config/brokers.toml

@@ -8,8 +8,8 @@ expires_at = 1616095326.355846
 
 [kraken]
 key_descr = "api_0"
-api_key = ""
+public_key = ""
-secret = ""
+private_key = ""
 
 [ib]
 host = "127.0.0.1"

piker/brokers/kraken.py

@@ -20,7 +20,7 @@ Kraken backend.
 """
 from contextlib import asynccontextmanager
 from dataclasses import asdict, field
-from typing import List, Dict, Any, Tuple, Optional, AsyncIterator
+from typing import List, Dict, Any, Tuple, Optional
 import time
 
 from trio_typing import TaskStatus
@@ -34,23 +34,11 @@ from pydantic.dataclasses import dataclass
 from pydantic import BaseModel
 import wsproto
 
-from .. import config
 from .._cacheables import open_cached_client
 from ._util import resproc, SymbolNotFound, BrokerError
 from ..log import get_logger, get_console_log
 from ..data import ShmArray
 from ..data._web_bs import open_autorecon_ws
-from ..clearing._messages import (
-    BrokerdPosition, BrokerdOrder, BrokerdStatus,
-    BrokerdOrderAck, BrokerdError, BrokerdCancel, BrokerdFill
-)
-
-import urllib.parse
-import hashlib
-import hmac
-import base64
-import pandas as pd
-
 
 log = get_logger(__name__)
 
@@ -141,41 +129,6 @@ class OHLC:
     ticks: List[Any] = field(default_factory=list)
 
 
-def get_config() -> dict[str, Any]:
-
-    conf, path = config.load()
-
-    section = conf.get('kraken')
-
-    if section is None:
-        log.warning(f'No config section found for kraken in {path}')
-        return {}
-
-    return section
-
-
-def get_kraken_signature(
-    urlpath: str,
-    data: Dict[str, Any], 
-    secret: str
-) -> str:
-    postdata = urllib.parse.urlencode(data)
-    encoded = (str(data['nonce']) + postdata).encode()
-    message = urlpath.encode() + hashlib.sha256(encoded).digest()
-
-    mac = hmac.new(base64.b64decode(secret), message, hashlib.sha512)
-    sigdigest = base64.b64encode(mac.digest())
-    return sigdigest.decode()
-
-
-class InvalidKey(ValueError):
-    """EAPI:Invalid key
-        This error is returned when the API key used for the call is 
-        either expired or disabled, please review the API key in your 
-        Settings -> API tab of account management or generate a new one 
-        and update your application."""
-
-
 class Client:
 
     def __init__(self) -> None:
@@ -186,9 +139,6 @@ class Client:
                 'krakenex/2.1.0 (+https://github.com/veox/python3-krakenex)'
         })
         self._pairs: list[str] = []
-        self._name = ''
-        self._api_key = ''
-        self._secret = ''
 
     @property
     def pairs(self) -> Dict[str, Any]:
@@ -212,71 +162,6 @@ class Client:
         )
         return resproc(resp, log)
 
-    async def _private(
-        self,
-        method: str,
-        data: dict,
-        uri_path: str
-    ) -> Dict[str, Any]:
-        headers = {
-            'Content-Type': 
-                'application/x-www-form-urlencoded',
-            'API-Key':
-                self._api_key,
-            'API-Sign':
-                get_kraken_signature(uri_path, data, self._secret)
-        }
-        resp = await self._sesh.post(
-            path=f'/private/{method}',
-            data=data,
-            headers=headers,
-            timeout=float('inf')
-        )
-        return resproc(resp, log)
-
-    async def get_user_data(
-        self,
-        method: str,
-        data: Dict[str, Any]
-    ) -> Dict[str, Any]:
-        uri_path = f'/0/private/{method}'
-        data['nonce'] = str(int(1000*time.time()))
-        resp = await self._private(method, data, uri_path)
-        err = resp['error']
-        if err:
-            print(err)
-        return resp['result']
-
-    async def get_positions(
-        self,
-        data: Dict[str, Any] = {}
-    ) -> Dict[str, Any]:
-        balances = await self.get_user_data('Balance', data)
-        ## TODO: grab all entries, not just first 50
-        traders = await self.get_user_data('TradesHistory', data)
-        positions = {}
-        vols = {}
-        
-        # positions
-        ## TODO: Make sure to add option to include fees in positions calc
-        for trade in traders['trades'].values():
-            sign = -1 if trade['type'] == 'sell' else 1
-            try:
-                positions[trade['pair']] += sign * float(trade['cost'])
-                vols[trade['pair']] += sign * float(trade['vol'])
-            except KeyError:
-                positions[trade['pair']] = sign * float(trade['cost'])
-                vols[trade['pair']] = sign * float(trade['vol'])
-    
-        for pair in positions.keys():
-            asset_balance = vols[pair]
-            if asset_balance == 0:
-                positions[pair] = 0
-            else:
-                positions[pair] /= asset_balance
-
-        return positions, vols
-
     async def symbol_info(
         self,
         pair: Optional[str] = None,
@@ -390,155 +275,12 @@ class Client:
 async def get_client() -> Client:
     client = Client()
 
