI - you can access what they see via ChartStore
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4. After reading ChartStore, you can use `get_chart_data()` to get the actual candle data
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5. For technical analysis questions, use `analyze_chart_data()` with Python scripts
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Examples of questions that require checking ChartStore first:
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- "Can you see this chart?"
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- "What are the swing highs and lows?"
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- "Is this in an uptrend?"
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- "What's the current price?"
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- "Analyze this chart"
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- "What am I looking at?"
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### Data Analysis Workflow
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1. **Check ChartStore** → Know what the user is viewing
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2. **Get data** with `get_chart_data()` → Fetch the actual OHLCV bars
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3. **Analyze** with `analyze_chart_data()` → Run Python analysis if needed
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4. **Respond** with insights based on the actual data
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## Working with Users
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1. **Understand Intent**: Ask clarifying questions about strategy goals
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2. **Design Together**: Collaborate on strategy logic iteratively
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3. **Validate**: Ensure strategy makes sense before generating code
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4. **Test**: Encourage backtesting and paper trading first
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5. **Monitor**: Help users interpret live strategy behavior
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## Example Interactions
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**User**: "Can you see this chart? What are the swing highs and lows?"
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**You**: *[uses read_sync_state("ChartStore") to check what they're viewing]*
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*[uses get_chart_data() to fetch the candle data]*
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*[uses analyze_chart_data with Python script to identify swing points]*
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"Yes! You're viewing BINANCE:BTC/USDT on the 15-minute chart. I've analyzed the visible range and identified the following swing points:
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- Swing High: $43,420 at 14:15 UTC
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- Swing Low: $42,980 at 12:30 UTC
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- Current swing high: $43,280 at 16:45 UTC (still forming)
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The chart shows..."
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**User**: "Create a mean reversion strategy on ETH with RSI"
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**You**: "I'll help you design a mean reversion strategy for ETH using RSI. A few questions:
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- What RSI levels indicate oversold/overbought? (e.g., 30/70)
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- What timeframe? (e.g., 1h, 15m)
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- Position sizing as % of balance?
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- Stop loss and take profit levels?"
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**User**: "What am I looking at?"
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**You**: *[uses read_sync_state("ChartStore")]*
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"You're currently viewing BINANCE:BTC/USDT on a 15-minute chart, looking at the range from 2024-01-15 10:00 to 2024-01-15 18:30."
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**User**: "Show me ETH on the 1-hour chart"
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**You**: *[uses write_sync_state("ChartStore", {"chart_state": {"symbol": "BINANCE:ETH/USDT", "interval": "60"}})]*
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"I've switched your chart to BINANCE:ETH/USDT on the 1-hour timeframe."
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**User**: "What's the current price?"
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**You**: *[uses get_chart_data(countback=1)]*
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"Based on your current chart (BINANCE:BTC/USDT, 15min), the latest close price is $43,250.50 as of 14:30 UTC."
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**User**: "Calculate the average price over the visible range"
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**You**: *[uses get_chart_data()]*
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*[analyzes the returned bars data]*
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"Over the visible time range (last 4 hours, 16 candles), the average close price is $43,180.25, with a high of $43,420 and low of $42,980."
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**User**: "Calculate RSI and show me a chart"
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**You**: *[uses analyze_chart_data with Python script to calculate RSI and create plot]*
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"I've calculated the 14-period RSI for your chart. The current RSI is 58.3, indicating neutral momentum. Here's the chart showing price and RSI over the visible range." *[image displayed to user]*
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**User**: "Is this in an uptrend?"
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**You**: *[uses analyze_chart_data to calculate 20/50 moving averages and analyze trend]*
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"Yes, based on the moving averages analysis, the chart is in an uptrend. The 20-period SMA ($43,150) is above the 50-period SMA ($42,800), and both are sloping upward. Price is currently trading above both averages."
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---
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Remember: You are a collaborative partner in strategy design, not an autonomous trader. Always prioritize safety, clarity, and user intent.
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@@ -30,3 +30,7 @@ aiofiles>=24.0.0
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# Environment configuration
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python-dotenv>=1.0.0
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# Secrets management
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cryptography>=42.0.0
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argon2-cffi>=23.0.0
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@@ -572,8 +572,8 @@ async def analyze_chart_data(python_script: str, countback: Optional[int] = None
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plot_urls = []
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# Determine uploads directory (relative to this file)
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uploads_dir = Path(__file__).parent.parent.parent / "uploads"
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uploads_dir.mkdir(exist_ok=True)
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uploads_dir = Path(__file__).parent.parent.parent / "data" / "uploads"
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uploads_dir.mkdir(parents=True, exist_ok=True)
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try:
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with redirect_stdout(stdout_capture), redirect_stderr(stderr_capture):
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@@ -14,7 +14,7 @@ from pydantic import BaseModel
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import uuid
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import shutil
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from sync.protocol import HelloMessage, PatchMessage
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from sync.protocol import HelloMessage, PatchMessage, AuthMessage, AuthResponseMessage
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from sync.registry import SyncRegistry
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from gateway.hub import Gateway
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from gateway.channels.websocket import WebSocketChannel
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@@ -26,6 +26,7 @@ from schema.chart_state import ChartState
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from datasource.registry import DataSourceRegistry
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from datasource.subscription_manager import SubscriptionManager
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from datasource.websocket_handler import DatafeedWebSocketHandler
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from secrets_manager import SecretsStore, InvalidMasterPassword
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# Configure logging
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logging.basicConfig(
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@@ -52,6 +53,9 @@ agent_executor = None
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datasource_registry = DataSourceRegistry()
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subscription_manager = SubscriptionManager()
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# Global secrets store
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secrets_store = SecretsStore()
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@asynccontextmanager
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async def lifespan(app: FastAPI):
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@@ -76,8 +80,19 @@ async def lifespan(app: FastAPI):
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logger.warning(f"CCXT not available: {e}. Only demo source will be available.")
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logger.info("To use real exchange data, install ccxt: pip install ccxt>=4.0.0")
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# Get API keys from environment
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anthropic_api_key = os.environ.get("ANTHROPIC_API_KEY")
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# Get API keys from secrets store if unlocked, otherwise fall back to environment
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anthropic_api_key = None
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if secrets_store.is_unlocked:
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anthropic_api_key = secrets_store.get("ANTHROPIC_API_KEY")
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if anthropic_api_key:
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logger.info("Loaded API key from encrypted secrets store")
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# Fall back to environment variable
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if not anthropic_api_key:
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anthropic_api_key = os.environ.get("ANTHROPIC_API_KEY")
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if anthropic_api_key:
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logger.info("Loaded API key from environment")
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if not anthropic_api_key:
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logger.error("ANTHROPIC_API_KEY not found in environment!")
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@@ -117,8 +132,8 @@ async def lifespan(app: FastAPI):
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app = FastAPI(lifespan=lifespan)
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# Create uploads directory
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UPLOAD_DIR = Path(__file__).parent.parent / "uploads"
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UPLOAD_DIR.mkdir(exist_ok=True)
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UPLOAD_DIR = Path(__file__).parent.parent / "data" / "uploads"
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UPLOAD_DIR.mkdir(parents=True, exist_ok=True)
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# Mount static files for serving uploads
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app.mount("/uploads", StaticFiles(directory=str(UPLOAD_DIR)), name="uploads")
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@@ -142,14 +157,6 @@ registry.register(chart_store, store_name="ChartStore")
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@app.websocket("/ws")
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async def websocket_endpoint(websocket: WebSocket):
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await websocket.accept()
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registry.websocket = websocket
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# Create WebSocket channel for agent communication
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channel_id = f"ws_{id(websocket)}"
|
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client_id = f"client_{id(websocket)}"
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logger.info(f"WebSocket connected - channel_id: {channel_id}, client_id: {client_id}")
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ws_channel = WebSocketChannel(channel_id, websocket, session_id="default")
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gateway.register_channel(ws_channel)
|
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|
||||
# Helper function to send responses
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async def send_response(response):
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@@ -158,6 +165,168 @@ async def websocket_endpoint(websocket: WebSocket):
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except Exception as e:
|
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logger.error(f"Error sending response: {e}")
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||||
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# Authentication state
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is_authenticated = False
|
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|
||||
# Wait for authentication message (must be first message)
|
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try:
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auth_timeout = 30 # 30 seconds to authenticate
|
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auth_data = await asyncio.wait_for(websocket.receive_text(), timeout=auth_timeout)
|
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auth_message_json = json.loads(auth_data)
|
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|
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if auth_message_json.get("type") != "auth":
|
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logger.warning("First message was not auth message")
|
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await send_response(AuthResponseMessage(
|
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success=False,
|
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message="First message must be authentication"
|
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))
|
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await websocket.close(code=1008, reason="Authentication required")
|
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return
|
||||
|
||||
auth_msg = AuthMessage(**auth_message_json)
|
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logger.info("Received authentication message")
|
||||
|
||||
# Check if secrets store needs initialization
|
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if not secrets_store.is_initialized:
|
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logger.info("Secrets store not initialized, performing first-time setup")
|
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|
||||
# Require password confirmation for initialization
|
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if not auth_msg.confirm_password:
|
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await send_response(AuthResponseMessage(
|
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success=False,
|
||||
needs_confirmation=True,
|
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message="First-time setup: password confirmation required"
|
||||
))
|
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await websocket.close(code=1008, reason="Password confirmation required")
|
||||
return
|
||||
|
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if auth_msg.password != auth_msg.confirm_password:
|
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await send_response(AuthResponseMessage(
|
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success=False,
|
||||
needs_confirmation=True,
|
||||
message="Passwords do not match"
|
||||
))
|
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await websocket.close(code=1008, reason="Password confirmation failed")
|
||||
return
|
||||
|
||||
# Initialize secrets store
|
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try:
|
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secrets_store.initialize(auth_msg.password)
|
||||
|
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# Migrate ANTHROPIC_API_KEY from environment if present
|
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env_key = os.environ.get("ANTHROPIC_API_KEY")
|
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if env_key:
|
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secrets_store.set("ANTHROPIC_API_KEY", env_key)
|
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logger.info("Migrated ANTHROPIC_API_KEY from environment to secrets store")
|
||||
|
||||
is_authenticated = True
|
||||
await send_response(AuthResponseMessage(
|
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success=True,
|
||||
message="Secrets store initialized successfully"
|
||||
))
|
||||
logger.info("Secrets store initialized and authenticated")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to initialize secrets store: {e}")
