Harwinder Sekhon
f7d8f1113c
The monitor has been dead since the Oanda feed switch (Oanda's provider does not stream). New config.json scalar data_providers.streaming selects a tick-stream provider independent of the candle feed; telegram_bot resolves it via _get_streaming_dp() (separate instance, candle cache stays on the active provider) and falls back to the active provider when unset — behavior is byte-identical to before when the key is absent. TiingoDataProvider grows the two sanctioned streaming overrides: supports_streaming=True and iter_ticks() on wss://api.tiingo.com/fx (mid price only — the no-spread rule extends to the stream). Two deliberate divergences from the TD reference implementation, both because Tiingo authenticates inside the socket: server "E" messages raise TiingoDataError (a swallowed auth error would end the generator cleanly and reconnect-hammer with zero backoff), and on_connect fires on the first received message rather than after the subscribe send. Field order of quote frames was live-verified: ask is data[7], not data[6] as the docs table suggests (data[6] is askSize). make_data_provider(config, name=None) now takes an explicit provider name; keyless streaming providers disable the monitor with one warning instead of a traceback-per-minute loop. Tests 266 → 273 (WS parser, ticker round-trip, streaming config scalar, explicit-name dispatch, streaming-dp resolution, monitor auto-disable). Claude-Session: https://claude.ai/code/session_01Nsd8HcrV67GbCZXxZEn1Ma
58 lines
1.9 KiB
Python
58 lines
1.9 KiB
Python
"""
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ForexBot2 — Data-provider package
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==================================
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One class per provider, all subclassing `BaseDataProvider` (which owns
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caching, validation, boundary guarantees, and range pagination — the
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behavior the signal pipeline depends on).
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Adding a provider = one module implementing `_fetch_raw` + one registry
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entry + one config.json `data_providers` block. The live candle feed is
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selected by config.json `data_providers.active`; the optional
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`data_providers.streaming` scalar selects a different provider for the
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tick stream (level-breach monitor). Registration alone changes nothing.
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"""
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from typing import Dict, Optional
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from app_config import AppConfigError, get_app_config
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from config import PlatformConfig
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from providers.base import BaseDataProvider, DataIntegrityError, _is_forex_weekend
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from providers.twelve_data import TwelveDataProvider
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from providers.oanda import OandaDataError, OandaDataProvider
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from providers.tiingo import TiingoDataError, TiingoDataProvider
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#: config.json data_providers.active selects from here.
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PROVIDER_REGISTRY: Dict[str, type] = {
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"twelve_data": TwelveDataProvider,
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"oanda": OandaDataProvider,
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"tiingo": TiingoDataProvider,
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}
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def make_data_provider(config: PlatformConfig,
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name: Optional[str] = None) -> BaseDataProvider:
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"""Build a provider by name (default: config.json data_providers.active)."""
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if name is None:
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name = get_app_config().active_provider
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cls = PROVIDER_REGISTRY.get(name)
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if cls is None:
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raise AppConfigError(
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f'Unknown data provider "{name}"; '
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f"registered: {sorted(PROVIDER_REGISTRY)}")
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return cls(config)
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__all__ = [
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"BaseDataProvider",
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"DataIntegrityError",
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"OandaDataError",
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"OandaDataProvider",
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"TiingoDataError",
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"TiingoDataProvider",
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"TwelveDataProvider",
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"PROVIDER_REGISTRY",
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"make_data_provider",
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"_is_forex_weekend",
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]
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