Provider abstraction: providers/ package with BaseDataProvider template
One class per provider (TwelveData, Oanda, Tiingo), all subclassing BaseDataProvider which owns cache, validation/cleaning, freshness + boundary guarantees, fetch_range pagination, and streaming stubs — subclasses implement only _fetch_raw. config.json data_providers.active selects the live feed; data_provider.py / oanda_provider.py stay as back-compat shims. Module 16 provider-abstraction tests (253 total green). Claude-Session: https://claude.ai/code/session_01Mc7XKYyPySVXiUpcN82QEK
This commit is contained in:
Harwinder Sekhon
+34
-75
@@ -38,7 +38,6 @@ Usage:
|
||||
|
||||
import asyncio
|
||||
import functools
|
||||
import json
|
||||
import logging
|
||||
import logging.handlers
|
||||
import os
|
||||
@@ -49,8 +48,6 @@ from concurrent.futures import ThreadPoolExecutor
|
||||
from datetime import datetime, timezone
|
||||
from typing import Dict, List, Optional, Set
|
||||
|
||||
import websockets
|
||||
|
||||
from telegram import InlineKeyboardButton, InlineKeyboardMarkup, Update
|
||||
from telegram.constants import ParseMode
|
||||
from telegram.error import BadRequest
|
||||
@@ -66,10 +63,10 @@ from config import (
|
||||
XAUUSD, PAIR_INFO,
|
||||
)
|
||||
from app_config import (
|
||||
get_app_config, provider_api_key, telegram_token, telegram_chat_id,
|
||||
get_app_config, telegram_token, telegram_chat_id,
|
||||
telegram_channel_id,
|
||||
)
|
||||
from data_provider import ForexDataProvider, make_data_provider
|
||||
from providers import BaseDataProvider, make_data_provider
|
||||
from pair_signals import PAIR_PRODUCERS
|
||||
from signal_aggregator import SignalAggregator, SignalReport
|
||||
|
||||
@@ -127,9 +124,6 @@ SCAN_PAIRS = list(_APP.scan_pairs)
|
||||
|
||||
_PAIRS_LABEL = " + ".join(PAIR_INFO[p]["display"] for p in SCAN_PAIRS)
|
||||
|
||||
_WS_TO_PAIR = {PAIR_INFO[p]["display"]: p for p in SCAN_PAIRS}
|
||||
_WS_SYMBOLS = list(_WS_TO_PAIR.keys())
|
||||
|
||||
_LEVEL_KEYS = (
|
||||
"swing_high_1", "swing_high_2", "swing_high_3",
|
||||
"swing_low_1", "swing_low_2", "swing_low_3",
|
||||
@@ -199,10 +193,10 @@ def _fmt_price(price: float) -> str:
|
||||
|
||||
# ── Shared data provider (single cache across all scans) ─────────────
|
||||
|
||||
_shared_dp: Optional[ForexDataProvider] = None
|
||||
_shared_dp: Optional[BaseDataProvider] = None
|
||||
|
||||
|
||||
def _get_shared_dp() -> ForexDataProvider:
|
||||
def _get_shared_dp() -> BaseDataProvider:
|
||||
global _shared_dp
|
||||
if _shared_dp is None:
|
||||
_shared_dp = make_data_provider(PlatformConfig())
|
||||
@@ -663,8 +657,6 @@ _last_price_ts: Dict[str, float] = {}
|
||||
_scan_cooldowns: Dict[str, float] = {}
|
||||
|
||||
_cfg = PlatformConfig()
|
||||
_WS_API_KEY = provider_api_key()
|
||||
_WS_URL = f"wss://ws.twelvedata.com/v1/quotes/price?apikey={_WS_API_KEY}"
|
||||
_WS_COOLDOWN = _cfg.ws_cooldown_seconds
|
||||
|
||||
_breach_tasks: Set[asyncio.Task] = set()
|
||||
@@ -710,13 +702,13 @@ def _cleanup_cooldowns() -> None:
|
||||
del _scan_cooldowns[k]
|
||||
|
||||
|
||||
async def _handle_breach(bot, ws_symbol: str, pair_symbol: str, price: float, level_name: str) -> None:
|
||||
async def _handle_breach(bot, pair_symbol: str, price: float, level_name: str) -> None:
|
||||
now = time.time()
|
||||
if now - _scan_cooldowns.get(pair_symbol, 0) < _WS_COOLDOWN:
|
||||
return
|
||||
|
||||
_scan_cooldowns[pair_symbol] = now
|
||||
display = PAIR_INFO.get(pair_symbol, {}).get("display", ws_symbol)
|
||||
display = PAIR_INFO.get(pair_symbol, {}).get("display", pair_symbol)
|
||||
label = level_name.replace("_", " ").title()
|
||||
logger.info(f"Level breach: {display} crossed {label} at {price} — rescanning M15")
|
||||
|
||||
@@ -759,71 +751,41 @@ def _breach_task_done(task: asyncio.Task) -> None:
|
||||
logger.error("Breach alert task failed", exc_info=task.exception())
|
||||
|
||||
|
||||
async def _ws_heartbeat(ws) -> None:
|
||||
"""Twelve Data drops idle WS connections; heartbeat every 10s keeps it
|
||||
alive through quiet periods (weekends, low-liquidity hours)."""
