goodboy
GitHub
commit
d26fea70c7
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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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@ -14,13 +14,13 @@
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# You should have received a copy of the GNU Affero General Public License
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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"""
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'''
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Kraken backend.
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"""
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'''
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from contextlib import asynccontextmanager
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from dataclasses import asdict, field
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from typing import List, Dict, Any, Tuple, Optional
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from typing import Dict, List, Tuple, Any, Optional, AsyncIterator
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import time
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from trio_typing import TaskStatus
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@ -33,12 +33,25 @@ import tractor
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from pydantic.dataclasses import dataclass
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from pydantic import BaseModel
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import wsproto
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from itertools import count
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import urllib.parse
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import hashlib
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import hmac
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import base64
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from .. import config
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from .._cacheables import open_cached_client
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from ._util import resproc, SymbolNotFound, BrokerError
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from ..log import get_logger, get_console_log
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from ..data import ShmArray
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from ..data._web_bs import open_autorecon_ws
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from ..data._web_bs import open_autorecon_ws, NoBsWs
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from ..clearing._paper_engine import PaperBoi
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from ..clearing._messages import (
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BrokerdPosition, BrokerdOrder, BrokerdStatus,
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BrokerdOrderAck, BrokerdError, BrokerdCancel,
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BrokerdFill,
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)
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log = get_logger(__name__)
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@ -106,13 +119,27 @@ class Pair(BaseModel):
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ordermin: float # minimum order volume for pair
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class Trade(BaseModel):
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'''
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Trade class that helps parse and validate ownTrades stream
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'''
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reqid: str # kraken order transaction id
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action: str # buy or sell
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price: str # price of asset
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size: str # vol of asset
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broker_time: str # e.g GTC, GTD
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@dataclass
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class OHLC:
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"""Description of the flattened OHLC quote format.
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'''
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Description of the flattened OHLC quote format.
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For schema details see:
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https://docs.kraken.com/websockets/#message-ohlc
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"""
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'''
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chan_id: int # internal kraken id
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chan_name: str # eg. ohlc-1 (name-interval)
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pair: str # fx pair
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@ -129,9 +156,52 @@ 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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secret: str
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) -> str:
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postdata = urllib.parse.urlencode(data)
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encoded = (str(data['nonce']) + postdata).encode()
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message = urlpath.encode() + hashlib.sha256(encoded).digest()
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mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
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sigdigest = base64.b64encode(mac.digest())
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return sigdigest.decode()
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class InvalidKey(ValueError):
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'''
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EAPI:Invalid key
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This error is returned when the API key used for the call is
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either expired or disabled, please review the API key in your
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Settings -> API tab of account management or generate a new one
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and update your application.
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'''
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class Client:
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def __init__(self) -> None:
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def __init__(
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self,
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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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@ -139,6 +209,9 @@ 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 = name
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self._api_key = api_key
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self._secret = secret
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@property
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def pairs(self) -> Dict[str, Any]:
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@ -162,6 +235,108 @@ class Client:
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)
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return resproc(resp, log)
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async def _private(
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self,
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method: str,
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data: dict,
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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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}
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resp = await self._sesh.post(
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path=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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async def endpoint(
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self,
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method: str,
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data: Dict[str, Any]
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) -> Dict[str, Any]:
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uri_path = f'/0/private/{method}'
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data['nonce'] = str(int(1000*time.time()))
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return await self._private(method, data, uri_path)
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async def get_trades(
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self,
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data: Dict[str, Any] = {}
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) -> Dict[str, Any]:
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data['ofs'] = 0
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# Grab all trade history
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# https://docs.kraken.com/rest/#operation/getTradeHistory
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# Kraken uses 'ofs' to refer to the offset
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while True:
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resp = await self.endpoint('TradesHistory', data)
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# grab the first 50 trades
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if data['ofs'] == 0:
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trades = resp['result']['trades']
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# load the next 50 trades using dict constructor
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# for speed
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elif data['ofs'] == 50:
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trades = dict(trades, **resp['result']['trades'])
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# catch the end of the trades
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elif resp['result']['trades'] == {}:
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count = resp['result']['count']
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break
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# update existing dict if num trades exceeds 100
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else:
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trades.update(resp['result']['trades'])
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# increment the offset counter
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data['ofs'] += 50
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# To avoid exceeding API rate limit in case of a lot of trades
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await trio.sleep(1)
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# make sure you grabbed all the trades
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assert count == len(trades.values())
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return trades
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async def submit_limit(
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self,
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oid: str,
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symbol: str,
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price: float,
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action: str,
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size: float,
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reqid: int = None,
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) -> int:
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'''
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Place an order and return integer request id provided by client.
