Compare commits
4 Commits
1fd8654ca5
...
44b8c70521
Author | SHA1 | Date |
---|---|---|
Tyler Goodlet | 44b8c70521 | |
Tyler Goodlet | e6af97c596 | |
Tyler Goodlet | 95ace5acb8 | |
Tyler Goodlet | 129cf58d41 |
|
@ -50,7 +50,7 @@ __brokers__: list[str] = [
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'binance',
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'ib',
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'kraken',
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'kucoin'
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'kucoin',
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# broken but used to work
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# 'questrade',
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@ -71,7 +71,7 @@ def get_brokermod(brokername: str) -> ModuleType:
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Return the imported broker module by name.
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'''
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module = import_module('.' + brokername, 'piker.brokers')
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module: ModuleType = import_module('.' + brokername, 'piker.brokers')
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# we only allow monkeying because it's for internal keying
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module.name = module.__name__.split('.')[-1]
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return module
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@ -18,10 +18,11 @@
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Handy cross-broker utils.
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"""
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from __future__ import annotations
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from functools import partial
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import json
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import asks
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import httpx
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import logging
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from ..log import (
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@ -60,11 +61,11 @@ class NoData(BrokerError):
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def __init__(
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self,
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*args,
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info: dict,
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info: dict|None = None,
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) -> None:
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super().__init__(*args)
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self.info: dict = info
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self.info: dict|None = info
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# when raised, machinery can check if the backend
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# set a "frame size" for doing datetime calcs.
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@ -90,16 +91,18 @@ class DataThrottle(BrokerError):
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def resproc(
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resp: asks.response_objects.Response,
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resp: httpx.Response,
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log: logging.Logger,
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return_json: bool = True,
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log_resp: bool = False,
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) -> asks.response_objects.Response:
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"""Process response and return its json content.
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) -> httpx.Response:
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'''
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Process response and return its json content.
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Raise the appropriate error on non-200 OK responses.
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"""
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'''
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if not resp.status_code == 200:
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raise BrokerError(resp.body)
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try:
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@ -27,8 +27,8 @@ from typing import (
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)
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import time
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import httpx
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import pendulum
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import asks
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import numpy as np
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import urllib.parse
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import hashlib
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@ -60,6 +60,11 @@ log = get_logger('piker.brokers.kraken')
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# <uri>/<version>/
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_url = 'https://api.kraken.com/0'
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_headers: dict[str, str] = {
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'User-Agent': 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
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}
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# TODO: this is the only backend providing this right?
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# in which case we should drop it from the defaults and
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# instead make a custom fields descr in this module!
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@ -135,16 +140,15 @@ class Client:
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def __init__(
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self,
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config: dict[str, str],
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httpx_client: httpx.AsyncClient,
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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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'User-Agent':
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'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
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})
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self._sesh: httpx.AsyncClient = httpx_client
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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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@ -166,10 +170,9 @@ class Client:
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method: str,
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data: dict,
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) -> dict[str, Any]:
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resp = await self._sesh.post(
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path=f'/public/{method}',
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resp: httpx.Response = await self._sesh.post(
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url=f'/public/{method}',
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json=data,
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timeout=float('inf')
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)
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return resproc(resp, log)
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@ -180,18 +183,18 @@ class Client:
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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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'Content-Type': 'application/x-www-form-urlencoded',
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'API-Key': self._api_key,
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'API-Sign': get_kraken_signature(
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uri_path,
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data,
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self._secret,
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),
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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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resp: httpx.Response = await self._sesh.post(
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url=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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@ -665,10 +668,19 @@ class Client:
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@acm
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async def get_client() -> Client:
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conf = get_config()
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conf: dict[str, Any] = get_config()
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async with httpx.AsyncClient(
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base_url=_url,
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headers=_headers,
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# TODO: is there a way to numerate this?
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# https://www.python-httpx.org/advanced/clients/#why-use-a-client
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# connections=4
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) as trio_client:
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if conf:
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client = Client(
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conf,
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httpx_client=trio_client,
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# TODO: don't break these up and just do internal
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# conf lookups instead..
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@ -677,7 +689,10 @@ async def get_client() -> Client:
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secret=conf['secret']
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)
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else:
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client = Client({})
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client = Client(
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conf={},
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httpx_client=trio_client,
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)
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# at startup, load all symbols, and asset info in
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# batch requests.
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@ -612,18 +612,18 @@ async def open_trade_dialog(
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# enter relay loop
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await handle_order_updates(
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client,
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ws,
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stream,
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ems_stream,
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apiflows,
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ids,
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reqids2txids,
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acnt,
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api_trans,
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acctid,
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acc_name,
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token,
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client=client,
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ws=ws,
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ws_stream=stream,
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ems_stream=ems_stream,
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apiflows=apiflows,
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ids=ids,
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reqids2txids=reqids2txids,
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acnt=acnt,
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ledger=ledger,
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acctid=acctid,
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acc_name=acc_name,
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token=token,
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)
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@ -639,7 +639,8 @@ async def handle_order_updates(
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# transaction records which will be updated
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# on new trade clearing events (aka order "fills")
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ledger_trans: dict[str, Transaction],
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ledger: TransactionLedger,
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# ledger_trans: dict[str, Transaction],
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acctid: str,
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acc_name: str,
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token: str,
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@ -699,7 +700,8 @@ async def handle_order_updates(
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# if tid not in ledger_trans
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}
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for tid, trade in trades.items():
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assert tid not in ledger_trans
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# assert tid not in ledger_trans
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assert tid not in ledger
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txid = trade['ordertxid']
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reqid = trade.get('userref')
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@ -747,11 +749,17 @@ async def handle_order_updates(
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client,
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api_name_set='wsname',
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)
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ppmsgs = trades2pps(
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acnt,
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acctid,
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new_trans,
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ppmsgs: list[BrokerdPosition] = trades2pps(
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acnt=acnt,
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ledger=ledger,
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acctid=acctid,
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new_trans=new_trans,
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)
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# ppmsgs = trades2pps(
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# acnt,
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# acctid,
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# new_trans,
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# )
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for pp_msg in ppmsgs:
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await ems_stream.send(pp_msg)
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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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@ -212,8 +211,12 @@ def get_config() -> BrokerConfig | None:
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class Client:
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def __init__(self) -> None:
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self._config: BrokerConfig | None = get_config()
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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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self._bars: list[list[float]] = []
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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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|
@ -311,7 +327,7 @@ class Client:
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'''
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token_type = 'private' if private else 'public'
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try:
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data: dict[str, Any] | None = await self._request(
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data: dict[str, Any]|None = await self._request(
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'POST',
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endpoint=f'bullet-{token_type}',
