tradestation-api-python/src/streaming/stream_manager.py at main · TinkerForFun/tradestation-api-python · GitHub

History

448 lines (370 loc) · 17.4 KB

Raw

100

101

102

103

104

105

106

107

108

109

110

111

112

113

114

115

116

117

118

119

120

121

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

149

150

151

152

153

154

155

156

157

158

159

160

161

162

163

164

165

166

167

168

169

170

171

172

173

174

175

176

177

178

179

180

181

182

183

184

185

186

187

188

189

190

191

192

193

194

195

196

197

198

199

200

201

202

203

204

205

206

207

208

209

210

211

212

213

214

215

216

217

218

219

220

221

222

223

224

225

226

227

228

229

230

231

232

233

234

235

236

237

238

239

240

241

242

243

244

245

246

247

248

249

250

251

252

253

254

255

256

257

258

259

260

261

262

263

264

265

266

267

268

269

270

271

272

273

274

275

276

277

278

279

280

281

282

283

284

285

286

287

288

289

290

291

292

293

294

295

296

297

298

299

300

301

302

303

304

305

306

307

308

309

310

311

312

313

314

315

316

317

318

319

320

321

322

323

324

325

326

327

328

329

330

331

332

333

334

335

336

337

338

339

340

341

342

343

344

345

346

347

348

349

350

351

352

353

354

355

356

357

358

359

360

361

362

363

364

365

366

367

368

369

370

371

372

373

374

375

376

377

378

379

380

381

382

383

384

385

386

387

388

389

390

391

392

393

394

395

396

397

398

399

400

401

402

403

404

405

406

407

408

409

410

411

412

413

414

415

416

417

418

419

420

421

422

423

424

425

426

427

428

429

430

431

432

433

434

435

436

437

438

439

440

441

442

443

444

445

446

447

448

"""

StreamManager for handling WebSocket streaming connections to the TradeStation API.

This module provides functionality for establishing and maintaining WebSocket connections,

handling events and messages, and parsing streaming data.

"""

import asyncio

import json

import logging

from typing import Any, Callable, Dict, List, Optional, Set, Union, cast

from urllib.parse import urljoin

import aiohttp

from pydantic import ValidationError

from ..ts_types.config import ClientConfig

from ..ts_types.market_data import Heartbeat, StreamErrorResponse

from ..utils.token_manager import TokenManager

logger = logging.getLogger(__name__)

class StreamManager:

"""

Manages WebSocket streaming connections to the TradeStation API.

Handles connection lifecycle, message processing, and event callbacks.

"""

# Base URL for TradeStation streaming endpoints

_BASE_URL = "https://api.tradestation.com"

# WebSocket heartbeat interval in seconds (used to detect connection health)

_HEARTBEAT_INTERVAL = 30

# Maximum reconnection attempts before giving up

_MAX_RECONNECT_ATTEMPTS = 5

# Delay between reconnection attempts (in seconds)

_RECONNECT_DELAY = 2

def __init__(

self, token_manager: Optional[TokenManager] = None, config: Optional[ClientConfig] = None

) -> None:

"""

Initialize a new StreamManager.

Args:

token_manager: Optional TokenManager instance for authentication.

If not provided, a new one will be created.

config: Optional configuration with settings like client ID and refresh token.

If not provided, values are read from environment variables.

Raises:

ValueError: If credentials are invalid or missing when creating a TokenManager.

"""

self._token_manager = token_manager or TokenManager(config)

self._connections: Dict[str, Dict[str, Any]] = {}

self._active_streams: Set[str] = set()

self._connect_lock = asyncio.Lock()

self._shutdown_event = asyncio.Event()

self._max_concurrent_streams = config.max_concurrent_streams if config else 10

self._subscription_callbacks: Dict[str, List[Callable[[Dict[str, Any]], None]]] = {}

self._reconnection_tasks: Dict[str, asyncio.Task] = {}

self._message_processing_tasks: Dict[str, asyncio.Task] = {}

async def connect_stream(self, stream_uri: str, stream_id: str) -> None:

"""

Establish a WebSocket connection to a streaming endpoint.