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'''
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# Build order data for kraken api
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data = {
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"userref": reqid,
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"ordertype": "limit",
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"type": action,
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"volume": str(size),
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"pair": symbol,
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"price": str(price),
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# set to True test AddOrder call without a real submission
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"validate": False
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}
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return await self.endpoint('AddOrder', data)
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async def submit_cancel(
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self,
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reqid: str,
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) -> None:
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'''
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Send cancel request for order id ``reqid``.
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'''
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# txid is a transaction id given by kraken
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return await self.endpoint('CancelOrder', {"txid": reqid})
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async def symbol_info(
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self,
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pair: Optional[str] = None,
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@ -271,9 +446,19 @@ class Client:
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raise SymbolNotFound(json['error'][0] + f': {symbol}')
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@asynccontextmanager
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async def get_client() -> Client:
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client = Client()
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section = get_config()
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if section:
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client = Client(
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name=section['key_descr'],
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api_key=section['api_key'],
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secret=section['secret']
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)
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else:
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client = Client()
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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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@ -281,8 +466,347 @@ async def get_client() -> Client:
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yield client
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async def stream_messages(ws):
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def pack_positions(
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acc: str,
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trades: dict
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) -> list[Any]:
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positions: dict[str, float] = {}
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vols: dict[str, float] = {}
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costs: dict[str, float] = {}
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position_msgs: list[Any] = []
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for trade in trades.values():
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sign = -1 if trade['type'] == 'sell' else 1
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pair = trade['pair']
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vol = float(trade['vol'])
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vols[pair] = vols.get(pair, 0) + sign * vol
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costs[pair] = costs.get(pair, 0) + sign * float(trade['cost'])
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positions[pair] = costs[pair] / vols[pair] if vols[pair] else 0
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for ticker, pos in positions.items():
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vol = float(vols[ticker])
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if not vol:
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continue
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norm_sym = normalize_symbol(ticker)
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msg = BrokerdPosition(
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broker='kraken',
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account=acc,
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symbol=norm_sym,
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currency=norm_sym[-3:],
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size=vol,
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avg_price=float(pos),
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)
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position_msgs.append(msg.dict())
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return position_msgs
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def normalize_symbol(
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ticker: str
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) -> str:
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# This is to convert symbol names from what kraken
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# uses to the traditional 3x3 pair symbol syntax
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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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def make_auth_sub(data: Dict[str, Any]) -> Dict[str, str]:
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'''
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Create a request subscription packet dict.
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## TODO: point to the auth urls
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https://docs.kraken.com/websockets/#message-subscribe
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'''
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# eg. specific logic for this in kraken's sync client:
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# https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
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return {
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'event': 'subscribe',
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'subscription': data,
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}
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async def handle_order_requests(
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client: Client,
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ems_order_stream: tractor.MsgStream,
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) -> None:
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request_msg: dict
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order: BrokerdOrder
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userref_counter = count()
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async for request_msg in ems_order_stream:
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log.info(f'Received order request {request_msg}')
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action = request_msg['action']
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if action in {'buy', 'sell'}:
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account = request_msg['account']
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if account != 'kraken.spot':
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log.error(
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'This is a kraken account, \
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only a `kraken.spot` 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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symbol=request_msg['symbol'],
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reason=f'Kraken only, No account found: `{account}` ?',
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).dict())
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continue
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# validate
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temp_id = next(userref_counter)
