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Code Issues 2 Pull Requests 5 Packages Projects Releases Wiki Activity

Don't bother casting `AggTrade` values for now, just floatify the price/quantity

basic_buy_bot
Tyler Goodlet 2023-06-09 16:05:31 -04:00
parent 06026ec661
commit 2dc8ee2b4e
1 changed files with 10 additions and 6 deletions
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16
piker/brokers/binance.py
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@ -60,11 +60,11 @@ from ..accounting._mktinfo import (
MktPair, MktPair,
digits_to_dec, digits_to_dec,
) )
from . import ( from .._cacheables import open_cached_client
from ._util import (
resproc, resproc,
SymbolNotFound, SymbolNotFound,
DataUnavailable, DataUnavailable,
open_cached_client,
) )
from ._util import ( from ._util import (
get_logger, get_logger,
@ -288,6 +288,7 @@ class Client:
params: dict | OrderedDict, params: dict | OrderedDict,
signed: bool = False, signed: bool = False,
action: str = 'get' action: str = 'get'
) -> dict[str, Any]: ) -> dict[str, Any]:
if signed: if signed:
@ -296,7 +297,7 @@ class Client:
resp = await getattr(self._sesh, action)( resp = await getattr(self._sesh, action)(
path=f'/api/v3/{method}', path=f'/api/v3/{method}',
params=params, params=params,
timeout=float('inf') timeout=float('inf'),
) )
return resproc(resp, log) return resproc(resp, log)
@ -476,6 +477,7 @@ class Client:
async def get_positions( async def get_positions(
self, self,
recv_window: int = 60000 recv_window: int = 60000
) -> tuple: ) -> tuple:
positions = {} positions = {}
volumes = {} volumes = {}
@ -509,7 +511,8 @@ class Client:
return await self._sapi( return await self._sapi(
'capital/deposit/hisrec', 'capital/deposit/hisrec',
params=params, params=params,
signed=True) signed=True,
)
async def get_withdrawls( async def get_withdrawls(
self, self,
@ -523,7 +526,8 @@ class Client:
return await self._sapi( return await self._sapi(
'capital/withdraw/history', 'capital/withdraw/history',
params=params, params=params,
signed=True) signed=True,
)
async def submit_limit( async def submit_limit(
self, self,
@ -732,7 +736,7 @@ async def stream_messages(
# ``msgspec.Struct`` does not runtime-validate until you # ``msgspec.Struct`` does not runtime-validate until you
# decode/encode, see: # decode/encode, see:
# https://jcristharif.com/msgspec/structs.html#type-validation # https://jcristharif.com/msgspec/structs.html#type-validation
msg = AggTrade(**msg) msg = AggTrade(**msg) # TODO: should we .copy() ?
yield 'trade', { yield 'trade', {
'symbol': msg.s, 'symbol': msg.s,
'last': msg.p, 'last': msg.p,