yatmesh
654 lines
22 KiB
Python
654 lines
22 KiB
Python
"""
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AUTHOR:
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Khushal P Soonderji
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DATE:
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Thursday, 2nd Jan., 2025
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OBJECTIVE:
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To broadcast live tick updates to connected clients. It doesn't matter which stockbroker we are getting the
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ticks from as long as we are reading standardized ticks from the Kafka queue.
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REFERENCES:
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N/A
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DOWNLOADS:
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N/A
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"""
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# *****************************************************************************************************************
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# ***** ****
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# *** IMPORT ***
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# ***** ****
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# *****************************************************************************************************************
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# To make sibling directories accessible for imports:
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import sys
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sys.path.append(".")
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sys.path.append("..")
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# System-level activities:
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import io
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import os
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import random
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# My utils:
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from utils_v2.string import json
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from utils_v2.string import regex
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from utils_v2.system import files
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from utils_v2.date_time import date_time
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from utils_v2.database.async_mongo_v2 import AsyncMongo
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from utils_v2.queue.kafka.controllers.async_kafka import ConsumerKafka, get_ssl_context
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from utils_v2.cache.async_redis_cache_v3 import AsyncRedisCache
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from utils_v2.serialization.json_serializer import JSONSerializer
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# To make HTTP calls:
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import httpx
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# To work with date and time:
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import datetime
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import time
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# Models:
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from models.core.user import CoreUserInfoModel
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# To work with SocketIO:
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import socket
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import socketio
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# For asynchronous activities:
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import asyncio
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# To work with various datatypes:
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from typing import List
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# Debugging:
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from icecream import IceCreamDebugger
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# *****************************************************************************************************************
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# ***** ****
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# *** MACROS / ONE-TIME INIT ***
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# ***** ****
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# *****************************************************************************************************************
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# Debugging:
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printer = IceCreamDebugger(prefix = "Tick-Out | ", includeContext = True)
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no_context_printer = IceCreamDebugger(prefix = "Tick-Out | ", includeContext = False)
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# To make API calls:
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http_client = httpx.AsyncClient(
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limits = httpx.Limits(
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max_connections = 100, # ............ Maximum number of connections allowed in the pool.
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max_keepalive_connections = 50, # ... Maximum number of connections that can be kept alive.
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),
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timeout = httpx.Timeout(
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pool = 120.0, # .... Time to wait for a free connection from the pool.
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connect = 2.5, # ... Time to wait for establishing a connection to the server.
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write = 10.0, # .... Time to wait for sending data.
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read = 9.9 # ....... Time to wait for receiving data.
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)
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)
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# General:
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SERVER_HOSTNAME = str(socket.gethostname())
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# For SocketIO:
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# Namespaces:
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NAMESPACE_MODULE = None
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NAMESPACE_PASSTHROUGH = "/passthrough"
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# Events:
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EVENT_CONNECT = "connect"
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EVENT_DISCONNECT = "disconnect"
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EVENT_ECHO = "echo"
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EVENT_TICKS = "ticks"
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# *****************************************************************************************************************
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# ***** ****
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# *** VARIABLES ***
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# ***** ****
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# *****************************************************************************************************************
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# For SocketIO:
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ALLOWED_ORIGINS = []
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sio = socketio.AsyncServer(
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cors_allowed_origins = "*",
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async_mode = "asgi"
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)
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app = socketio.ASGIApp(sio)
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# Redis:
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redis_cache: AsyncRedisCache | None = None
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# For kafka:
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kafka_consumer: ConsumerKafka | None = None
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# Session-awareness and maintenance of this script's state:
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SCRIPT_DATA = {}
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exclusive_lock = asyncio.Semaphore(1)
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CONNECTED_CLIENTS = {}
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FLAGS = {
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"initDone": False
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}
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# *****************************************************************************************************************
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# ***** ****
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# *** FUNCTIONS ***
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# ***** ****
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# *****************************************************************************************************************
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def origin_is_allowed(origin: str) -> bool:
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"""
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To check if a given origin is in the allowed list.
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:param origin: The origin of your request.
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:return: True if allowed, else False.
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"""
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# Start by assuming failure:
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is_allowed = False
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# Check through all the allowed origins:
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for allowed in ALLOWED_ORIGINS:
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try:
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if regex.match(origin, allowed):
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is_allowed = True
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break
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except Exception as exception:
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printer(exception)
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# Done here:
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return is_allowed
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# ---------------------------------------------------------------------------------------------------------------------
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async def send_ticks(ticks: List[dict]) -> None:
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"""
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Here's where we decide which client gets which tick and send it out.