Args:

stream_uri: The URI path for the streaming endpoint.

stream_id: A unique identifier for this stream connection.

Raises:

ValueError: If the maximum number of concurrent streams is reached.

ConnectionError: If the connection cannot be established.

"""

async with self._connect_lock:

if stream_id in self._connections and self._connections[stream_id].get("active", False):

logger.debug(f"Stream {stream_id} is already connected")

return

if len(self._active_streams) >= self._max_concurrent_streams:

raise ValueError(

f"Maximum concurrent streams limit reached ({self._max_concurrent_streams})"

)

try:

# Get a valid access token for authentication

access_token = await self._token_manager.get_valid_access_token()

# Construct the full URL for the WebSocket connection

full_url = urljoin(self._BASE_URL, stream_uri)

headers = {"Authorization": f"Bearer {access_token}"}

# Create WebSocket connection

session = aiohttp.ClientSession()

ws = await session.ws_connect(

full_url, headers=headers, heartbeat=self._HEARTBEAT_INTERVAL

)

# Store connection details

self._connections[stream_id] = {

"websocket": ws,

"session": session,

"active": True,

"uri": stream_uri,

"last_heartbeat": asyncio.get_event_loop().time(),

}

self._active_streams.add(stream_id)

# Start message processing for this connection

task = asyncio.create_task(self._process_messages(stream_id))

self._message_processing_tasks[stream_id] = task

logger.info(f"Stream {stream_id} connected successfully")

except (aiohttp.ClientError, asyncio.TimeoutError) as e:

logger.error(f"Failed to connect stream {stream_id}: {str(e)}")

raise ConnectionError(f"Failed to connect to stream: {str(e)}")

async def disconnect_stream(self, stream_id: str) -> None:

"""

Disconnect a specific stream connection.

Args:

stream_id: The identifier of the stream to disconnect.

"""

if stream_id not in self._connections:

logger.debug(f"Stream {stream_id} is not connected")

return

connection = self._connections[stream_id]

if not connection.get("active", False):

logger.debug(f"Stream {stream_id} is already disconnected")

return

# Cancel any active reconnection task

if stream_id in self._reconnection_tasks:

self._reconnection_tasks[stream_id].cancel()

del self._reconnection_tasks[stream_id]

# Cancel any message processing task

if stream_id in self._message_processing_tasks:

self._message_processing_tasks[stream_id].cancel()

del self._message_processing_tasks[stream_id]

# Mark as inactive before closing to prevent reconnection attempts

connection["active"] = False

# Close the WebSocket and session

try:

await connection["websocket"].close()

await connection["session"].close()

logger.info(f"Stream {stream_id} disconnected successfully")

except Exception as e:

logger.error(f"Error while disconnecting stream {stream_id}: {str(e)}")

finally:

if stream_id in self._active_streams:

self._active_streams.remove(stream_id)

# Clean up subscription callbacks

if stream_id in self._subscription_callbacks:

del self._subscription_callbacks[stream_id]

async def disconnect_all(self) -> None:

"""

Disconnect all active streams and clean up resources.

"""

self._shutdown_event.set()

# Make a copy of the active streams set before iterating

active_streams = list(self._active_streams)

for stream_id in active_streams:

await self.disconnect_stream(stream_id)

# Cancel all remaining tasks

for task_dict in [self._reconnection_tasks, self._message_processing_tasks]:

for task in list(task_dict.values()):

if not task.done():

task.cancel()

task_dict.clear()

# Reset state

self._active_streams.clear()

self._connections.clear()

self._subscription_callbacks.clear()

logger.info("All streams disconnected")

def add_message_callback(

self, stream_id: str, callback: Callable[[Dict[str, Any]], None]

) -> None:

"""

Add a callback function to process messages from a specific stream.

