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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
parent 4f576b6f36 a111819667
commit 59249a8c1e
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GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 11 additions and 10 deletions
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21
piker/brokers/kucoin.py
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@ -21,14 +21,12 @@ Kucoin broker backend
from typing import ( from typing import (
Any, Any,
Callable, Callable,
Optional,
Literal, Literal,
AsyncGenerator AsyncGenerator
) )
from contextlib import asynccontextmanager as acm from contextlib import asynccontextmanager as acm
from datetime import datetime from datetime import datetime
import time import time
import math
import base64 import base64
import hmac import hmac
import hashlib import hashlib
@ -168,7 +166,7 @@ class BrokerConfig(Struct, frozen=True):
def get_config() -> BrokerConfig | None: def get_config() -> BrokerConfig | None:
conf, _= config.load() conf, _ = config.load()
section = conf.get('kucoin') section = conf.get('kucoin')
@ -176,7 +174,7 @@ def get_config() -> BrokerConfig | None:
log.warning('No config section found for kucoin in config') log.warning('No config section found for kucoin in config')
return None return None
return BrokerConfig(**section).typecast() return BrokerConfig(**section).copy()
class Client: class Client:
@ -209,8 +207,8 @@ class Client:
passphrase = base64.b64encode( passphrase = base64.b64encode(
hmac.new( hmac.new(
self._key_secret.encode('utf-8'), self._config.key_secret.encode('utf-8'),
self._key_passphrase.encode('utf-8'), self._config.key_passphrase.encode('utf-8'),
hashlib.sha256, hashlib.sha256,
).digest() ).digest()
) )
@ -218,7 +216,7 @@ class Client:
return { return {
'KC-API-SIGN': signature, 'KC-API-SIGN': signature,
'KC-API-TIMESTAMP': str(pendulum.now().int_timestamp * 1000), '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, 'KC-API-PASSPHRASE': passphrase,
# XXX: Even if using the v1 api - this stays the same # XXX: Even if using the v1 api - this stays the same
'KC-API-KEY-VERSION': '2', 'KC-API-KEY-VERSION': '2',
@ -249,7 +247,10 @@ class Client:
f'Error making request to {api_url} -> {res.json()["msg"]}') f'Error making request to {api_url} -> {res.json()["msg"]}')
return 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: Fetch ws token needed for sub access:
https://docs.kucoin.com/#apply-connect-token https://docs.kucoin.com/#apply-connect-token
@ -275,7 +276,6 @@ class Client:
f'Error making request for Kucoin ws token -> {data.json()["msg"]}' f'Error making request for Kucoin ws token -> {data.json()["msg"]}'
) )
async def _get_pairs( async def _get_pairs(
self, self,
) -> dict[str, KucoinMktPair]: ) -> dict[str, KucoinMktPair]:
@ -462,6 +462,7 @@ async def stream_quotes(
'fqsn': sym, 'fqsn': sym,
}, },
} }
@acm @acm
async def subscribe(ws: wsproto.WSConnection): 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, 'response': True,
} }
@trio_async_generator @trio_async_generator
async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]: async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
timeouts = 0 timeouts = 0
@ -569,7 +571,6 @@ async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
continue continue
if msg.get('subject'): if msg.get('subject'):
msg = KucoinMsg(**msg) msg = KucoinMsg(**msg)
match msg.subject: match msg.subject: