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Author SHA1 Message Date
Tyler Goodlet b064ded813 Port binance to `httpx`
Like other backends use the `AsyncClient` for all venue specific
client-sessions but change to allocating them inside `get_client()`
using an `AsyncExitStack` and inserting directly in the
`Client.venue_sesh: dict` table during init.

Supporting impl tweaks:
- remove most of the API client session building logic and instead make
  `Client.__init__()` take in a `venue_sessions: dict` (set it to
  `.venue_sesh`) and `conf: dict`, instead opting to do the http client
  configuration inside `get_client()` since all that code only needs to
  be run once.
 |_load config inside `get_client()` once.
 |_move session token creation into a new util func `init_api_keys()` and
  also call it from `get_client()` factory; toss in an ex. toml section
  config to the doc string.
- define `_venue_urls: dict[str, str]` (content taken from old static
  `.venue_sesh` dict) at module level and feed them as `base_url: str`
  inputs to the client create loop.
- adjust all call sigs in httpx-sesh-using methods, namely just
  `._api()`.
- do a `.exch_info()` call in `get_client()` to cache the symbology
  set.

Unrelated changes for various other outstanding buggers:
- to get futures feeds correctly loading when selected
  from search (like 'XMRUSDT.USDTM.PERP'), expect a `MktPair` input to
  `Client.bars()` such that the exact venue-key can be looked up (via
  a new `.pair2venuekey()` meth) and then passed to `._api()`.
- adjust `.broker.open_trade_dialog()` to failover to paper engine when
  there's no `api_key` key set for the `subconf` venue-key.
2025-02-11 14:56:30 -05:00
Nelson Torres fea0bee1aa Added note to exception when missing field in SpotPair class 2025-02-11 14:56:30 -05:00
Nelson Torres 9e7e02b44f Added new fields to SpotPair class in venues 2025-02-11 14:56:30 -05:00
Tyler Goodlet d65e8cad7e binance: raise `NoData` on null hist arrays
Like we do with other history backends to indicate lack of a data set.
This avoids any raise that will will bring down the backloader task with
some downstream error.

Raise a `ValueError` on no time index for now.
2025-02-11 14:56:30 -05:00
Tyler Goodlet 968d202ebc Woops, `data` can be an empty list XD 2025-02-11 14:56:30 -05:00
Tyler Goodlet 9b7a409dbb Woops, fix missing `api_url` ref in error log 2025-02-11 14:56:30 -05:00
Tyler Goodlet aec652e05c Change type-annots to use `httpx.Response` 2025-02-11 14:56:30 -05:00
Tyler Goodlet ed248225df Port `kucoin` backend to `httpx` 2025-02-11 14:56:30 -05:00
Tyler Goodlet f3620f3d42 Port `kraken` backend to `httpx` 2025-02-11 14:56:30 -05:00
Tyler Goodlet cb92abbc38 ib: add connect status info emit 2025-02-11 14:56:17 -05:00
Tyler Goodlet 70332e375b ib: `.api` mod and log-fmt cleaning
About time we tidy'd a buncha status logging in this backend..
particularly for boot-up where there's lots of client-try-connect poll
looping with account detection from the user config.

`.api.Client` pprint and logging fmt improvements:
- add `Client.__repr__()` which shows the minimally useful set of info
  from the underlying `.ib: IB` as well as a new `.acnts: list[str]`
  of the account aliases defined in the user's `brokers.toml`.
- mk `.bars()` define a comprehensive `query_info: str` with all the
  request deats but only display if there's a problem with the response
  data.
- mk `.get_config()` report both the config file path and the acnt
  aliases (NOT the actual account #s).
- move all `.load_aio_clients()` client poll loop requests do
  `log.runtime()` statuses, only falling through to a `.warning()` when
  the loop fails to connect the client to the spec-ed API-gw addr, and
 |_ don't allow loading accounts for which the user has not defined an
    alias in `brokers.toml::[ib]`; raise a value-error in such cases
    with a message indicating how to mod the config.
 |_ only `log.info()` about acnts if some were loaded..

Other mod logging de-noising:
- better status fmting in `.symbols.open_symbol_search()` with
  `repr(Client)`.
- for `.feed.stream_quotes()` first quote reporting use `.runtime()`.
2025-02-11 14:56:17 -05:00
Tyler Goodlet 4940aabe05 ib: warn about mkt precision cuckups that `Contract`s clearly deliver wrong.. 2025-02-11 14:56:17 -05:00
Tyler Goodlet 4f9998e9fb ib: mask out trade and vlm rates for now 2025-02-11 14:56:17 -05:00
Tyler Goodlet c92a236196 ib: more trade record edge case handling
- timestamps came as `'date'`-keyed from 2022 and before but now are
  `'datetime'`..
- some symbols seem to have no commission field, so handle that..
- when no `'price'` field found return `None` from `norm_trade()`.
- add a warn log on mid-fill commission updates.
2025-02-11 14:56:17 -05:00
1 changed files with 9 additions and 1 deletions

View File

@ -1250,6 +1250,12 @@ async def load_aio_clients(
for i in range(connect_retries):
try:
log.info(
'Trying `ib_async` connect\n'
f'{host}: {port}\n'
f'clientId: {client_id}\n'
f'timeout: {connect_timeout}\n'
)
await ib.connectAsync(
host,
port,
@ -1367,7 +1373,9 @@ async def load_clients_for_trio(
a ``tractor.to_asyncio.open_channel_from()``.
'''
async with load_aio_clients() as accts2clients:
async with load_aio_clients(
disconnect_on_exit=False,
) as accts2clients:
to_trio.send_nowait(accts2clients)