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message=f"Initialization failed: {str(e)}"
|
||||
))
|
||||
await websocket.close(code=1011, reason="Initialization failed")
|
||||
return
|
||||
else:
|
||||
# Unlock existing secrets store (or verify password if already unlocked)
|
||||
try:
|
||||
# If already unlocked, just verify the password is correct
|
||||
if secrets_store.is_unlocked:
|
||||
# Verify password by creating a temporary store and attempting unlock
|
||||
from secrets_manager import SecretsStore as TempStore
|
||||
temp_store = TempStore(data_dir=secrets_store.data_dir)
|
||||
temp_store.unlock(auth_msg.password) # This will throw if wrong password
|
||||
logger.info("Password verified (store already unlocked)")
|
||||
else:
|
||||
secrets_store.unlock(auth_msg.password)
|
||||
logger.info("Secrets store unlocked successfully")
|
||||
|
||||
# Check if user wants to change password
|
||||
password_changed = False
|
||||
if auth_msg.change_to_password:
|
||||
# Validate password change request
|
||||
if not auth_msg.confirm_new_password:
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message="New password confirmation required"
|
||||
))
|
||||
await websocket.close(code=1008, reason="Password confirmation required")
|
||||
return
|
||||
|
||||
if auth_msg.change_to_password != auth_msg.confirm_new_password:
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message="New passwords do not match"
|
||||
))
|
||||
await websocket.close(code=1008, reason="Password confirmation mismatch")
|
||||
return
|
||||
|
||||
# Change the password
|
||||
try:
|
||||
secrets_store.change_master_password(auth_msg.password, auth_msg.change_to_password)
|
||||
password_changed = True
|
||||
logger.info("Master password changed successfully")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to change password: {e}")
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message=f"Failed to change password: {str(e)}"
|
||||
))
|
||||
await websocket.close(code=1011, reason="Password change failed")
|
||||
return
|
||||
|
||||
is_authenticated = True
|
||||
response_message = "Password changed successfully" if password_changed else "Authentication successful"
|
||||
await send_response(AuthResponseMessage(
|
||||
success=True,
|
||||
password_changed=password_changed,
|
||||
message=response_message
|
||||
))
|
||||
except InvalidMasterPassword:
|
||||
logger.warning("Invalid password attempt")
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message="Invalid password"
|
||||
))
|
||||
await websocket.close(code=1008, reason="Invalid password")
|
||||
return
|
||||
except Exception as e:
|
||||
logger.error(f"Authentication error: {e}")
|
||||
await send_response(AuthResponseMessage(
|
||||
success=False,
|
||||
message="Authentication failed"
|
||||
))
|
||||
await websocket.close(code=1011, reason="Authentication error")
|
||||
return
|
||||
|
||||
except asyncio.TimeoutError:
|
||||
logger.warning("Authentication timeout")
|
||||
await websocket.close(code=1008, reason="Authentication timeout")
|
||||
return
|
||||
except WebSocketDisconnect:
|
||||
logger.info("Client disconnected during authentication")
|
||||
return
|
||||
except Exception as e:
|
||||
logger.error(f"Error during authentication: {e}")
|
||||
await websocket.close(code=1011, reason="Authentication error")
|
||||
return
|
||||
|
||||
# Now authenticated - proceed with normal WebSocket handling
|
||||
registry.websocket = websocket
|
||||
|
||||
# Create WebSocket channel for agent communication
|
||||
channel_id = f"ws_{id(websocket)}"
|
||||
client_id = f"client_{id(websocket)}"
|
||||
logger.info(f"WebSocket authenticated - channel_id: {channel_id}, client_id: {client_id}")
|
||||
ws_channel = WebSocketChannel(channel_id, websocket, session_id="default")
|
||||
gateway.register_channel(ws_channel)
|
||||
|
||||
try:
|
||||
while True:
|
||||
data = await websocket.receive_text()
|
||||
|
||||
@@ -1,8 +1,24 @@
|
||||
from typing import Any, Dict, List, Literal, Union
|
||||
from typing import Any, Dict, List, Literal, Optional, Union
|
||||
|
||||
from pydantic import BaseModel
|
||||
|
||||
|
||||
class AuthMessage(BaseModel):
|
||||
"""Authentication message (must be first message from client)"""
|
||||
type: Literal["auth"] = "auth"
|
||||
password: str
|
||||
confirm_password: Optional[str] = None # Required only for initialization
|
||||
change_to_password: Optional[str] = None # If provided, change password after auth
|
||||
confirm_new_password: Optional[str] = None # Required if change_to_password is set
|
||||
|
||||
class AuthResponseMessage(BaseModel):
|
||||
"""Authentication response from server"""
|
||||
type: Literal["auth_response"] = "auth_response"
|
||||
success: bool
|
||||
needs_confirmation: bool = False # True if this is first-time setup
|
||||
password_changed: bool = False # True if password was changed
|
||||
message: str
|
||||
|
||||
class SnapshotMessage(BaseModel):
|
||||
type: Literal["snapshot"] = "snapshot"
|
||||
store: str
|
||||
@@ -20,7 +36,7 @@ class HelloMessage(BaseModel):
|
||||
seqs: Dict[str, int]
|
||||
|
||||
# Union type for all messages from backend to frontend
|
||||
BackendMessage = Union[SnapshotMessage, PatchMessage]
|
||||
BackendMessage = Union[SnapshotMessage, PatchMessage, AuthResponseMessage]
|
||||
|
||||
# Union type for all messages from frontend to backend
|
||||
FrontendMessage = Union[HelloMessage, PatchMessage]
|
||||
FrontendMessage = Union[AuthMessage, HelloMessage, PatchMessage]
|
||||
|
||||
199
backend/tests/datafeed_client_example.py
Normal file
199
backend/tests/datafeed_client_example.py
Normal file
@@ -0,0 +1,199 @@
|
||||
"""
|
||||
Example client demonstrating how to integrate with the datafeed WebSocket API.
|
||||
|
||||
This shows how a TradingView integration or custom charting client would
|
||||
interact with the datafeed.