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api='v1'
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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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|
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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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|
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yield client
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|
|
|
@ -20,40 +20,31 @@ build-backend = "poetry.core.masonry.api"
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|
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# ------ - ------
|
||||
|
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[tool.ruff.lint]
|
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# https://docs.astral.sh/ruff/settings/#lint_ignore
|
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ignore = []
|
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|
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# https://docs.astral.sh/ruff/settings/#lint_per-file-ignores
|
||||
"piker/ui/qt.py" = [
|
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"E402",
|
||||
'F401', # unused imports (without __all__ or blah as blah)
|
||||
# "F841", # unused variable rules
|
||||
]
|
||||
# ignore-init-module-imports = false
|
||||
|
||||
# ------ - ------
|
||||
|
||||
[tool.poetry]
|
||||
name = "piker"
|
||||
version = "0.1.0.alpha0.dev0"
|
||||
description = "trading gear for hackers"
|
||||
authors = ["Tyler Goodlet <jgbt@protonmail.com>"]
|
||||
authors = ["Tyler Goodlet <goodboy_foss@protonmail.com>"]
|
||||
license = "AGPLv3"
|
||||
readme = "README.rst"
|
||||
|
||||
# TODO: add meta-data from setup.py
|
||||
# keywords=[
|
||||
# "async",
|
||||
# "trading",
|
||||
# "finance",
|
||||
# "quant",
|
||||
# "charting",
|
||||
# ],
|
||||
# classifiers=[
|
||||
# 'Development Status :: 3 - Alpha',
|
||||
# 'License :: OSI Approved :: ',
|
||||
# 'Operating System :: POSIX :: Linux',
|
||||
# "Programming Language :: Python :: Implementation :: CPython",
|
||||
# "Programming Language :: Python :: 3 :: Only",
|
||||
# "Programming Language :: Python :: 3.10",
|
||||
# "Programming Language :: Python :: 3.11",
|
||||
# 'Intended Audience :: Financial and Insurance Industry',
|
||||
# 'Intended Audience :: Science/Research',
|
||||
# 'Intended Audience :: Developers',
|
||||
# 'Intended Audience :: Education',
|
||||
# ],
|
||||
|
||||
# ------ - ------
|
||||
|
||||
[tool.poetry.dependencies]
|
||||
asks = "^3.0.0"
|
||||
async-generator = "^1.10"
|
||||
attrs = "^23.1.0"
|
||||
bidict = "^0.22.1"
|
||||
|
@ -63,41 +54,40 @@ cython = "^3.0.0"
|
|||
greenback = "^1.1.1"
|
||||
ib-insync = "^0.9.86"
|
||||
msgspec = "^0.18.0"
|
||||
numba = "^0.57.1"
|
||||
numpy = "1.24"
|
||||
pendulum = "^2.1.2"
|
||||
numba = "^0.59.0"
|
||||
numpy = "^1.25"
|
||||
polars = "^0.18.13"
|
||||
pygments = "^2.16.1"
|
||||
python = "^3.10"
|
||||
python = ">=3.11, <3.13"
|
||||
rich = "^13.5.2"
|
||||
# setuptools = "^68.0.0"
|
||||
tomli = "^2.0.1"
|
||||
tomli-w = "^1.0.0"
|
||||
trio = "^0.22.2"
|
||||
trio-util = "^0.7.0"
|
||||
trio-websocket = "^0.10.3"
|
||||
typer = "^0.9.0"
|
||||
rapidfuzz = "^3.5.2"
|
||||
pdbp = "^1.5.0"
|
||||
trio = "^0.24"
|
||||
pendulum = "^3.0.0"
|
||||
httpx = "^0.27.0"
|
||||
|
||||
[tool.poetry.dependencies.tractor]
|
||||
develop = true
|
||||
git = 'https://github.com/goodboy/tractor.git'
|
||||
branch = 'asyncio_debugger_support'
|
||||
# path = "../tractor"
|
||||
|
||||
[tool.poetry.dependencies.asyncvnc]
|
||||
git = 'https://github.com/pikers/asyncvnc.git'
|
||||
branch = 'main'
|
||||
|
||||
[tool.poetry.dependencies.tomlkit]
|
||||
develop = true
|
||||
git = 'https://github.com/pikers/tomlkit.git'
|
||||
branch = 'piker_pin'
|
||||
develop = true
|
||||
# path = "../tomlkit/"
|
||||
|
||||
[tool.poetry.dependencies.tractor]
|
||||
git = 'https://github.com/goodboy/tractor.git'
|
||||
branch = 'asyncio_debugger_support'
|
||||
# branch = 'piker_pin'
|
||||
develop = true
|
||||
# path = '../tractor/'
|
||||
|
||||
# ------ - ------
|
||||
|
||||
[tool.poetry.group.uis]
|
||||
optional = true
|
||||
[tool.poetry.group.uis.dependencies]
|
||||
|
@ -106,11 +96,10 @@ optional = true
|
|||
# rapidfuzz = {extras = ["speedup"], version = "^0.18.0"}
|
||||
rapidfuzz = "^3.2.0"
|
||||
qdarkstyle = ">=3.0.2"
|
||||
pyqt5 = "^5.15.9"
|
||||
pyqtgraph = { git = 'https://github.com/pikers/pyqtgraph.git' }
|
||||
pyqt6 = "^6.5.2"
|
||||
|
||||
# ------ - ------
|
||||
pyqt6 = "^6.7.0"
|
||||
|
||||
[tool.poetry.group.dev]
|
||||
optional = true
|
||||
|
@ -118,6 +107,8 @@ optional = true
|
|||
# testing / CI
|
||||
pytest = "^6.0.0"
|
||||
elasticsearch = "^8.9.0"
|
||||
xonsh = "^0.14.2"
|
||||
prompt-toolkit = "3.0.40"
|
||||
|
||||
# console ehancements and eventually remote debugging
|
||||
# extras/helpers.
|
||||
|
@ -126,8 +117,6 @@ elasticsearch = "^8.9.0"
|
|||
# - xonsh + xxh
|
||||
# - rsyscall + pdbp
|
||||
# - actor runtime control console like BEAM/OTP
|
||||
xonsh = "^0.14.0" # XXX: explicit env install for shell use w nix
|
||||
prompt-toolkit = "^3.0.39"
|
||||
|
||||
# ------ - ------
|
||||
|
||||
|
@ -140,3 +129,26 @@ prompt-toolkit = "^3.0.39"
|
|||
piker = 'piker.cli:cli'
|
||||
pikerd = 'piker.cli:pikerd'
|
||||
ledger = 'piker.accounting.cli:ledger'
|
||||
|
||||
|
||||
[project]
|
||||
keywords=[
|
||||
"async",
|
||||
"trading",
|
||||
"finance",
|
||||
"quant",
|
||||
"charting",
|
||||
]
|
||||
classifiers=[
|
||||
'Development Status :: 3 - Alpha',
|
||||
"License :: OSI Approved :: GNU Affero General Public License v3 or later (AGPLv3+)",
|
||||
'Operating System :: POSIX :: Linux',
|
||||
"Programming Language :: Python :: Implementation :: CPython",
|
||||
"Programming Language :: Python :: 3 :: Only",
|
||||
"Programming Language :: Python :: 3.11",
|
||||
"Programming Language :: Python :: 3.12",
|
||||
'Intended Audience :: Financial and Insurance Industry',
|
||||
'Intended Audience :: Science/Research',
|
||||
'Intended Audience :: Developers',
|
||||
'Intended Audience :: Education',
|
||||
]
|
||||
|
|
Loading…
Reference in New Issue