piker/brokers/binance/api.py

@@ -43,7 +43,7 @@ import trio
 from pendulum import (
     now,
 )
-import asks
+import httpx
 from rapidfuzz import process as fuzzy
 import numpy as np
 
@@ -147,7 +147,7 @@ def binance_timestamp(
 
 class Client:
     '''
-    Async ReST API client using ``trio`` + ``asks`` B)
+    Async ReST API client using ``trio`` + ``httpx`` B)
 
     Supports all of the spot, margin and futures endpoints depending
     on method.
@@ -158,6 +158,7 @@ class Client:
 
         # TODO: change this to `Client.[mkt_]venue: MarketType`?
         mkt_mode: MarketType = 'spot',
+        httpx_client: httpx.AsyncClient,
 
     ) -> None:
         # build out pair info tables for each market type
@@ -186,23 +187,7 @@ class Client:
         # market symbols for use by search. See `.exch_info()`.
         self._pairs: ChainMap[str, Pair] = ChainMap()
 
-        # spot EPs sesh
+        self._create_sessions(httpx_client)
-        self._sesh = asks.Session(connections=4)
-        self._sesh.base_location: str = _spot_url
-        # spot testnet
-        self._test_sesh: asks.Session = asks.Session(connections=4)
-        self._test_sesh.base_location: str = _testnet_spot_url
-
-        # margin and extended spot endpoints session.
-        self._sapi_sesh = asks.Session(connections=4)
-        self._sapi_sesh.base_location: str = _spot_url
-
-        # futes EPs sesh
-        self._fapi_sesh = asks.Session(connections=4)
-        self._fapi_sesh.base_location: str = _futes_url
-        # futes testnet
-        self._test_fapi_sesh: asks.Session = asks.Session(connections=4)
-        self._test_fapi_sesh.base_location: str = _testnet_futes_url
 
         # global client "venue selection" mode.
         # set this when you want to switch venues and not have to
@@ -212,7 +197,7 @@ class Client:
         # per 8
         self.venue_sesh: dict[
             str,  # venue key
-            tuple[asks.Session, str]  # session, eps path
+            tuple[httpx.AsyncClient, str]  # session, eps path
         ] = {
             'spot': (self._sesh, '/api/v3/'),
             'spot_testnet': (self._test_sesh, '/fapi/v1/'),
@@ -242,12 +227,21 @@ class Client:
         # https://www.binance.com/en/support/faq/how-to-create-api-keys-on-binance-360002502072
         self.conf: dict = get_config()
 
+        self._setup_api_keys()
+
+    def _setup_api_keys(
+        self
+
+    ) -> None:
+        """
+        Set up API keys for the configured venues and sessions.
+        """
         for key, subconf in self.conf.items():
             if api_key := subconf.get('api_key', ''):
                 venue_keys: list[str] = self.confkey2venuekeys[key]
 
                 venue_key: str
-                sesh: asks.Session
+                sesh: httpx.AsyncClient
                 for venue_key in venue_keys:
                     sesh, _ = self.venue_sesh[venue_key]
 
@@ -272,6 +266,26 @@ class Client:
                         ]
                         testnet_sesh.headers.update(api_key_header)
 
+    def _create_sessions(
+        self,
+        httpx_client: httpx.AsyncClient
+
+    ) -> None:
+        """
+        Create the necessary AsyncClient sessions for different endpoints.
+        """
+        # spot EPs sesh
+        self._sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
+        # spot testnet
+        self._test_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=__testnet_spot_url)
+        # margin and extended spot endpoints session.
+        self._sapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_spot_url)
+        # futes EPs sesh
+        self._fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_futes_url)
+        # futes testnet
+        self._test_fapi_sesh: httpx.AsyncClient = httpx_client.AsyncClient(base_url=_testnet_futes_url)
+
+
     def _mk_sig(
         self,
         data: dict,
@@ -360,7 +374,7 @@ class Client:
                 venue=venue_key,
             )
 
-        sesh: asks.Session
+        sesh: httpx.AsyncClient
         path: str
 
         # Check if we're configured to route order requests to the