initial commit with charts and assistant chat

backend/src/datasource/websocket_protocol.py

@@ -0,0 +1,170 @@
+"""
+WebSocket protocol messages for TradingView-compatible datafeed API.
+
+These messages define the wire format for client-server communication
+over WebSocket for symbol search, historical data, and real-time subscriptions.
+"""
+
+from typing import Any, Dict, List, Literal, Optional, Union
+
+from pydantic import BaseModel, Field
+
+
+# ============================================================================
+# Client -> Server Messages
+# ============================================================================
+
+
+class SearchSymbolsRequest(BaseModel):
+    """Request to search for symbols matching a query"""
+
+    type: Literal["search_symbols"] = "search_symbols"
+    request_id: str = Field(description="Client-generated request ID for matching responses")
+    query: str = Field(description="Search query string")
+    symbol_type: Optional[str] = Field(default=None, description="Filter by instrument type")
+    exchange: Optional[str] = Field(default=None, description="Filter by exchange")
+    limit: int = Field(default=30, description="Maximum number of results")
+
+
+class ResolveSymbolRequest(BaseModel):
+    """Request full metadata for a specific symbol"""
+
+    type: Literal["resolve_symbol"] = "resolve_symbol"
+    request_id: str
+    symbol: str = Field(description="Symbol identifier to resolve")
+
+
+class GetBarsRequest(BaseModel):
+    """Request historical bar data"""
+
+    type: Literal["get_bars"] = "get_bars"
+    request_id: str
+    symbol: str
+    resolution: str = Field(description="Time resolution (e.g., '1', '5', '60', '1D')")
+    from_time: int = Field(description="Start time (Unix timestamp in seconds)")
+    to_time: int = Field(description="End time (Unix timestamp in seconds)")
+    countback: Optional[int] = Field(default=None, description="Maximum number of bars to return")
+
+
+class SubscribeBarsRequest(BaseModel):
+    """Subscribe to real-time bar updates"""
+
+    type: Literal["subscribe_bars"] = "subscribe_bars"
+    request_id: str
+    symbol: str
+    resolution: str
+    subscription_id: str = Field(description="Client-generated subscription ID")
+
+
+class UnsubscribeBarsRequest(BaseModel):
+    """Unsubscribe from real-time updates"""
+
+    type: Literal["unsubscribe_bars"] = "unsubscribe_bars"
+    request_id: str
+    subscription_id: str
+
+
+class GetConfigRequest(BaseModel):
+    """Request datafeed configuration"""
+
+    type: Literal["get_config"] = "get_config"
+    request_id: str
+
+
+# Union of all client request types
+ClientRequest = Union[
+    SearchSymbolsRequest,
+    ResolveSymbolRequest,
+    GetBarsRequest,
+    SubscribeBarsRequest,
+    UnsubscribeBarsRequest,
+    GetConfigRequest,
+]
+
+
+# ============================================================================
+# Server -> Client Messages
+# ============================================================================
+
+
+class SearchSymbolsResponse(BaseModel):
+    """Response with search results"""
+
+    type: Literal["search_symbols_response"] = "search_symbols_response"
+    request_id: str
+    results: List[Dict[str, Any]] = Field(description="List of SearchResult objects")
+
+
+class ResolveSymbolResponse(BaseModel):
+    """Response with symbol metadata"""
+
+    type: Literal["resolve_symbol_response"] = "resolve_symbol_response"
+    request_id: str
+    symbol_info: Dict[str, Any] = Field(description="SymbolInfo object")
+
+
+class GetBarsResponse(BaseModel):
+    """Response with historical bars"""
+
+    type: Literal["get_bars_response"] = "get_bars_response"
+    request_id: str
+    history: Dict[str, Any] = Field(description="HistoryResult object with bars and metadata")
+
+
+class SubscribeBarsResponse(BaseModel):
+    """Acknowledgment of subscription"""
+
+    type: Literal["subscribe_bars_response"] = "subscribe_bars_response"
+    request_id: str
+    subscription_id: str
+    success: bool
+    message: Optional[str] = None
+
+
+class UnsubscribeBarsResponse(BaseModel):
+    """Acknowledgment of unsubscribe"""
+
+    type: Literal["unsubscribe_bars_response"] = "unsubscribe_bars_response"
+    request_id: str
+    subscription_id: str
+    success: bool
+
+
+class GetConfigResponse(BaseModel):
+    """Response with datafeed configuration"""
+
+    type: Literal["get_config_response"] = "get_config_response"
+    request_id: str
+    config: Dict[str, Any] = Field(description="DatafeedConfig object")
+
+
+class BarUpdateMessage(BaseModel):
+    """Real-time bar update (server-initiated, no request_id)"""
+
+    type: Literal["bar_update"] = "bar_update"
+    subscription_id: str
+    symbol: str
+    resolution: str
+    bar: Dict[str, Any] = Field(description="Bar data including time and all columns")
+
+
+class ErrorResponse(BaseModel):
+    """Error response for any failed request"""
+
+    type: Literal["error"] = "error"
+    request_id: str
+    error_code: str = Field(description="Machine-readable error code")
+    error_message: str = Field(description="Human-readable error description")
+
+
+# Union of all server response types
+ServerResponse = Union[
+    SearchSymbolsResponse,
+    ResolveSymbolResponse,
+    GetBarsResponse,
+    SubscribeBarsResponse,
+    UnsubscribeBarsResponse,
+    GetConfigResponse,
+    BarUpdateMessage,
+    ErrorResponse,
+]