Problem with implementing Custom Websockets into a Datafeed

Hutmacher42

Hello @backtrader would you or someone else explain to me how i can create a custom live datafeed using websockets?

I am a very big fan of this framework and everything works fine execept this websocket problem i cannot solve.

i know that backtrader works with lines and i already read the documentation and the feed.py many times and i looked into other projects on github how they managed the implementation(i dont want to create a store or something, hope its possible without), but its unclear for me how i can implement a running websocket into the datafeed.

i didnt find examples that matches what i am trying to do, yet.

when i try to start the websocket with a background thread in the start(self): i get a error (AttributeError: 'Lines_LineSeries_DataSeries_OHLC_OHLCDateTime_Abst' object has no attribute '_laststatus')

when i try to start it in the init it gets skipped (i dont undertsand why)

i hope that i do not have to use asyncio, because that would be a problem.

heres a example of what ive done so far:

import backtrader as bt
import hmac
import json
import time
import websocket
from backtrader.utils.py3 import with_metaclass, queue
import threading

from collections import deque
from datetime import datetime

from backtrader.feed import DataBase
from backtrader.utils.py3 import with_metaclass

class BybitWS(bt.DataBase):

def on_open(self, ws):
    print("Open")
    # Subscribe to the trade channel for BTCUSD perpetual swap contract
    ws.send(json.dumps({
        "op": "subscribe",
        "args": [
            "publicTrade.BTCUSDT"]}))  # ,
    # "publicTrade.ETHUSDT"]}))

def on_message(self, ws, message):
    json_message = json.loads(message)
    # print("| Timestamp :", json_message['data'][0]['i'],
    #       "| Price :", json_message['data'][0]['p'],
    #       "| Volume :", json_message['data'][0]['v'],
    #       "| Side :", json_message['data'][0]["S"],
    #       "| BlockTrade :", json_message['data'][0]["BT"])
    print(json_message)
    v = float(json_message['data'][0]['p'])
    self._data.append(v)


def connect(self):
    socket = 'wss://stream-testnet.bybit.com/v5/public/spot'
    ws = websocket.WebSocketApp(socket, on_open=self.on_open, on_message=self.on_message)
    ws.run_forever()

def __init__(self):
    DataBase.__init__(self)
    self._data = deque()  # data queue for price data
    self._last_id = ''  # last processed trade id for ohlcv
    self._last_ts = 0  # last processed timestamp for ohlcv

    self.thread = None

    # self.thread = threading.Thread(target=self.connect)
    # self.thread.daemon = True
    # self.thread.start()

def haslivedata(self):
    return True

def islive(self):
    return True

def start(self):
    self.thread = threading.Thread(target=self.connect)
    self.thread.daemon = True
    self.thread.start()

def _load(self):
    print("can do other stuff while websocket is running")

class PrintClose(bt.Strategy):

def start(self):
    print("---------Backtrader-Start------------")

def next(self):
    print("Close:", self.data.close[0])

def stop(self):
    print("---------Backtrader-Stop------------")

cerebro = bt.Cerebro()
data = BybitWS()
cerebro.adddata(data)
cerebro.addstrategy(PrintClose)
cerebro.run()

is there a way to implement a websocket that runs in a endless loop? Because it cannot be that complicated and i dont think i am the only one with that problem.

A quick example or explanation how i could solve that woudl be very nice

thx in advance.