json_rpc_auth_wrapper

deribit_fix
Nelson Torres 2024-11-15 11:18:55 -03:00
parent df8d1274ae
commit 89e241c132
1 changed files with 40 additions and 69 deletions

View File

@ -236,6 +236,39 @@ class Client:
self.json_rpc = json_rpc self.json_rpc = json_rpc
self._auth_ts = None
self._auth_renew_ts = 5 # seconds to renew auth
async def _json_rpc_auth_wrapper(self, *args, **kwargs) -> JSONRPCResult:
"""Background task that adquires a first access token and then will
refresh the access token.
https://docs.deribit.com/?python#authentication-2
"""
access_scope = 'trade:read_write'
current_ts = time.time()
if not self._auth_ts or current_ts - self._auth_ts < self._auth_renew_ts:
# if we are close to token expiry time
params = {
'grant_type': 'client_credentials',
'client_id': self._key_id,
'client_secret': self._key_secret,
'scope': access_scope
}
resp = await self.json_rpc('public/auth', params)
result = resp.result
self._auth_ts = time.time() + result['expires_in']
return await self.json_rpc(*args, **kwargs)
async def get_balances( async def get_balances(
self, self,
kind: str = 'option' kind: str = 'option'
@ -246,7 +279,7 @@ class Client:
balances = {} balances = {}
for currency in self.currencies: for currency in self.currencies:
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
'private/get_positions', params={ 'private/get_positions', params={
'currency': currency.upper(), 'currency': currency.upper(),
'kind': kind}) 'kind': kind})
@ -264,7 +297,7 @@ class Client:
by symbol. by symbol.
""" """
assets = {} assets = {}
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
'public/get_currencies', 'public/get_currencies',
params={} params={}
) )
@ -311,7 +344,7 @@ class Client:
'type': 'limit', 'type': 'limit',
'price': price, 'price': price,
} }
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
f'private/{action}', params) f'private/{action}', params)
return resp.result return resp.result
@ -319,7 +352,7 @@ class Client:
async def submit_cancel(self, oid: str): async def submit_cancel(self, oid: str):
"""Send cancel request for order id """Send cancel request for order id
""" """
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
'private/cancel', {'order_id': oid}) 'private/cancel', {'order_id': oid})
return resp.result return resp.result
@ -367,7 +400,7 @@ class Client:
'expired': str(expired).lower() 'expired': str(expired).lower()
} }
resp: JSONRPCResult = await self.json_rpc( resp: JSONRPCResult = await self._json_rpc_auth_wrapper(
'public/get_instruments', 'public/get_instruments',
params, params,
) )
@ -449,7 +482,7 @@ class Client:
end_time = deribit_timestamp(end_dt) end_time = deribit_timestamp(end_dt)
# https://docs.deribit.com/#public-get_tradingview_chart_data # https://docs.deribit.com/#public-get_tradingview_chart_data
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
'public/get_tradingview_chart_data', 'public/get_tradingview_chart_data',
params={ params={
'instrument_name': instrument.upper(), 'instrument_name': instrument.upper(),
@ -486,7 +519,7 @@ class Client:
instrument: str, instrument: str,
count: int = 10 count: int = 10
): ):
resp = await self.json_rpc( resp = await self._json_rpc_auth_wrapper(
'public/get_last_trades_by_instrument', 'public/get_last_trades_by_instrument',
params={ params={
'instrument_name': instrument, 'instrument_name': instrument,
@ -508,68 +541,6 @@ async def get_client(
) as json_rpc ) as json_rpc
): ):
client = Client(json_rpc) client = Client(json_rpc)
_refresh_token: Optional[str] = None
_access_token: Optional[str] = None
async def _auth_loop(
task_status: TaskStatus = trio.TASK_STATUS_IGNORED
):
"""Background task that adquires a first access token and then will
refresh the access token while the nursery isn't cancelled.
https://docs.deribit.com/?python#authentication-2
"""
renew_time = 10
access_scope = 'trade:read_write'
_expiry_time = time.time()
got_access = False
nonlocal _refresh_token
nonlocal _access_token
while True:
if time.time() - _expiry_time < renew_time:
# if we are close to token expiry time
if _refresh_token != None:
# if we have a refresh token already dont need to send
# secret
params = {
'grant_type': 'refresh_token',
'refresh_token': _refresh_token,
'scope': access_scope
}
else:
# we don't have refresh token, send secret to initialize
params = {
'grant_type': 'client_credentials',
'client_id': client._key_id,
'client_secret': client._key_secret,
'scope': access_scope
}
resp = await json_rpc('public/auth', params)
result = resp.result
_expiry_time = time.time() + result['expires_in']
_refresh_token = result['refresh_token']
if 'access_token' in result:
_access_token = result['access_token']
if not got_access:
# first time this loop runs we must indicate task is
# started, we have auth
got_access = True
task_status.started()
else:
await trio.sleep(renew_time / 2)
# if we have client creds launch auth loop
if client._key_id is not None:
await n.start(_auth_loop)
await client.cache_symbols() await client.cache_symbols()
yield client yield client
n.cancel_scope.cancel() n.cancel_scope.cancel()