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fugle_realtime_websocket_api.py
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fugle_realtime_websocket_api.py
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#!/usr/bin/env python
# coding: utf-8
import dash
import dash_core_components as dcc
import dash_html_components as html
import dash_table
from dash.dependencies import Input, Output, State
import pandas as pd
import numpy as np
import datetime
import websocket
import sys
import trace
import threading
import time
import requests
import json
class create_Thread(threading.Thread):
def __init__(self, *args, **keywords):
threading.Thread.__init__(self, *args, **keywords)
self.killed = False
def start(self):
self.__run_backup = self.run
self.run = self.__run
threading.Thread.start(self)
def __run(self):
sys.settrace(self.globaltrace)
self.__run_backup()
self.run = self.__run_backup
def globaltrace(self, frame, event, arg):
if event == 'call':
return self.localtrace
else:
return None
def localtrace(self, frame, event, arg):
if self.killed:
if event == 'line':
raise SystemExit()
return self.localtrace
def kill(self):
self.killed = True
class chart_websocket_api():
def __init__(self, api_token):
self.api_token = api_token
def chart_websocket(self, symbol_id):
def on_message(ws, message):
self.chart_msg = json.loads(message)
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###")
# if __name__ == "__main__":
websocket.enableTrace(False)
ws = websocket.WebSocketApp('wss://api.fugle.tw/realtime/v0/intraday/chart?symbolId=' + symbol_id +
'&apiToken=' + self.api_token,
on_message=on_message,
on_error=on_error,
on_close=on_close)
ws.run_forever()
def get_chart_msg(self, symbol_id):
try:
symbol = self.chart_msg['data']['info']['symbolId']
if symbol_id != symbol:
while [i for i in threading.enumerate() if i.name == symbol+'chart'] != []:
[i for i in threading.enumerate() if i.name == symbol+'chart'][0].kill()
time.sleep(1)
print('kill complete！')
t = create_Thread(target=self.chart_websocket, args=[symbol_id], name=symbol_id+'chart')
t.start()
time.sleep(2)
else:
print('pass')
except (NameError, AttributeError):
t = create_Thread(target=self.chart_websocket, args=[symbol_id], name=symbol_id+'chart')
t.start()
time.sleep(2)
print('new')
def get_chart_data(self, n, symbol_id):
self.get_chart_msg(symbol_id)
now = datetime.datetime.now()
today = now.strftime('%Y-%m-%d')
close_time = datetime.datetime(now.year,now.month,now.day, 13, 30)
time_index = pd.date_range(start=f'{today} 09:00:00',
end=f'{today} 13:30:00', freq=f'{n}T', closed='right')
df_time = pd.DataFrame(time_index, columns=['at'])
ohlc = self.chart_msg['data']['chart']
df = pd.DataFrame(ohlc.values())
df['at'] = pd.DataFrame(ohlc.keys())
df['at'] = pd.to_datetime(df['at']).dt.tz_localize(None) + datetime.timedelta(hours=8)
df = df.set_index('at')
df = df.asfreq('1T')
df['close'] = df['close'].fillna(method='ffill')
df['volume'] = df['volume'].fillna(0)
df = df.fillna(axis=1, method='ffill')
df_ohlc = df.resample(f'{n}T', kind='period').agg({'open': 'first',
'high': 'max',
'low': 'min',
'close': 'last',
'volume': 'sum'
})
df_ohlc.index = df_ohlc.index + datetime.timedelta(minutes=n-1)
df_ohlc = df_ohlc.to_timestamp().reset_index()
df_ohlc = pd.merge(df_time, df_ohlc, on='at', how='outer')
df_ohlc['at'] = df_ohlc['at'].apply(lambda x: x if x <= close_time else close_time)
df_ohlc['at'] = df_ohlc['at'].astype(str)
return df_ohlc
def plot_ohlc(self, df, rise_color, down_color):
df['at'] = df['at'].astype(str)
return {
'type':'candlestick',
'x':df['at'],
'open':df['open'],
'high':df['high'],
'low':df['low'],
'close':df['close'],
'name':'K線圖',
'increasing':{'line':{'color':rise_color}},
'decreasing':{'line':{'color':down_color}}
}
def plot_MA(self, df, n, line_color, line_width):
df[f'{n}MA'] = df['close'].rolling(n).mean()
return {
'type':'scatter',
'x':df['at'],
'y':df[f'{n}MA'],
'mode':'lines',
'line':{'color':line_color, 'width':line_width},
