42 lines
1.6 KiB
Python
42 lines
1.6 KiB
Python
import asyncio
|
|
from dataclasses import dataclass, field
|
|
|
|
from app.bars.models import Bar, Timeframe
|
|
from app.bars.aggregator import Aggregator
|
|
from app.bars.store import InMemoryBarStore
|
|
from app.config import Settings
|
|
from app.market.factory import live_source, seed_source
|
|
from app.market.stream import StreamService
|
|
|
|
|
|
@dataclass
|
|
class Runtime:
|
|
settings: Settings
|
|
store: InMemoryBarStore = field(init=False)
|
|
stream: StreamService = field(init=False)
|
|
subscribers: set[asyncio.Queue[Bar]] = field(default_factory=set)
|
|
aggregator: Aggregator = field(init=False)
|
|
|
|
def __post_init__(self) -> None:
|
|
self.store = InMemoryBarStore(self.settings.max_bars_per_tf)
|
|
self.aggregator = Aggregator(self.settings.enabled_timeframes)
|
|
self.stream = StreamService(live_source(self.settings), self.settings.yahoo_symbol)
|
|
self.stream.add_handler(self.on_bar)
|
|
|
|
async def on_bar(self, bar: Bar) -> None:
|
|
for aggregated in self.aggregator.update(bar):
|
|
self.store.put(aggregated)
|
|
for queue in self.subscribers.copy():
|
|
if queue.full():
|
|
queue.get_nowait()
|
|
queue.put_nowait(aggregated)
|
|
|
|
async def start(self) -> asyncio.Task:
|
|
try:
|
|
source = seed_source(self.settings)
|
|
await self.stream.seed(source, Timeframe.H1, self.settings.seed_1h_range)
|
|
await self.stream.seed(source, Timeframe.M1, self.settings.seed_1m_range)
|
|
except Exception:
|
|
# A transient seed failure must not prevent the live stream or UI starting.
|
|
pass
|
|
return asyncio.create_task(self.stream.run(), name="market-stream")
|