Args:

stream_id: The identifier of the stream to subscribe to.

callback: A function that takes a message dictionary and processes it.

"""

if stream_id not in self._subscription_callbacks:

self._subscription_callbacks[stream_id] = []

self._subscription_callbacks[stream_id].append(callback)

logger.debug(f"Added callback for stream {stream_id}")

def remove_message_callback(

self, stream_id: str, callback: Callable[[Dict[str, Any]], None]

) -> None:

"""

Remove a specific callback function from a stream's callbacks.

Args:

stream_id: The identifier of the stream.

callback: The callback function to remove.

"""

if stream_id in self._subscription_callbacks:

try:

self._subscription_callbacks[stream_id].remove(callback)

logger.debug(f"Removed callback from stream {stream_id}")

except ValueError:

logger.debug(f"Callback not found for stream {stream_id}")

async def _process_messages(self, stream_id: str) -> None:

"""

Process incoming WebSocket messages for a specific stream.

Args:

stream_id: The identifier of the stream to process messages for.

"""

if stream_id not in self._connections:

logger.error(f"Cannot process messages for non-existent stream {stream_id}")

return

connection = self._connections[stream_id]

ws = connection["websocket"]

try:

while connection.get("active", False) and not self._shutdown_event.is_set():

try:

# Wait for a message with a timeout

message = await asyncio.wait_for(

ws.receive(), timeout=self._HEARTBEAT_INTERVAL * 1.5

)

# Check message type

if message.type == aiohttp.WSMsgType.TEXT:

await self._handle_text_message(stream_id, message.data)

elif message.type == aiohttp.WSMsgType.BINARY:

logger.debug(f"Received binary message on stream {stream_id}")

elif message.type in (

aiohttp.WSMsgType.CLOSED,

aiohttp.WSMsgType.ERROR,

aiohttp.WSMsgType.CLOSING,

logger.warning(f"WebSocket closing for stream {stream_id}: {message.data}")

break

else:

logger.warning(

f"Unknown message type on stream {stream_id}: {message.type}"

)

except asyncio.TimeoutError:

logger.warning(f"Heartbeat timeout for stream {stream_id}")

break

except asyncio.CancelledError:

logger.debug(f"Message processing for stream {stream_id} was cancelled")

return

except Exception as e:

logger.error(f"Error processing messages for stream {stream_id}: {str(e)}")

finally:

# If this wasn't a planned disconnection, attempt to reconnect

if connection.get("active", False) and not self._shutdown_event.is_set():

logger.info(f"Connection lost for stream {stream_id}, attempting to reconnect")

task = asyncio.create_task(self._attempt_reconnection(stream_id))

self._reconnection_tasks[stream_id] = task

else:

logger.debug(f"Message processing ended for stream {stream_id}")

async def _handle_text_message(self, stream_id: str, data: str) -> None:

"""

Process a text WebSocket message.

Args:

stream_id: The identifier of the stream that received the message.

data: The raw text data of the message.

"""

try:

# Parse the JSON message

message = json.loads(data)

# Update last heartbeat time if this is a heartbeat message

if "Heartbeat" in message:

try:

heartbeat = Heartbeat.model_validate(message)

if stream_id in self._connections:

self._connections[stream_id][

"last_heartbeat"

] = asyncio.get_event_loop().time()

logger.debug(

f"Heartbeat received for stream {stream_id}: {heartbeat.Timestamp}"

)

return

except ValidationError:

logger.warning(f"Invalid heartbeat format for stream {stream_id}: {data}")

# Check for error messages

if "Error" in message:

try:

error = StreamErrorResponse.model_validate(message)

logger.error(f"Stream error for {stream_id}: {error.Error} - {error.Message}")

return

except ValidationError:

logger.warning(f"Invalid error format for stream {stream_id}: {data}")

# Process message through callbacks

if stream_id in self._subscription_callbacks:

for callback in self._subscription_callbacks[stream_id]:

try:

callback(message)

except Exception as e:

logger.error(f"Error in callback for stream {stream_id}: {str(e)}")

except json.JSONDecodeError:

logger.error(f"Invalid JSON in message for stream {stream_id}: {data}")

except Exception as e:

logger.error(f"Error handling message for stream {stream_id}: {str(e)}")

async def _attempt_reconnection(self, stream_id: str) -> None:

"""

Attempt to reconnect a dropped stream.

