#139 konfigurace LIVE_DATA_FEED

v2realbot/config.py

@@ -108,7 +108,8 @@ class Keys:
         self.FEED = feed
 
 # podle modu (PAPER, LIVE) vrati objekt
-# obsahujici klice pro pripojeni k alpace
+# obsahujici klice pro pripojeni k alpace - používá se pro Trading API a order updates websockets (pristupy relevantni per strategie)
+#pro real time data se bere LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, LIVE_DATA_FEED nize - jelikoz jde o server wide nastaveni
 def get_key(mode: Mode, account: Account):
     if mode not in [Mode.PAPER, Mode.LIVE]:
         print("has to be LIVE or PAPER only")
@@ -134,6 +135,17 @@ ACCOUNT1_PAPER_API_KEY = os.environ.get('ACCOUNT1_PAPER_API_KEY')
 ACCOUNT1_PAPER_SECRET_KEY = os.environ.get('ACCOUNT1_PAPER_SECRET_KEY')
 ACCOUNT1_PAPER_MAX_BATCH_SIZE = 1
 ACCOUNT1_PAPER_PAPER = True
+#ACCOUNT1_PAPER_FEED = DataFeed.SIP
+
+# Load the data feed type from environment variable
+data_feed_type_str = os.environ.get('ACCOUNT1_PAPER_FEED', 'iex')  # Default to 'sip' if not set
+
+# Convert the string to DataFeed enum
+try:
+    ACCOUNT1_PAPER_FEED = DataFeed(data_feed_type_str)
+except ValueError:
+    # Handle the case where the environment variable does not match any enum member
+    print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT1_PAPER_FEED defaulting to 'iex'")
     ACCOUNT1_PAPER_FEED = DataFeed.SIP
 
 #PRIMARY LIVE
@@ -141,21 +153,70 @@ ACCOUNT1_LIVE_API_KEY = os.environ.get('ACCOUNT1_LIVE_API_KEY')
 ACCOUNT1_LIVE_SECRET_KEY = os.environ.get('ACCOUNT1_LIVE_SECRET_KEY')
 ACCOUNT1_LIVE_MAX_BATCH_SIZE = 1
 ACCOUNT1_LIVE_PAPER = False
-ACCOUNT1_LIVE_FEED = DataFeed.SIP
+#ACCOUNT1_LIVE_FEED = DataFeed.SIP
+
+# Load the data feed type from environment variable
+data_feed_type_str = os.environ.get('ACCOUNT1_LIVE_FEED', 'iex')  # Default to 'sip' if not set
+
+# Convert the string to DataFeed enum
+try:
+    ACCOUNT1_LIVE_FEED = DataFeed(data_feed_type_str)
+except ValueError:
+    # Handle the case where the environment variable does not match any enum member
+    print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT1_LIVE_FEED defaulting to 'iex'")
+    ACCOUNT1_LIVE_FEED = DataFeed.IEX
 
 #SECONDARY PAPER - Martin
 ACCOUNT2_PAPER_API_KEY = os.environ.get('ACCOUNT2_PAPER_API_KEY')
 ACCOUNT2_PAPER_SECRET_KEY = os.environ.get('ACCOUNT2_PAPER_SECRET_KEY')
 ACCOUNT2_PAPER_MAX_BATCH_SIZE = 1
 ACCOUNT2_PAPER_PAPER = True
+#ACCOUNT2_PAPER_FEED = DataFeed.IEX
+
+# Load the data feed type from environment variable
+data_feed_type_str = os.environ.get('ACCOUNT2_PAPER_FEED', 'iex')  # Default to 'sip' if not set
+
+# Convert the string to DataFeed enum
+try:
+    ACCOUNT2_PAPER_FEED = DataFeed(data_feed_type_str)
+except ValueError:
+    # Handle the case where the environment variable does not match any enum member
+    print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT2_PAPER_FEED defaulting to 'iex'")
     ACCOUNT2_PAPER_FEED = DataFeed.IEX
 
-# #SECONDARY PAPER
+
-# ACCOUNT2_PAPER_API_KEY = 'PK0OQHZG03PUZ1SC560V'
+#SECONDARY LIVE - Martin
-# ACCOUNT2_PAPER_SECRET_KEY = 'cTglhm7kwRcZfFT27fQWz31sXaxadzQApFDW6Lat'
+# ACCOUNT2_LIVE_API_KEY = os.environ.get('ACCOUNT2_LIVE_API_KEY')
-# ACCOUNT2_PAPER_MAX_BATCH_SIZE = 1
+# ACCOUNT2_LIVE_SECRET_KEY = os.environ.get('ACCOUNT2_LIVE_SECRET_KEY')
-# ACCOUNT2_PAPER_PAPER = True
+# ACCOUNT2_LIVE_MAX_BATCH_SIZE = 1
-# ACCOUNT2_PAPER_FEED = DataFeed.IEX
+# ACCOUNT2_LIVE_PAPER = True
+# #ACCOUNT2_LIVE_FEED = DataFeed.IEX
+
+# # Load the data feed type from environment variable
+# data_feed_type_str = os.environ.get('ACCOUNT2_LIVE_FEED', 'iex')  # Default to 'sip' if not set
+
+# # Convert the string to DataFeed enum
+# try:
+#     ACCOUNT2_LIVE_FEED = DataFeed(data_feed_type_str)
+# except ValueError:
+#     # Handle the case where the environment variable does not match any enum member
+#     print(f"Invalid data feed type: {data_feed_type_str} in ACCOUNT2_LIVE_FEED defaulting to 'iex'")
+#     ACCOUNT2_LIVE_FEED = DataFeed.IEX
+
+#zatim jsou LIVE_DATA nastaveny jako z account1_paper
+LIVE_DATA_API_KEY = ACCOUNT1_PAPER_API_KEY
+LIVE_DATA_SECRET_KEY = ACCOUNT1_PAPER_SECRET_KEY
+
+# Load the data feed type from environment variable
+data_feed_type_str = os.environ.get('LIVE_DATA_FEED', 'iex')  # Default to 'sip' if not set
+
+# Convert the string to DataFeed enum
+try:
+    LIVE_DATA_FEED = DataFeed(data_feed_type_str)
+except ValueError:
+    # Handle the case where the environment variable does not match any enum member
+    print(f"Invalid data feed type: {data_feed_type_str} in LIVE_DATA_FEED defaulting to 'iex'")
+    LIVE_DATA_FEED = DataFeed.IEX
 
 class KW:
     activate: str = "activate"

v2realbot/controller/run_manager.py

@@ -1,12 +1,5 @@
 from typing import Any, List, Tuple
 from uuid import UUID, uuid4
-import pickle
-from alpaca.data.historical import StockHistoricalDataClient
-from alpaca.data.requests import StockTradesRequest, StockBarsRequest
-from alpaca.data.enums import DataFeed
-from alpaca.data.timeframe import TimeFrame
-from v2realbot.strategy.base import StrategyState
-from v2realbot.enums.enums import RecordType, StartBarAlign, Mode, Account, OrderSide
 from v2realbot.common.model import RunManagerRecord, StrategyInstance, RunDay, StrategyInstance, Runner, RunRequest, RunArchive, RunArchiveView, RunArchiveViewPagination, RunArchiveDetail, RunArchiveChange, Bar, TradeEvent, TestList, Intervals, ConfigItem, InstantIndicator, DataTablesRequest
 from v2realbot.utils.utils import validate_and_format_time, AttributeDict, zoneNY, zonePRG, safe_get, dict_replace_value, Store, parse_toml_string, json_serial, is_open_hours, send_to_telegram, concatenate_weekdays, transform_data
 from v2realbot.utils.ilog import delete_logs

v2realbot/controller/services.py

@@ -14,7 +14,7 @@ from v2realbot.common.PrescribedTradeModel import Trade, TradeDirection, TradeSt
 from datetime import datetime
 from v2realbot.loader.trade_offline_streamer import Trade_Offline_Streamer
 from threading import Thread, current_thread, Event, enumerate
-from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
+from v2realbot.config import STRATVARS_UNCHANGEABLES, ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED, ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, ACCOUNT1_LIVE_FEED, DATA_DIR,BT_FILL_CONS_TRADES_REQUIRED,BT_FILL_LOG_SURROUNDING_TRADES,BT_FILL_CONDITION_BUY_LIMIT,BT_FILL_CONDITION_SELL_LIMIT, GROUP_TRADES_WITH_TIMESTAMP_LESS_THAN, MEDIA_DIRECTORY, RUNNER_DETAIL_DIRECTORY, OFFLINE_MODE
 import importlib
 from alpaca.trading.requests import GetCalendarRequest
 from alpaca.trading.client import TradingClient
@@ -717,7 +717,7 @@ def get_trade_history(symbol: str, timestamp_from: float, timestamp_to:float):
         #datetime_object_from = datetime(2023, 4, 14, 15, 51, 38, tzinfo=zoneNY)
         #datetime_object_to = datetime(2023, 4, 14, 15, 51, 39, tzinfo=zoneNY)   
         client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
-        trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to)
+        trades_request = StockTradesRequest(symbol_or_symbols=symbol, feed = ACCOUNT1_LIVE_FEED, start=datetime_object_from, end=datetime_object_to)
         all_trades = client.get_stock_trades(trades_request)
         #print(all_trades[symbol])
         return 0, all_trades[symbol]
@@ -1947,7 +1947,7 @@ def get_alpaca_history_bars(symbol: str, datetime_object_from: datetime, datetim
         client = StockHistoricalDataClient(ACCOUNT1_LIVE_API_KEY, ACCOUNT1_LIVE_SECRET_KEY, raw_data=False)
         #datetime_object_from = datetime(2023, 2, 27, 18, 51, 38, tzinfo=datetime.timezone.utc)
         #datetime_object_to = datetime(2023, 2, 27, 21, 51, 39, tzinfo=datetime.timezone.utc)
-        bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=DataFeed.SIP)
+        bar_request = StockBarsRequest(symbol_or_symbols=symbol,timeframe=timeframe, start=datetime_object_from, end=datetime_object_to, feed=ACCOUNT1_LIVE_API_KEY)
         #print("before df")
         bars = client.get_stock_bars(bar_request)
         result = []

v2realbot/loader/trade_ws_streamer.py

@@ -4,7 +4,7 @@
 """
 from v2realbot.loader.aggregator import TradeAggregator2Queue
 from alpaca.data.live import StockDataStream
-from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED
+from v2realbot.config import LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, LIVE_DATA_FEED
 from alpaca.data.historical import StockHistoricalDataClient
 from alpaca.data.requests import StockLatestQuoteRequest, StockBarsRequest, StockTradesRequest
 from threading import Thread, current_thread
@@ -21,7 +21,8 @@ from msgpack import packb
 class Trade_WS_Streamer(Thread):
 
     ##tento ws streamer je pouze jeden pro vsechny, tzn. vyuziváme natvrdo placena data primarniho uctu (nezalezi jestli paper nebo live)
-    client = StockDataStream(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True, websocket_params={}, feed=ACCOUNT1_PAPER_FEED)
+    print(f"Realtime Websocket connection will use FEED: {LIVE_DATA_FEED} and credential of ACCOUNT1")
+    client = StockDataStream(LIVE_DATA_API_KEY, LIVE_DATA_SECRET_KEY, raw_data=True, websocket_params={}, feed=LIVE_DATA_FEED)
     #uniquesymbols = set()
     _streams = []
     #to_run = dict()

v2realbot/utils/historicals.py

@@ -4,7 +4,7 @@ from alpaca.data import Quote, Trade, Snapshot, Bar
 from alpaca.data.models import BarSet, QuoteSet, TradeSet
 from alpaca.data.timeframe import TimeFrame, TimeFrameUnit
 from v2realbot.utils.utils import zoneNY, send_to_telegram
-from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY
+from v2realbot.config import ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, ACCOUNT1_PAPER_FEED
 from alpaca.data.enums import DataFeed
 from datetime import datetime, timedelta
 import pandas as pd
@@ -112,7 +112,7 @@ def get_historical_bars(symbol: str, time_from: datetime, time_to: datetime, tim
     :raises: Exception if all retries fail.
     """
     stock_client = StockHistoricalDataClient(ACCOUNT1_PAPER_API_KEY, ACCOUNT1_PAPER_SECRET_KEY, raw_data=True)
-    bar_request = StockBarsRequest(symbol_or_symbols=symbol, timeframe=timeframe, start=time_from, end=time_to, feed=DataFeed.SIP)
+    bar_request = StockBarsRequest(symbol_or_symbols=symbol, timeframe=timeframe, start=time_from, end=time_to, feed=ACCOUNT1_PAPER_FEED)
     
     last_exception = None