Moved files into repo

bfxapi/websockets/DataServerWebsocket.py

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+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.
+  '''
+  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:
+      self._onCandle(msg)
+    elif eType == self.WS_TRADE:
+      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):
+    data = self._exec_bt_string()
+    await self.ws.send(data)
+  
+  async def _onCandle(self, data):
+    candle = data[3]
+    await self.onCandleHook(candle)
+  
+  async def _onTrade(self, data):
+    trade = data[2]
+    await self.onTradeHook(trade)