get positions working for kraken
parent
20a5ffdc2b
commit
5b01c84afd
|
@ -8,8 +8,8 @@ expires_at = 1616095326.355846
|
||||||
|
|
||||||
[kraken]
|
[kraken]
|
||||||
key_descr = "api_0"
|
key_descr = "api_0"
|
||||||
public_key = ""
|
api_key = ""
|
||||||
private_key = ""
|
secret = ""
|
||||||
|
|
||||||
[ib]
|
[ib]
|
||||||
host = "127.0.0.1"
|
host = "127.0.0.1"
|
||||||
|
|
|
@ -138,6 +138,19 @@ class OHLC:
|
||||||
ticks: List[Any] = field(default_factory=list)
|
ticks: List[Any] = field(default_factory=list)
|
||||||
|
|
||||||
|
|
||||||
|
def get_config() -> dict[str, Any]:
|
||||||
|
|
||||||
|
conf, path = config.load()
|
||||||
|
|
||||||
|
section = conf.get('kraken')
|
||||||
|
|
||||||
|
if section is None:
|
||||||
|
log.warning(f'No config section found for kraken in {path}')
|
||||||
|
return {}
|
||||||
|
|
||||||
|
return section
|
||||||
|
|
||||||
|
|
||||||
def get_kraken_signature(
|
def get_kraken_signature(
|
||||||
urlpath: str,
|
urlpath: str,
|
||||||
data: Dict[str, Any],
|
data: Dict[str, Any],
|
||||||
|
@ -170,6 +183,7 @@ class Client:
|
||||||
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
|
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
|
||||||
})
|
})
|
||||||
self._pairs: list[str] = []
|
self._pairs: list[str] = []
|
||||||
|
self._name = ''
|
||||||
self._api_key = ''
|
self._api_key = ''
|
||||||
self._secret = ''
|
self._secret = ''
|
||||||
|
|
||||||
|
@ -258,7 +272,7 @@ class Client:
|
||||||
else:
|
else:
|
||||||
positions[pair] /= asset_balance
|
positions[pair] /= asset_balance
|
||||||
|
|
||||||
return positions
|
return positions, vols
|
||||||
|
|
||||||
async def symbol_info(
|
async def symbol_info(
|
||||||
self,
|
self,
|
||||||
|
@ -373,16 +387,15 @@ class Client:
|
||||||
async def get_client() -> Client:
|
async def get_client() -> Client:
|
||||||
client = Client()
|
client = Client()
|
||||||
|
|
||||||
conf, path = config.load()
|
## TODO: maybe add conditional based on section
|
||||||
section = conf.get('kraken')
|
section = get_config()
|
||||||
|
client._name = section['key_descr']
|
||||||
client._api_key = section['api_key']
|
client._api_key = section['api_key']
|
||||||
client._secret = section['secret']
|
client._secret = section['secret']
|
||||||
data = {
|
## TODO: Add a client attribute to hold this info
|
||||||
# add non-nonce and non-ofs vars
|
#data = {
|
||||||
}
|
# # add non-nonce and non-ofs vars
|
||||||
# positions = await client.get_positions(data)
|
#}
|
||||||
|
|
||||||
# await tractor.breakpoint()
|
|
||||||
|
|
||||||
# at startup, load all symbols locally for fast search
|
# at startup, load all symbols locally for fast search
|
||||||
await client.cache_symbols()
|
await client.cache_symbols()
|
||||||
|
@ -390,6 +403,36 @@ async def get_client() -> Client:
|
||||||
yield client
|
yield client
|
||||||
|
|
||||||
|
|
||||||
|
def pack_position(
|
||||||
|
acc: str,
|
||||||
|
symkey: str,
|
||||||
|
pos: float,
|
||||||
|
vol: float
|
||||||
|
) -> dict[str, Any]:
|
||||||
|
|
||||||
|
return BrokerdPosition(
|
||||||
|
broker='kraken',
|
||||||
|
account=acc,
|
||||||
|
symbol=symkey,
|
||||||
|
currency=symkey[-3:],
|
||||||
|
size=float(vol),
|
||||||
|
avg_price=float(pos),
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def normalize_symbol(
|
||||||
|
ticker: str
|
||||||
|
) -> str:
|
||||||
|
symlen = len(ticker)
|
||||||
|
if symlen == 6:
|
||||||
|