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WARNING: WE ARE ASSUMING THAT NO FURTHER FORMATING/COMPUTATION IS REQUIRED OTHER THAN SELECTING WHICH SUBSETS OF
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TICKS TO SEND TO WHICH CLIENTS. FOR US THE TICKS ALREADY HAVE ALL THE DATA NEEDED TO BE SEND TO
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RESPECTIVE CLIENTS.
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:param ticks: The list of individual tick updates to send out to the clients.
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:return: None
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"""
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# Currently we're just broadcasting
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# all the data to all the clients:
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await sio.emit(
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event = EVENT_TICKS,
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data = ticks,
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namespace = NAMESPACE_MODULE
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)
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# ---------------------------------------------------------------------------------------------------------------------
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async def ticks_from_kafka(
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consumer: ConsumerKafka,
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fetch_count: int = 100,
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fetch_timeout: float = 1.0
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) -> None:
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"""
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This function must run in the background forever and just keep listening for ticks on Kafka and keep relaying them
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to all the connected clients as per their watchlists.
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:param consumer: The preconfigured Kafka consumer that can listen for ticks in asynchronous mode.
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:param fetch_count: How many messages to consume in one go.
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:param fetch_timeout: How long to wait (in seconds) while consuming messages from Kafka.
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:return: None
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"""
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printer("Starting Kafka consumer (ticks).")
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# Do the next part infinitely:
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while True:
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# Note the time:
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now_utc = date_time.get_current_utc_date_time().timestamp()
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# Get messages form Kafka:
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ticks = await consumer.consume(
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count = fetch_count,
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timeout = fetch_timeout
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)
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# If there are no updates to give:
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if not ticks:
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no_context_printer("No ticks.")
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continue
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# Each message must be treated as an array of tick updates (list of dicts).
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# In case the producer is sending each individual tick as a separate message,
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# we normalize it to be a list:
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tasks = [send_ticks(t.value if isinstance(t.value, list) else [t.value]) for t in ticks]
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results = await asyncio.gather(*tasks)
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# Analyze the ticks:
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# latency = [abs(now_utc - t.value.get("rcvdTs", t.value["tradeTs"])) for t in ticks]
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latency = [abs(now_utc - t.ts.timestamp()) for t in ticks]
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avg_latency = sum(latency) / len(latency)
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total_ticks = len(ticks)
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# late_cutoff_seconds = 3.0
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#
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# late_ticks = 0
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# for tick in ticks:
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# if now_utc - tick.value["tradeTs"] > late_cutoff_seconds:
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# late_ticks += 1
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# ticks_str = f"COUNT: {total_ticks: >5,} | LATE: {late_ticks: >5,} ({(late_ticks/total_ticks)*100.0:.2f}%)"
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ticks_str = f"COUNT: {total_ticks: >5,} | AVG. LATENCY: {avg_latency:.5f}"
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no_context_printer(ticks_str)
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# ---------------------------------------------------------------------------------------------------------------------
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# DUMMY TICKS WSIO TEST - 23 - 06 - 2025
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# ----------------------------------------------------------------------------------------------------------------------
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async def dummy_ticks(
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) -> None:
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"""
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This function must run in the background forever and just keep listening for ticks on Kafka and keep relaying them
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to all the connected clients as per their watchlists.
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:return: None
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"""
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printer("Starting Kafka consumer (ticks).")
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# Do the next part infinitely:
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while True:
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no_context_printer("DUMMY TICKS")
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# Note the time:
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now_utc = date_time.get_current_utc_date_time().timestamp()
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# Get messages form Kafka:
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ticks = [
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{
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"broker": "zerodhaKite",
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"brokerToken": 999999,
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"exchange": "NSE",
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"exchangeToken": "999999",
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"segment": "NSE",
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"type": "EQ",
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"symbol": "TCAOFF",
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"name": "The CA Office",
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"expiry": None,
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"strike": 0,
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"bidQty": 65,
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"bidRate": 1715,
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"askQty": 105,
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"askRate": 1715.5,
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"o": 1675,
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"h": 1723.6,
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"l": 1665,
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"ltp": 1715.05*random.uniform(0.95, 1.05),
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"qty": 20,
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"chg": 29.200000000000045,
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"pChg": 1.732115316170367,
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"vwap": 1700.16,
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"totVol": 4810200,
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"rcvdTs": now_utc,
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"tradeTs": now_utc,
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"tradeTz": "Asia/Kolkata",
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"exchgTs": now_utc,
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"exchgTz": "Asia/Kolkata"
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}
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]
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# If there are no updates to give:
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if not ticks: continue
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# Each message must be treated as an array of tick updates (list of dicts).
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# In case the producer is sending each individual tick as a separate message,
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# we normalize it to be a list:
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tasks = [send_ticks(ticks)]
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results = await asyncio.gather(*tasks)
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await asyncio.sleep(0.25)
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# Analyze the ticks:
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# latency = [abs(now_utc - t.value.get("rcvdTs", t.value["tradeTs"])) for t in ticks]
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# latency = [abs(now_utc - t.ts.timestamp()) for t in ticks]
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# avg_latency = sum(latency) / len(latency)
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# total_ticks = len(ticks)
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# late_cutoff_seconds = 3.0
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#
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# late_ticks = 0
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# for tick in ticks:
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# if now_utc - tick.value["tradeTs"] > late_cutoff_seconds:
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# late_ticks += 1
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# ticks_str = f"COUNT: {total_ticks: >5,} | LATE: {late_ticks: >5,} ({(late_ticks/total_ticks)*100.0:.2f}%)"
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# ticks_str = f"COUNT: {total_ticks: >5,} | AVG. LATENCY: {avg_latency:.5f}"
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# no_context_printer(ticks_str)
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# ---------------------------------------------------------------------------------------------------------------------
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async def init(
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script_id: str,
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debug: bool
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):
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"""
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To initialize all credentials, instances, and connectivity for this whole script.
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:param script_id: The id to use to load cred and data from the internal service.
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:param debug: Whether, or not, you would like to print the debug messages.
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:return: True if initialized successfully, else False.
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"""
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# Declare the required global variables:
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global SCRIPT_DATA
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global ALLOWED_ORIGINS
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global redis_cache
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global kafka_consumer
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# Basic stuff:
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if debug: printer.enable()
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printer("Initializing.")
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# ┏┓ • •
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# ┃┃┏┓┓┏┓┓┏┓┏
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# ┗┛┛ ┗┗┫┗┛┗┛
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# ┛
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response = await http_client.post(
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url = r"https://api.thecaoffice.com/ca/get/title",
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headers = {"Origin": "https://thecaoffice.com/"},
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data = {
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"domainName": "127.0.0.1:1234",
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"screenWidth": 1920,
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"screenHeight": 1080
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}
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)
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if response.status_code not in [200]:
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print("FATAL: ALLOWED ORIGINS NOT FETCHED!")
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return False
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ALLOWED_ORIGINS = [origin["domain"] for origin in response.json().get("data", {}).get("rs2", [])]
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printer(ALLOWED_ORIGINS)
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if len(ALLOWED_ORIGINS) < 1:
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print("FATAL: ALLOWED ORIGINS IS EMPTY!")
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return False
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# ┏┓ ┓ ┓ ┳┓
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# ┃ ┏┓┏┓┏┫ ┏┓┏┓┏┫ ┃┃┏┓╋┏┓
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# ┗┛┛ ┗ ┗┻ ┗┻┛┗┗┻ ┻┛┗┻┗┗┻
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# Get the script credentials:
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response = await http_client.get(
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url = r"https://nexcom.ditscentre.in/internal/cred/get",
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headers = {"X-Script-Id": script_id}
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)
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if response.status_code not in [200]:
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print("FATAL: SCRIPT CREDENTIALS LOADING FAILED!")
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return False
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script_cred = response.json().get("data")
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# Get the script data:
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response = await http_client.get(
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url = r"https://nexcom.ditscentre.in/internal/data/get",
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headers = {"X-Script-Id": script_id}
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)
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if response.status_code not in [200]:
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print("FATAL: SCRIPT DATA LOADING FAILED!")
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return False
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SCRIPT_DATA = response.json().get("data")
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# Done with this step:
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printer("Cred and Data loaded.")
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# ┓┏┓ ┏┓ ┏┓┓•
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# ┃┫ ┏┓╋┃┏┏┓ ┃ ┃┓┏┓┏┓╋┏
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# ┛┗┛┗┻┛┛┗┗┻ ┗┛┗┗┗ ┛┗┗┛
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# Create the consumer that will listen to changes in watchlist:
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consumer_creds = script_cred["kafka"]["consumer"]
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kafka_consumer = ConsumerKafka(
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topic = consumer_creds["topic"],
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bootstrap_servers = consumer_creds["config"]["bootstrapServers"],
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security_protocol = consumer_creds["config"].get("securityProtocol", "PLAINTEXT"),
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ssl_context = get_ssl_context(
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ca_file = consumer_creds["config"].get("caFile"),
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cert_file = consumer_creds["config"].get("certFile"),
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key_file = consumer_creds["config"].get("keyFile"),
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),
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serializer = JSONSerializer(),
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debug = debug
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)
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if not await kafka_consumer.connect():
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print("FATAL: KAFKA CONSUMER NOT CREATED!")
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return False
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printer("Kafka consumer ready.")
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# ┳┓ ┓• ┏┓ ┓
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# ┣┫┏┓┏┫┓┏ ━━ ┃ ┏┓┏┣┓┏┓
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# ┛┗┗ ┗┻┗┛ ┗┛┗┻┗┛┗┗
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redis_cache = AsyncRedisCache(
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connection_string=script_cred["redisCache"]["general"]["sentinelJson"],
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# connection_string = script_cred["redisCache"]["general"]["connectionString"],
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# serializer = JSONSerializer(),
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debug = debug,
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debug_prefix = "General Cache | "
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)
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if not await redis_cache.connect():
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print("FATAL: REDIS CACHE NOT CREATED!")
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return False
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printer("Redis cache ready.")
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# ┳┓ ┓ ┓ ┏┳┓ ┓
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# ┣┫┏┓┏┃┏┏┓┏┓┏┓┓┏┏┓┏┫ ┃ ┏┓┏┃┏┏
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# ┻┛┗┻┗┛┗┗┫┛ ┗┛┗┻┛┗┗┻ ┻ ┗┻┛┛┗┛
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# ┛
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# Start the background task that will receive ticks from the Kafka queue and broadcast them to the respective
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# connected clients:
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sio.start_background_task(
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ticks_from_kafka,
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consumer = kafka_consumer,
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fetch_count = 1_000,
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fetch_timeout = 1.0
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)
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sio.start_background_task(
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dummy_ticks
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)
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# ┳┓
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# ┃┃┏┓┏┓┏┓
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# ┻┛┗┛┛┗┗
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# If everything went well, we return with success:
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printer("Initialization done.")
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return True
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# ---------------------------------------------------------------------------------------------------------------------
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@sio.on(event = EVENT_CONNECT, namespace = NAMESPACE_MODULE)
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async def on_connect(sid, environ, *args) -> bool:
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"""
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The event handler for when a new connection request comes in.
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:param sid: The session id of the incoming request (generated by SocketIO).
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:param environ: The set of headers and other connection-specific values.
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:param args: Any extra input coming from the connection request.
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:return: True to accept a connection request, False to reject it.
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"""
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# declare the required global variables:
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global CONNECTED_CLIENTS
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# Initialize the script if needed:
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async with exclusive_lock:
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if not FLAGS.get("initDone"):
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FLAGS["initDone"] = await init(
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script_id = os.environ["SCRIPT_ID"],
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debug = True if os.environ["DEBUG"].lower() == "true" else False
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)
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# If the initialization failed, we cannot accept the incoming request:
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if not FLAGS.get("initDone"):
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printer("SOCKET REJECTED: Init. pending.", sid)
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return False
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# Check the origin of the incoming request:
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printer("Checking origin.")
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origin = environ.get("HTTP_ORIGIN", "???")
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if not origin_is_allowed(origin):
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printer("SOCKET REJECTED: Bad origin.", sid, origin)
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return False
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# Get the session token from the incoming request:
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printer("Checking session token.")
