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TradingView WebSocket Client Enhancement Roadmap

Based on analysis of the tradingview-rs project, here are the advanced features we can implement.

🎯 Phase 1: Technical Indicators (High Impact)

1.1 Built-in Indicators Support

// pkg/tvwsclient/indicators.go
type IndicatorType string

const (
    IndicatorRSI           IndicatorType = "RSI"
    IndicatorMACD          IndicatorType = "MACD"
    IndicatorBollingerBands IndicatorType = "BB"
    IndicatorMovingAverage  IndicatorType = "MA"
    IndicatorVolume        IndicatorType = "Volume"
)

type IndicatorConfig struct {
    Type       IndicatorType          `json:"type"`
    Parameters map[string]interface{} `json:"parameters"`
    Enabled    bool                   `json:"enabled"`
}

type StudySession struct {
    SessionID  string                     `json:"session_id"`
    Symbol     string                     `json:"symbol"`
    Interval   string                     `json:"interval"`
    Indicators map[string]IndicatorConfig `json:"indicators"`
}

1.2 WebSocket Messages for Studies

// New message types
const (
    MethodStudyLoading   = "study_loading"
    MethodStudyCompleted = "study_completed"
    MethodStudyData      = "study_data"
    MethodStudyError     = "study_error"
)

type StudyDataMessage struct {
    StudyID    string             `json:"study_id"`
    SessionID  string             `json:"session_id"`
    Timestamp  int64              `json:"timestamp"`
    Values     map[string]float64 `json:"values"`
}

1.3 API Endpoints

// internal/handler/indicators.go
func (h *Handler) handleCreateStudySession(c *fiber.Ctx) error
func (h *Handler) handleAddIndicator(c *fiber.Ctx) error
func (h *Handler) handleGetIndicatorData(c *fiber.Ctx) error

API Usage:

# Create study session
POST /studies
{
  "symbol": "NASDAQ:AAPL",
  "interval": "1D",
  "indicators": {
    "rsi": {
      "type": "RSI",
      "parameters": {"period": 14},
      "enabled": true
    }
  }
}

# Get indicator data
GET /studies/{session_id}/data/rsi

🎯 Phase 2: Market Replay & Backtesting (Medium Impact)

2.1 Replay Mode Implementation

// pkg/tvwsclient/replay.go
type ReplayManager struct {
    StartTime   time.Time `json:"start_time"`
    EndTime     time.Time `json:"end_time"`
    CurrentTime time.Time `json:"current_time"`
    Speed       float64   `json:"speed"`
    IsActive    bool      `json:"is_active"`
}

func (c *Client) EnableReplayMode(start, end time.Time) error
func (c *Client) SetReplaySpeed(speed float64) error  // 0.5x, 1x, 2x, 10x
func (c *Client) SeekToTime(timestamp time.Time) error
func (c *Client) PauseReplay() error
func (c *Client) ResumeReplay() error

2.2 WebSocket Replay Messages

const (
    MethodReplayStart = "replay_start"
    MethodReplaySeek  = "replay_seek"
    MethodReplaySpeed = "replay_speed"
    MethodReplayStop  = "replay_stop"
)

API Usage:

# Start replay session
POST /replay
{
  "start_time": "2024-01-01T09:30:00Z",
  "end_time": "2024-01-01T16:00:00Z",
  "speed": 1.0,
  "symbols": ["NASDAQ:AAPL", "NASDAQ:GOOGL"]
}

# Control replay
PUT /replay/{session_id}/speed
{"speed": 2.0}

PUT /replay/{session_id}/seek
{"timestamp": "2024-01-01T12:00:00Z"}

🎯 Phase 3: Advanced Data Operations (Medium Impact)

3.1 Historical Data Batch Fetching

// pkg/tvwsclient/historical.go
type HistoricalRequest struct {
    Symbol    string    `json:"symbol"`
    Interval  string    `json:"interval"`
    StartTime time.Time `json:"start_time"`
    EndTime   time.Time `json:"end_time"`
    Limit     int       `json:"limit"`
}

type HistoricalData struct {
    Symbol    string       `json:"symbol"`
    Interval  string       `json:"interval"`
    Candles   []CandleData `json:"candles"`
    NextToken string       `json:"next_token,omitempty"`
}

func (c *Client) GetHistoricalData(req HistoricalRequest) (*HistoricalData, error)
func (c *Client) GetHistoricalDataBatch(symbols []string, interval string, days int) (map[string]*HistoricalData, error)