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
import json
|
||||
import time
|
||||
from typing import Callable, Dict
|
||||
|
||||
import websockets
|
||||
|
||||
|
||||
class DatafeedClient:
|
||||
"""Client for TradingView-compatible datafeed WebSocket API"""
|
||||
|
||||
def __init__(self, uri: str = "ws://localhost:8000/ws/datafeed"):
|
||||
self.uri = uri
|
||||
self.websocket = None
|
||||
self.request_id_counter = 0
|
||||
self.pending_requests: Dict[str, asyncio.Future] = {}
|
||||
self.subscriptions: Dict[str, Callable] = {}
|
||||
self._receive_task = None
|
||||
|
||||
async def connect(self):
|
||||
"""Connect to the datafeed WebSocket"""
|
||||
self.websocket = await websockets.connect(self.uri)
|
||||
self._receive_task = asyncio.create_task(self._receive_loop())
|
||||
print(f"Connected to {self.uri}")
|
||||
|
||||
async def disconnect(self):
|
||||
"""Disconnect from the datafeed"""
|
||||
if self._receive_task:
|
||||
self._receive_task.cancel()
|
||||
if self.websocket:
|
||||
await self.websocket.close()
|
||||
|
||||
async def _receive_loop(self):
|
||||
"""Background task to receive and route messages"""
|
||||
try:
|
||||
async for message in self.websocket:
|
||||
data = json.loads(message)
|
||||
msg_type = data.get("type")
|
||||
|
||||
# Route bar updates to subscription callbacks
|
||||
if msg_type == "bar_update":
|
||||
sub_id = data.get("subscription_id")
|
||||
if sub_id in self.subscriptions:
|
||||
callback = self.subscriptions[sub_id]
|
||||
callback(data["bar"])
|
||||
# Route responses to pending requests
|
||||
elif "request_id" in data:
|
||||
req_id = data["request_id"]
|
||||
if req_id in self.pending_requests:
|
||||
future = self.pending_requests.pop(req_id)
|
||||
future.set_result(data)
|
||||
except asyncio.CancelledError:
|
||||
pass
|
||||
except Exception as e:
|
||||
print(f"Error in receive loop: {e}")
|
||||
|
||||
def _next_request_id(self) -> str:
|
||||
"""Generate next request ID"""
|
||||
self.request_id_counter += 1
|
||||
return f"req_{self.request_id_counter}"
|
||||
|
||||
async def _send_request(self, request: dict) -> dict:
|
||||
"""Send a request and wait for response"""
|
||||
req_id = self._next_request_id()
|
||||
request["request_id"] = req_id
|
||||
|
||||
# Create future for response
|
||||
future = asyncio.Future()
|
||||
self.pending_requests[req_id] = future
|
||||
|
||||
# Send request
|
||||
await self.websocket.send(json.dumps(request))
|
||||
|
||||
# Wait for response
|
||||
return await future
|
||||
|
||||
async def get_config(self) -> dict:
|
||||
"""Get datafeed configuration"""
|
||||
response = await self._send_request({"type": "get_config"})
|
||||
return response["config"]
|
||||
|
||||
async def search_symbols(self, query: str) -> list:
|
||||
"""Search for symbols"""
|
||||
response = await self._send_request({"type": "search_symbols", "query": query})
|
||||
return response["results"]
|
||||
|
||||
async def resolve_symbol(self, symbol: str) -> dict:
|
||||
"""Get symbol metadata"""
|
||||
response = await self._send_request({"type": "resolve_symbol", "symbol": symbol})
|
||||
return response["symbol_info"]
|
||||
|
||||
async def get_bars(
|
||||
self, symbol: str, resolution: str, from_time: int, to_time: int, countback: int = None
|
||||
) -> dict:
|
||||
"""Get historical bars"""
|
||||
request = {
|
||||
"type": "get_bars",
|
||||
"symbol": symbol,
|
||||
"resolution": resolution,
|
||||
"from_time": from_time,
|
||||
"to_time": to_time,
|
||||
}
|
||||
if countback:
|
||||
request["countback"] = countback
|
||||
|
||||
response = await self._send_request(request)
|
||||
return response["history"]
|
||||
|
||||
async def subscribe_bars(
|
||||
self, symbol: str, resolution: str, subscription_id: str, callback: Callable
|
||||
):
|
||||
"""Subscribe to real-time bar updates"""
|
||||
self.subscriptions[subscription_id] = callback
|
||||
|
||||
response = await self._send_request({
|
||||
"type": "subscribe_bars",
|
||||
"symbol": symbol,
|
||||
"resolution": resolution,
|
||||
"subscription_id": subscription_id,
|
||||
})
|
||||
|
||||
if not response.get("success"):
|
||||
raise Exception(f"Subscription failed: {response.get('message')}")
|
||||
|
||||
async def unsubscribe_bars(self, subscription_id: str):
|
||||
"""Unsubscribe from updates"""
|
||||
self.subscriptions.pop(subscription_id, None)
|
||||
await self._send_request({
|
||||
"type": "unsubscribe_bars",
|
||||
"subscription_id": subscription_id,
|
||||
})
|
||||
|
||||
|
||||
async def main():
|
||||
"""Example usage of the DatafeedClient"""
|
||||
client = DatafeedClient()
|
||||
|
||||
try:
|
||||
# Connect
|
||||
await client.connect()
|
||||
|
||||
# Get config
|
||||
config = await client.get_config()
|
||||
print(f"\nDatafeed: {config['name']}")
|
||||
print(f"Supported resolutions: {config['supported_resolutions']}")
|
||||
|
||||
# Search for BTC
|
||||
results = await client.search_symbols("BTC")
|
||||
print(f"\nSearch results for 'BTC': {len(results)} found")
|
||||
for result in results:
|
||||
print(f" - {result['symbol']}: {result['description']}")
|
||||
|
||||
# Get symbol info
|
||||
if results:
|
||||
symbol = results[0]["symbol"]
|
||||
info = await client.resolve_symbol(symbol)
|
||||
print(f"\nSymbol info for {symbol}:")
|
||||
print(f" Name: {info['name']}")
|
||||
print(f" Type: {info['type']}")
|
||||
print(f" Columns: {[c['name'] for c in info['columns']]}")
|
||||
|
||||
# Get historical data
|
||||
now = int(time.time())
|
||||
from_time = now - 3600 # 1 hour ago
|
||||
history = await client.get_bars(symbol, "5", from_time, now, countback=10)
|
||||
print(f"\nHistorical data: {len(history['bars'])} bars")
|
||||
if history["bars"]:
|
||||
print(f" First bar time: {history['bars'][0]['time']}")
|
||||
print(f" Last bar close: {history['bars'][-1]['data']['close']}")
|
||||
|
||||
# Subscribe to real-time updates
|
||||
print(f"\nSubscribing to real-time updates for {symbol}...")
