Port `kucoin` backend to `httpx`
parent
95ace5acb8
commit
e6af97c596
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@ -16,10 +16,9 @@
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# along with this program. If not, see <https://www.gnu.org/licenses/>.
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'''
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Kucoin broker backend
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Kucoin cex API backend.
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'''
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from contextlib import (
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asynccontextmanager as acm,
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aclosing,
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@ -42,7 +41,7 @@ import wsproto
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from uuid import uuid4
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from trio_typing import TaskStatus
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import asks
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import httpx
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from bidict import bidict
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import numpy as np
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import pendulum
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@ -212,7 +211,11 @@ def get_config() -> BrokerConfig | None:
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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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httpx_client: httpx.AsyncClient,
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) -> None:
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self._http: httpx.AsyncClient = httpx_client
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self._config: BrokerConfig|None = get_config()
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self._pairs: dict[str, KucoinMktPair] = {}
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self._fqmes2mktids: bidict[str, str] = bidict()
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@ -227,18 +230,24 @@ class Client:
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) -> dict[str, str | bytes]:
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'''
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Generate authenticated request headers
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Generate authenticated request headers:
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https://docs.kucoin.com/#authentication
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https://www.kucoin.com/docs/basic-info/connection-method/authentication/creating-a-request
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https://www.kucoin.com/docs/basic-info/connection-method/authentication/signing-a-message
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'''
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if not self._config:
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raise ValueError(
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'No config found when trying to send authenticated request')
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'No config found when trying to send authenticated request'
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)
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str_to_sign = (
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str(int(time.time() * 1000))
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+ action + f'/api/{api}/{endpoint.lstrip("/")}'
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+
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action
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+
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f'/api/{api}/{endpoint.lstrip("/")}'
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)
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signature = base64.b64encode(
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@ -249,6 +258,7 @@ class Client:
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).digest()
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)
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# TODO: can we cache this between calls?
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passphrase = base64.b64encode(
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hmac.new(
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self._config.key_secret.encode('utf-8'),
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@ -270,8 +280,10 @@ class Client:
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self,
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action: Literal['POST', 'GET'],
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endpoint: str,
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api: str = 'v2',
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headers: dict = {},
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) -> Any:
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'''
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Generic request wrapper for Kucoin API
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@ -284,13 +296,17 @@ class Client:
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api,
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)
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api_url = f'https://api.kucoin.com/api/{api}/{endpoint}'
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res = await asks.request(action, api_url, headers=headers)
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json = res.json()
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if 'data' in json:
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return json['data']
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req_meth: Callable = getattr(
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self._http,
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action.lower(),
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)
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res = await req_meth(
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url=f'/{api}/{endpoint}',
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headers=headers,
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)
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json: dict = res.json()
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if data := json.get('data'):
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return data
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else:
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log.error(
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f'Error making request to {api_url} ->\n'
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@ -349,8 +365,8 @@ class Client:
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currencies: dict[str, Currency] = {}
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entries: list[dict] = await self._request(
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'GET',
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api='v1',
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endpoint='currencies',
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api='v1',
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)
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for entry in entries:
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curr = Currency(**entry).copy()
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@ -366,7 +382,10 @@ class Client:
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dict[str, KucoinMktPair],
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bidict[str, KucoinMktPair],
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]:
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entries = await self._request('GET', 'symbols')
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entries = await self._request(
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'GET',
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endpoint='symbols',
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)
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log.info(f' {len(entries)} Kucoin market pairs fetched')
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pairs: dict[str, KucoinMktPair] = {}
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@ -567,10 +586,18 @@ def fqme_to_kucoin_sym(
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@acm
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async def get_client() -> AsyncGenerator[Client, None]:
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client = Client()
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'''
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Load an API `Client` preconfigured from user settings
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async with trio.open_nursery() as n:
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n.start_soon(client.get_mkt_pairs)
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'''
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async with (
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httpx.AsyncClient(
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base_url=f'https://api.kucoin.com/api',
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) as trio_client,
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):
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client = Client(httpx_client=trio_client)
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async with trio.open_nursery() as tn:
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tn.start_soon(client.get_mkt_pairs)
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await client.get_currencies()
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yield client
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