Move API urls to `.venues`
Also add a lookup helper for getting addrs by venue: `get_api_eps()` which returns the rest and wss values.basic_buy_bot
Tyler Goodlet
parent
9972bd387a
commit
0c74a67ee1
|
|
@ -59,6 +59,8 @@ from .venues import (
|
|||
PAIRTYPES,
|
||||
Pair,
|
||||
MarketType,
|
||||
_spot_url,
|
||||
_futes_url,
|
||||
)
|
||||
|
||||
log = get_logger('piker.brokers.binance')
|
||||
|
|
@ -81,29 +83,6 @@ def get_config() -> dict:
|
|||
|
||||
log = get_logger(__name__)
|
||||
|
||||
|
||||
_domain: str = 'binance.com'
|
||||
_spot_url = _url = f'https://api.{_domain}'
|
||||
_futes_url = f'https://fapi.{_domain}'
|
||||
|
||||
# test nets
|
||||
_testnet_futes_url = 'https://testnet.binancefuture.com'
|
||||
|
||||
# WEBsocketz
|
||||
# NOTE XXX: see api docs which show diff addr?
|
||||
# https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information
|
||||
_spot_ws: str = 'wss://stream.binance.com/ws'
|
||||
# 'wss://ws-api.binance.com:443/ws-api/v3',
|
||||
|
||||
# NOTE: spot test network only allows certain ep sets:
|
||||
# https://testnet.binance.vision/
|
||||
_testnet_spot_ws: str = 'wss://testnet.binance.vision/ws-api/v3'
|
||||
|
||||
# https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
|
||||
_futes_ws: str = f'wss://fstream.{_domain}/ws/'
|
||||
_auth_futes_ws: str = 'wss://fstream-auth.{_domain}/ws/'
|
||||
|
||||
|
||||
# Broker specific ohlc schema (rest)
|
||||
# XXX TODO? some additional fields are defined in the docs:
|
||||
# https://binance-docs.github.io/apidocs/spot/en/#kline-candlestick-data
|
||||
|
|
@ -181,11 +160,11 @@ class Client:
|
|||
|
||||
# spot EPs sesh
|
||||
self._sesh = asks.Session(connections=4)
|
||||
self._sesh.base_location: str = _url
|
||||
self._sesh.base_location: str = _spot_url
|
||||
|
||||
# margin and extended spot endpoints session.
|
||||
self._sapi_sesh = asks.Session(connections=4)
|
||||
self._sapi_sesh.base_location: str = _url
|
||||
self._sapi_sesh.base_location: str = _spot_url
|
||||
|
||||
# futes EPs sesh
|
||||
self._fapi_sesh = asks.Session(connections=4)
|
||||
|
|
@ -193,7 +172,9 @@ class Client:
|
|||
|
||||
# for creating API keys see,
|
||||
# https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
|
||||
conf: dict = get_config()
|
||||
root_conf: dict = get_config()
|
||||
conf: dict = root_conf['futes']
|
||||
|
||||
self.api_key: str = conf.get('api_key', '')
|
||||
self.api_secret: str = conf.get('api_secret', '')
|
||||
|
||||
|
|
@ -213,7 +194,7 @@ class Client:
|
|||
# 'futes_coin': self._dapi, # TODO
|
||||
}
|
||||
|
||||
def _get_signature(self, data: OrderedDict) -> str:
|
||||
def _mk_sig(self, data: OrderedDict) -> str:
|
||||
|
||||
# XXX: Info on security and authentification
|
||||
# https://binance-docs.github.io/apidocs/#endpoint-security-type
|
||||
|
|
@ -226,7 +207,9 @@ class Client:
|
|||
query_str = '&'.join([
|
||||
f'{_key}={value}'
|
||||
for _key, value in data.items()])
|
||||
|
||||
log.info(query_str)
|
||||
|
||||
msg_auth = hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
query_str.encode('utf-8'),
|
||||
|
|
@ -255,7 +238,7 @@ class Client:
|
|||
|
||||
'''
|
||||
if signed:
|
||||
params['signature'] = self._get_signature(params)
|
||||
params['signature'] = self._mk_sig(params)
|
||||
|
||||
resp = await getattr(self._sesh, action)(
|
||||
path=f'/api/v3/{method}',
|
||||
|
|
@ -282,7 +265,7 @@ class Client:
|
|||
|
||||
'''
|
||||
if signed:
|
||||
params['signature'] = self._get_signature(params)
|
||||
params['signature'] = self._mk_sig(params)
|
||||
|
||||
resp = await getattr(self._fapi_sesh, action)(