Args:

stream_id: The identifier of the stream to reconnect.

"""

if stream_id not in self._connections:

logger.error(f"Cannot reconnect non-existent stream {stream_id}")

return

connection = self._connections[stream_id]

if not connection.get("active", False) or self._shutdown_event.is_set():

logger.debug(f"Not reconnecting inactive stream {stream_id}")

return

# Clear any existing reconnection task

if stream_id in self._reconnection_tasks:

self._reconnection_tasks[stream_id].cancel()

# Create a new reconnection task

task = asyncio.create_task(self._reconnect_with_backoff(stream_id))

self._reconnection_tasks[stream_id] = task

async def _reconnect_with_backoff(self, stream_id: str) -> None:

"""

Implement exponential backoff reconnection strategy.

Args:

stream_id: The identifier of the stream to reconnect.

"""

if stream_id not in self._connections:

return

connection = self._connections[stream_id]

uri = connection.get("uri")

if not uri:

logger.error(f"Missing URI for stream {stream_id}, cannot reconnect")

return

# Clean up old connection resources

try:

if "websocket" in connection:

await connection["websocket"].close()

if "session" in connection:

await connection["session"].close()

except Exception as e:

logger.debug(f"Error closing old connection for {stream_id}: {str(e)}")

# Maintain the connection as active but remove from active streams set

connection["active"] = True

if stream_id in self._active_streams:

self._active_streams.remove(stream_id)

# Attempt reconnection with exponential backoff

delay = self._RECONNECT_DELAY

for attempt in range(1, self._MAX_RECONNECT_ATTEMPTS + 1):

try:

logger.info(

f"Reconnection attempt {attempt}/{self._MAX_RECONNECT_ATTEMPTS} for stream {stream_id}"

)

# Wait before attempting reconnection

await asyncio.sleep(delay)

# Attempt to reconnect

await self.connect_stream(uri, stream_id)

# If we get here, reconnection was successful

logger.info(f"Successfully reconnected stream {stream_id}")

return

except Exception as e:

logger.error(

f"Reconnection attempt {attempt} failed for stream {stream_id}: {str(e)}"

)

delay = min(delay * 2, 30) # Exponential backoff with 30 second cap

# If we get here, all reconnection attempts failed

logger.error(

f"Failed to reconnect stream {stream_id} after {self._MAX_RECONNECT_ATTEMPTS} attempts"

)

# Mark as inactive since we're giving up

connection["active"] = False

if stream_id in self._reconnection_tasks:

del self._reconnection_tasks[stream_id]

def is_connected(self, stream_id: str) -> bool:

"""

Check if a specific stream is currently connected.

Args:

stream_id: The identifier of the stream to check.

Returns:

bool: True if the stream is connected, False otherwise.

"""

return (

stream_id in self._connections

and self._connections[stream_id].get("active", False)

and stream_id in self._active_streams

)

def get_connection_status(self) -> Dict[str, bool]:

"""

Get the connection status of all streams.

Returns:

Dict[str, bool]: A dictionary mapping stream IDs to their connection status.

"""

return {stream_id: self.is_connected(stream_id) for stream_id in self._connections}

def close_all_streams(self) -> None:

"""

Closes all active streams

"""

# This is a placeholder until the full implementation

pass

tradestation-api-python/src/streaming/stream_manager.py at main · TinkerForFun/tradestation-api-python · GitHub

Expand file tree

Breadcrumbs

stream_manager.py

Latest commit

History

Breadcrumbs

stream_manager.py

File metadata and controls