-    ## TODO: maybe add conditional based on section
-    section = get_config()
-    client._name = section['key_descr']
-    client._api_key = section['api_key']
-    client._secret = section['secret']
-    ## TODO: Add a client attribute to hold this info
-    #data = {
-    #    # add non-nonce and non-ofs vars
-    #}
-
     # at startup, load all symbols locally for fast search
     await client.cache_symbols()
 
     yield client
 
 
-def pack_position(
-    acc: str,
-    symkey: str,
-    pos: float,
-    vol: float
-) -> dict[str, Any]:
-
-    return BrokerdPosition(
-        broker='kraken',
-        account=acc,
-        symbol=symkey,
-        currency=symkey[-3:],
-        size=float(vol),
-        avg_price=float(pos),
-    )
-
-
-def normalize_symbol(
-    ticker: str
-) -> str:
-    symlen = len(ticker)
-    if symlen == 6:
-        return ticker.lower()
-    else:
-        for sym in ['XXBT', 'XXMR', 'ZEUR']:
-            if sym in ticker:
-                ticker = ticker.replace(sym, sym[1:])
-        return ticker.lower()
-
-
-async def handle_order_requests(
-
-        client: #kraken,
-        ems_order_stream: tractor.MsgStream,
-
-) -> None:
-
-    # order_request: dict
-    async for request_msg in ems_order_stream:
-        log.info(f'Received order request {request_msg}')
-
-        action = request_msg['action']
-
-        if action in {'buy', 'sell'}:
-
-            account = request_msg['account']
-            if account != 'kraken.spot':
-                log.error(
-                    'This is a kraken account, \
-                    only a `kraken.spot` selection is valid'
-                )
-                await ems_order_stream.send(BrokerError(
-                    oid=request_msg['oid']
-                    symbol=request_msg['symbol']
-                    reason=f'Kraken only, No account found: `{account}` ?',
-                ).dict())
-                continue
-
-            # validate
-            order = BrokerdOrder(**request_msg)
-
-            # call our client api to submit the order
-            ## TODO: look into the submit_limit method, do it write my own?
-            reqid = await client.submit_limit(
-
-                oid=order.oid,
-                symbol=order.symbol,
-                price=order.price,
-                action=order.action,
-                size=order.size,
-                ## XXX: how do I handle new orders
-                reqid=order.reqid,
-            )
-
-            # deliver ack that order has been submitted to broker routing
-            await ems_order_stream.send(
-                BrokerdOrderAck(
-
-                    # ems order request id
-                    oid=order.oid,
-
-                    # broker specific request id
-                    reqid=reqid,
-
-                ).dict()
-            )
-
-        elif action == 'cancel':
-             msg = BrokerdCancel(**request_msg)
-
-             await client.submit_cancel(
-                reqid=msg.reqid
-            )
-
-        else:
-            log.error(f'Unknown order command: {request_msg}')
-
-
-@tractor.context
-async def trades_dialogue(
-    ctx: tractor.Context,
-    loglevel: str = None,
-) -> AsyncIterator[Dict[str, Any]]:
-
-    # XXX: required to propagate ``tractor`` loglevel to piker logging
-    get_console_log(loglevel or tractor.current_actor().loglevel)
-
-    # Authenticated block
-    async with get_client() as client:
-        acc_name = 'kraken.' + client._name
-        positions, vols = await client.get_positions()
-
-        all_positions = []
-
-        for ticker, pos in positions.items():
-            norm_sym = normalize_symbol(ticker)
-            if float(vols[ticker]) != 0:
-                msg = pack_position(acc_name, norm_sym, pos, vols[ticker])
-                all_positions.append(msg.dict())
-        
-        open_orders = await client.get_user_data('OpenOrders', {})
-        await tractor.breakpoint()
-
-        await ctx.started((all_positions, (acc_name,)))
-
-        await trio.sleep_forever()
-
-       # async with (
-       #     ctx.open_stream() as ems_stream,
-       #     trio.open_nursery as n,
-       # ):
-
-
 async def stream_messages(ws):
 
     too_slow_count = last_hb = 0

piker/clearing/_ems.py

@@ -489,8 +489,7 @@ async def open_brokerd_trades_dialogue(
         finally:
             # parent context must have been closed
             # remove from cache so next client will respawn if needed
-            ## TODO: Maybe add a warning
+            _router.relays.pop(broker)
-            _router.relays.pop(broker, None)
 
 
 @tractor.context

piker/clearing/_paper_engine.py

@@ -389,7 +389,7 @@ async def handle_order_requests(
             account = request_msg['account']
             if account != 'paper':
                 log.error(
-                    'This is a paper account, only a `paper` selection is valid'
+                    'On a paper account, only a `paper` selection is valid'
                 )
                 await ems_order_stream.send(BrokerdError(
                     oid=request_msg['oid'],
@@ -463,8 +463,7 @@ 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(all_positions)
+        await ctx.started(({}, ['paper']))
-        await ctx.started(({}, {'paper',}))
 
         async with (
             ctx.open_stream() as ems_stream,