def on_messages(msg_strs):
if not msg_strs:
logging.error('the message is not valid')
msgs = json.loads(msg_strs)
for msg in msgs:
on_message(msg)
def on_message(aggregations_run, msg, shard_id, shard_size):
if not msg:
logging.error('the message is not valid')
if 'e' not in msg:
logging.error('"e" field not present in the message: {msg}'.format(msg=msg))
e = msg['e']
if e == 'kline':
_on_kline_message(aggregations_run, msg, shard_id, shard_size)
else:
_on_undefined_message(aggregations_run, msg)
def _on_kline_message(aggregations_run, msg, shard_id, shard_size):
global _cnt_msg
_cnt_msg += 1
if _cnt_msg % 100 == 0:
print("< {msg}".format(msg=msg))
if 'k' not in msg:
logging.error('"k" field not present in the kline message: {msg}'.format(msg=msg))
k = msg['k']
bar_with_time = _binance_kline_msg_to_on_bar_with_time(k, shard_id, shard_size)
if bar_with_time:
aggregations_run.on_bar_with_time(bar_with_time)
else:
pass # print('does not correspond to this shard')
def on_message(msg):
if not msg:
logging.error('the message is not valid')
if 'ev' not in msg:
logging.error(
'"ev" field not present in the message: {msg}'.format(msg=msg))
ev = msg['ev']
if ev == 'status':
_on_status_message(msg)
elif ev == 'T':
_on_T_message(msg)
elif ev == 'Q':
_on_Q_message(msg)
elif ev == 'A':
_on_A_message(msg)
elif ev == 'AM':
_on_AM_message(msg)
else:
_on_undefined_message(msg)
def run_loop(polygon_aggregations_run, subscription_id):
project_id = os.getenv('GOOGLE_CLOUD_PROJECT')
subscriber = pubsub_v1.SubscriberClient()
subscription_path = subscriber.subscription_path(project_id,
subscription_id)
def callback(message):
msg_str = json.loads(message.data.decode('utf-8'))
message.ack()
on_message(polygon_aggregations_run, json.loads(msg_str)[0])
streaming_pull_future = subscriber.subscribe(subscription_path,
callback=callback)
print("Listening for messages on {}\n".format(subscription_path))
try:
streaming_pull_future.result()
except Exception as ex: # noqa
logging.error(ex)
streaming_pull_future.cancel()
def _on_undefined_message(polygon_aggregations_run, msg):
print("< (undefined) {msg}".format(msg=msg))
logging.error("< (undefined) {msg}".format(msg=msg))