momentum devandClaude Opus 4.8
007cd95c79
Snapshot before the DuckDB->PostgreSQL migration. data/, archive/, the 232MB rebuild zip, the Windows .venv, and .env are excluded via .gitignore. Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
88 lines
3.0 KiB
Python
88 lines
3.0 KiB
Python
"""Schwab streaming client scaffold.
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(Repaired: original had dataclass default-ordering errors and unbalanced
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parentheses.) Real-time streaming requires the streamer-info handshake from
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user preferences; this scaffold builds the login payload and exposes a
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callback interface, while the live system polls REST minute bars instead.
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"""
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from __future__ import annotations
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import json
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import logging
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from dataclasses import dataclass, field
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from typing import Callable
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logger = logging.getLogger(__name__)
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@dataclass
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class StreamerInfo:
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streamer_socket_url: str = ""
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schwab_client_customer_id: str = ""
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schwab_client_correl_id: str = ""
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schwab_client_channel: str = "N9"
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schwab_client_function_id: str = "APIAPP"
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@classmethod
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def from_user_preferences(cls, payload: dict) -> "StreamerInfo":
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info = (payload.get("streamerInfo") or [{}])[0]
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return cls(
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streamer_socket_url=info.get("streamerSocketUrl", ""),
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schwab_client_customer_id=info.get("schwabClientCustomerId", ""),
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schwab_client_correl_id=info.get("schwabClientCorrelId", ""),
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schwab_client_channel=info.get("schwabClientChannel", "N9"),
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schwab_client_function_id=info.get("schwabClientFunctionId", "APIAPP"),
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)
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@dataclass
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class StreamingClient:
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streamer_info: StreamerInfo
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access_token: str
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request_id: int = 0
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on_message: Callable[[dict], None] | None = None
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subscriptions: list[dict] = field(default_factory=list)
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def _next_request_id(self) -> int:
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self.request_id += 1
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return self.request_id
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def build_login_request(self) -> dict:
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return {
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"service": "ADMIN",
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"command": "LOGIN",
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"requestid": self._next_request_id(),
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"SchwabClientCustomerId": self.streamer_info.schwab_client_customer_id,
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"SchwabClientCorrelId": self.streamer_info.schwab_client_correl_id,
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"parameters": {
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"Authorization": self.access_token,
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"SchwabClientChannel": self.streamer_info.schwab_client_channel,
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"SchwabClientFunctionId": self.streamer_info.schwab_client_function_id,
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},
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}
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def build_quote_subscription(self, symbols: list[str]) -> dict:
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request = {
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"service": "LEVELONE_EQUITIES",
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"command": "SUBS",
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"requestid": self._next_request_id(),
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"SchwabClientCustomerId": self.streamer_info.schwab_client_customer_id,
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"SchwabClientCorrelId": self.streamer_info.schwab_client_correl_id,
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"parameters": {
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"keys": ",".join(symbols),
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"fields": "0,1,2,3,4,5,8",
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},
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}
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self.subscriptions.append(request)
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return request
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def handle_raw_message(self, raw: str) -> None:
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try:
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payload = json.loads(raw)
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except json.JSONDecodeError:
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logger.warning("unparseable streaming message: %.120s", raw)
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return
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if self.on_message:
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self.on_message(payload)
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