return ticker.lower()
|
||||||
|
else:
|
||||||
|
for sym in ['XXBT', 'XXMR', 'ZEUR']:
|
||||||
|
if sym in ticker:
|
||||||
|
ticker = ticker.replace(sym, sym[1:])
|
||||||
|
return ticker.lower()
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
async def trades_dialogue(
|
async def trades_dialogue(
|
||||||
ctx: tractor.Context,
|
ctx: tractor.Context,
|
||||||
|
@ -399,23 +442,28 @@ async def trades_dialogue(
|
||||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
get_console_log(loglevel or tractor.current_actor().loglevel)
|
||||||
|
|
||||||
# deliver positions to subscriber before anything else
|
# Authenticated block
|
||||||
# positions = await _trio_run_client_method(method='positions')
|
async with get_client() as client:
|
||||||
|
acc_name = 'kraken.' + client._name
|
||||||
|
positions, vols = await client.get_positions()
|
||||||
|
|
||||||
global _accounts2clients
|
all_positions = []
|
||||||
|
|
||||||
positions = await client.get_positions()
|
for ticker, pos in positions.items():
|
||||||
|
norm_sym = normalize_symbol(ticker)
|
||||||
|
if float(vols[ticker]) != 0:
|
||||||
|
msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
|
||||||
|
all_positions.append(msg.dict())
|
||||||
|
|
||||||
await tractor.breakpoint()
|
#await tractor.breakpoint()
|
||||||
|
|
||||||
|
await ctx.started((all_positions, (acc_name,)))
|
||||||
|
|
||||||
all_positions = {}
|
await trio.sleep_forever()
|
||||||
|
|
||||||
for pos in positions:
|
# async with (
|
||||||
msg = pack_position(pos)
|
# ctx.open_stream() as ems_stream,
|
||||||
all_positions[msg.symbol] = msg.dict()
|
#
|
||||||
|
|
||||||
await ctx.started(all_positions)
|
|
||||||
|
|
||||||
|
|
||||||
async def stream_messages(ws):
|
async def stream_messages(ws):
|
||||||
|
|
|
@ -493,7 +493,8 @@ async def open_brokerd_trades_dialogue(
|
||||||
finally:
|
finally:
|
||||||
# parent context must have been closed
|
# parent context must have been closed
|
||||||
# remove from cache so next client will respawn if needed
|
# remove from cache so next client will respawn if needed
|
||||||
_router.relays.pop(broker)
|
## TODO: Maybe add a warning
|
||||||
|
_router.relays.pop(broker, None)
|
||||||
|
|
||||||
|
|
||||||
@tractor.context
|
@tractor.context
|
||||||
|
|
|
@ -389,7 +389,7 @@ async def handle_order_requests(
|
||||||
account = request_msg['account']
|
account = request_msg['account']
|
||||||
if account != 'paper':
|
if account != 'paper':
|
||||||
log.error(
|
log.error(
|
||||||
'On a paper account, only a `paper` selection is valid'
|
'This is a paper account, only a `paper` selection is valid'
|
||||||
)
|
)
|
||||||
await ems_order_stream.send(BrokerdError(
|
await ems_order_stream.send(BrokerdError(
|
||||||
oid=request_msg['oid'],
|
oid=request_msg['oid'],
|
||||||
|
@ -463,7 +463,8 @@ async def trades_dialogue(
|
||||||
):
|
):
|
||||||
# TODO: load paper positions per broker from .toml config file
|
# TODO: load paper positions per broker from .toml config file
|
||||||
# and pass as symbol to position data mapping: ``dict[str, dict]``
|
# and pass as symbol to position data mapping: ``dict[str, dict]``
|
||||||
await ctx.started(({}, ['paper']))
|
# await ctx.started(all_positions)
|
||||||
|
await ctx.started(({}, {'paper',}))
|
||||||
|
|
||||||
async with (
|
async with (
|
||||||
ctx.open_stream() as ems_stream,
|
ctx.open_stream() as ems_stream,
|
||||||
|
|
Loading…
Reference in New Issue