Refactor of caching & data storage part 9 #118

providers/spot/websocket_spot_provider.py

@@ -0,0 +1,77 @@
+import logging
+from datetime import datetime
+from threading import Thread
+from time import sleep
+
+import pytz
+from websocket import create_connection
+
+from core.constants import HTTP_HEADERS
+from providers.spot.spot_provider import SpotProvider
+
+
+class WebsocketSpotProvider(SpotProvider):
+    """Spot provider using websockets."""
+
+    def __init__(self, name, provider_config, url):
+        super().__init__(name, provider_config)
+        self._url = url
+        self._ws = None
+        self._thread = None
+        self._stopped = False
+        self._last_event_id = None
+
+    def start(self):
+        logging.info("Set up websocket connection to " + self.name + " spot API.")
+        self._stopped = False
+        self._thread = Thread(target=self._run)
+        self._thread.daemon = True
+        self._thread.start()
+
+    def stop(self):
+        self._stopped = True
+        if self._ws:
+            self._ws.close()
+        if self._thread:
+            self._thread.join()
+
+    def _on_open(self):
+        self.status = "Waiting for Data"
+
+    def _on_error(self):
+        self.status = "Connecting"
+
+    def _run(self):
+        while not self._stopped:
+            try:
+                logging.debug("Connecting to " + self.name + " spot API...")
+                self.status = "Connecting"
+                self._ws = create_connection(self._url, header=HTTP_HEADERS)
+                self.status = "Connected"
+                data = self._ws.recv()
+                if data:
+                    try:
+                        new_spot = self._ws_message_to_spot(data)
+                        if new_spot:
+                            self._submit(new_spot)
+
+                        self.status = "OK"
+                        self.last_update_time = datetime.now(pytz.UTC)
+                        logging.debug("Received data from " + self.name + " spot API.")
+
+                    except Exception:
+                        logging.exception(
+                            "Exception processing message from Websocket Spot Provider (" + self.name + ")")
+
+            except Exception as e:
+                self.status = "Error"
+                logging.exception("Exception in Websocket Spot Provider (" + self.name + ")", e)
+            else:
+                self.status = "Disconnected"
+            sleep(5)  # Wait before trying to reconnect
+
+    def _ws_message_to_spot(self, b):
+        """Convert a WS message received from the API into a spot. The exact message data (in bytes) is provided here so the
+        subclass implementations can handle the message as string, JSON, XML, whatever the API actually provides."""
+
+        raise NotImplementedError("Subclasses must implement this method")