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199
backend/tests/datafeed_client_example.py
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199
backend/tests/datafeed_client_example.py
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"""
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Example client demonstrating how to integrate with the datafeed WebSocket API.
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This shows how a TradingView integration or custom charting client would
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interact with the datafeed.
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"""
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import asyncio
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import json
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import time
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from typing import Callable, Dict
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import websockets
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class DatafeedClient:
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"""Client for TradingView-compatible datafeed WebSocket API"""
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def __init__(self, uri: str = "ws://localhost:8000/ws/datafeed"):
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self.uri = uri
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self.websocket = None
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self.request_id_counter = 0
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self.pending_requests: Dict[str, asyncio.Future] = {}
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self.subscriptions: Dict[str, Callable] = {}
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self._receive_task = None
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async def connect(self):
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"""Connect to the datafeed WebSocket"""
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self.websocket = await websockets.connect(self.uri)
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self._receive_task = asyncio.create_task(self._receive_loop())
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print(f"Connected to {self.uri}")
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async def disconnect(self):
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"""Disconnect from the datafeed"""
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if self._receive_task:
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self._receive_task.cancel()
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if self.websocket:
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await self.websocket.close()
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async def _receive_loop(self):
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"""Background task to receive and route messages"""
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try:
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async for message in self.websocket:
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data = json.loads(message)
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msg_type = data.get("type")
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# Route bar updates to subscription callbacks
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if msg_type == "bar_update":
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sub_id = data.get("subscription_id")
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if sub_id in self.subscriptions:
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callback = self.subscriptions[sub_id]
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callback(data["bar"])
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# Route responses to pending requests
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elif "request_id" in data:
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req_id = data["request_id"]
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if req_id in self.pending_requests:
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future = self.pending_requests.pop(req_id)
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future.set_result(data)
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except asyncio.CancelledError:
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pass
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except Exception as e:
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print(f"Error in receive loop: {e}")
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def _next_request_id(self) -> str:
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"""Generate next request ID"""
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self.request_id_counter += 1
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return f"req_{self.request_id_counter}"
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async def _send_request(self, request: dict) -> dict:
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"""Send a request and wait for response"""
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req_id = self._next_request_id()
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request["request_id"] = req_id
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# Create future for response
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future = asyncio.Future()
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self.pending_requests[req_id] = future
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# Send request
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await self.websocket.send(json.dumps(request))
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# Wait for response
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return await future
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async def get_config(self) -> dict:
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"""Get datafeed configuration"""
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response = await self._send_request({"type": "get_config"})
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return response["config"]
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async def search_symbols(self, query: str) -> list:
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"""Search for symbols"""
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response = await self._send_request({"type": "search_symbols", "query": query})
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return response["results"]
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async def resolve_symbol(self, symbol: str) -> dict:
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"""Get symbol metadata"""
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response = await self._send_request({"type": "resolve_symbol", "symbol": symbol})
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return response["symbol_info"]
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async def get_bars(
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self, symbol: str, resolution: str, from_time: int, to_time: int, countback: int = None
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) -> dict:
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"""Get historical bars"""
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request = {
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"type": "get_bars",
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"symbol": symbol,
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"resolution": resolution,
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"from_time": from_time,
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"to_time": to_time,
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}
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if countback:
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request["countback"] = countback
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response = await self._send_request(request)
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return response["history"]
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async def subscribe_bars(
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self, symbol: str, resolution: str, subscription_id: str, callback: Callable
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):
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"""Subscribe to real-time bar updates"""
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self.subscriptions[subscription_id] = callback
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response = await self._send_request({
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"type": "subscribe_bars",
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"symbol": symbol,
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"resolution": resolution,
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"subscription_id": subscription_id,
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})
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if not response.get("success"):
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raise Exception(f"Subscription failed: {response.get('message')}")
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async def unsubscribe_bars(self, subscription_id: str):
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"""Unsubscribe from updates"""
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self.subscriptions.pop(subscription_id, None)
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await self._send_request({
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"type": "unsubscribe_bars",
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"subscription_id": subscription_id,
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})
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async def main():
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"""Example usage of the DatafeedClient"""
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client = DatafeedClient()
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try:
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# Connect
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await client.connect()
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# Get config
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config = await client.get_config()
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print(f"\nDatafeed: {config['name']}")
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print(f"Supported resolutions: {config['supported_resolutions']}")
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# Search for BTC
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results = await client.search_symbols("BTC")
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print(f"\nSearch results for 'BTC': {len(results)} found")
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for result in results:
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print(f" - {result['symbol']}: {result['description']}")
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# Get symbol info
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if results:
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symbol = results[0]["symbol"]
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info = await client.resolve_symbol(symbol)
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print(f"\nSymbol info for {symbol}:")
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print(f" Name: {info['name']}")
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print(f" Type: {info['type']}")
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print(f" Columns: {[c['name'] for c in info['columns']]}")
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# Get historical data
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now = int(time.time())
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from_time = now - 3600 # 1 hour ago
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history = await client.get_bars(symbol, "5", from_time, now, countback=10)
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print(f"\nHistorical data: {len(history['bars'])} bars")
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if history["bars"]:
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print(f" First bar time: {history['bars'][0]['time']}")
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print(f" Last bar close: {history['bars'][-1]['data']['close']}")
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# Subscribe to real-time updates
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print(f"\nSubscribing to real-time updates for {symbol}...")
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def on_bar_update(bar):
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print(f" [UPDATE] Time: {bar['time']}, Close: {bar['close']}")
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await client.subscribe_bars(symbol, "5", "my_subscription", on_bar_update)
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print(" Waiting for updates (15 seconds)...")
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await asyncio.sleep(15)
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# Unsubscribe
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await client.unsubscribe_bars("my_subscription")
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print(" Unsubscribed")
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finally:
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await client.disconnect()
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if __name__ == "__main__":
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print("=== Datafeed Client Example ===\n")
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print("Make sure the backend server is running on http://localhost:8000")
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asyncio.run(main())
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