wiz-trader 0.7.0__py3-none-any.whl → 0.9.0__py3-none-any.whl

wiz_trader/__init__.py

@@ -3,6 +3,6 @@
 from .quotes import QuotesClient
 from .apis import WizzerClient
 
-__version__ = "0.7.0"
+__version__ = "0.9.0"
 
 __all__ = ["QuotesClient", "WizzerClient"]

wiz_trader/quotes/client.py

@@ -3,7 +3,7 @@ import json
 import os
 import logging
 import random
-from typing import Callable, List, Optional
+from typing import Callable, List, Optional, Any, Iterator
 
 import websockets
 from websockets.exceptions import ConnectionClosed
@@ -33,7 +33,9 @@ class QuotesClient:
     self, 
     base_url: Optional[str] = None, 
     token: Optional[str] = None,
-    log_level: str = "error"  # default only errors
+    log_level: str = "error",  # default only errors
+    max_message_size: int = 10 * 1024 * 1024,  # 10MB default max size
+    batch_size: int = 20  # Max number of instruments to subscribe to at once
   ):
     # Configure logger based on log_level.
     valid_levels = {"error": logging.ERROR, "info": logging.INFO, "debug": logging.DEBUG}
@@ -42,6 +44,8 @@ class QuotesClient:
     logger.setLevel(valid_levels[log_level])
     
     self.log_level = log_level
+    self.max_message_size = max_message_size
+    self.batch_size = batch_size
     # System env vars take precedence over .env
     self.base_url = base_url or os.environ.get("WZ__QUOTES_BASE_URL")
     self.token = token or os.environ.get("WZ__TOKEN")
@@ -63,6 +67,20 @@ class QuotesClient:
 
     logger.debug("Initialized QuotesClient with URL: %s", self.url)
 
+  def _chunk_list(self, data: List[Any], chunk_size: int) -> Iterator[List[Any]]:
+    """
+    Split a list into smaller chunks.
+    
+    Args:
+        data (List[Any]): The list to split.
+        chunk_size (int): Maximum size of each chunk.
+        
+    Returns:
+        Iterator[List[Any]]: Iterator of list chunks.
+    """
+    for i in range(0, len(data), chunk_size):
+        yield data[i:i + chunk_size]
+
   async def connect(self) -> None:
     """
     Continuously connect to the quotes server and process incoming messages.
@@ -73,18 +91,23 @@ class QuotesClient:
     while True:
       try:
         logger.info("Connecting to %s ...", self.url)
-        async with websockets.connect(self.url) as websocket:
+        async with websockets.connect(self.url, max_size=self.max_message_size) as websocket:
           self.ws = websocket
           logger.info("Connected to the quotes server.")
           
           # On reconnection, re-subscribe if needed.
           if self.subscribed_instruments:
-            subscribe_msg = {
-              "action": "subscribe",
-              "instruments": list(self.subscribed_instruments)
-            }
-            await self.ws.send(json.dumps(subscribe_msg))
-            logger.info("Re-subscribed to instruments: %s", list(self.subscribed_instruments))
+            # Split into batches to avoid message size issues
+            instruments_list = list(self.subscribed_instruments)
+            for batch in self._chunk_list(instruments_list, self.batch_size):
+              subscribe_msg = {
+                "action": "subscribe",
+                "instruments": batch
+              }
+              await self.ws.send(json.dumps(subscribe_msg))
+              logger.info("Re-subscribed to batch of %d instruments", len(batch))
+              # Small delay between batches to avoid overwhelming the server
+              await asyncio.sleep(0.1)
 
