progress

lib/client/cvtt_client.py

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+from __future__ import annotations
+
+from typing import Dict, Any, List, Optional
+import time
+
+import requests
+
+from cvttpy_tools.base import NamedObject
+from cvttpy_tools.logger import Log
+from cvttpy_tools.config import Config
+from cvttpy_tools.timer import Timer
+
+from cvttpy_trading.trading.mkt_data.historical_md import HistMdBar
+
+
+class RESTSender(NamedObject):
+    session_: requests.Session
+    base_url_: str
+
+    def __init__(self, base_url: str) -> None:
+        self.base_url_ = base_url
+        self.session_ = requests.Session()
+
+    def is_ready(self) -> bool:
+        """Checks if the server is up and responding"""
+        url = f"{self.base_url_}/ping"
+        try:
+            response = self.session_.get(url)
+            response.raise_for_status()
+            return True
+        except requests.exceptions.RequestException:
+            return False
+
+    def send_post(self, endpoint: str, post_body: Dict) -> requests.Response:
+
+        while not self.is_ready():
+            print("Waiting for FrontGateway to start...")
+            time.sleep(5)
+
+        url = f"{self.base_url_}/{endpoint}"
+        try:
+            return self.session_.request(
+                method="POST",
+                url=url,
+                json=post_body,
+                headers={"Content-Type": "application/json"},
+            )
+        except requests.exceptions.RequestException as excpt:
+            raise ConnectionError(
+                f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
+            ) from excpt
+
+    def send_get(self, endpoint: str) -> requests.Response:
+        while not self.is_ready():
+            print("Waiting for FrontGateway to start...")
+            time.sleep(5)
+
+        url = f"{self.base_url_}/{endpoint}"
+        try:
+            return self.session_.request(method="GET", url=url)
+        except requests.exceptions.RequestException as excpt:
+            raise ConnectionError(
+                f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
+            ) from excpt
+
+
+class MdSummary(HistMdBar):
+    def __init__(
+        self,
+        ts_ns: int,
+        open: float,
+        high: float,
+        low: float,
+        close: float,
+        volume: float,
+        vwap: float,
+        num_trades: int,
+    ):
+        super().__init__(ts=ts_ns)
+        self.open_ = open
+        self.high_ = high
+        self.low_ = low
+        self.close_ = close
+        self.volume_ = volume
+        self.vwap_ = vwap
+        self.num_trades_ = num_trades
+
+    @classmethod
+    def from_REST_response(cls, response: requests.Response) -> List[MdSummary]:
+        res: List[MdSummary] = []
+        jresp = response.json()
+        hist_data = jresp.get("historical_data", [])
+        for hd in hist_data:
+            res.append(
+                MdSummary(
+                    ts_ns=hd["time_ns"],
+                    open=hd["open"],
+                    high=hd["high"],
+                    low=hd["low"],
+                    close=hd["close"],
+                    volume=hd["volume"],
+                    vwap=hd["vwap"],
+                    num_trades=hd["num_trades"],
+                )
+            )
+        return res
+
+
+class MdSummaryCollector(NamedObject):
+    sender_: RESTSender
+    exch_acct_: str
+    instrument_id_: str
+    interval_sec_: int
+    history_depth_sec_: int
+
+    history_: List[MdSummary]
+    timer_: Optional[Timer]
+
+    def __init__(
+        self,
+        sender: RESTSender,
+        exch_acct: str,
+        instrument_id: str,
+        interval_sec: int,
+        history_depth_sec: int,
+    ) -> None:
+        self.sender_ = sender
+        self.exch_acct_ = exch_acct
+        self.instrument_id_ = instrument_id
+        self.interval_sec_ = interval_sec
+        self.history_depth_sec_ = history_depth_sec
+
+        self.history_depth_sec_ = []
+        self.timer_ = None
+
+    def rqst_data(self) -> Dict[str, Any]:
+        return {
+            "exch_acct": self.exch_acct_,
+            "instrument_id": self.instrument_id_,
+            "interval_sec": self.interval_sec_,
+            "history_depth_sec": self.history_depth_sec_,
+        }
+
+    def get_history(self) -> List[MdSummary]:
+        response: requests.Response = self.sender_.send_post(
+            endpoint="md_summary", post_body=self.rqst_data()
+        )
+        return MdSummary.from_REST_response(response=response)
+
+    def get_last(self) -> Optional[MdSummary]:
+        rqst_data = self.rqst_data()
+        rqst_data["history_depth_sec"] = self.interval_sec_
+        response: requests.Response = self.sender_.send_post(
+            endpoint="md_summary", post_body=rqst_data
+        )
+        res = MdSummary.from_REST_response(response=response)
+        return None if len(res) == 0 else res[-1]
+
+    async def start(self) -> None:
+        if self.timer_:
+            Log.error(f"{self.fname()}: Timer is already started")
+            return
+        self.history_ = self.get_history()
+        self.timer_ = Timer(
+            start_in_sec=self.interval_sec_,
+            is_periodic=True,
+            period_interval=self.interval_sec_,
+            func=self._load_new,
+        )
+
+    async def _load_new(self) -> None:
+        last: Optional[MdSummary] = self.get_last()
+        if not last:
+            # URGENT logging
+            return
+        if last.ts_ns_ <= self.history_[-1].ts_ns_:
+            # URGENT logging
+            return 
+        self.history_.append(last)
+        # URGENT implement notification
+        
+    def stop(self) -> None:
+        if self.timer_:
+            self.timer_.cancel()
+            self.timer_ = None
+
+class CvttRESTClient(NamedObject):
+    config_: Config
+    sender_: RESTSender
+
+    def __init__(self, config: Config) -> None:
+        self.config_ = config
+        base_url = self.config_.get_value("cvtt_base_url", default="")
+        assert base_url
+        self.sender_ = RESTSender(base_url=base_url)
+
+
+if __name__ == "__main__":
+    config = Config(json_src={"cvtt_base_url": "http://cvtt-tester-01.cvtt.vpn:23456"})
+
+    cvtt_client = CvttRESTClient(config)
+
+    mdsc = MdSummaryCollector(
+        sender=cvtt_client.sender_,
+        exch_acct="COINBASE_AT",
+        instrument_id="PAIR-BTC-USD",
+        interval_sec=60,
+        history_depth_sec=24 * 3600,
+    )
+
+    hist = mdsc.get_history()
+    last = mdsc.get_last()
+    pass