Port `kraken` backend to `httpx`

go_httpx_binance
Tyler Goodlet 2024-05-20 11:09:10 -04:00
parent 129cf58d41
commit 95ace5acb8
2 changed files with 76 additions and 53 deletions

View File

@ -27,8 +27,8 @@ from typing import (
)
import time
import httpx
import pendulum
import asks
import numpy as np
import urllib.parse
import hashlib
@ -60,6 +60,11 @@ log = get_logger('piker.brokers.kraken')
# <uri>/<version>/
_url = 'https://api.kraken.com/0'
_headers: dict[str, str] = {
'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
}
# TODO: this is the only backend providing this right?
# in which case we should drop it from the defaults and
# instead make a custom fields descr in this module!
@ -135,16 +140,15 @@ class Client:
def __init__(
self,
config: dict[str, str],
httpx_client: httpx.AsyncClient,
name: str = '',
api_key: str = '',
secret: str = ''
) -> None:
self._sesh = asks.Session(connections=4)
self._sesh.base_location = _url
self._sesh.headers.update({
'User-Agent':
'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
})
self._sesh: httpx.AsyncClient = httpx_client
self._name = name
self._api_key = api_key
self._secret = secret
@ -167,9 +171,8 @@ class Client:
data: dict,
) -> dict[str, Any]:
resp = await self._sesh.post(
path=f'/public/{method}',
url=f'/public/{method}',
json=data,
timeout=float('inf')
)
return resproc(resp, log)
@ -180,18 +183,18 @@ class Client:
uri_path: str
) -> dict[str, Any]:
headers = {
'Content-Type':
'application/x-www-form-urlencoded',
'API-Key':
self._api_key,
'API-Sign':
get_kraken_signature(uri_path, data, self._secret)
'Content-Type': 'application/x-www-form-urlencoded',
'API-Key': self._api_key,
'API-Sign': get_kraken_signature(
uri_path,
data,
self._secret,
),
}
resp = await self._sesh.post(
path=f'/private/{method}',
url=f'/private/{method}',
data=data,
headers=headers,
timeout=float('inf')
)
return resproc(resp, log)
@ -665,10 +668,19 @@ class Client:
@acm
async def get_client() -> Client:
conf = get_config()
conf: dict[str, Any] = get_config()
async with httpx.AsyncClient(
base_url=_url,
headers=_headers,
# TODO: is there a way to numerate this?
# https://www.python-httpx.org/advanced/clients/#why-use-a-client
# connections=4
) as trio_client:
if conf:
client = Client(
conf,
httpx_client=trio_client,
# TODO: don't break these up and just do internal
# conf lookups instead..
@ -677,7 +689,10 @@ async def get_client() -> Client:
secret=conf['secret']
)
else:
client = Client({})
client = Client(
conf={},
httpx_client=trio_client,
)
# at startup, load all symbols, and asset info in
# batch requests.

View File

@ -612,18 +612,18 @@ async def open_trade_dialog(
# enter relay loop
await handle_order_updates(
client,
ws,
stream,
ems_stream,
apiflows,
ids,
reqids2txids,
acnt,
api_trans,
acctid,
acc_name,
token,
client=client,
ws=ws,
ws_stream=stream,
ems_stream=ems_stream,
apiflows=apiflows,
ids=ids,
reqids2txids=reqids2txids,
acnt=acnt,
ledger=ledger,
acctid=acctid,
acc_name=acc_name,
token=token,
)
@ -639,7 +639,8 @@ async def handle_order_updates(
# transaction records which will be updated
# on new trade clearing events (aka order "fills")
ledger_trans: dict[str, Transaction],
ledger: TransactionLedger,
# ledger_trans: dict[str, Transaction],
acctid: str,
acc_name: str,
token: str,
@ -699,7 +700,8 @@ async def handle_order_updates(
# if tid not in ledger_trans
}
for tid, trade in trades.items():
assert tid not in ledger_trans
# assert tid not in ledger_trans
assert tid not in ledger
txid = trade['ordertxid']
reqid = trade.get('userref')
@ -747,11 +749,17 @@ async def handle_order_updates(
client,
api_name_set='wsname',
)
ppmsgs = trades2pps(
acnt,
acctid,
new_trans,
ppmsgs: list[BrokerdPosition] = trades2pps(
acnt=acnt,
ledger=ledger,
acctid=acctid,
new_trans=new_trans,
)
# ppmsgs = trades2pps(
# acnt,
# acctid,
# new_trans,
# )
for pp_msg in ppmsgs:
await ems_stream.send(pp_msg)