|
||||
path=f'/fapi/v1/{method}',
|
||||
|
|
@ -311,7 +294,7 @@ class Client:
|
|||
|
||||
'''
|
||||
if signed:
|
||||
params['signature'] = self._get_signature(params)
|
||||
params['signature'] = self._mk_sig(params)
|
||||
|
||||
resp = await getattr(self._sapi_sesh, action)(
|
||||
path=f'/sapi/v1/{method}',
|
||||
|
|
@ -539,6 +522,7 @@ class Client:
|
|||
async def get_withdrawls(
|
||||
self,
|
||||
recv_window: int = 60000
|
||||
|
||||
) -> list:
|
||||
|
||||
params = OrderedDict([
|
||||
|
|
|
|||
|
|
@ -103,7 +103,6 @@ async def handle_order_requests(
|
|||
@tractor.context
|
||||
async def open_trade_dialog(
|
||||
ctx: tractor.Context,
|
||||
loglevel: str = None
|
||||
|
||||
) -> AsyncIterator[dict[str, Any]]:
|
||||
|
||||
|
|
|
|||
|
|
@ -73,6 +73,7 @@ from .api import (
|
|||
from .venues import (
|
||||
Pair,
|
||||
FutesPair,
|
||||
get_api_eps,
|
||||
)
|
||||
|
||||
log = get_logger('piker.brokers.binance')
|
||||
|
|
@ -416,23 +417,10 @@ async def stream_quotes(
|
|||
FeedInit(mkt_info=mkt)
|
||||
)
|
||||
|
||||
# TODO: detect whether futes or spot contact was requested
|
||||
from .api import (
|
||||
_futes_ws,
|
||||
_spot_ws,
|
||||
)
|
||||
|
||||
async with open_cached_client(
|
||||
'binance',
|
||||
) as client:
|
||||
wsep: str = {
|
||||
'usdtm_futes': _futes_ws,
|
||||
'spot': _spot_ws,
|
||||
}[client.mkt_mode]
|
||||
|
||||
async with (
|
||||
open_cached_client('binance') as client,
|
||||
open_autorecon_ws(
|
||||
wsep,
|
||||
url=get_api_eps(client.mkt_mode)[1], # 2nd elem is wss url
|
||||
fixture=partial(
|
||||
subscribe,
|
||||
symbols=[mkt.bs_mktid],
|
||||
|
|
|
|||
|
|
@ -30,6 +30,55 @@ from decimal import Decimal
|
|||
from piker.data.types import Struct
|
||||
|
||||
|
||||
# API endpoint paths by venue / sub-API
|
||||
_domain: str = 'binance.com'
|
||||
_spot_url = f'https://api.{_domain}'
|
||||
_futes_url = f'https://fapi.{_domain}'
|
||||
|
||||
# WEBsocketz
|
||||
# NOTE XXX: see api docs which show diff addr?
|
||||
# https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information
|
||||
_spot_ws: str = 'wss://stream.binance.com/ws'
|
||||
# 'wss://ws-api.binance.com:443/ws-api/v3',
|
||||
|
||||
# NOTE: spot test network only allows certain ep sets:
|
||||
# https://testnet.binance.vision/
|
||||
_testnet_spot_ws: str = 'wss://testnet.binance.vision/ws-api/v3'
|
||||
|
||||
# https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
|
||||
_futes_ws: str = f'wss://fstream.{_domain}/ws/'
|
||||
_auth_futes_ws: str = 'wss://fstream-auth.{_domain}/ws/'
|
||||
|
||||
# test nets
|
||||
_testnet_futes_url: str = 'https://testnet.binancefuture.com'
|
||||
_testnet_futes_ws: str = 'wss://stream.binancefuture.com'
|
||||
|
||||
|
||||
MarketType = Literal[
|
||||
'spot',
|
||||
# 'margin',
|
||||
'usdtm_futes',
|
||||
# 'coin_futes',
|
||||
]
|
||||
|
||||
|
||||
def get_api_eps(venue: MarketType) -> tuple[str, str]:
|
||||
'''
|
||||
Return API ep root paths per venue.
|
||||
|
||||
'''
|
||||
return {
|
||||
'spot': (
|
||||
_spot_url,
|
||||
_spot_ws,
|
||||
),
|
||||
'usdtm_futes': (
|
||||
_futes_url,
|
||||
_futes_ws,
|
||||
),
|
||||
}[venue]
|
||||
|
||||
|
||||
class Pair(Struct, frozen=True):
|
||||
symbol: str
|
||||
status: str
|
||||
|
|
@ -144,14 +193,6 @@ class FutesPair(Pair):
|
|||
|
||||
|
||||
|
||||
MarketType = Literal[
|
||||
'spot',
|
||||
# 'margin',
|
||||
'usdtm_futes',
|
||||
# 'coin_futes',
|
||||
]
|
||||
|
||||
|
||||
PAIRTYPES: dict[MarketType, Pair] = {
|
||||
'spot': SpotPair,
|
||||
'usdtm_futes': FutesPair,
|
||||
|
|
|
|||
Loading…
Reference in New Issue