Merge pull request #498 from pikers/small_kucoin_fixes

`kucoin` small fixes
kucoin_backend
jaredgoldman 2023-04-15 19:52:27 -04:00 committed by GitHub
commit 59249a8c1e
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 11 additions and 10 deletions

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@ -21,14 +21,12 @@ Kucoin broker backend
from typing import (
Any,
Callable,
Optional,
Literal,
AsyncGenerator
)
from contextlib import asynccontextmanager as acm
from datetime import datetime
import time
import math
import base64
import hmac
import hashlib
@ -168,7 +166,7 @@ class BrokerConfig(Struct, frozen=True):
def get_config() -> BrokerConfig | None:
conf, _= config.load()
conf, _ = config.load()
section = conf.get('kucoin')
@ -176,7 +174,7 @@ def get_config() -> BrokerConfig | None:
log.warning('No config section found for kucoin in config')
return None
return BrokerConfig(**section).typecast()
return BrokerConfig(**section).copy()
class Client:
@ -209,8 +207,8 @@ class Client:
passphrase = base64.b64encode(
hmac.new(
self._key_secret.encode('utf-8'),
self._key_passphrase.encode('utf-8'),
self._config.key_secret.encode('utf-8'),
self._config.key_passphrase.encode('utf-8'),
hashlib.sha256,
).digest()
)
@ -218,7 +216,7 @@ class Client:
return {
'KC-API-SIGN': signature,
'KC-API-TIMESTAMP': str(pendulum.now().int_timestamp * 1000),
'KC-API-KEY': self._key_id,
'KC-API-KEY': self._config.key_id,
'KC-API-PASSPHRASE': passphrase,
# XXX: Even if using the v1 api - this stays the same
'KC-API-KEY-VERSION': '2',
@ -249,7 +247,10 @@ class Client:
f'Error making request to {api_url} -> {res.json()["msg"]}')
return res.json()['msg']
async def _get_ws_token(self, private: bool = False) -> tuple[str, int] | None:
async def _get_ws_token(
self,
private: bool = False,
) -> tuple[str, int] | None:
'''
Fetch ws token needed for sub access:
https://docs.kucoin.com/#apply-connect-token
@ -275,7 +276,6 @@ class Client:
f'Error making request for Kucoin ws token -> {data.json()["msg"]}'
)
async def _get_pairs(
self,
) -> dict[str, KucoinMktPair]:
@ -462,6 +462,7 @@ async def stream_quotes(
'fqsn': sym,
},
}
@acm
async def subscribe(ws: wsproto.WSConnection):
@ -553,6 +554,7 @@ def make_sub(sym, connect_id, level='l1') -> dict[str, str | bool] | None:
'response': True,
}
@trio_async_generator
async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
timeouts = 0
@ -569,7 +571,6 @@ async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
continue
if msg.get('subject'):
msg = KucoinMsg(**msg)
match msg.subject: