progress 0.0.5

lib/live/mkt_data_client.py

@@ -1,86 +1,82 @@
 from __future__ import annotations
 
 import asyncio
-from typing import Callable, Coroutine, Dict, Any, List, Optional, Set
+from typing import Dict, Any, List, Optional, Set
 
 import requests
 
 from cvttpy_tools.base import NamedObject
-from cvttpy_tools.app import App
 from cvttpy_tools.logger import Log
 from cvttpy_tools.config import Config
 from cvttpy_tools.timer import Timer
-from cvttpy_tools.timeutils import NanosT, current_seconds, NanoPerSec
+from cvttpy_tools.timeutils import NanosT, current_seconds
 from cvttpy_tools.settings.cvtt_types import InstrumentIdT, IntervalSecT
-
+from cvttpy_tools.web.rest_client import RESTSender
 # ---
-from cvttpy_trading.trading.mkt_data.historical_md import HistMdBar
 from cvttpy_trading.trading.instrument import ExchangeInstrument
 from cvttpy_trading.trading.accounting.exch_account import ExchangeAccountNameT
-from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate
+from cvttpy_trading.trading.mkt_data.md_summary import MdTradesAggregate, MdSummary, MdSummaryCallbackT
 from cvttpy_trading.trading.exchange_config import ExchangeAccounts
-
 # ---
-from pairs_trading.lib.live.rest_client import RESTSender
 
 
-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
+# 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
+#     @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
 
-    def create_md_trades_aggregate(
-        self,
-        exch_acct: ExchangeAccountNameT,
-        exch_inst: ExchangeInstrument,
-        interval_sec: IntervalSecT,
-    ) -> MdTradesAggregate:
-        res = MdTradesAggregate(
-            exch_acct=exch_acct,
-            exch_inst=exch_inst,
-            interval_ns=interval_sec * NanoPerSec,
-        )
-        res.set(mdbar=self)
-        return res
+#     def create_md_trades_aggregate(
+#         self,
+#         exch_acct: ExchangeAccountNameT,
+#         exch_inst: ExchangeInstrument,
+#         interval_sec: IntervalSecT,
+#     ) -> MdTradesAggregate:
+#         res = MdTradesAggregate(
+#             exch_acct=exch_acct,
+#             exch_inst=exch_inst,
+#             interval_ns=interval_sec * NanoPerSec,
+#         )
+#         res.set(mdbar=self)
+#         return res
 
 
-MdSummaryCallbackT = Callable[[List[MdTradesAggregate]], Coroutine]
+# MdSummaryCallbackT = Callable[[List[MdTradesAggregate]], Coroutine]
 
 
 class MdSummaryCollector(NamedObject):

lib/live/rest_client.py.md

@@ -1,3 +1,4 @@
+```python
 from __future__ import annotations
 
 from typing import Dict
@@ -7,8 +8,6 @@ import requests
 
 from cvttpy_tools.base import NamedObject
 
-
-
 class RESTSender(NamedObject):
     session_: requests.Session
     base_url_: str
@@ -58,4 +57,4 @@ class RESTSender(NamedObject):
             raise ConnectionError(
                 f"Failed to send status={excpt.response.status_code} {excpt.response.text}"  # type: ignore
             ) from excpt
-
+```

lib/live/ti_sender.py

@@ -6,10 +6,10 @@ import requests
 from cvttpy_tools.base import NamedObject
 from cvttpy_tools.config import Config
 from cvttpy_tools.logger import Log
+from cvttpy_tools.web.rest_client import RESTSender
 # ---
 from cvttpy_trading.trading.trading_instructions import TradingInstructions
 # ---
-from pairs_trading.lib.live.rest_client import RESTSender
 from pairs_trading.apps.pair_trader import PairTrader