Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

[Feature] Add WebSockets Router #6941

Draft
wants to merge 125 commits into
base: develop
Choose a base branch
from
Draft
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
125 commits
Select commit Hold shift + click to select a range
ba25664
add a websockets router
deeleeramone Nov 8, 2024
70c4766
setup_db as non-async
deeleeramone Nov 8, 2024
7089dc7
fix the other reference
deeleeramone Nov 8, 2024
291ba50
do it this way instead
deeleeramone Nov 8, 2024
5a99083
deleter
deeleeramone Nov 8, 2024
0a2264d
lint
deeleeramone Nov 8, 2024
e229460
inner quote as single
deeleeramone Nov 8, 2024
f9d00c1
add most of polygon and some general updates
deeleeramone Nov 9, 2024
2c317a3
didn't add that file
deeleeramone Nov 9, 2024
b53a636
add some exception handling
deeleeramone Nov 9, 2024
f1ac74b
handle ValidationError
deeleeramone Nov 10, 2024
402a71f
use sys.stdout.write instead of logger.error for unexpected error
deeleeramone Nov 10, 2024
d748e81
add polygon indices and send message to broadcast server from main cl…
deeleeramone Nov 10, 2024
82b706a
handle UnauthorizedError and map polygon options feeds
deeleeramone Nov 10, 2024
2489128
clear exceptions atexit
deeleeramone Nov 10, 2024
1e82e1e
polygon symbol handling edge case
deeleeramone Nov 10, 2024
6323420
add symbol error handling and move symbol to provider models for cust…
deeleeramone Nov 11, 2024
4fcb48e
fix fmp
deeleeramone Nov 11, 2024
30261ee
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Nov 11, 2024
47f10ef
typo
deeleeramone Nov 11, 2024
cbbd16a
run _setup_database in a thread
deeleeramone Nov 11, 2024
6b640df
fix some tiingo weirdness
deeleeramone Nov 12, 2024
8712e05
raise exc as OpenBBError in client.connect
deeleeramone Nov 12, 2024
95a1356
trade size is optional
deeleeramone Nov 12, 2024
2e4d693
start some documentation
deeleeramone Nov 12, 2024
b69cba8
make bid/ask optional in PolygonStockQuoteWebSocketData
deeleeramone Nov 12, 2024
e93ab2f
got some missing stock quote indicator definitions
deeleeramone Nov 12, 2024
8e6f776
readme file with too much info
deeleeramone Nov 13, 2024
34dc7b4
typo
deeleeramone Nov 13, 2024
133cb72
another typo
deeleeramone Nov 13, 2024
4f5a14b
typo
deeleeramone Nov 13, 2024
31b05c0
fix discriminator tag issue
deeleeramone Nov 15, 2024
b10d640
add integration tests
deeleeramone Nov 15, 2024
fc91aa1
some test params
deeleeramone Nov 15, 2024
3ca267f
docstring things
deeleeramone Nov 15, 2024
025adbd
Merge branch 'develop' into feature/websockets
deeleeramone Nov 17, 2024
ed2e673
store key and auth_token as encrypted values
deeleeramone Nov 19, 2024
8337346
cleanup
deeleeramone Nov 19, 2024
2934cbe
more cleanup
deeleeramone Nov 19, 2024
a43eb86
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Nov 19, 2024
7f3b7bc
small update
deeleeramone Nov 20, 2024
606f48f
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Nov 20, 2024
85ca71d
Merge branch 'develop' into feature/websockets
deeleeramone Nov 21, 2024
5d8d9b4
don't decrypt auth_token when value is None
deeleeramone Nov 21, 2024
a433672
handle url in parse_kwargs
deeleeramone Nov 22, 2024
06397a7
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Nov 22, 2024
5cd5bf9
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Nov 25, 2024
3c3dc32
Merge branch 'develop' into feature/websockets
deeleeramone Nov 27, 2024
e636752
small touchups
deeleeramone Dec 1, 2024
161398a
merge branch develop
deeleeramone Dec 1, 2024
020becf
raise from client when attempting to subscribe or unsubscribe while c…
deeleeramone Dec 1, 2024
4fe0884
missing docstrings
deeleeramone Dec 2, 2024
587077b
Merge branch 'develop' into feature/websockets
deeleeramone Dec 3, 2024
7546973
try adding intrinio stocks
deeleeramone Dec 3, 2024
f285980
Merge branch 'develop' into feature/websockets
deeleeramone Dec 3, 2024
0dd0180
codespell
deeleeramone Dec 3, 2024
4efc78a
Merge branch 'feature/websockets' of https://github.com/OpenBB-financ…
deeleeramone Dec 3, 2024
726b4c7
polygon crypto vwap as optional
deeleeramone Dec 4, 2024
429e036
Merge branch 'develop' into feature/websockets
deeleeramone Dec 5, 2024
f57b0d5
potential unit tests
deeleeramone Dec 5, 2024
90a30cc
Merge branch 'develop' into feature/websockets
deeleeramone Dec 7, 2024
e9c3aa5
Merge branch 'develop' into feature/websockets
deeleeramone Dec 7, 2024
cb8435e
missing docstrings
deeleeramone Dec 8, 2024
bcb8dbc
add websocket-client to intrinio pyproject.toml
deeleeramone Dec 8, 2024
ff4a6c4
some linting
deeleeramone Dec 8, 2024
d3c65f8
model_config instead of __model_config__
deeleeramone Dec 8, 2024
fe0add9
bit more cleanup
deeleeramone Dec 8, 2024
15eeec1
linting
deeleeramone Dec 9, 2024
e553d7a
skip type checking on intrinio's code from their python SDK
deeleeramone Dec 9, 2024
c5d49ae
skip type checking on intrinio's code from their python SDK
deeleeramone Dec 9, 2024
09532ea
skip type checking on intrinio's code from their python SDK
deeleeramone Dec 9, 2024
31bda8e
more lint
deeleeramone Dec 9, 2024
9fd137c
more lint
deeleeramone Dec 9, 2024
9a1d4c5
more lint
deeleeramone Dec 9, 2024
9ab9c6e
lots of linting
deeleeramone Dec 9, 2024
662e5da
polygon quote fields as optional
deeleeramone Dec 9, 2024
a4e7678
some final stragglers...?