           # Reset backoff after a successful connection.
           backoff = self._backoff_base
@@ -106,23 +129,53 @@ class QuotesClient:
   async def _handle_messages(self) -> None:
     """
     Handle incoming messages and dispatch them via the on_tick callback.
+    Handles newline-delimited JSON objects in a single message.
     """
     try:
       async for message in self.ws:  # type: ignore
-        try:
-          tick = json.loads(message)
-          if self.on_tick:
-            self.on_tick(tick)
+        # Log message size for debugging large message issues
+        if self.log_level == "debug" and isinstance(message, str):
+          message_size = len(message.encode("utf-8"))
+          if message_size > 1024 * 1024:  # Over 1MB
+            logger.debug("Received large message: %d bytes", message_size)
+            # Log the beginning of the message for debugging
+            logger.debug("Message starts with: %s", message[:100])
+        
+        if isinstance(message, str):
+          # Special handling for newline-delimited JSON
+          if '\n' in message:
+            # Split by newlines and process each JSON object separately
+            for json_str in message.strip().split('\n'):
+              if not json_str:
+                continue
+                
+              try:
+                tick = json.loads(json_str)
+                if self.on_tick:
+                  self.on_tick(tick)
+              except json.JSONDecodeError as e:
+                logger.error("Failed to parse JSON object: %s", str(e))
+                logger.error("Invalid JSON: %s...", json_str[:100])
           else:
-            logger.debug("Received tick (no on_tick callback set): %s", tick)
-        except json.JSONDecodeError:
-          logger.debug("Received non-JSON message: %s", message)
+            # Single JSON object
+            try:
+              tick = json.loads(message)
+              if self.on_tick:
+                self.on_tick(tick)
+            except json.JSONDecodeError as e:
+              logger.error("Failed to parse JSON: %s", str(e))
+              logger.error("Invalid JSON message: %s...", message[:100])
+        else:
+          logger.warning("Received non-string message: %s", type(message))
     except ConnectionClosed as e:
       logger.info("Connection closed during message handling: %s", e)
+    except Exception as e:
+      logger.error("Error processing message: %s", str(e), exc_info=True)
 
   async def subscribe(self, instruments: List[str]) -> None:
     """
     Subscribe to a list of instruments and update the subscription list.
+    Splits large subscription requests into batches to avoid message size issues.
 
     Args:
       instruments (List[str]): List of instrument identifiers.
@@ -131,32 +184,55 @@ class QuotesClient:
       new_instruments = set(instruments) - self.subscribed_instruments
       if new_instruments:
         self.subscribed_instruments.update(new_instruments)
-        message = {"action": "subscribe", "instruments": list(new_instruments)}
-        await self.ws.send(json.dumps(message))
-        logger.info("Sent subscription message for instruments: %s", list(new_instruments))
+        
+        # Split into batches to avoid message size issues
+        new_instruments_list = list(new_instruments)
+        for batch in self._chunk_list(new_instruments_list, self.batch_size):
+          logger.info("Subscribing to batch of %d instruments", len(batch))
+          message = {"action": "subscribe", "instruments": batch}
+          await self.ws.send(json.dumps(message))
+          # Small delay between batches to avoid overwhelming the server
+          await asyncio.sleep(0.1)
+        
+        logger.info("Completed subscription for %d new instruments", len(new_instruments))
       else:
         logger.info("Instruments already subscribed: %s", instruments)
     else:
       logger.info("Cannot subscribe: WebSocket is not connected.")
+      # Still update the subscription list so we can subscribe when connected
+      self.subscribed_instruments.update(set(instruments))
 
   async def unsubscribe(self, instruments: List[str]) -> None:
     """
     Unsubscribe from a list of instruments and update the subscription list.
+    Splits large unsubscription requests into batches to avoid message size issues.
 