|
||||
|
||||
def on_bar_update(bar):
|
||||
print(f" [UPDATE] Time: {bar['time']}, Close: {bar['close']}")
|
||||
|
||||
await client.subscribe_bars(symbol, "5", "my_subscription", on_bar_update)
|
||||
print(" Waiting for updates (15 seconds)...")
|
||||
await asyncio.sleep(15)
|
||||
|
||||
# Unsubscribe
|
||||
await client.unsubscribe_bars("my_subscription")
|
||||
print(" Unsubscribed")
|
||||
|
||||
finally:
|
||||
await client.disconnect()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
print("=== Datafeed Client Example ===\n")
|
||||
print("Make sure the backend server is running on http://localhost:8000")
|
||||
asyncio.run(main())
|
||||
156
backend/tests/test_ccxt_datasource.py
Normal file
156
backend/tests/test_ccxt_datasource.py
Normal file
@@ -0,0 +1,156 @@
|
||||
"""
|
||||
Test script for CCXT DataSource adapter (Free Version).
|
||||
|
||||
This demonstrates how to use the free CCXT adapter (not ccxt.pro) with various
|
||||
exchanges. It uses polling instead of WebSocket for real-time updates and
|
||||
verifies that Decimal precision is maintained throughout.
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
from decimal import Decimal
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
from src.datasource.adapters.ccxt_adapter import CCXTDataSource
|
||||
|
||||
|
||||
async def test_binance_datasource():
|
||||
"""Test Binance exchange data source"""
|
||||
print("=" * 60)
|
||||
print("Testing CCXT DataSource with Binance (Free Version)")
|
||||
print("=" * 60)
|
||||
|
||||
# Initialize Binance datasource with faster polling for testing
|
||||
binance = CCXTDataSource(exchange_id="binance", poll_interval=5)
|
||||
|
||||
try:
|
||||
# Test 1: Get configuration
|
||||
print("\n1. Getting datafeed configuration...")
|
||||
config = await binance.get_config()
|
||||
print(f" Name: {config.name}")
|
||||
print(f" Description: {config.description}")
|
||||
print(f" Supported resolutions: {config.supported_resolutions[:5]}...")
|
||||
print(f" Exchanges: {config.exchanges}")
|
||||
|
||||
# Test 2: Search symbols
|
||||
print("\n2. Searching for BTC symbols...")
|
||||
results = await binance.search_symbols("BTC", limit=5)
|
||||
print(f" Found {len(results)} symbols:")
|
||||
for result in results[:3]:
|
||||
print(f" - {result.symbol}: {result.description}")
|
||||
|
||||
# Test 3: Resolve symbol
|
||||
print("\n3. Resolving symbol metadata for BTC/USDT...")
|
||||
symbol_info = await binance.resolve_symbol("BTC/USDT")
|
||||
print(f" Symbol: {symbol_info.symbol}")
|
||||
print(f" Name: {symbol_info.name}")
|
||||
print(f" Type: {symbol_info.type}")
|
||||
print(f" Exchange: {symbol_info.exchange}")
|
||||
print(f" Columns:")
|
||||
for col in symbol_info.columns:
|
||||
print(f" - {col.name} ({col.type}): {col.description}")
|
||||
|
||||
# Test 4: Get historical bars
|
||||
print("\n4. Fetching historical 1-hour bars for BTC/USDT...")
|
||||
end_time = int(datetime.now().timestamp())
|
||||
start_time = end_time - (24 * 3600) # Last 24 hours
|
||||
|
||||
history = await binance.get_bars(
|
||||
symbol="BTC/USDT",
|
||||
resolution="60", # 1 hour
|
||||
from_time=start_time,
|
||||
to_time=end_time,
|
||||
countback=10,
|
||||
)
|
||||
|
||||
print(f" Retrieved {len(history.bars)} bars")
|
||||
if history.bars:
|
||||
latest = history.bars[-1]
|
||||
print(f" Latest bar:")
|
||||
print(f" Time: {datetime.fromtimestamp(latest.time)}")
|
||||
print(f" Open: {latest.data['open']} (type: {type(latest.data['open']).__name__})")
|
||||
print(f" High: {latest.data['high']} (type: {type(latest.data['high']).__name__})")
|
||||
print(f" Low: {latest.data['low']} (type: {type(latest.data['low']).__name__})")
|
||||
print(f" Close: {latest.data['close']} (type: {type(latest.data['close']).__name__})")
|
||||
print(f" Volume: {latest.data['volume']} (type: {type(latest.data['volume']).__name__})")
|
||||
|
||||
# Verify Decimal precision
|
||||
assert isinstance(latest.data['close'], Decimal), "Price should be Decimal type!"
