Remove breakpoints, simplify backoff logic
parent
68a06093e9
commit
68d0327d41
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@ -181,6 +181,7 @@ class Client:
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self._key_id = config.key_id
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self._key_secret = config.key_secret
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self._key_passphrase = config.key_passphrase
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log.info('User credentials added')
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def _gen_auth_req_headers(
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self,
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@ -193,7 +194,6 @@ class Client:
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https://docs.kucoin.com/#authentication
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'''
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breakpoint()
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now = int(time.time() * 1000)
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path = f'/api/{api_v}{endpoint}'
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str_to_sign = str(now) + action + path
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@ -273,6 +273,8 @@ class Client:
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entries = await self._request('GET', '/symbols')
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syms = {item['name']: KucoinMktPair(**item) for item in entries}
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log.info('Kucoin market pairs fetches')
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return syms
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async def cache_pairs(
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@ -358,7 +360,7 @@ class Client:
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if not isinstance(data, list):
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# Do a gradual backoff if Kucoin is rate limiting us
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backoff_interval = i + (randint(0, 1000) / 1000)
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backoff_interval = i
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log.warn(f'History call failed, backing off for {backoff_interval}s')
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await trio.sleep(backoff_interval)
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else:
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@ -388,7 +390,6 @@ class Client:
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case 'index':
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row.append(int(value))
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case 'time':
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# row.append(int(value) + (3600 * 4))
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row.append(value)
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case _:
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row.append(float(value))
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@ -399,10 +400,6 @@ class Client:
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return array
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def kucoin_timestamp(dt: datetime):
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return math.trunc(time.mktime(dt.timetuple()))
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def fqsn_to_kucoin_sym(fqsn: str, pairs: dict[str, KucoinMktPair]) -> str:
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pair_data = pairs[fqsn]
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return pair_data.baseCurrency + '-' + pair_data.quoteCurrency
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@ -483,12 +480,13 @@ async def stream_quotes(
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'''
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async with trio.open_nursery() as n:
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# TODO: cache this task so it's only called once
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async def ping_server():
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while True:
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await trio.sleep((ping_interval - 1000) / 1000)
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await ws.send_msg({'id': connect_id, 'type': 'ping'})
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log.info(f'Starting ping task for {sym}')
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n.start_soon(ping_server)
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yield ws
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@ -497,12 +495,13 @@ async def stream_quotes(
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# Spawn the ping task here
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async with open_ping_task(ws) as ws:
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# subscribe to market feedz here
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log.info(f'Subscribing to {kucoin_sym} feed')
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trade_sub = make_sub(kucoin_sym, connect_id, level='l3')
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l1_sub = make_sub(kucoin_sym, connect_id, level='l1')
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await ws.send_msg(trade_sub)
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await ws.send_msg(l1_sub)
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tasks = []
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tasks.append(make_sub(kucoin_sym, connect_id, level='l3'))
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tasks.append(make_sub(kucoin_sym, connect_id, level='l1'))
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for task in tasks:
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log.info(f'Subscribing to {task.level} feed for {sym}')
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await ws.send_msg(task)
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yield
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@ -547,6 +546,7 @@ def make_sub(sym, connect_id, level='l1') -> dict[str, str | bool]:
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'privateChannel': False,
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'response': True,
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}
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case 'l3':
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return {
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'id': connect_id,
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@ -555,8 +555,6 @@ def make_sub(sym, connect_id, level='l1') -> dict[str, str | bool]:
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'privateChannel': False,
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'response': True,
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}
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case _:
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return {}
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async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
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@ -630,6 +628,7 @@ async def open_history_client(
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type: str = '1m',
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) -> AsyncGenerator[Callable, None]:
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async with open_cached_client('kucoin') as client:
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log.info('Attempting to open kucoin history client')
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async def get_ohlc_history(
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@ -637,6 +636,7 @@ async def open_history_client(
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end_dt: datetime | None = None,
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start_dt: datetime | None = None,
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) -> tuple[np.ndarray, datetime | None, datetime | None]: # start # end
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if timeframe != 60:
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raise DataUnavailable('Only 1m bars are supported')
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@ -647,6 +647,7 @@ async def open_history_client(
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)
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times = array['time']
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if end_dt is None:
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inow = round(time.time())
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@ -656,13 +657,12 @@ async def open_history_client(
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if (inow - times[-1]) > 60:
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await tractor.breakpoint()
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start_dt = pendulum.from_timestamp(times[0])
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end_dt = pendulum.from_timestamp(times[-1])
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log.info('History succesfully fetched baby')
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# breakpoint()
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# print(f'OUTPUTTED END TIME: {time.ctime(kucoin_timestamp(end_dt))}')
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# print(f'OUTPUTTED START TIME: {time.ctime(kucoin_timestamp(start_dt))}')
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# print(f'DIFFERENCE IN MINUTES {(end_dt - start_dt).in_minutes()}')
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return array, start_dt, end_dt
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yield get_ohlc_history, {}
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