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order = BrokerdOrder(**request_msg)
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# call our client api to submit the order
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resp = await client.submit_limit(
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oid=order.oid,
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symbol=order.symbol,
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price=order.price,
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action=order.action,
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size=order.size,
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reqid=temp_id,
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)
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err = resp['error']
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if err:
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log.error(f'Failed to submit order')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
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symbol=order.symbol,
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reason="Failed order submission",
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broker_details=resp
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).dict()
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)
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else:
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# TODO: handle multiple cancels
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# txid is an array of strings
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reqid = resp['result']['txid'][0]
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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BrokerdOrderAck(
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# ems order request id
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oid=order.oid,
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# broker specific request id
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reqid=reqid,
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# account the made the order
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account=order.account
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).dict()
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)
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elif action == 'cancel':
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msg = BrokerdCancel(**request_msg)
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# Send order cancellation to kraken
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resp = await client.submit_cancel(
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reqid=msg.reqid
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)
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try:
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# Check to make sure there was no error returned by
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# the kraken endpoint. Assert one order was cancelled
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assert resp['error'] == []
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assert resp['result']['count'] == 1
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# TODO: Change this code using .get
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try:
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pending = resp['result']['pending']
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# Check to make sure the cancellation is NOT pending,
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# then send the confirmation to the ems order stream
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except KeyError:
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await ems_order_stream.send(
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BrokerdStatus(
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reqid=msg.reqid,
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account=msg.account,
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time_ns=time.time_ns(),
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status='cancelled',
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reason='Order cancelled',
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broker_details={'name': 'kraken'}
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).dict()
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)
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except AssertionError:
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log.error(f'Order cancel was not successful')
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await ems_order_stream.send(
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BrokerdError(
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oid=order.oid,
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reqid=temp_id,
|
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symbol=order.symbol,
|
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reason="Failed order cancel",
|
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broker_details=resp
|
||||
).dict()
|
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)
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|
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else:
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log.error(f'Unknown order command: {request_msg}')
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||||
|
||||
|
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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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loglevel: str = None,
|
||||
) -> AsyncIterator[Dict[str, Any]]:
|
||||
|
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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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|
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@asynccontextmanager
|
||||
async def subscribe(ws: wsproto.WSConnection, token: str):
|
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# XXX: setup subs
|
||||
# https://docs.kraken.com/websockets/#message-subscribe
|
||||
# specific logic for this in kraken's shitty sync client:
|
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# https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
|
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trades_sub = make_auth_sub(
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{'name': 'ownTrades', 'token': token}
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)
|
||||
|
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# TODO: we want to eventually allow unsubs which should
|
||||
# be completely fine to request from a separate task
|
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# since internally the ws methods appear to be FIFO
|
||||
# locked.
|
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await ws.send_msg(trades_sub)
|
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|
||||
yield
|
||||
|
||||
# unsub from all pairs on teardown
|
||||
await ws.send_msg({
|
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'event': 'unsubscribe',
|
||||
'subscription': ['ownTrades'],
|
||||
})
|
||||
|
||||
# XXX: do we need to ack the unsub?
|
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# await ws.recv_msg()
|
||||
|
||||
# Authenticated block
|
||||
async with get_client() as client:
|
||||
if not client._api_key:
|
||||
log.error('Missing Kraken API key: Trades WS connection failed')
|
||||
await ctx.started(({}, {'paper',}))
|
||||
|
||||
async with (
|
||||
ctx.open_stream() as ems_stream,
|
||||
trio.open_nursery() as n,
|
||||
):
|
||||
|
||||
client = PaperBoi(
|
||||
'kraken',
|
||||
ems_stream,
|
||||
_buys={},
|
||||
_sells={},
|
||||
|
||||
_reqids={},
|
||||
|
||||
# TODO: load paper positions from ``positions.toml``
|
||||
_positions={},
|
||||
)
|
||||
|
||||
## TODO: maybe add multiple accounts
|
||||
n.start_soon(handle_order_requests, client, ems_stream)
|
||||
|
||||
acc_name = 'kraken.' + client._name
|
||||
trades = await client.get_trades()
|
||||
|
||||
position_msgs = pack_positions(acc_name, trades)
|
||||
|
||||
await ctx.started((position_msgs, (acc_name,)))
|
||||
|
||||
# Get websocket token for authenticated data stream
|
||||
# Assert that a token was actually received
|
||||
resp = await client.endpoint('GetWebSocketsToken', {})
|
||||
assert resp['error'] == []
|
||||
token = resp['result']['token']
|
||||
|
||||
async with (
|
||||
ctx.open_stream() as ems_stream,
|
||||
trio.open_nursery() as n,
|
||||
):
|
||||
## TODO: maybe add multiple accounts
|
||||
n.start_soon(handle_order_requests, client, ems_stream)
|
||||
|
||||
# Process trades msg stream of ws
|
||||
async with open_autorecon_ws(
|
||||
'wss://ws-auth.kraken.com/',
|
||||
fixture=subscribe,
|
||||
token=token,
|
||||
) as ws:
|
||||
async for msg in process_trade_msgs(ws):
|
||||
for trade in msg:
|
||||
# check the type of packaged message
|
||||
assert type(trade) == Trade
|
||||
# prepare and send a status update for line update
|
||||
trade_msg = BrokerdStatus(
|
||||
reqid=trade.reqid,
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
account='kraken.spot',
|
||||
status='executed',
|
||||
filled=float(trade.size),
|
||||
reason='Order filled by kraken',
|
||||
# remaining='' # TODO: not sure what to do here.
|
||||
broker_details={
|
||||
'name': 'kraken',
|
||||
'broker_time': trade.broker_time
|
||||
}
|
||||
)
|
||||
|
||||
await ems_stream.send(trade_msg.dict())
|
||||
|
||||
filled_msg = BrokerdStatus(
|
||||
reqid=trade.reqid,
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
account='kraken.spot',
|
||||
status='filled',
|
||||
filled=float(trade.size),
|
||||
reason='Order filled by kraken',
|
||||
# remaining='' # TODO: not sure what to do here.
|
||||
broker_details={
|
||||
'name': 'kraken',
|
||||
'broker_time': trade.broker_time
|
||||
}
|
||||
)
|
||||
|
||||
await ems_stream.send(filled_msg.dict())
|
||||
|
||||
# send a fill msg for gui update
|
||||
fill_msg = BrokerdFill(
|
||||
reqid=trade.reqid,
|
||||
time_ns=time.time_ns(),
|
||||
|
||||
action=trade.action,
|
||||
size=float(trade.size),
|
||||
price=float(trade.price),
|
||||
# TODO: maybe capture more msg data i.e fees?
|
||||
broker_details={'name': 'kraken'},
|
||||
broker_time=float(trade.broker_time)
|
||||
)
|
||||
|
||||
await ems_stream.send(fill_msg.dict())
|
||||
|
||||
|
||||
async def stream_messages(
|
||||
ws: NoBsWs,
|
||||
):
|
||||
'''
|
||||
Message stream parser and heartbeat handler.
|
||||
|
||||
Deliver ws subscription messages as well as handle heartbeat logic
|
||||
though a single async generator.
|
||||
|
||||
'''
|
||||
too_slow_count = last_hb = 0
|
||||
|
||||
while True:
|
||||
|
|
@ -320,39 +844,95 @@ async def stream_messages(ws):
|
|||
if err:
|
||||
raise BrokerError(err)
|
||||
else:
|
||||
chan_id, *payload_array, chan_name, pair = msg
|
||||
yield msg
|
||||
|
||||
if 'ohlc' in chan_name:
|
||||
|
||||
yield 'ohlc', OHLC(chan_id, chan_name, pair, *payload_array[0])
|
||||
async def process_data_feed_msgs(
|
||||
ws: NoBsWs,
|
||||
):
|
||||
'''
|
||||
Parse and pack data feed messages.
|
||||
|
||||
elif 'spread' in chan_name:
|
||||
'''
|
||||
async for msg in stream_messages(ws):
|
||||
|
||||
bid, ask, ts, bsize, asize = map(float, payload_array[0])
|
||||
chan_id, *payload_array, chan_name, pair = msg
|
||||
|
||||
# TODO: really makes you think IB has a horrible API...
|
||||
quote = {
|
||||
'symbol': pair.replace('/', ''),
|
||||
'ticks': [
|
||||
{'type': 'bid', 'price': bid, 'size': bsize},
|
||||
{'type': 'bsize', 'price': bid, 'size': bsize},
|
||||
if 'ohlc' in chan_name:
|
||||
|
||||
{'type': 'ask', 'price': ask, 'size': asize},
|
||||
{'type': 'asize', 'price': ask, 'size': asize},
|
||||
],
|
||||
}
|
||||
yield 'l1', quote
|
||||
yield 'ohlc', OHLC(chan_id, chan_name, pair, *payload_array[0])
|
||||
|
||||
# elif 'book' in msg[-2]:
|
||||
# chan_id, *payload_array, chan_name, pair = msg
|
||||
# print(msg)
|
||||
elif 'spread' in chan_name:
|
||||
|
||||
else:
|
||||
print(f'UNHANDLED MSG: {msg}')
|
||||
bid, ask, ts, bsize, asize = map(float, payload_array[0])
|
||||
|
||||
# TODO: really makes you think IB has a horrible API...
|
||||
quote = {
|
||||
'symbol': pair.replace('/', ''),
|
||||
'ticks': [
|
||||
{'type': 'bid', 'price': bid, 'size': bsize},
|
||||
{'type': 'bsize', 'price': bid, 'size': bsize},
|
||||
|
||||
{'type': 'ask', 'price': ask, 'size': asize},
|
||||
{'type': 'asize', 'price': ask, 'size': asize},
|
||||
],
|
||||
}
|
||||
yield 'l1', quote
|
||||
|
||||
# elif 'book' in msg[-2]:
|
||||
# chan_id, *payload_array, chan_name, pair = msg
|
||||
# print(msg)
|
||||
|
||||
else:
|
||||
print(f'UNHANDLED MSG: {msg}')
|
||||
yield msg
|
||||
|
||||
|
||||
async def process_trade_msgs(
|
||||
ws: NoBsWs,
|
||||
):
|
||||
'''
|
||||
Parse and pack data feed messages.
|
||||
|
||||
'''
|
||||
sequence_counter = 0
|
||||
async for msg in stream_messages(ws):
|
||||
|
||||
try:
|
||||
# check that we are on the ownTrades stream and that msgs are
|
||||
# arriving in sequence with kraken
|
||||
# For clarification the kraken ws api docs for this stream:
|
||||
# https://docs.kraken.com/websockets/#message-ownTrades
|
||||
assert msg[1] == 'ownTrades'
|
||||
assert msg[2]['sequence'] > sequence_counter
|
||||
sequence_counter += 1
|
||||
raw_msgs = msg[0]
|
||||
trade_msgs = []
|
||||
|
||||
# Check that we are only processing new trades
|
||||
if msg[2]['sequence'] != 1:
|
||||
# check if its a new order or an update msg
|
||||
for trade_msg in raw_msgs:
|
||||
trade = list(trade_msg.values())[0]
|
||||
order_msg = Trade(
|
||||
reqid=trade['ordertxid'],
|
||||
action=trade['type'],
|
||||
price=trade['price'],
|
||||
size=trade['vol'],
|
||||
broker_time=trade['time']
|
||||
)
|
||||
trade_msgs.append(order_msg)
|
||||
|
||||
yield trade_msgs
|
||||
|
||||
except AssertionError:
|
||||
print(f'UNHANDLED MSG: {msg}')
|
||||
yield msg
|
||||
|
||||
|
||||
def normalize(
|
||||
ohlc: OHLC,
|
||||
|
||||
) -> dict:
|
||||
quote = asdict(ohlc)
|
||||
quote['broker_ts'] = quote['time']
|
||||
|
|
@ -371,11 +951,12 @@ def normalize(
|
|||
|
||||
|
||||
def make_sub(pairs: List[str], data: Dict[str, Any]) -> Dict[str, str]:
|
||||
"""Create a request subscription packet dict.
|
||||
'''
|
||||
Create a request subscription packet dict.
|
||||
|
||||
https://docs.kraken.com/websockets/#message-subscribe
|
||||
|
||||
"""
|
||||
'''
|
||||
# eg. specific logic for this in kraken's sync client:
|
||||
# https://github.com/krakenfx/kraken-wsclient-py/blob/master/kraken_wsclient_py/kraken_wsclient_py.py#L188
|
||||
return {
|
||||
|
|
@ -393,8 +974,9 @@ async def backfill_bars(
|
|||
task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
"""Fill historical bars into shared mem / storage afap.
|
||||
"""
|
||||
'''
|
||||
Fill historical bars into shared mem / storage afap.
|
||||
'''
|
||||
with trio.CancelScope() as cs:
|
||||
async with open_cached_client('kraken') as client:
|
||||
bars = await client.bars(symbol=sym)
|
||||
|
|
@ -416,10 +998,12 @@ async def stream_quotes(
|
|||
task_status: TaskStatus[Tuple[Dict, Dict]] = trio.TASK_STATUS_IGNORED,
|
||||
|
||||
) -> None:
|
||||
"""Subscribe for ohlc stream of quotes for ``pairs``.
|
||||
'''
|
||||
Subscribe for ohlc stream of quotes for ``pairs``.
|
||||
|
||||
``pairs`` must be formatted <crypto_symbol>/<fiat_symbol>.