|
||||
assert isinstance(latest.data['volume'], Decimal), "Volume should be Decimal type!"
|
||||
print(f" ✓ Numerical precision verified: using Decimal types")
|
||||
|
||||
# Test 5: Polling subscription (brief test)
|
||||
print("\n5. Testing polling-based subscription...")
|
||||
print(f" Note: Using free CCXT with {binance._poll_interval}s polling interval")
|
||||
tick_count = [0]
|
||||
|
||||
def on_tick(data):
|
||||
tick_count[0] += 1
|
||||
if tick_count[0] == 1:
|
||||
print(f" Received tick: close={data['close']} (type: {type(data['close']).__name__})")
|
||||
assert isinstance(data['close'], Decimal), "Polled data should use Decimal!"
|
||||
|
||||
subscription_id = await binance.subscribe_bars(
|
||||
symbol="BTC/USDT",
|
||||
resolution="1", # 1 minute
|
||||
on_tick=on_tick,
|
||||
)
|
||||
print(f" Subscription ID: {subscription_id}")
|
||||
print(f" Waiting {binance._poll_interval + 2} seconds for first poll...")
|
||||
|
||||
await asyncio.sleep(binance._poll_interval + 2)
|
||||
|
||||
# Unsubscribe
|
||||
await binance.unsubscribe_bars(subscription_id)
|
||||
print(f" ✓ Subscription test complete (received {tick_count[0]} tick(s))")
|
||||
|
||||
finally:
|
||||
await binance.close()
|
||||
print("\n✓ Binance datasource test complete")
|
||||
|
||||
|
||||
async def test_multiple_exchanges():
|
||||
"""Test multiple exchanges"""
|
||||
print("\n" + "=" * 60)
|
||||
print("Testing Multiple Exchanges")
|
||||
print("=" * 60)
|
||||
|
||||
exchanges_to_test = ["binance", "coinbase", "kraken"]
|
||||
|
||||
for exchange_id in exchanges_to_test:
|
||||
print(f"\nTesting {exchange_id}...")
|
||||
try:
|
||||
datasource = CCXTDataSource(exchange_id=exchange_id)
|
||||
config = await datasource.get_config()
|
||||
print(f" ✓ {config.name}")
|
||||
|
||||
# Try to search for ETH
|
||||
results = await datasource.search_symbols("ETH", limit=3)
|
||||
print(f" ✓ Found {len(results)} ETH symbols")
|
||||
|
||||
await datasource.close()
|
||||
|
||||
except Exception as e:
|
||||
print(f" ✗ Error: {e}")
|
||||
|
||||
|
||||
async def main():
|
||||
"""Run all tests"""
|
||||
print("\nCCXT DataSource Adapter Test Suite")
|
||||
print("=" * 60)
|
||||
|
||||
try:
|
||||
await test_binance_datasource()
|
||||
await test_multiple_exchanges()
|
||||
|
||||
print("\n" + "=" * 60)
|
||||
print("All tests completed successfully! ✓")
|
||||
print("=" * 60)
|
||||
|
||||
except Exception as e:
|
||||
print(f"\n✗ Test failed: {e}")
|
||||
import traceback
|
||||
traceback.print_exc()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
130
backend/tests/test_datafeed_websocket.py
Normal file
130
backend/tests/test_datafeed_websocket.py
Normal file
@@ -0,0 +1,130 @@
|
||||
"""
|
||||
Test client for TradingView-compatible datafeed WebSocket API.