     Args:
       instruments (List[str]): List of instrument identifiers.
     """
     if self.ws and self.ws.state == State.OPEN:
       unsub_set = set(instruments)
-      if unsub_set & self.subscribed_instruments:
-        self.subscribed_instruments.difference_update(unsub_set)
-        message = {"action": "unsubscribe", "instruments": list(unsub_set)}
-        await self.ws.send(json.dumps(message))
-        logger.info("Sent unsubscription message for instruments: %s", list(unsub_set))
+      to_unsubscribe = unsub_set & self.subscribed_instruments
+      
+      if to_unsubscribe:
+        self.subscribed_instruments.difference_update(to_unsubscribe)
+        
+        # Split into batches to avoid message size issues
+        unsub_list = list(to_unsubscribe)
+        for batch in self._chunk_list(unsub_list, self.batch_size):
+          logger.info("Unsubscribing from batch of %d instruments", len(batch))
+          message = {"action": "unsubscribe", "instruments": batch}
+          await self.ws.send(json.dumps(message))
+          # Small delay between batches to avoid overwhelming the server
+          await asyncio.sleep(0.1)
+          
+        logger.info("Completed unsubscription for %d instruments", len(to_unsubscribe))
       else:
         logger.info("No matching instruments found in current subscription.")
     else:
       logger.info("Cannot unsubscribe: WebSocket is not connected.")
+      # Still update the subscription list
+      self.subscribed_instruments.difference_update(set(instruments))
 
   async def close(self) -> None:
     """
@@ -164,4 +240,4 @@ class QuotesClient:
     """
     if self.ws:
       await self.ws.close()
-      logger.info("WebSocket connection closed.")
+      logger.info("WebSocket connection closed.")

{wiz_trader-0.7.0.dist-info → wiz_trader-0.9.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: wiz_trader
-Version: 0.7.0
+Version: 0.9.0
 Summary: A Python SDK for connecting to the Wizzer.
 Home-page: https://bitbucket.org/wizzer-tech/quotes_sdk.git
 Author: Pawan Wagh

wiz_trader-0.9.0.dist-info/RECORD

@@ -0,0 +1,9 @@
+wiz_trader/__init__.py,sha256=IOxpQuLhYFFBe75RCqoa81faDkt84n1pMIuiTND5_Kc,181
+wiz_trader/apis/__init__.py,sha256=ItWKMOl4omiW0g2f-M7WRW3v-dss_ULd9vYnFyIIT9o,132
+wiz_trader/apis/client.py,sha256=rq6FEA5DDCGXc4axSSzOdVvet1NWlW8L843GMp0qXQA,20562
+wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
+wiz_trader/quotes/client.py,sha256=gYiX65AjzCEHIwCROjcu7d6uGirpGj4bnkNQ2UOQEv8,9790
+wiz_trader-0.9.0.dist-info/METADATA,sha256=sfnuzoMTsXBeUYdnJ7-Bns7116N5VErpbiIsFfkkigU,4281
+wiz_trader-0.9.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
+wiz_trader-0.9.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
+wiz_trader-0.9.0.dist-info/RECORD,,

wiz_trader-0.7.0.dist-info/RECORD

@@ -1,9 +0,0 @@
-wiz_trader/__init__.py,sha256=V4DgwVGNtcnqYZhVe7pww5-IHtYqge5CQXqkaS81mfo,181
-wiz_trader/apis/__init__.py,sha256=ItWKMOl4omiW0g2f-M7WRW3v-dss_ULd9vYnFyIIT9o,132
-wiz_trader/apis/client.py,sha256=rq6FEA5DDCGXc4axSSzOdVvet1NWlW8L843GMp0qXQA,20562
-wiz_trader/quotes/__init__.py,sha256=RF9g9CNP6bVWlmCh_ad8krm3-EWOIuVfLp0-H9fAeEM,108
-wiz_trader/quotes/client.py,sha256=fUHTMGDauGF9cjsFsVAzoOwqSgD555_TLoNqmnFhLdQ,6203
-wiz_trader-0.7.0.dist-info/METADATA,sha256=kqDpwsUfiECcbxhVKPUEuSedAu50L-OOPX2M4JAW12o,4281
-wiz_trader-0.7.0.dist-info/WHEEL,sha256=CmyFI0kx5cdEMTLiONQRbGQwjIoR1aIYB7eCAQ4KPJ0,91
-wiz_trader-0.7.0.dist-info/top_level.txt,sha256=lnYS_g8LlA6ryKYnvY8xIQ6K2K-xzOsd-99AWgnW6VY,11
-wiz_trader-0.7.0.dist-info/RECORD,,