From 49509d55d2d870b0eab1af81ad8b78e3f64d8a07 Mon Sep 17 00:00:00 2001
From: Tyler Goodlet <jgbt@protonmail.com>
Date: Fri, 29 Apr 2022 11:26:15 -0400
Subject: [PATCH] Implement `open_history_client()` correctly for `kraken`

---
 piker/brokers/kraken.py | 81 ++++++++++++++++++++++++++++++++++++-----
 1 file changed, 72 insertions(+), 9 deletions(-)

diff --git a/piker/brokers/kraken.py b/piker/brokers/kraken.py
index 44e4e6b0..0f5e2f2a 100644
--- a/piker/brokers/kraken.py
+++ b/piker/brokers/kraken.py
@@ -20,7 +20,8 @@ Kraken backend.
 '''
 from contextlib import asynccontextmanager as acm
 from dataclasses import asdict, field
-from typing import Any, Optional, AsyncIterator, Callable
+from datetime import datetime
+from typing import Any, Optional, AsyncIterator, Callable, Union
 import time
 
 from trio_typing import TaskStatus
@@ -40,7 +41,13 @@ import base64
 
 from .. import config
 from .._cacheables import open_cached_client
-from ._util import resproc, SymbolNotFound, BrokerError
+from ._util import (
+    resproc,
+    SymbolNotFound,
+    BrokerError,
+    DataThrottle,
+    DataUnavailable,
+)
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
 from ..data._web_bs import open_autorecon_ws, NoBsWs
@@ -305,7 +312,7 @@ class Client:
         action: str,
         size: float,
         reqid: str = None,
-        validate: bool = False # set True test call without a real submission
+        validate: bool = False  # set True test call without a real submission
     ) -> dict:
         '''
         Place an order and return integer request id provided by client.
@@ -391,17 +398,26 @@ class Client:
     async def bars(
         self,
         symbol: str = 'XBTUSD',
+
         # UTC 2017-07-02 12:53:20
-        since: int = None,
+        since: Optional[Union[int, datetime]] = None,
         count: int = 720,  # <- max allowed per query
         as_np: bool = True,
+
     ) -> dict:
+
         if since is None:
             since = pendulum.now('UTC').start_of('minute').subtract(
                 minutes=count).timestamp()
 
+        elif isinstance(since, int):
+            since = pendulum.from_timestamp(since).timestamp()
+
+        else:  # presumably a pendulum datetime
+            since = since.timestamp()
+
         # UTC 2017-07-02 12:53:20 is oldest seconds value
-        since = str(max(1499000000, since))
+        since = str(max(1499000000, int(since)))
         json = await self._public(
             'OHLC',
             data={
@@ -445,7 +461,16 @@ class Client:
             array = np.array(new_bars, dtype=_ohlc_dtype) if as_np else bars
             return array
         except KeyError:
-            raise SymbolNotFound(json['error'][0] + f': {symbol}')
+            errmsg = json['error'][0]
+
+            if 'not found' in errmsg:
+                raise SymbolNotFound(errmsg + f': {symbol}')
+
+            elif 'Too many requests' in errmsg:
+                raise DataThrottle(f'{symbol}')
+
+            else:
+                raise BrokerError(errmsg)
 
 
 @acm
@@ -668,8 +693,8 @@ async def handle_order_requests(
                                 oid=msg.oid,
                                 reqid=msg.reqid,
                                 symbol=msg.symbol,
-                                # TODO: maybe figure out if pending cancels will
-                                # eventually get cancelled
+                                # TODO: maybe figure out if pending
+                                # cancels will eventually get cancelled
                                 reason="Order cancel is still pending?",
                                 broker_details=resp
                             ).dict()
@@ -1003,7 +1028,45 @@ async def open_history_client(
 
     # TODO implement history getter for the new storage layer.
     async with open_cached_client('kraken') as client:
-        yield client
+
+        # lol, kraken won't send any more then the "last"
+        # 720 1m bars.. so we have to just ignore further
+        # requests of this type..
+        queries: int = 0
+
+        async def get_ohlc(
+            end_dt: Optional[datetime] = None,
+            start_dt: Optional[datetime] = None,
+
+        ) -> tuple[
+            np.ndarray,
+            datetime,  # start
+            datetime,  # end
+        ]:
+
+            nonlocal queries
+            if queries > 0:
+                raise DataUnavailable
+
+            count = 0
+            while count <= 3:
+                try:
+                    array = await client.bars(
+                        symbol,
+                        since=end_dt,
+                    )
+                    count += 1
+                    queries += 1
+                    break
+                except DataThrottle:
+                    log.warning(f'kraken OHLC throttle for {symbol}')
+                    await trio.sleep(1)
+
+            start_dt = pendulum.from_timestamp(array[0]['time'])
+            end_dt = pendulum.from_timestamp(array[-1]['time'])
+            return array, start_dt, end_dt
+
+        yield get_ohlc
 
 
 async def backfill_bars(