'name':f'{n}MA'
}
def plot_volume_bar(self, df, rise_color, down_color):
color = []
for i in range(len(df)):
try:
if df['close'][i] > df['open'][i]:
color.append(rise_color)
elif df['close'][i] < df['open'][i]:
color.append(down_color)
elif df['close'][i] == df['open'][i]:
if df['close'][i] > df['close'][i-1]:
color.append(rise_color)
elif df['close'][i] < df['close'][i-1]:
color.append(down_color)
elif df['close'][i] == df['close'][i-1]:
color.append(color[-1])
except (IndexError, KeyError):
color.append(rise_color)
return {
'type':'bar',
'x':df['at'],
'y':df['volume']/1000,
'marker':{'color':color},
'name':'volume_bar',
'xaxis':'x',
'yaxis':'y2'
}
class quote_websocket_api():
def __init__(self, api_token):
self.api_token = api_token
def quote_websocket(self, symbol_id):
def on_message(ws, message):
global quote_msg
quote_msg = json.loads(message)
#print(json.loads(message))
def on_error(ws, error):
print(error)
def on_close(ws):
print("### closed ###")
#if __name__ == "__main__":
websocket.enableTrace(False)
ws = websocket.WebSocketApp('wss://api.fugle.tw/realtime/v0/intraday/quote?symbolId=' + symbol_id +
'&apiToken=' + self.api_token,
on_message=on_message,
on_error=on_error,
on_close=on_close)
ws.run_forever()
def get_quote_msg(self, symbol_id):
try:
symbol = quote_msg['data']['info']['symbolId']
if symbol_id != symbol:
while [i for i in threading.enumerate() if i.name == symbol+'quote'] != []:
[i for i in threading.enumerate() if i.name == symbol+'quote'][0].kill()
time.sleep(1)
print('kill complete！')
t = create_Thread(target=self.quote_websocket, args=[symbol_id], name=symbol_id+'quote')
t.start()
else:
print('pass')
except (NameError, AttributeError):
t = create_Thread(target=self.quote_websocket, args=[symbol_id], name=symbol_id+'quote')
t.start()
print('new')
def get_first_quote_data(self, message):
symbol = message['data']['info']['symbolId']
ask = message['data']['quote']['order']['bestAsks']
ask.reverse()
df_ask = pd.DataFrame(ask, columns=['price', 'unit']).rename(columns={'unit': 'ask_unit'})
bid = message['data']['quote']['order']['bestBids']
bid.reverse()
df_bid = pd.DataFrame(bid, columns=['unit', 'price']).rename(columns={'unit':'bid_unit'})
df_quote = pd.merge(df_ask, df_bid, on='price', how='outer')
df_quote = df_quote[['bid_unit', 'price', 'ask_unit']]
price_list = list(df_quote['price'])
return df_quote, price_list, symbol
def get_new_quote_data(self, message, df_quote):
df_quote2, price_list, symbol = self.get_first_quote_data(message)
df_quote = pd.concat([df_quote, df_quote2], axis=0).drop_duplicates(subset='price', keep='last')
df_quote = df_quote.sort_values('price', ascending=False).reset_index(drop=True)
return df_quote, price_list, symbol
def update_quote_data(self, input_symbol):
global df_quote, symbol
self.get_quote_msg(input_symbol)
try:
if input_symbol == symbol:
df_quote, price_list, symbol = self.get_new_quote_data(quote_msg, df_quote)
else:
time.sleep(1)
df_quote, price_list, symbol = self.get_first_quote_data(quote_msg)
except:
time.sleep(1)
df_quote, price_list, symbol = self.get_first_quote_data(quote_msg)
return df_quote, price_list, symbol
def plot_order_book(self, dataframe, price_list, symbol_id):
rows = []
for i in range(len(dataframe)):
row = []
for col in dataframe.columns:
value = dataframe.iloc[i][col]
if col == 'price':
if value not in price_list:
cell = html.Td(html.A(href='https://www.fugle.tw/ai/'+symbol_id, children=value,style={'color':'gray'}),
style={'font-size':16,'text-align':'center'})
elif value in price_list:
cell = html.Td(html.A(href='https://www.fugle.tw/ai/'+symbol_id, children=value),
style={'font-size':16,'text-align':'center'})
else:
cell = html.Td(children=value,style={'font-size':16,'text-align':'center'})
row.append(cell)
rows.append(html.Tr(row))
return html.Table(
[html.Tr([html.Th(col) for col in dataframe.columns],
style={'font-size':16,'text-align':'center', 'table-align':'center'})] +rows
)