|
||||
|
||||
Run this to test the datafeed endpoints:
|
||||
python -m pytest backend/tests/test_datafeed_websocket.py -v -s
|
||||
|
||||
Or run directly:
|
||||
python backend/tests/test_datafeed_websocket.py
|
||||
"""
|
||||
|
||||
import asyncio
|
||||
import json
|
||||
import time
|
||||
|
||||
import websockets
|
||||
|
||||
|
||||
async def test_datafeed():
|
||||
"""Test datafeed WebSocket API"""
|
||||
uri = "ws://localhost:8000/ws/datafeed"
|
||||
|
||||
async with websockets.connect(uri) as websocket:
|
||||
print("✓ Connected to datafeed WebSocket")
|
||||
|
||||
# Test 1: Get config
|
||||
print("\n--- Test 1: Get Config ---")
|
||||
request = {"type": "get_config", "request_id": "req_1"}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Response: {json.dumps(response, indent=2)}")
|
||||
assert response["type"] == "get_config_response"
|
||||
print("✓ Config retrieved")
|
||||
|
||||
# Test 2: Search symbols
|
||||
print("\n--- Test 2: Search Symbols ---")
|
||||
request = {"type": "search_symbols", "request_id": "req_2", "query": "BTC"}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Response: {json.dumps(response, indent=2)}")
|
||||
assert response["type"] == "search_symbols_response"
|
||||
assert len(response["results"]) > 0
|
||||
print(f"✓ Found {len(response['results'])} symbols")
|
||||
|
||||
# Test 3: Resolve symbol
|
||||
print("\n--- Test 3: Resolve Symbol ---")
|
||||
request = {"type": "resolve_symbol", "request_id": "req_3", "symbol": "DEMO:BTC/USD"}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Response: {json.dumps(response, indent=2)}")
|
||||
assert response["type"] == "resolve_symbol_response"
|
||||
symbol_info = response["symbol_info"]
|
||||
print(f"✓ Symbol resolved: {symbol_info['name']}")
|
||||
print(f" Available columns: {[c['name'] for c in symbol_info['columns']]}")
|
||||
|
||||
# Test 4: Get historical bars
|
||||
print("\n--- Test 4: Get Historical Bars ---")
|
||||
now = int(time.time())
|
||||
from_time = now - 3600 # 1 hour ago
|
||||
request = {
|
||||
"type": "get_bars",
|
||||
"request_id": "req_4",
|
||||
"symbol": "DEMO:BTC/USD",
|
||||
"resolution": "5",
|
||||
"from_time": from_time,
|
||||
"to_time": now,
|
||||
"countback": 10,
|
||||
}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Response type: {response['type']}")
|
||||
if response["type"] == "get_bars_response":
|
||||
history = response["history"]
|
||||
print(f"✓ Received {len(history['bars'])} bars")
|
||||
if history["bars"]:
|
||||
print(f" First bar: {history['bars'][0]}")
|
||||
print(f" Last bar: {history['bars'][-1]}")
|
||||
else:
|
||||
print(f"Error: {response}")
|
||||
|
||||
# Test 5: Subscribe to real-time updates
|
||||
print("\n--- Test 5: Subscribe to Real-time Updates ---")
|
||||
request = {
|
||||
"type": "subscribe_bars",
|
||||
"request_id": "req_5",
|
||||
"symbol": "DEMO:BTC/USD",
|
||||
"resolution": "5",
|
||||
"subscription_id": "sub_1",
|
||||
}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Subscription response: {json.dumps(response, indent=2)}")
|
||||
assert response["type"] == "subscribe_bars_response"
|
||||
assert response["success"] is True
|
||||
print("✓ Subscribed successfully")
|
||||
|
||||
# Wait for a few updates
|
||||
print("\n Waiting for real-time updates (10 seconds)...")
|
||||
update_count = 0
|
||||
try:
|
||||
for _ in range(3): # Wait for up to 3 messages
|
||||
response = await asyncio.wait_for(websocket.recv(), timeout=5.0)
|
||||
message = json.loads(response)
|
||||
if message["type"] == "bar_update":
|
||||
update_count += 1
|
||||
print(f" Update {update_count}: {message['bar']}")
|
||||
except asyncio.TimeoutError:
|
||||
print(f" No more updates received (got {update_count} updates)")
|
||||
|
||||
# Test 6: Unsubscribe
|
||||
print("\n--- Test 6: Unsubscribe ---")
|
||||
request = {
|
||||
"type": "unsubscribe_bars",
|
||||
"request_id": "req_6",
|
||||
"subscription_id": "sub_1",
|
||||
}
|
||||
await websocket.send(json.dumps(request))
|
||||
response = json.loads(await websocket.recv())
|
||||
print(f"Unsubscribe response: {json.dumps(response, indent=2)}")
|
||||
assert response["type"] == "unsubscribe_bars_response"
|
||||
assert response["success"] is True
|
||||
print("✓ Unsubscribed successfully")
|
||||
|
||||
print("\n=== All tests passed! ===")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
print("Starting datafeed WebSocket tests...")
|
||||
print("Make sure the backend server is running on http://localhost:8000")
|
||||
print()
|
||||
asyncio.run(test_datafeed())
|
||||
Reference in New Issue
Block a user