deeleeramone Dec 9, 2024
461a041
some final stragglers...?
deeleeramone Dec 10, 2024
53cd998
some more intrinio..
deeleeramone Dec 10, 2024
078f5be
are we done yet?
deeleeramone Dec 10, 2024
02d92cd
are we sure now
deeleeramone Dec 10, 2024
7935d68
and some more..
deeleeramone Dec 10, 2024
a40c845
define message field as JSON in SQL
deeleeramone Dec 11, 2024
8394ddf
one more file for that commit..
deeleeramone Dec 11, 2024
734e4be
merge branch develop
deeleeramone Dec 11, 2024
8cea1fb
lint
deeleeramone Dec 11, 2024
489c7fd
weird that wasn't already caught..
deeleeramone Dec 11, 2024
f49a353
Merge branch 'develop' of https://github.com/OpenBB-finance/OpenBB in…
deeleeramone Dec 11, 2024
0834fc4
some intrinio updates
deeleeramone Dec 11, 2024
c465374
linting
deeleeramone Dec 11, 2024
01e08aa
missing doctstring
deeleeramone Dec 11, 2024
8cffe6b
pylint
deeleeramone Dec 11, 2024
58ece30
pylint..
deeleeramone Dec 11, 2024
0528992
better and more practical unit fetcher tests
deeleeramone Dec 13, 2024
7c92fc1
don't need that version of the fmp unit test
deeleeramone Dec 13, 2024
4a04f32
add intrinio to integration tests
deeleeramone Dec 13, 2024
aa715cd
missing docstring examples
deeleeramone Dec 13, 2024
b4c528d
some fails
deeleeramone Dec 13, 2024
dcfa890
move some files around and create unit tests for MessageQueue
deeleeramone Dec 16, 2024
9dd226a
missing integration test
deeleeramone Dec 16, 2024
ba8c839
create Database class for handling SQL
deeleeramone Dec 17, 2024
14a96cc
Merge branch 'develop' into feature/websockets
deeleeramone Dec 17, 2024
f7faf07
fix some imports and make default message queue 10000
deeleeramone Dec 18, 2024
7efdd2e
don't need those helpers anymore
deeleeramone Dec 18, 2024
a4fda30
lint
deeleeramone Dec 18, 2024
fb38ad2
inner quotes
deeleeramone Dec 18, 2024
70caac3
duplicate query
deeleeramone Dec 18, 2024
88978b3
move client to core.provider
deeleeramone Dec 18, 2024
78a4969
lint
deeleeramone Dec 18, 2024
1fdf45e
lint
deeleeramone Dec 18, 2024
cf934d9
adjust process_queue test
deeleeramone Dec 18, 2024
19813ca
more lint
deeleeramone Dec 18, 2024
8647d09
okk..
deeleeramone Dec 18, 2024
38331f5
database read-only connections don't need to check same thread
deeleeramone Dec 18, 2024
46a45f1
some optimization updates
deeleeramone Dec 21, 2024
34a0253
f-string
deeleeramone Dec 21, 2024
696b1da
add some micro scaling to the queue when it is growing
deeleeramone Dec 21, 2024
23013e6
handle huge polgon crypto message volume
deeleeramone Dec 21, 2024
9030261
polygon no longer supports L2 crypto
deeleeramone Dec 22, 2024
8cd6396
pad the queue buffer a little more
deeleeramone Dec 22, 2024
e338efe
a few breaking changes..
deeleeramone Dec 31, 2024
4f7d127
fix some stuff i broke
deeleeramone Dec 31, 2024
8657eae
some attempts to tweak polygon client..
deeleeramone Dec 31, 2024
9bb13d2
no more changes until next year
deeleeramone Dec 31, 2024
91389ba
merge branch develop
deeleeramone Jan 1, 2025
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
Original file line number Diff line number Diff line change
@@ -0,0 +1 @@
"""WebSocket Utilities."""
Loading
Loading