Add exponential retry case for history client

piker/brokers/kucoin.py

@@ -19,6 +19,7 @@ Kucoin broker backend
 
 """
 
+from random import randint
 from typing import Any, Callable, Optional, Literal, AsyncGenerator
 from contextlib import asynccontextmanager as acm
 from datetime import datetime
@@ -62,17 +63,6 @@ _ohlc_dtype = [
 ]
 
 
-def get_config() -> dict[str, dict]:
-    conf, path = config.load()
-
-    section = conf.get("kucoin")
-
-    if section is None:
-        log.warning("No config section found for kucoin in config")
-
-    return section
-
-
 class KucoinMktPair(Struct, frozen=True):
     '''
     Kucoin's pair format
@@ -137,6 +127,12 @@ class KucoinTrade(Struct, frozen=True):
     time: float
 
 
+class BrokerConfig(Struct, frozen=True):
+    key_id: str
+    key_secret: str
+    key_passphrase: str
+
+
 class KucoinTradeMsg(Struct, frozen=True):
     type: str
     topic: str
@@ -144,6 +140,18 @@ class KucoinTradeMsg(Struct, frozen=True):
     data: list[KucoinTrade]
 
 
+def get_config() -> BrokerConfig | None:
+    conf, path = config.load()
+
+    section = conf.get("kucoin")
+
+    if section is None:
+        log.warning("No config section found for kucoin in config")
+        return None
+
+    return BrokerConfig(**section)
+
+
 class Client:
     def __init__(self) -> None:
         self._pairs: dict[str, KucoinMktPair] = {}
@@ -153,25 +161,25 @@ class Client:
         self._key_passphrase: str
         self._authenticated: bool = False
 
-        config = get_config()
+        config: BrokerConfig | None = get_config()
 
         if (
             config
-            and float("key_id" in config)
+            and float(config.key_id)
-            and ("key_secret" in config)
+            and config.key_secret
-            and ("key_passphrase" in config)
+            and config.key_passphrase
         ):
             self._authenticated = True
-            self._key_id = config["key_id"]
+            self._key_id = config.key_id
-            self._key_secret = config["key_secret"]
+            self._key_secret = config.key_secret
-            self._key_passphrase = config["key_passphrase"]
+            self._key_passphrase = config.key_passphrase
 
     def _gen_auth_req_headers(
         self,
         action: Literal["POST", "GET"],
         endpoint: str,
         api_v: str = "v2",
-    ) -> dict[str, str]:
+    ) -> dict[str, str | bytes]:
         '''
         Generate authenticated request headers
         https://docs.kucoin.com/#authentication
@@ -212,7 +220,7 @@ class Client:
         endpoint: str,
         api_v: str = "v2",
         headers: dict = {},
-    ) -> dict[str, Any]:
+    ) -> Any:
         '''
         Generic request wrapper for Kucoin API
 
@@ -221,12 +229,14 @@ class Client:
             headers = self._gen_auth_req_headers(action, endpoint, api_v)
 
         api_url = f"https://api.kucoin.com/api/{api_v}{endpoint}"
+
         res = await asks.request(action, api_url, headers=headers)
 
         if "data" in res.json():
             return res.json()["data"]
         else:
             log.error(f'Error making request to {api_url} -> {res.json()["msg"]}')
+            return res.json()["msg"]
 
     async def _get_ws_token(
         self,
@@ -237,14 +247,18 @@ class Client:
 
         '''
         token_type = "private" if private else "public"
-        data = await self._request("POST", f"/bullet-{token_type}", "v1")
+        data: dict[str, Any] | None = await self._request(
+            "POST",
+            f"/bullet-{token_type}",
+            "v1"
+        )
 
-        if "token" in data:
+        if data and "token" in data:
-            ping_interval = data["instanceServers"][0]["pingInterval"]
+            ping_interval: int = data["instanceServers"][0]["pingInterval"]
             return data["token"], ping_interval
-        else:
+        elif data:
             log.error(
-                f'Error making request for Kucoin ws token -> {res.json()["msg"]}'
+                f'Error making request for Kucoin ws token -> {data.json()["msg"]}'
             )
 
     async def _get_pairs(
@@ -297,8 +311,9 @@ class Client:
         # repack in dict form
         return {kucoin_sym_to_fqsn(item[0].name): item[0] for item in matches}
 
-    async def last_trades(self, sym: str) -> AccountResponse:
+    async def last_trades(self, sym: str) -> list[AccountTrade]:
         trades = await self._request("GET", f"/accounts/ledgers?currency={sym}", "v1")
+        trades = AccountResponse(**trades)
         return trades.items
 
     async def _get_bars(
@@ -327,12 +342,19 @@ class Client:
         kucoin_sym = fqsn_to_kucoin_sym(fqsn, self._pairs)
 
         url = f"/market/candles?type={type}&symbol={kucoin_sym}&startAt={start_dt}&endAt={end_dt}"
+        bars = []
+        for i in range(10):
 
-        bars = await self._request(
+            res = await self._request(
                 "GET",
                 url,
                 api_v="v1",
             )
+            if not isinstance(res, list):
+                await trio.sleep(i + (randint(0, 1000) / 1000))
+            else:
+                bars = res
+                break
 
         # Map to OHLC values to dict then to np array
         new_bars = []