Port `kraken` backend to `httpx`
Tyler Goodlet
parent
129cf58d41
commit
95ace5acb8
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@ -27,8 +27,8 @@ from typing import (
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)
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import time
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import httpx
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import pendulum
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import asks
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import numpy as np
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import urllib.parse
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import hashlib
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@ -60,6 +60,11 @@ log = get_logger('piker.brokers.kraken')
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# <uri>/<version>/
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_url = 'https://api.kraken.com/0'
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_headers: dict[str, str] = {
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'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
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}
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# TODO: this is the only backend providing this right?
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# in which case we should drop it from the defaults and
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# instead make a custom fields descr in this module!
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@ -135,16 +140,15 @@ class Client:
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def __init__(
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self,
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config: dict[str, str],
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httpx_client: httpx.AsyncClient,
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name: str = '',
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api_key: str = '',
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secret: str = ''
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) -> None:
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self._sesh = asks.Session(connections=4)
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self._sesh.base_location = _url
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self._sesh.headers.update({
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'User-Agent':
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'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
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})
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self._sesh: httpx.AsyncClient = httpx_client
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self._name = name
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self._api_key = api_key
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self._secret = secret
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@ -167,9 +171,8 @@ class Client:
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data: dict,
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) -> dict[str, Any]:
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resp = await self._sesh.post(
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path=f'/public/{method}',
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url=f'/public/{method}',
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json=data,
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timeout=float('inf')
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)
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return resproc(resp, log)
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@ -180,18 +183,18 @@ class Client:
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uri_path: str
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) -> dict[str, Any]:
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headers = {
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'Content-Type':
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'application/x-www-form-urlencoded',
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'API-Key':
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self._api_key,
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'API-Sign':
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get_kraken_signature(uri_path, data, self._secret)
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'Content-Type': 'application/x-www-form-urlencoded',
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'API-Key': self._api_key,
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'API-Sign': get_kraken_signature(
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uri_path,
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data,
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self._secret,
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),
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}
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resp = await self._sesh.post(
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path=f'/private/{method}',
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url=f'/private/{method}',
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data=data,
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headers=headers,
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timeout=float('inf')
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)
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return resproc(resp, log)
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@ -665,24 +668,36 @@ class Client:
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@acm
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async def get_client() -> Client:
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conf = get_config()
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if conf:
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client = Client(
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conf,
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conf: dict[str, Any] = get_config()
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async with httpx.AsyncClient(
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base_url=_url,
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headers=_headers,
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# TODO: don't break these up and just do internal
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# conf lookups instead..
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name=conf['key_descr'],
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api_key=conf['api_key'],
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secret=conf['secret']
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)
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else:
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client = Client({})
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# TODO: is there a way to numerate this?
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# https://www.python-httpx.org/advanced/clients/#why-use-a-client
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# connections=4
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) as trio_client:
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if conf:
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client = Client(
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conf,
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httpx_client=trio_client,
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# at startup, load all symbols, and asset info in
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# batch requests.
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async with trio.open_nursery() as nurse:
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nurse.start_soon(client.get_assets)
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await client.get_mkt_pairs()
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# TODO: don't break these up and just do internal
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# conf lookups instead..
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name=conf['key_descr'],
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api_key=conf['api_key'],
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secret=conf['secret']
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)
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else:
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client = Client(
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conf={},
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httpx_client=trio_client,
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)
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yield client
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# at startup, load all symbols, and asset info in
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# batch requests.
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async with trio.open_nursery() as nurse:
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nurse.start_soon(client.get_assets)
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await client.get_mkt_pairs()
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yield client
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@ -612,18 +612,18 @@ async def open_trade_dialog(
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# enter relay loop
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await handle_order_updates(
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client,
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ws,
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stream,
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ems_stream,
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apiflows,
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ids,
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reqids2txids,
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acnt,
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api_trans,
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acctid,
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acc_name,
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token,
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client=client,
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ws=ws,
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ws_stream=stream,
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ems_stream=ems_stream,
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apiflows=apiflows,
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ids=ids,
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reqids2txids=reqids2txids,
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acnt=acnt,
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ledger=ledger,
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acctid=acctid,
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acc_name=acc_name,
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token=token,
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)
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@ -639,7 +639,8 @@ async def handle_order_updates(
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# transaction records which will be updated
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# on new trade clearing events (aka order "fills")
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ledger_trans: dict[str, Transaction],
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ledger: TransactionLedger,
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# ledger_trans: dict[str, Transaction],
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acctid: str,
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acc_name: str,
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token: str,
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@ -699,7 +700,8 @@ async def handle_order_updates(
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# if tid not in ledger_trans
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}
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for tid, trade in trades.items():
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assert tid not in ledger_trans
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# assert tid not in ledger_trans
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assert tid not in ledger
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txid = trade['ordertxid']
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reqid = trade.get('userref')
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@ -747,11 +749,17 @@ async def handle_order_updates(
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client,
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api_name_set='wsname',
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)
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ppmsgs = trades2pps(
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acnt,
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acctid,
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new_trans,
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ppmsgs: list[BrokerdPosition] = trades2pps(
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acnt=acnt,
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ledger=ledger,
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acctid=acctid,
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new_trans=new_trans,
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)
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# ppmsgs = trades2pps(
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# acnt,
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# acctid,
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# new_trans,
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# )
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for pp_msg in ppmsgs:
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await ems_stream.send(pp_msg)
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