Port `kucoin` backend to `httpx`
Tyler Goodlet
parent
95ace5acb8
commit
e6af97c596
|
|
@ -16,10 +16,9 @@
|
|||
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
||||
|
||||
'''
|
||||
Kucoin broker backend
|
||||
Kucoin cex API backend.
|
||||
|
||||
'''
|
||||
|
||||
from contextlib import (
|
||||
asynccontextmanager as acm,
|
||||
aclosing,
|
||||
|
|
@ -42,7 +41,7 @@ import wsproto
|
|||
from uuid import uuid4
|
||||
|
||||
from trio_typing import TaskStatus
|
||||
import asks
|
||||
import httpx
|
||||
from bidict import bidict
|
||||
import numpy as np
|
||||
import pendulum
|
||||
|
|
@ -212,8 +211,12 @@ def get_config() -> BrokerConfig | None:
|
|||
|
||||
class Client:
|
||||
|
||||
def __init__(self) -> None:
|
||||
self._config: BrokerConfig | None = get_config()
|
||||
def __init__(
|
||||
self,
|
||||
httpx_client: httpx.AsyncClient,
|
||||
) -> None:
|
||||
self._http: httpx.AsyncClient = httpx_client
|
||||
self._config: BrokerConfig|None = get_config()
|
||||
self._pairs: dict[str, KucoinMktPair] = {}
|
||||
self._fqmes2mktids: bidict[str, str] = bidict()
|
||||
self._bars: list[list[float]] = []
|
||||
|
|
@ -227,18 +230,24 @@ class Client:
|
|||
|
||||
) -> dict[str, str | bytes]:
|
||||
'''
|
||||
Generate authenticated request headers
|
||||
Generate authenticated request headers:
|
||||
|
||||
https://docs.kucoin.com/#authentication
|
||||
https://www.kucoin.com/docs/basic-info/connection-method/authentication/creating-a-request
|
||||
https://www.kucoin.com/docs/basic-info/connection-method/authentication/signing-a-message
|
||||
|
||||
'''
|
||||
|
||||
if not self._config:
|
||||
raise ValueError(
|
||||
'No config found when trying to send authenticated request')
|
||||
'No config found when trying to send authenticated request'
|
||||
)
|
||||
|
||||
str_to_sign = (
|
||||
str(int(time.time() * 1000))
|
||||
+ action + f'/api/{api}/{endpoint.lstrip("/")}'
|
||||
+
|
||||
action
|
||||
+
|
||||
f'/api/{api}/{endpoint.lstrip("/")}'
|
||||
)
|
||||
|
||||
signature = base64.b64encode(
|
||||
|
|
@ -249,6 +258,7 @@ class Client:
|
|||
).digest()
|
||||
)
|
||||
|
||||
# TODO: can we cache this between calls?
|
||||
passphrase = base64.b64encode(
|
||||
hmac.new(
|
||||
self._config.key_secret.encode('utf-8'),
|
||||
|
|
@ -270,8 +280,10 @@ class Client:
|
|||
self,
|
||||
action: Literal['POST', 'GET'],
|
||||
endpoint: str,
|
||||
|
||||
api: str = 'v2',
|
||||
headers: dict = {},
|
||||
|
||||
) -> Any:
|
||||
'''
|
||||
Generic request wrapper for Kucoin API
|
||||
|
|
@ -284,13 +296,17 @@ class Client:
|
|||
api,
|
||||
)
|
||||
|
||||
api_url = f'https://api.kucoin.com/api/{api}/{endpoint}'
|
||||
|
||||
res = await asks.request(action, api_url, headers=headers)
|
||||
|
||||
json = res.json()
|
||||
if 'data' in json:
|
||||
return json['data']
|
||||
req_meth: Callable = getattr(
|
||||
self._http,
|
||||
action.lower(),
|
||||
)
|
||||
res = await req_meth(
|
||||
url=f'/{api}/{endpoint}',
|
||||
headers=headers,
|
||||
)
|
||||
json: dict = res.json()
|
||||
if data := json.get('data'):
|
||||
return data
|
||||
else:
|
||||
log.error(
|
||||
f'Error making request to {api_url} ->\n'
|
||||
|
|
@ -311,7 +327,7 @@ class Client:
|
|||
'''
|
||||
token_type = 'private' if private else 'public'
|
||||
try:
|
||||
data: dict[str, Any] | None = await self._request(
|
||||
data: dict[str, Any]|None = await self._request(
|
||||
'POST',
|
||||
endpoint=f'bullet-{token_type}',
|
||||
api='v1'
|
||||
|
|
@ -349,8 +365,8 @@ class Client:
|
|||
currencies: dict[str, Currency] = {}
|
||||
entries: list[dict] = await self._request(
|
||||
'GET',
|
||||
api='v1',
|
||||
endpoint='currencies',
|
||||
api='v1',
|
||||
)
|
||||
for entry in entries:
|
||||
curr = Currency(**entry).copy()
|
||||
|
|
@ -366,7 +382,10 @@ class Client:
|
|||
dict[str, KucoinMktPair],
|
||||
bidict[str, KucoinMktPair],
|
||||
]:
|
||||
entries = await self._request('GET', 'symbols')
|
||||
entries = await self._request(
|
||||
'GET',
|
||||
endpoint='symbols',
|
||||
)
|
||||
log.info(f' {len(entries)} Kucoin market pairs fetched')
|
||||
|
||||
pairs: dict[str, KucoinMktPair] = {}
|
||||
|
|
@ -567,13 +586,21 @@ def fqme_to_kucoin_sym(
|
|||
|
||||
@acm
|
||||
async def get_client() -> AsyncGenerator[Client, None]:
|
||||
client = Client()
|
||||
'''
|
||||
Load an API `Client` preconfigured from user settings
|
||||
|
||||
async with trio.open_nursery() as n:
|
||||
n.start_soon(client.get_mkt_pairs)
|
||||
await client.get_currencies()
|
||||
'''
|
||||
async with (
|
||||
httpx.AsyncClient(
|
||||
base_url=f'https://api.kucoin.com/api',
|
||||
) as trio_client,
|
||||
):
|
||||
client = Client(httpx_client=trio_client)
|
||||
async with trio.open_nursery() as tn:
|
||||
tn.start_soon(client.get_mkt_pairs)
|
||||
await client.get_currencies()
|
||||
|
||||
yield client
|
||||
yield client
|
||||
|
||||
|
||||
@tractor.context
|
||||
|
|
|
|||
Loading…
Reference in New Issue