236 lines
8.0 KiB
Python
236 lines
8.0 KiB
Python
"""
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Subscription manager for real-time data feeds.
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Manages subscriptions across multiple data sources and routes updates
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to WebSocket clients.
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"""
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import asyncio
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import logging
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from typing import Callable, Dict, Optional, Set
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from .base import DataSource
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logger = logging.getLogger(__name__)
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class Subscription:
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"""Represents a single client subscription"""
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def __init__(
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self,
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subscription_id: str,
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client_id: str,
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source_name: str,
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symbol: str,
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resolution: str,
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callback: Callable[[dict], None],
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):
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self.subscription_id = subscription_id
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self.client_id = client_id
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self.source_name = source_name
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self.symbol = symbol
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self.resolution = resolution
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self.callback = callback
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self.source_subscription_id: Optional[str] = None
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class SubscriptionManager:
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"""
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Manages real-time data subscriptions across multiple data sources.
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Handles:
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- Subscription lifecycle (subscribe/unsubscribe)
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- Routing updates from data sources to clients
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- Multiplexing (multiple clients can subscribe to same symbol/resolution)
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"""
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def __init__(self):
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# Map subscription_id -> Subscription
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self._subscriptions: Dict[str, Subscription] = {}
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# Map (source_name, symbol, resolution) -> Set[subscription_id]
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# For tracking which client subscriptions use which source subscriptions
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self._source_refs: Dict[tuple, Set[str]] = {}
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# Map source_subscription_id -> (source_name, symbol, resolution)
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self._source_subs: Dict[str, tuple] = {}
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# Available data sources
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self._sources: Dict[str, DataSource] = {}
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def register_source(self, name: str, source: DataSource) -> None:
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"""Register a data source"""
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self._sources[name] = source
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def unregister_source(self, name: str) -> None:
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"""Unregister a data source"""
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self._sources.pop(name, None)
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async def subscribe(
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self,
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subscription_id: str,
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client_id: str,
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source_name: str,
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symbol: str,
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resolution: str,
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callback: Callable[[dict], None],
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) -> None:
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"""
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Subscribe a client to real-time updates.
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Args:
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subscription_id: Unique ID for this subscription
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client_id: ID of the subscribing client
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source_name: Name of the data source
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symbol: Symbol to subscribe to
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resolution: Time resolution
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callback: Function to call with bar updates
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Raises:
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ValueError: If source not found or subscription fails
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"""
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source = self._sources.get(source_name)
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if not source:
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raise ValueError(f"Data source '{source_name}' not found")
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# Create subscription record
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subscription = Subscription(
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subscription_id=subscription_id,
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client_id=client_id,
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source_name=source_name,
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symbol=symbol,
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resolution=resolution,
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callback=callback,
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)
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# Check if we already have a source subscription for this (source, symbol, resolution)
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source_key = (source_name, symbol, resolution)
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if source_key not in self._source_refs:
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# Need to create a new source subscription
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try:
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source_sub_id = await source.subscribe_bars(
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symbol=symbol,
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resolution=resolution,
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on_tick=lambda bar: self._on_source_update(source_key, bar),
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)
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subscription.source_subscription_id = source_sub_id
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self._source_subs[source_sub_id] = source_key
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self._source_refs[source_key] = set()
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logger.info(
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f"Created new source subscription: {source_name}/{symbol}/{resolution} -> {source_sub_id}"
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)
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except Exception as e:
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logger.error(f"Failed to subscribe to source: {e}")
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raise
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# Add this subscription to the reference set
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self._source_refs[source_key].add(subscription_id)
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self._subscriptions[subscription_id] = subscription
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logger.info(
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f"Client subscription added: {subscription_id} ({client_id}) -> {source_name}/{symbol}/{resolution}"
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)
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async def unsubscribe(self, subscription_id: str) -> None:
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"""
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Unsubscribe a client from updates.
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Args:
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subscription_id: ID of the subscription to remove
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"""
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subscription = self._subscriptions.pop(subscription_id, None)
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if not subscription:
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logger.warning(f"Subscription {subscription_id} not found")
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return
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source_key = (subscription.source_name, subscription.symbol, subscription.resolution)
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# Remove from reference set
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if source_key in self._source_refs:
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self._source_refs[source_key].discard(subscription_id)
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# If no more clients need this source subscription, unsubscribe from source
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if not self._source_refs[source_key]:
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del self._source_refs[source_key]
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if subscription.source_subscription_id:
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source = self._sources.get(subscription.source_name)
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if source:
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try:
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await source.unsubscribe_bars(subscription.source_subscription_id)
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logger.info(
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f"Unsubscribed from source: {subscription.source_subscription_id}"
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)
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except Exception as e:
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logger.error(f"Error unsubscribing from source: {e}")
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self._source_subs.pop(subscription.source_subscription_id, None)
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logger.info(f"Client subscription removed: {subscription_id}")
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async def unsubscribe_client(self, client_id: str) -> None:
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"""
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Unsubscribe all subscriptions for a client.
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Useful when a WebSocket connection closes.
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Args:
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client_id: ID of the client
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"""
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# Find all subscriptions for this client
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client_subs = [
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sub_id
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for sub_id, sub in self._subscriptions.items()
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if sub.client_id == client_id
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]
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# Unsubscribe each one
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for sub_id in client_subs:
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await self.unsubscribe(sub_id)
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logger.info(f"Unsubscribed all subscriptions for client {client_id}")
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def _on_source_update(self, source_key: tuple, bar: dict) -> None:
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"""
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Handle an update from a data source.
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Routes the update to all client subscriptions that need it.
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Args:
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source_key: (source_name, symbol, resolution) tuple
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bar: Bar data dict from the source
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"""
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subscription_ids = self._source_refs.get(source_key, set())
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for sub_id in subscription_ids:
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subscription = self._subscriptions.get(sub_id)
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if subscription:
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try:
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subscription.callback(bar)
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except Exception as e:
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logger.error(
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f"Error in subscription callback {sub_id}: {e}", exc_info=True
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)
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def get_subscription_count(self) -> int:
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"""Get total number of active client subscriptions"""
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return len(self._subscriptions)
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def get_source_subscription_count(self) -> int:
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"""Get total number of active source subscriptions"""
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return len(self._source_refs)
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def get_client_subscriptions(self, client_id: str) -> list:
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"""Get all subscriptions for a specific client"""
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return [
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{
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"subscription_id": sub.subscription_id,
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"source": sub.source_name,
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"symbol": sub.symbol,
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"resolution": sub.resolution,
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}
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for sub in self._subscriptions.values()
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if sub.client_id == client_id
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]
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