stock-bot/docs/websocket-api.md

247 lines
4.5 KiB
Markdown

# WebSocket API Documentation - Strategy Orchestrator
## Overview
This document outlines the WebSocket API provided by the Strategy Orchestrator service for real-time communication between the backend and frontend.
## Connection Endpoints
- **Strategy Orchestrator WebSocket:** `ws://localhost:8082`
- **Market Data Gateway WebSocket:** `ws://localhost:3001/ws`
- **Risk Guardian WebSocket:** `ws://localhost:3002/ws`
## Message Format
All WebSocket messages follow this standard format:
```json
{
"type": "message_type",
"timestamp": "ISO-8601 timestamp",
"data": {
// Message-specific data
}
}
```
## Client to Server Messages
### Get Active Strategies
Request information about all active strategies.
```json
{
"type": "get_active_strategies"
}
```
### Start Strategy
Start a specific strategy.
```json
{
"type": "start_strategy",
"id": "strategy-id",
"config": {
"symbols": ["AAPL", "MSFT"],
"dataResolution": "1m",
"realTrading": false,
"maxPositionValue": 10000,
"maxOrdersPerMinute": 5,
"stopLossPercentage": 0.02
}
}
```
### Stop Strategy
Stop a running strategy.
```json
{
"type": "stop_strategy",
"id": "strategy-id"
}
```
### Pause Strategy
Pause a running strategy.
```json
{
"type": "pause_strategy",
"id": "strategy-id"
}
```
## Server to Client Messages
### Strategy Status List
Response to `get_active_strategies` request.
```json
{
"type": "strategy_status_list",
"timestamp": "2023-07-10T12:34:56Z",
"data": [
{
"id": "strategy-123",
"name": "Moving Average Crossover",
"status": "ACTIVE",
"symbols": ["AAPL", "MSFT"],
"positions": [
{
"symbol": "AAPL",
"quantity": 10,
"entryPrice": 150.25,
"currentValue": 1550.50
}
]
}
]
}
```
### Strategy Started
Notification that a strategy has been started.
```json
{
"type": "strategy_started",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"strategyId": "strategy-123",
"name": "Moving Average Crossover",
"symbols": ["AAPL", "MSFT"]
}
}
```
### Strategy Stopped
Notification that a strategy has been stopped.
```json
{
"type": "strategy_stopped",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"strategyId": "strategy-123",
"name": "Moving Average Crossover"
}
}
```
### Strategy Paused
Notification that a strategy has been paused.
```json
{
"type": "strategy_paused",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"strategyId": "strategy-123",
"name": "Moving Average Crossover"
}
}
```
### Strategy Signal
Trading signal generated by a strategy.
```json
{
"type": "strategy_signal",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"id": "sig_123456789",
"strategyId": "strategy-123",
"name": "Moving Average Crossover",
"symbol": "AAPL",
"price": 152.75,
"action": "BUY",
"quantity": 10,
"metadata": { "orderType": "MARKET" },
"timestamp": "2023-07-10T12:34:56Z",
"confidence": 0.9
}
}
```
### Strategy Trade
Notification of a trade executed by a strategy.
```json
{
"type": "strategy_trade",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"id": "trade_123456789",
"strategyId": "strategy-123",
"orderId": "order-123",
"symbol": "AAPL",
"side": "BUY",
"quantity": 10,
"entryPrice": 152.75,
"entryTime": "2023-07-10T12:34:56Z",
"status": "FILLED",
"timestamp": "2023-07-10T12:34:56Z"
}
}
```
### Execution Service Status
Notification about the overall execution service status.
```json
{
"type": "execution_service_status",
"timestamp": "2023-07-10T12:34:56Z",
"data": {
"status": "RUNNING" // or "STOPPED"
}
}
```
## Frontend Integration
The frontend can use the `WebSocketService` to interact with the WebSocket API:
```typescript
// Subscribe to strategy signals
webSocketService.getStrategySignals(strategyId)
.subscribe(signal => {
// Handle the signal
});
// Subscribe to strategy trades
webSocketService.getStrategyTrades(strategyId)
.subscribe(trade => {
// Handle the trade
});
// Subscribe to strategy status updates
webSocketService.getStrategyUpdates()
.subscribe(update => {
// Handle the update
});
```
## Error Handling
WebSocket connections will automatically attempt to reconnect if disconnected. The frontend can monitor connection status using:
```typescript
webSocketService.isConnected() // Returns a boolean signal indicating connection status
```
If a WebSocket message fails to process, the error will be logged, but the connection will be maintained.