alpaca-py-nopandas 0.1.0__py3-none-any.whl

alpaca/trading/stream.py

@@ -0,0 +1,225 @@
+import asyncio
+import json
+import logging
+import queue
+from typing import Callable, Dict, Optional, Union
+
+import websockets
+from pydantic import BaseModel
+from websockets.legacy import client as websockets_legacy
+
+from alpaca.common import RawData
+from alpaca.common.enums import BaseURL
+from alpaca.trading import TradeUpdate
+
+log = logging.getLogger(__name__)
+
+
+class TradingStream:
+    """
+    This is a WebSocket client which allows you to streaming data from your trading account.
+
+    Learn more here: https://alpaca.markets/docs/api-references/trading-api/streaming/
+
+    If using paper keys, make sure to set ``paper`` to True when instantiating the client.
+    """
+
+    def __init__(
+        self,
+        api_key: str,
+        secret_key: str,
+        paper: bool = True,
+        raw_data: bool = False,
+        url_override: str = None,
+        websocket_params: Optional[Dict] = None,
+    ):
+        self._api_key = api_key
+        self._secret_key = secret_key
+        self._trade_updates_handler = None
+        self._endpoint = (
+            url_override
+            if url_override
+            else BaseURL.TRADING_STREAM_PAPER if paper else BaseURL.TRADING_STREAM_LIVE
+        )
+        self._ws = None
+        self._running = False
+        self._loop = None
+        self._raw_data = raw_data
+        self._stop_stream_queue = queue.Queue()
+        self._should_run = True
+        self._websocket_params = {
+            "ping_interval": 10,
+            "ping_timeout": 180,
+            "max_queue": 1024,
+        }
+
+        if websocket_params:
+            self._websocket_params = websocket_params
+
+    async def _connect(self):
+        self._ws = await websockets_legacy.connect(
+            self._endpoint, **self._websocket_params
+        )
+
+    async def _auth(self):
+        await self._ws.send(
+            json.dumps(
+                {
+                    "action": "authenticate",
+                    "data": {
+                        "key_id": self._api_key,
+                        "secret_key": self._secret_key,
+                    },
+                }
+            )
+        )
+        r = await self._ws.recv()
+        msg = json.loads(r)
+        if msg.get("data").get("status") != "authorized":
+            raise ValueError("failed to authenticate")
+
+    async def _dispatch(self, msg: Dict) -> None:
+        """Distributes message from websocket connection to appropriate handler
+
+        Args:
+            msg (Dict): The message from the websocket connection
+        """
+        stream = msg.get("stream")
+        if stream == "trade_updates":
+            if self._trade_updates_handler:
+                await self._trade_updates_handler(self._cast(msg))
+
+    def _cast(self, msg: Dict) -> Union[BaseModel, RawData]:
+        """Parses data from websocket message if raw_data is False, otherwise
+        returns raw websocket message
+
+        Args:
+            msg (Dict): The message containing market data
+
+        Returns:
+            Union[BaseModel, RawData]: The raw or parsed live data
+        """
+        result = msg
+        if not self._raw_data:
+            result = TradeUpdate(**msg.get("data"))
+        return result
+
+    async def _subscribe_trade_updates(self) -> None:
+        if self._trade_updates_handler:
+            await self._ws.send(
+                json.dumps({"action": "listen", "data": {"streams": ["trade_updates"]}})
+            )
+
+    def subscribe_trade_updates(self, handler: Callable):
+        """
+        Subscribes to trade updates for your trading account.
+
+        Args:
+            handler (Callable): The async handler that will receive trade update data.
+
+        Returns:
+            None
+        """
+        self._ensure_coroutine(handler)
+        self._trade_updates_handler = handler
+        if self._running:
+            asyncio.run_coroutine_threadsafe(
+                self._subscribe_trade_updates(), self._loop
+            ).result()
+
+    async def _start_ws(self):
+        await self._connect()
+        await self._auth()
+        log.info(f"connected to: {self._endpoint}")
+        await self._subscribe_trade_updates()
+
+    async def _consume(self):
+        while True:
+            if not self._stop_stream_queue.empty():
+                self._stop_stream_queue.get(timeout=1)
+                await self.close()
+                break
+            else:
+                try:
+                    r = await asyncio.wait_for(self._ws.recv(), 5)
+                    msg = json.loads(r)
+                    await self._dispatch(msg)
+                except asyncio.TimeoutError:
+                    # ws.recv is hanging when no data is received. by using
+                    # wait_for we break when no data is received, allowing us
+                    # to break the loop when needed
+                    pass
+
+    async def _run_forever(self):
+        self._loop = asyncio.get_running_loop()
+        # do not start the websocket connection until we subscribe to something
+        while not self._trade_updates_handler:
+            if not self._stop_stream_queue.empty():
+                self._stop_stream_queue.get(timeout=1)
+                return
+            await asyncio.sleep(0.1)
+        log.info("started trading stream")
+        self._should_run = True
+        self._running = False
+        while True:
+            try:
+                if not self._should_run:
+                    log.info("Trading stream stopped")
+                    return
+                if not self._running:
+                    log.info("starting trading websocket connection")
+                    await self._start_ws()
+                    self._running = True
+                    await self._consume()
+            except websockets.WebSocketException as wse:
+                await self.close()
+                self._running = False
+                log.warning(
+                    "trading stream websocket error, restarting "
+                    + " connection: "
+                    + str(wse)
+                )
+            except Exception as e:
+                log.exception(
+                    "error during websocket " "communication: {}".format(str(e))
+                )
+            finally:
+                await asyncio.sleep(0.01)
+
+    async def close(self) -> None:
+        """Closes the websocket connection."""
+        if self._ws:
+            await self._ws.close()
+            self._ws = None
+            self._running = False
+
+    async def stop_ws(self) -> None:
+        """Signals websocket connection should close by adding a closing message to the stop_stream_queue"""
+        self._should_run = False
+        if self._stop_stream_queue.empty():
+            self._stop_stream_queue.put_nowait({"should_stop": True})
+
+    def stop(self) -> None:
+        """Stops the websocket connection."""
+        if self._loop.is_running():
+            asyncio.run_coroutine_threadsafe(self.stop_ws(), self._loop).result()
+
+    def run(self) -> None:
+        """Starts up the websocket connection's event loop"""
+        try:
+            asyncio.run(self._run_forever())
+        except KeyboardInterrupt:
+            print("keyboard interrupt, bye")
+            pass
+
+    def _ensure_coroutine(self, handler: Callable) -> None:
+        """Checks if a method is an asyncio coroutine method
+
+        Args:
+            handler (Callable): A method to be checked for coroutineness
+
+        Raises:
+            ValueError: Raised if the input method is not a coroutine
+        """
+        if not asyncio.iscoroutinefunction(handler):
+            raise ValueError("handler must be a coroutine function")

alpaca_py_nopandas-0.1.0.dist-info/LICENSE

@@ -0,0 +1,201 @@
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