get positions working for kraken
parent
4a3515541d
commit
ca8ef26ea5
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@ -8,8 +8,8 @@ expires_at = 1616095326.355846
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[kraken]
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key_descr = "api_0"
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public_key = ""
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private_key = ""
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api_key = ""
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secret = ""
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[ib]
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host = "127.0.0.1"
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@ -138,6 +138,19 @@ class OHLC:
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ticks: List[Any] = field(default_factory=list)
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def get_config() -> dict[str, Any]:
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conf, path = config.load()
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section = conf.get('kraken')
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if section is None:
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log.warning(f'No config section found for kraken in {path}')
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return {}
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return section
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def get_kraken_signature(
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urlpath: str,
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data: Dict[str, Any],
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@ -170,6 +183,7 @@ class Client:
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'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
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})
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self._pairs: list[str] = []
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self._name = ''
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self._api_key = ''
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self._secret = ''
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@ -258,7 +272,7 @@ class Client:
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else:
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positions[pair] /= asset_balance
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return positions
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return positions, vols
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async def symbol_info(
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self,
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@ -373,16 +387,15 @@ class Client:
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async def get_client() -> Client:
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client = Client()
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conf, path = config.load()
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section = conf.get('kraken')
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## TODO: maybe add conditional based on section
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section = get_config()
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client._name = section['key_descr']
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client._api_key = section['api_key']
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client._secret = section['secret']
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data = {
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# add non-nonce and non-ofs vars
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}
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# positions = await client.get_positions(data)
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# await tractor.breakpoint()
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## TODO: Add a client attribute to hold this info
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#data = {
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# # add non-nonce and non-ofs vars
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#}
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# at startup, load all symbols locally for fast search
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await client.cache_symbols()
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@ -390,6 +403,36 @@ async def get_client() -> Client:
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yield client
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def pack_position(
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acc: str,
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symkey: str,
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pos: float,
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vol: float
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) -> dict[str, Any]:
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return BrokerdPosition(
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broker='kraken',
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account=acc,
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symbol=symkey,
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currency=symkey[-3:],
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size=float(vol),
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avg_price=float(pos),
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)
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def normalize_symbol(
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ticker: str
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) -> str:
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symlen = len(ticker)
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if symlen == 6:
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return ticker.lower()
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else:
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for sym in ['XXBT', 'XXMR', 'ZEUR']:
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if sym in ticker:
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ticker = ticker.replace(sym, sym[1:])
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return ticker.lower()
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@tractor.context
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async def trades_dialogue(
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ctx: tractor.Context,
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@ -399,23 +442,28 @@ async def trades_dialogue(
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# XXX: required to propagate ``tractor`` loglevel to piker logging
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get_console_log(loglevel or tractor.current_actor().loglevel)
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# deliver positions to subscriber before anything else
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# positions = await _trio_run_client_method(method='positions')
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# Authenticated block
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async with get_client() as client:
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acc_name = 'kraken.' + client._name
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positions, vols = await client.get_positions()
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global _accounts2clients
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all_positions = []
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positions = await client.get_positions()
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for ticker, pos in positions.items():
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norm_sym = normalize_symbol(ticker)
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if float(vols[ticker]) != 0:
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msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
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all_positions.append(msg.dict())
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await tractor.breakpoint()
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#await tractor.breakpoint()
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await ctx.started((all_positions, (acc_name,)))
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all_positions = {}
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await trio.sleep_forever()
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for pos in positions:
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msg = pack_position(pos)
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all_positions[msg.symbol] = msg.dict()
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await ctx.started(all_positions)
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# async with (
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# ctx.open_stream() as ems_stream,
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#
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async def stream_messages(ws):
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@ -489,7 +489,8 @@ async def open_brokerd_trades_dialogue(
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finally:
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# parent context must have been closed
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# remove from cache so next client will respawn if needed
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_router.relays.pop(broker)
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## TODO: Maybe add a warning
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_router.relays.pop(broker, None)
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@tractor.context
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@ -389,7 +389,7 @@ async def handle_order_requests(
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account = request_msg['account']
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if account != 'paper':
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log.error(
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'On a paper account, only a `paper` selection is valid'
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'This is a paper account, only a `paper` selection is valid'
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)
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await ems_order_stream.send(BrokerdError(
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oid=request_msg['oid'],
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@ -463,7 +463,8 @@ async def trades_dialogue(
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):
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# TODO: load paper positions per broker from .toml config file
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# and pass as symbol to position data mapping: ``dict[str, dict]``
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await ctx.started(({}, ['paper']))
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# await ctx.started(all_positions)
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await ctx.started(({}, {'paper',}))
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async with (
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ctx.open_stream() as ems_stream,
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