|
||||
"""
|
||||
|
||||
'''
|
||||
# XXX: required to propagate ``tractor`` loglevel to piker logging
|
||||
get_console_log(loglevel or tractor.current_actor().loglevel)
|
||||
|
||||
|
|
@ -491,15 +1075,16 @@ async def stream_quotes(
|
|||
# XXX: do we need to ack the unsub?
|
||||
# await ws.recv_msg()
|
||||
|
||||
# see the tips on reonnection logic:
|
||||
# see the tips on reconnection logic:
|
||||
# https://support.kraken.com/hc/en-us/articles/360044504011-WebSocket-API-unexpected-disconnections-from-market-data-feeds
|
||||
ws: NoBsWs
|
||||
async with open_autorecon_ws(
|
||||
'wss://ws.kraken.com/',
|
||||
fixture=subscribe,
|
||||
) as ws:
|
||||
|
||||
# pull a first quote and deliver
|
||||
msg_gen = stream_messages(ws)
|
||||
msg_gen = process_data_feed_msgs(ws)
|
||||
|
||||
# TODO: use ``anext()`` when it lands in 3.10!
|
||||
typ, ohlc_last = await msg_gen.__anext__()
|
||||
|
|
@ -558,6 +1143,7 @@ async def stream_quotes(
|
|||
@tractor.context
|
||||
async def open_symbol_search(
|
||||
ctx: tractor.Context,
|
||||
|
||||
) -> Client:
|
||||
async with open_cached_client('kraken') as client:
|
||||
|
||||
|
|
|
|||
|
|
@ -493,7 +493,8 @@ async def open_brokerd_trades_dialogue(
|
|||
finally:
|
||||
# parent context must have been closed
|
||||
# remove from cache so next client will respawn if needed
|
||||
_router.relays.pop(broker)
|
||||
## TODO: Maybe add a warning
|
||||
_router.relays.pop(broker, None)
|
||||
|
||||
|
||||
@tractor.context
|
||||
|
|
|
|||
|
|
@ -389,7 +389,7 @@ async def handle_order_requests(
|
|||
account = request_msg['account']
|
||||
if account != 'paper':
|
||||
log.error(
|
||||
'On a paper account, only a `paper` selection is valid'
|
||||
'This is a paper account, only a `paper` selection is valid'
|
||||
)
|
||||
await ems_order_stream.send(BrokerdError(
|
||||
oid=request_msg['oid'],
|
||||
|
|
@ -463,7 +463,8 @@ async def trades_dialogue(
|
|||
):
|
||||
# TODO: load paper positions per broker from .toml config file
|
||||
# and pass as symbol to position data mapping: ``dict[str, dict]``
|
||||
await ctx.started(({}, ['paper']))
|
||||
# await ctx.started(all_positions)
|
||||
await ctx.started(({}, {'paper',}))
|
||||
|
||||
async with (
|
||||
ctx.open_stream() as ems_stream,
|
||||
|
|
|
|||
|
|
@ -53,11 +53,13 @@ class NoBsWs:
|
|||
def __init__(
|
||||
self,
|
||||
url: str,
|
||||
token: str,
|
||||
stack: AsyncExitStack,
|
||||
fixture: Callable,
|
||||
serializer: ModuleType = json,
|
||||
):
|
||||
self.url = url
|
||||
self.token = token
|
||||
self.fixture = fixture
|
||||
self._stack = stack
|
||||
self._ws: 'WebSocketConnection' = None # noqa
|
||||
|
|
@ -81,9 +83,15 @@ class NoBsWs:
|
|||
trio_websocket.open_websocket_url(self.url)
|
||||
)
|
||||
# rerun user code fixture
|
||||
ret = await self._stack.enter_async_context(
|
||||
self.fixture(self)
|
||||
)
|
||||
if self.token == '':
|
||||
ret = await self._stack.enter_async_context(
|
||||
self.fixture(self)
|
||||
)
|
||||
else:
|
||||
ret = await self._stack.enter_async_context(
|
||||
self.fixture(self, self.token)
|
||||
)
|
||||
|
||||
assert ret is None
|
||||
|
||||
log.info(f'Connection success: {self.url}')
|
||||
|
|
@ -127,12 +135,14 @@ async def open_autorecon_ws(
|
|||
|
||||
# TODO: proper type annot smh
|
||||
fixture: Callable,
|
||||
# used for authenticated websockets
|
||||
token: str = '',
|
||||
) -> AsyncGenerator[tuple[...], NoBsWs]:
|
||||
"""Apparently we can QoS for all sorts of reasons..so catch em.
|
||||
|
||||
"""
|
||||
async with AsyncExitStack() as stack:
|
||||
ws = NoBsWs(url, stack, fixture=fixture)
|
||||
ws = NoBsWs(url, token, stack, fixture=fixture)
|
||||
await ws._connect()
|
||||
|
||||
try:
|
||||
|
|
|
|||
Loading…
Reference in New Issue