Merge branch 'main' into dependabot/cargo/base64-0.22

Cargo.toml

@@ -17,13 +17,14 @@ path = "src/lib.rs"
 default = ["user"]
 user = ["dep:google-authenticator"]
 protobuf = ["dep:prost"]
+sqlx = []
 
 [dependencies]
 async-trait = "0.1" # Remove this when Rust 1.75 async trait is stable
-tokio = { version = "1", default-features = false }
+tokio = { version = "1", default-features = false, features = ["rt", "macros"] }
 serde = { version = "1", features = ["derive"] }
 serde_json = { version = "1" }
-reqwest = { version = "0.11", features = ["rustls-tls", "json", "cookies"] }
+reqwest = { version = "0.12", features = ["rustls-tls", "json", "cookies"] }
 lazy_static = "1.4"
 url = "2"
 urlencoding = "2"

README.md

@@ -8,26 +8,28 @@
 This is a data source library for algorithmic trading written in Rust inspired by [TradingView-API](https://github.com/Mathieu2301/TradingView-API). It is currently in **alpha** stage and not ready for production use.
 
 ## Features
-
+- [x] Async support
 - [x] Multi-Threading for working with large amounts of data
-- [ ] Shared session between threads (Not overwhelming TradingView servers)
-- [ ] TradingView Premium features
-- [ ] Realtime data
+- [x] Shared session between threads (Not overwhelming TradingView servers)
+- [x] TradingView Premium features
+- [x] Realtime data
 - [ ] Fundamental data
 - [ ] Technical data
-- [ ] Get drawings you made on your chart
+- [x] Get drawings you made on your chart
 - [ ] Works with invite-only indicators
-- [ ] Unlimited simultaneous indicators
+- [x] Unlimited simultaneous indicators
 - [ ] Get TradingView's technical analysis
-- [ ] Replay mode
+- [x] Replay mode
 - [ ] Get values from a specific date range
 - [ ] Interact with public chats
 - [ ] Get Screener top values
 - [ ] Get Calendar
+- [ ] Get News
+- [ ] Convert to Vectorized Data
 
 ## Use cases
 
-- [Fenrir Data](https://github.com/bitbytelabio/fenrir-data) - A data engine that applies an event-driven architecture with RedPanda (Kafka), SurrealDB, DragonflyDB (Redis).
+- [Fenrir Data](https://github.com/bitbytelabio/fenrir-data) - A data engine that applies an event-driven architecture with RedPanda (Kafka), PostgreSQL with TimeScaleDB, PGVector, DragonflyDB (Redis).
 
 ## Getting Started
 

examples/all.rs

@@ -2,26 +2,35 @@ use dotenv::dotenv;
 use std::env;
 
 use tradingview::{
-    chart,
+    callback::Callbacks,
     chart::ChartOptions,
-    data_loader::DataLoader,
-    models::{pine_indicator::ScriptType, Interval},
-    quote,
-    socket::{DataServer, SocketSession},
+    pine_indicator::ScriptType,
+    socket::DataServer,
+    websocket::{WebSocket, WebSocketClient},
+    Interval, QuoteValue,
 };
 
 #[tokio::main]
 async fn main() -> anyhow::Result<()> {
     dotenv().ok();
     tracing_subscriber::fmt::init();
-    let auth_token = env::var("TV_AUTH_TOKEN").unwrap();
+    let auth_token = env::var("TV_AUTH_TOKEN").expect("TV_AUTH_TOKEN is not set");
 
-    let socket = SocketSession::new(DataServer::ProData, auth_token).await?;
+    let quote_callback = |data: QuoteValue| async move {
+        println!("{:#?}", data);
+    };
 
-    let publisher: DataLoader = DataLoader::default();
+    let callbacks = Callbacks::default().on_quote_data(quote_callback);
 
-    let mut chart = chart::session::WebSocket::new(publisher.clone(), socket.clone());
-    let mut quote = quote::session::WebSocket::new(publisher.clone(), socket.clone());
+    let client = WebSocketClient::default().set_callbacks(callbacks);
+
+    let mut websocket = WebSocket::new()
+        .server(DataServer::ProData)
+        .auth_token(&auth_token)
+        .client(client)
+        .build()
+        .await
+        .unwrap();
 
     let opts = ChartOptions::new("BINANCE:BTCUSDT", Interval::OneMinute).bar_count(100);
     let opts2 = ChartOptions::new("BINANCE:BTCUSDT", Interval::Daily)
@@ -35,16 +44,16 @@ async fn main() -> anyhow::Result<()> {
         .replay_mode(true)
         .replay_from(1698624060);
 
-    chart
+    websocket
         .set_market(opts)
         .await?
         .set_market(opts2)
         .await?
         .set_market(opts3)
         .await?;
 
-    quote
-        .create_session()
+    websocket
+        .create_quote_session()
         .await?
         .set_fields()
         .await?
@@ -57,8 +66,7 @@ async fn main() -> anyhow::Result<()> {
         ])
         .await?;
 
-    tokio::spawn(async move { chart.clone().subscribe().await });
-    tokio::spawn(async move { quote.clone().subscribe().await });
+    tokio::spawn(async move { websocket.subscribe().await });
 
     loop {}
 }

examples/misc.rs

@@ -1,5 +1,5 @@
 use tracing::info;
-use tradingview::models::pine_indicator::*;
+use tradingview::pine_indicator::*;
 