|
||||
while True:
|
||||
await asyncio.sleep(10)
|
||||
await ws.send(json.dumps({"action": "heartbeat"}))
|
||||
|
||||
|
||||
async def _ws_monitor(bot) -> None:
|
||||
"""Level-breach tick monitor. The provider owns the connection and
|
||||
protocol (`iter_ticks`); this loop owns reconnect/backoff and breach
|
||||
dispatch. Providers without streaming quotes simply disable it."""
|
||||
dp = _get_shared_dp()
|
||||
if not dp.supports_streaming:
|
||||
logger.info(
|
||||
"Data provider %r has no streaming quotes — "
|
||||
"level-breach monitor disabled", dp.name)
|
||||
return
|
||||
|
||||
backoff = 1
|
||||
while _feed_active():
|
||||
hb_task: Optional[asyncio.Task] = None
|
||||
try:
|
||||
async with websockets.connect(_WS_URL) as ws:
|
||||
subscribe = {
|
||||
"action": "subscribe",
|
||||
"params": {"symbols": ",".join(_WS_SYMBOLS)},
|
||||
}
|
||||
await ws.send(json.dumps(subscribe))
|
||||
logger.info(f"WebSocket connected, subscribed to {len(_WS_SYMBOLS)} symbols")
|
||||
def _on_connect() -> None:
|
||||
nonlocal backoff
|
||||
backoff = 1
|
||||
hb_task = asyncio.create_task(_ws_heartbeat(ws))
|
||||
|
||||
async for raw in ws:
|
||||
if not _feed_active():
|
||||
break
|
||||
async for pair_symbol, price in dp.iter_ticks(
|
||||
SCAN_PAIRS, on_connect=_on_connect):
|
||||
if not _feed_active():
|
||||
break
|
||||
|
||||
try:
|
||||
msg = json.loads(raw)
|
||||
except json.JSONDecodeError:
|
||||
logger.warning(f"WebSocket: malformed JSON, skipping")
|
||||
continue
|
||||
breached = _check_level_breach(pair_symbol, price)
|
||||
_last_prices[pair_symbol] = price
|
||||
_last_price_ts[pair_symbol] = time.time()
|
||||
|
||||
event = msg.get("event")
|
||||
if event == "subscribe-status":
|
||||
fails = msg.get("fails") or []
|
||||
if fails:
|
||||
logger.warning(f"WebSocket: failed to subscribe: {fails}")
|
||||
continue
|
||||
if event != "price":
|
||||
continue
|
||||
if breached:
|
||||
task = asyncio.create_task(
|
||||
_handle_breach(bot, pair_symbol, price, breached)
|
||||
)
|
||||
_breach_tasks.add(task)
|
||||
task.add_done_callback(_breach_task_done)
|
||||
|
||||
ws_symbol = msg.get("symbol")
|
||||
pair_symbol = _WS_TO_PAIR.get(ws_symbol)
|
||||
if not pair_symbol:
|
||||
continue
|
||||
|
||||
try:
|
||||
price = float(msg["price"])
|
||||
except (KeyError, ValueError, TypeError) as e:
|
||||
logger.warning(f"WebSocket: bad price data for {ws_symbol}: {e}")
|
||||
continue
|
||||
|
||||
breached = _check_level_breach(pair_symbol, price)
|
||||
_last_prices[pair_symbol] = price
|
||||
_last_price_ts[pair_symbol] = time.time()
|
||||
|
||||
if breached:
|
||||
task = asyncio.create_task(
|
||||
_handle_breach(bot, ws_symbol, pair_symbol, price, breached)
|
||||
)
|
||||
_breach_tasks.add(task)
|
||||
task.add_done_callback(_breach_task_done)
|
||||
|
||||
_cleanup_cooldowns()
|
||||
_cleanup_cooldowns()
|
||||
|
||||
except asyncio.CancelledError:
|
||||
break
|
||||
@@ -831,9 +793,6 @@ async def _ws_monitor(bot) -> None:
|
||||
logger.exception(f"WebSocket error, reconnecting in {backoff}s")
|
||||
await asyncio.sleep(backoff)
|
||||
backoff = min(backoff * 2, 60)
|
||||
finally:
|
||||
if hb_task is not None:
|
||||
hb_task.cancel()
|
||||
|
||||
logger.info("WebSocket monitor stopped")
|
||||
|
||||
@@ -998,9 +957,9 @@ def _status_text() -> str:
|
||||
|
||||
if _last_prices:
|
||||
lines.append("\n*Live Prices (WebSocket):*")
|
||||
for ws_sym, pair in _WS_TO_PAIR.items():
|
||||
for pair in SCAN_PAIRS:
|
||||
price = _last_prices.get(pair)
|
||||
display = PAIR_INFO.get(pair, {}).get("display", ws_sym)
|
||||
display = PAIR_INFO.get(pair, {}).get("display", pair)
|
||||
age = time.time() - _last_price_ts.get(pair, 0)
|
||||
if price is None:
|
||||
lines.append(f" {display}: waiting...")
|
||||
|
||||
Reference in New Issue
Block a user