Port backend to
parent
44b8c70521
commit
993a2385b4
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@ -43,7 +43,7 @@ import trio
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from pendulum import (
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now,
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)
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import asks
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import httpx
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from rapidfuzz import process as fuzzy
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import numpy as np
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@ -147,7 +147,7 @@ def binance_timestamp(
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class Client:
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'''
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Async ReST API client using ``trio`` + ``asks`` B)
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Async ReST API client using ``trio`` + ``httpx`` B)
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Supports all of the spot, margin and futures endpoints depending
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on method.
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@ -158,6 +158,7 @@ class Client:
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# TODO: change this to `Client.[mkt_]venue: MarketType`?
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mkt_mode: MarketType = 'spot',
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httpx_client: httpx.AsyncClient,
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) -> None:
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# build out pair info tables for each market type
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@ -186,23 +187,7 @@ class Client:
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# market symbols for use by search. See `.exch_info()`.
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self._pairs: ChainMap[str, Pair] = ChainMap()
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# spot EPs sesh
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self._sesh = asks.Session(connections=4)
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self._sesh.base_location: str = _spot_url
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# spot testnet
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self._test_sesh: asks.Session = asks.Session(connections=4)
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self._test_sesh.base_location: str = _testnet_spot_url
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# margin and extended spot endpoints session.
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self._sapi_sesh = asks.Session(connections=4)
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self._sapi_sesh.base_location: str = _spot_url
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# futes EPs sesh
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self._fapi_sesh = asks.Session(connections=4)
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self._fapi_sesh.base_location: str = _futes_url
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# futes testnet
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self._test_fapi_sesh: asks.Session = asks.Session(connections=4)
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self._test_fapi_sesh.base_location: str = _testnet_futes_url
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self._create_sessions(httpx_client)
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# global client "venue selection" mode.
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# set this when you want to switch venues and not have to
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@ -212,7 +197,7 @@ class Client:
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# per 8
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self.venue_sesh: dict[
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str, # venue key
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tuple[asks.Session, str] # session, eps path
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tuple[httpx.AsyncClient, str] # session, eps path
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] = {
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'spot': (self._sesh, '/api/v3/'),
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'spot_testnet': (self._test_sesh, '/fapi/v1/'),
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@ -242,12 +227,21 @@ class Client:
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# https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
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self.conf: dict = get_config()
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self._setup_api_keys()
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def _setup_api_keys(
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self
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) -> None:
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"""
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Set up API keys for the configured venues and sessions.
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"""
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for key, subconf in self.conf.items():
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if api_key := subconf.get('api_key', ''):
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venue_keys: list[str] = self.confkey2venuekeys[key]
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venue_key: str
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sesh: asks.Session
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sesh: httpx.AsyncClient
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for venue_key in venue_keys:
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sesh, _ = self.venue_sesh[venue_key]
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@ -272,6 +266,26 @@ class Client:
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]
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testnet_sesh.headers.update(api_key_header)
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def _create_sessions(
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self,
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httpx_client: httpx.AsyncClient
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) -> None:
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"""
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Create the necessary AsyncClient sessions for different endpoints.
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"""
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# spot EPs sesh
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self._sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
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# spot testnet
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self._test_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=__testnet_spot_url)
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# margin and extended spot endpoints session.
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self._sapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
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# futes EPs sesh
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self._fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_futes_url)
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# futes testnet
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self._test_fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_testnet_futes_url)
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def _mk_sig(
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self,
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data: dict,
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@ -360,7 +374,7 @@ class Client:
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venue=venue_key,
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)
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sesh: asks.Session
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sesh: httpx.AsyncClient
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path: str
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# Check if we're configured to route order requests to the
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