 #[tokio::main]
 async fn main() {
@@ -13,7 +13,8 @@ async fn main() {
     // info!("{:#?}", info);
 
     let pine = PineIndicator::build()
-        .fetch("STD;Fund_total_revenue_fq", "62.0", ScriptType::Script).await
+        .fetch("STD;Fund_total_revenue_fq", "62.0", ScriptType::Script)
+        .await
         .unwrap();
 
     let test = pine.to_study_inputs().unwrap();

examples/user.rs

@@ -1,5 +1,5 @@
 #![cfg(feature = "user")]
-use tradingview::user::UserCookies;
+use tradingview::UserCookies;
 
 #[tokio::main]
 async fn main() -> anyhow::Result<()> {

src/callback.rs

@@ -52,20 +52,17 @@ impl Default for Callbacks<'_> {
 
 impl<'a> Callbacks<'a> {
     pub fn on_chart_data<Fut>(
-        &mut self,
+        mut self,
         f: impl Fn((ChartOptions, Vec<DataPoint>)) -> Fut + Send + Sync + 'a,
-    ) -> &mut Self
+    ) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {
         self.on_chart_data = Arc::new(Box::new(move |data| Box::pin(f(data))));
         self
     }
 
-    pub fn on_quote_data<Fut>(
-        &mut self,
-        f: impl Fn(QuoteValue) -> Fut + Send + Sync + 'a,
-    ) -> &mut Self
+    pub fn on_quote_data<Fut>(mut self, f: impl Fn(QuoteValue) -> Fut + Send + Sync + 'a) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {
@@ -74,28 +71,25 @@ impl<'a> Callbacks<'a> {
     }
 
     pub fn on_study_data<Fut>(
-        &mut self,
+        mut self,
         f: impl Fn((StudyOptions, StudyResponseData)) -> Fut + Send + Sync + 'a,
-    ) -> &mut Self
+    ) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {
         self.on_study_data = Arc::new(Box::new(move |data| Box::pin(f(data))));
         self
     }
 
-    pub fn on_error<Fut>(&mut self, f: impl Fn(Error) -> Fut + Send + Sync + 'a) -> &mut Self
+    pub fn on_error<Fut>(mut self, f: impl Fn(Error) -> Fut + Send + Sync + 'a) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {
         self.on_error = Arc::new(Box::new(move |data| Box::pin(f(data))));
         self
     }
 
-    pub fn on_symbol_info<Fut>(
-        &mut self,
-        f: impl Fn(SymbolInfo) -> Fut + Send + Sync + 'a,
-    ) -> &mut Self
+    pub fn on_symbol_info<Fut>(mut self, f: impl Fn(SymbolInfo) -> Fut + Send + Sync + 'a) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {
@@ -104,9 +98,9 @@ impl<'a> Callbacks<'a> {
     }
 
     pub fn on_other_event<Fut>(
-        &mut self,
+        mut self,
         f: impl Fn((TradingViewDataEvent, Vec<Value>)) -> Fut + Send + Sync + 'a,
-    ) -> &mut Self
+    ) -> Self
     where
         Fut: Future<Output = ()> + Send + 'a,
     {

src/chart/mod.rs

@@ -4,7 +4,6 @@ use crate::models::{pine_indicator::ScriptType, Interval, MarketAdjustment, Sess
 
 pub mod models;
 pub(crate) mod options;
-pub mod session;
 pub mod study;
 pub(crate) mod utils;
 
@@ -13,17 +12,17 @@ pub struct ChartOptions {
     // Required
     pub symbol: String,
     pub interval: Interval,
-    bar_count: u64,
+    pub(crate) bar_count: u64,
 
-    range: Option<String>,
-    from: Option<u64>,
-    to: Option<u64>,
-    replay_mode: bool,
-    replay_from: i64,
-    replay_session: Option<String>,
-    adjustment: Option<MarketAdjustment>,
-    currency: Option<Currency>,
-    session_type: Option<SessionType>,
+    pub(crate) range: Option<String>,
+    pub(crate) from: Option<u64>,
+    pub(crate) to: Option<u64>,
+    pub(crate) replay_mode: bool,
+    pub(crate) replay_from: i64,
+    pub(crate) replay_session: Option<String>,
+    pub(crate) adjustment: Option<MarketAdjustment>,
+    pub(crate) currency: Option<Currency>,
+    pub(crate) session_type: Option<SessionType>,
     pub study_config: Option<StudyOptions>,
 }
 

src/chart/models.rs

@@ -51,7 +51,7 @@ pub struct GraphicDataResponse {
 
 #[cfg_attr(not(feature = "protobuf"), derive(Debug, Default))]
 #[cfg_attr(feature = "protobuf", derive(prost::Message))]
-#[derive(Clone, Deserialize)]
+#[derive(Clone, Deserialize, Serialize, PartialEq)]
 pub struct DataPoint {
     #[cfg_attr(feature = "protobuf", prost(int64, tag = "1"))]
     #[serde(rename(deserialize = "i"))]

src/chart/utils.rs

@@ -1 +1,4 @@
-
+// TODO: Implement this module
+pub fn _graphics_parser() {
+    unimplemented!()
+}

src/client/fin_calendar.rs

@@ -0,0 +1 @@
+