Extract DataServerWebsocket back to HFStrategy

bfxapi/__init__.py

@@ -1,4 +1,4 @@
 name = 'bfxapi'
 
 from bfxapi.websockets.LiveWebsocket import LiveBfxWebsocket
-from bfxapi.websockets.DataServerWebsocket import DataServerWebsocket
+from bfxapi.websockets.GenericWebsocket import GenericWebsocket

bfxapi/websockets/DataServerWebsocket.py

@@ -1,78 +0,0 @@
-import json
-
-from .GenericWebsocket import GenericWebsocket
-
-class DataServerWebsocket(GenericWebsocket):
-  '''
-  Basic websocket client that simply reads data from the DataServer. This instance
-  of the websocket should only ever be used in backtest mode since it isnt capable
-  of handling orders.
-
-  Events:
-    - connected: called when a connection is made
-    - done: fires when the backtest has finished running
-  '''
-  WS_END = 'bt.end'
-  WS_CANDLE = 'bt.candle'
-  WS_TRADE = 'bt.trade'
-  WS_START = 'bt.start'
-  WS_SYNC_START = 'bt.sync.start'
-  WS_SYNC_END = 'bt.sync.end'
-  WS_CONNECT = 'connected'
-
-  def __init__(self, host='ws://localhost:8899', *args, **kwargs):
-    super(DataServerWebsocket, self).__init__(host,  *args, **kwargs)
-
-  def run(self, fromDate, toDate, syncTrades=True, syncCandles=True, tf='1m',
-      candleFields='*', tradeFields='*', syncMissing=True):
-    self.fromDate = fromDate
-    self.toDate = toDate
-    self.tf = tf
-    self.sync = syncCandles
-    self.syncTrades = syncTrades
-    self.syncCandles = syncCandles
-    self.syncMissing = syncMissing
-    self.candleFields = candleFields
-    self.tradeFields = tradeFields
-    super(DataServerWebsocket, self).run()
-  
-  async def on_message(self, message):
-    self.logger.debug(message)
-    msg = json.loads(message)
-    eType = msg[0]
-    if eType == self.WS_SYNC_START:
-      self.logger.info("Syncing data with backtest server, please wait...")
-    elif eType == self.WS_SYNC_END:
-      self.logger.info("Syncing complete.")
-    elif eType == self.WS_START:
-      self.logger.info("Backtest data stream starting...")
-    elif eType == self.WS_END:
-      self.logger.info("Backtest data stream complete.")
-      await self.on_close()
-    elif eType == self.WS_CANDLE:
-      await self._onCandle(msg)
-    elif eType == self.WS_TRADE:
-      await self._onTrade(msg)
-    elif eType == self.WS_CONNECT:
-      await self.on_open()
-    else:
-      self.logger.warn('Unknown websocket command: {}'.format(msg[0]))
-  
-  def _exec_bt_string(self):
-    data = '["exec.bt", [{}, {}, "{}", "{}", "{}", "{}", "{}", "{}", "{}"]]'.format(
-        self.fromDate, self.toDate, self.symbol, self.tf, json.dumps(self.syncCandles),
-        json.dumps(self.syncTrades), self.candleFields, self.tradeFields, json.dumps(self.sync))
-    return data
-  
-  async def on_open(self):
-    self._emit('connected')
-    data = self._exec_bt_string()
-    await self.ws.send(data)
-  
-  async def _onCandle(self, data):
-    candle = data[3]
-    self._emit('new_canlde', candle)
-  
-  async def _onTrade(self, data):
-    trade = data[2]
-    self._emit('new_trade', trade)