StreamFetcher POC

[IgorWounds]

1. Why? (1-3 sentences or a bullet point list):

   • The OpenBB Platform had a downside of not being able to support out-of-the-box WebSocket connections.
   • It was mentioned by a couple of users of the Platform and also OpenBB Terminal Pro.

2. What? (1-3 sentences or a bullet point list):

   • Adapt the OpenBB Platform code to support WebSocket connections.
   • Introduces the atransform_data method.
   • Introduces a Binance live crypto price data example.
   • Standardizes data on the fly.

3. Impact (1-2 sentences or a bullet point list):

   • Allows for handling WebSockets and increases the complexity of the routers.

4. Testing Done:

To test on the API interface do:

import requests
import json
url = "http://127.0.0.1:8000/api/v1/crypto/price/live?symbol=ethbtc&lifetime=10"

def get_json_events_sync():
    with requests.get(url, stream=True) as r:
        for line in r.iter_lines():
            yield json.loads(line.decode("utf-8"))

for event in get_json_events_sync():
    print(event)

And on the Python interface do:

from openbb import obb

ws = obb.crypto.price.live(symbol="ethbtc", lifetime=15)
async for data in ws.body_iterator:
    print(data)

5. Reviewer Notes (optional):

   • This can be further polished by introducing a custom decorator for handling routing when multiple providers share the same WebSocket. For now, we don't need this until we see there is usage and requests for such a feature.
   • Need to check how this is handled on the CLI. @hjoaquim

[montezdesousa]

Suggested change

	# import asyncio
	from openbb_core.app.model.command_context import CommandContext
	from openbb_core.app.model.command_context import CommandContext

[hjoaquim]

Thoughts:

• add new provider to pyproject.toml and dev install
• use OBBject as returning type in router (maybe add a prop to OBBject to keep the streaming fetcher)
• the new command live should've provider as argument; should also appear on the reference

[deeleeramone]

This will be a blocker:

[deeleeramone]

How can we make this a Provider Interface method? There could be any number of providers that have a WS connection, like here - https://site.financialmodelingprep.com/developer/docs#crypto-websocket

[deeleeramone]

I think this model name and Fetcher class is deceiving. It is not at all like the other provider/standard models with this name. This is not historical data, and the pattern itself is significantly different. It needs to be differentiated.
Like how you have added an additional atransform method, there should be something like wsconnect that accepts a URL and **kwargs where the core logic can be easily reused, like a standard model.

[deeleeramone]

This description is half BizToc and half maybe Binance.

[deeleeramone]

Version should be 1.0.0

[deeleeramone]

Biztoc -> Binance

[deeleeramone]

This endpoint will not generate any documentation or descriptions because it is not using the ProviderInterface.