3.2 Extended Market Hours

type MarketSession string

const (
    SessionRegular    MarketSession = "regular"
    SessionExtended   MarketSession = "extended"
    SessionPremarket  MarketSession = "premarket"
    SessionAfterHours MarketSession = "afterhours"
)

type AdvancedQuoteRequest struct {
    Symbol   string        `json:"symbol"`
    Sessions []MarketSession `json:"sessions"`
    Fields   []string      `json:"fields"`
}

🎯 Phase 4: Market Intelligence (Low Impact, High Value)

4.1 Screener Integration

// pkg/tvwsclient/screener.go
type ScreenerCriteria struct {
    MarketCap   *RangeFilter `json:"market_cap,omitempty"`
    Volume      *RangeFilter `json:"volume,omitempty"`
    Price       *RangeFilter `json:"price,omitempty"`
    Change      *RangeFilter `json:"change,omitempty"`
    RSI         *RangeFilter `json:"rsi,omitempty"`
    Exchanges   []string     `json:"exchanges,omitempty"`
    Industries  []string     `json:"industries,omitempty"`
}

type RangeFilter struct {
    Min *float64 `json:"min,omitempty"`
    Max *float64 `json:"max,omitempty"`
}

func (c *Client) RunScreener(criteria ScreenerCriteria) ([]ScreenerResult, error)

API Usage:

# Run market screener
POST /screener
{
  "market_cap": {"min": 1000000000},
  "volume": {"min": 1000000},
  "rsi": {"min": 30, "max": 70},
  "exchanges": ["NASDAQ", "NYSE"]
}

4.2 News & Events

// pkg/tvwsclient/news.go
type NewsSubscription struct {
    Symbols    []string `json:"symbols"`
    Categories []string `json:"categories"`
    Languages  []string `json:"languages"`
}

type NewsEvent struct {
    ID        string    `json:"id"`
    Title     string    `json:"title"`
    Content   string    `json:"content"`
    Symbols   []string  `json:"symbols"`
    Timestamp time.Time `json:"timestamp"`
    Source    string    `json:"source"`
    Category  string    `json:"category"`
}

func (c *Client) SubscribeToNews(sub NewsSubscription) error
func (c *Client) GetEconomicCalendar(date time.Time) ([]EconomicEvent, error)

🚀 Implementation Priority

Week 1-2: Technical Indicators

  • Implement basic indicator support (RSI, MACD, MA)
  • Add study session management
  • Create indicator API endpoints
  • Add indicator data storage

Week 3-4: Enhanced Chart Data

  • Extended market hours support
  • Multiple timeframe subscriptions
  • Chart drawing data retrieval
  • Advanced quote fields

Week 5-6: Historical Data & Replay

  • Batch historical data fetching
  • Replay mode implementation
  • Backtesting utilities
  • Performance optimization

Week 7-8: Market Intelligence

  • Screener integration
  • News subscription
  • Economic calendar
  • Alert system

🛠 Technical Considerations

Database Schema Extensions

-- New tables needed
CREATE TABLE study_sessions (
    id UUID PRIMARY KEY,
    session_id VARCHAR(255) UNIQUE,
    symbol VARCHAR(50),
    interval VARCHAR(10),
    indicators JSONB,
    created_at TIMESTAMP,
    updated_at TIMESTAMP
);

CREATE TABLE indicator_data (
    id UUID PRIMARY KEY,
    study_session_id UUID REFERENCES study_sessions(id),
    indicator_type VARCHAR(50),
    timestamp BIGINT,
    values JSONB,
    created_at TIMESTAMP
);

CREATE TABLE news_events (
    id UUID PRIMARY KEY,
    title TEXT,
    content TEXT,
    symbols TEXT[],
    category VARCHAR(100),
    source VARCHAR(100),
    published_at TIMESTAMP,
    created_at TIMESTAMP
);

Configuration Updates

# config.yaml additions
tradingview:
  # ... existing config
  features:
    indicators: true
    replay: true
    news: true
    screener: true
    extended_hours: true
  
  rate_limits:
    indicators_per_session: 10
    historical_requests_per_minute: 60
    screener_requests_per_hour: 100

Performance Optimizations

  • Implement connection pooling for multiple sessions
  • Add Redis cache for indicator calculations
  • Batch processing for historical data
  • WebSocket connection multiplexing
  • Rate limiting implementation

📊 Expected Benefits

  1. Technical Analysis: Real-time indicator calculations
  2. Strategy Development: Backtesting with replay mode
  3. Market Research: Comprehensive screener and news
  4. Data Quality: Extended hours and multiple sessions
  5. User Experience: Rich market intelligence features

This roadmap transforms the basic WebSocket client into a comprehensive market data platform matching the sophistication of the tradingview-rs library.