56 lines
1.8 KiB
Python
56 lines
1.8 KiB
Python
import asyncio
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from fastapi import APIRouter, WebSocket, WebSocketDisconnect
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from app.bars.models import Timeframe
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router = APIRouter()
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def snapshot(runtime, tf: Timeframe) -> dict:
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return {
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"type": "snapshot",
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"tf": tf.value,
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"bars": [bar.to_dict() for bar in runtime.store.get(tf, 1000)],
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"levels": [level.to_dict() for level in runtime.levels],
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"clusters": [],
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"price": runtime.store.get(Timeframe.M1, 1)[-1].c
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if runtime.store.get(Timeframe.M1, 1)
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else None,
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}
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@router.websocket("/ws")
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async def websocket_endpoint(websocket: WebSocket):
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await websocket.accept()
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runtime = websocket.app.state.runtime
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queue: asyncio.Queue = asyncio.Queue(maxsize=100)
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runtime.subscribers.add(queue)
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tf = Timeframe.M1
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await websocket.send_json(snapshot(runtime, tf))
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async def receive():
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nonlocal tf
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while True:
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message = await websocket.receive_json()
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if message.get("type") == "subscribe":
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tf = Timeframe(message.get("tf", "1m"))
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await websocket.send_json(snapshot(runtime, tf))
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receiver = asyncio.create_task(receive())
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try:
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while True:
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event = await queue.get()
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if event["type"] == "bar" and event["bar"].tf is tf:
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await websocket.send_json(
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{"type": "bar", "tf": tf.value, "bar": event["bar"].to_dict()}
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)
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elif event["type"] == "levels":
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await websocket.send_json(
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{"type": "levels", "levels": [level.to_dict() for level in event["levels"]]}
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)
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except (WebSocketDisconnect, asyncio.CancelledError):
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pass
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finally:
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receiver.cancel()
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runtime.subscribers.discard(queue)
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