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session_token = environ.get("HTTP_X_SESSION_TOKEN")
|
|
if not session_token and len(args) > 0: session_token = args[0].get("X-Session-Token")
|
|
if not session_token:
|
|
printer("SOCKET REJECTED: No session token.", sid)
|
|
return False
|
|
|
|
# Get the user's details from the session token:
|
|
printer("Fetching user info.")
|
|
user_info = await redis_cache.get(key = session_token)
|
|
if not user_info:
|
|
printer("SOCKET REJECTED: Invalid session token.", sid)
|
|
return False
|
|
user_info = CoreUserInfoModel(**user_info)
|
|
|
|
# Get the user's watchlist and note down the details.
|
|
# Consider the following structure for a user's info:
|
|
redis_key = f"io_{session_token}"
|
|
async with exclusive_lock:
|
|
CONNECTED_CLIENTS[sid] = {
|
|
"user": user_info,
|
|
"redisKey": redis_key,
|
|
"rooms": []
|
|
}
|
|
sid_cached = await redis_cache.set(
|
|
key = redis_key,
|
|
value = {"server": SERVER_HOSTNAME, "socket_id": sid}
|
|
)
|
|
|
|
# Done here:
|
|
printer("SOCKET ACCEPTED.", sid, sid_cached)
|
|
return True
|
|
|
|
|
|
# ---------------------------------------------------------------------------------------------------------------------
|
|
|
|
|
|
@sio.on(event = EVENT_DISCONNECT, namespace = NAMESPACE_MODULE)
|
|
async def handle_disconnect(sid, reason) -> None:
|
|
|
|
"""
|
|
To handle a disconnect event. Automatically triggered when a client disconnects from the server.
|
|
:param sid: The session id of the client (generated by SocketIO on connecting).
|
|
:param reason: The hint about why the disconnection happened.
|
|
:return: None.
|
|
"""
|
|
|
|
# declare the required global variables:
|
|
global CONNECTED_CLIENTS
|
|
|
|
# register the disconnect in the global variable, and on the cache server:
|
|
client_info = {}
|
|
async with exclusive_lock: client_info = CONNECTED_CLIENTS.pop(sid, None)
|
|
sid_uncached = await redis_cache.delete(key = client_info["redisKey"]) if client_info else False
|
|
printer("SOCKET DISCONNECTED", sid, reason, sid_uncached)
|
|
|
|
|
|
# *****************************************************************************************************************
|
|
# ***** ****
|
|
# *** MAIN PROGRAM ***
|
|
# ***** ****
|
|
# *****************************************************************************************************************
|
|
|
|
|
|
if __name__ == "__main__":
|
|
|
|
printer("Main.")
|
|
|
|
# To get args from the terminal:
|
|
import argparse
|
|
|
|
# To run the ASGI:
|
|
import uvicorn
|
|
from multiprocessing import freeze_support
|
|
|
|
# Get the config from the command-line:
|
|
parser = argparse.ArgumentParser(description = f"SocketIO to serve live market data (and a general passthrough).")
|
|
parser.add_argument(
|
|
"-w", "--workers",
|
|
type = int,
|
|
help = "The no. of threads to spin up for this instance!",
|
|
default = 2
|
|
)
|
|
parser.add_argument(
|
|
"-a", "--host",
|
|
type = str,
|
|
help = "The host for the app. e.g.: '0.0.0.0' or '127.0.0.1'.",
|
|
default = "0.0.0.0"
|
|
)
|
|
parser.add_argument(
|
|
"-p", "--port",
|
|
type = int,
|
|
help = "The port no. to bind the app to.",
|
|
default = 8080
|
|
)
|
|
parser.add_argument(
|
|
"-s", "--script-id",
|
|
type = str,
|
|
help = "The id of this script (will affect the loaded config)."
|
|
)
|
|
parser.add_argument(
|
|
"-d", "--debug",
|
|
action = "store_true",
|
|
help = "Whether, or not, you want to see debugging messages in the terminal.",
|
|
default = False
|
|
)
|
|
args = parser.parse_args()
|
|
|
|
# Note down the config;
|
|
os.environ["SCRIPT_ID"] = args.script_id
|
|
os.environ["DEBUG"] = str(args.debug)
|
|
|
|
# Startup message:
|
|
printer.enable()
|
|
printer(str(args.debug))
|
|
printer.disable()
|
|
|
|
# asyncio.run(init(
|
|
# script_id=args.script_id,
|
|
# debug=args.debug
|
|
# ))
|
|
|
|
# Run the gateway:
|
|
freeze_support()
|
|
uvicorn.run(
|
|
app = "tick_out:app",
|
|
workers = args.workers,
|
|
host = args.host,
|
|
port = args.port
|
|
)
|
|
|