96 lines
2.4 KiB
Python
96 lines
2.4 KiB
Python
# piker: trading gear for hackers
|
|
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of piker0)
|
|
|
|
# This program is free software: you can redistribute it and/or modify
|
|
# it under the terms of the GNU Affero General Public License as published by
|
|
# the Free Software Foundation, either version 3 of the License, or
|
|
# (at your option) any later version.
|
|
|
|
# This program is distributed in the hope that it will be useful,
|
|
# but WITHOUT ANY WARRANTY; without even the implied warranty of
|
|
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
|
# GNU Affero General Public License for more details.
|
|
|
|
# You should have received a copy of the GNU Affero General Public License
|
|
# along with this program. If not, see <https://www.gnu.org/licenses/>.
|
|
|
|
"""
|
|
Handy utils.
|
|
"""
|
|
import json
|
|
import asks
|
|
import logging
|
|
|
|
from ..log import colorize_json
|
|
|
|
|
|
class BrokerError(Exception):
|
|
"Generic broker issue"
|
|
|
|
|
|
class SymbolNotFound(BrokerError):
|
|
"Symbol not found by broker search"
|
|
|
|
|
|
class NoData(BrokerError):
|
|
'''
|
|
Symbol data not permitted or no data
|
|
for time range found.
|
|
|
|
'''
|
|
def __init__(
|
|
self,
|
|
*args,
|
|
frame_size: int = 1000,
|
|
|
|
) -> None:
|
|
super().__init__(*args)
|
|
|
|
# when raised, machinery can check if the backend
|
|
# set a "frame size" for doing datetime calcs.
|
|
self.frame_size: int = 1000
|
|
|
|
|
|
class DataUnavailable(BrokerError):
|
|
'''
|
|
Signal storage requests to terminate.
|
|
|
|
'''
|
|
# TODO: add in a reason that can be displayed in the
|
|
# UI (for eg. `kraken` is bs and you should complain
|
|
# to them that you can't pull more OHLC data..)
|
|
|
|
|
|
class DataThrottle(BrokerError):
|
|
'''
|
|
Broker throttled request rate for data.
|
|
|
|
'''
|
|
# TODO: add in throttle metrics/feedback
|
|
|
|
|
|
|
|
def resproc(
|
|
resp: asks.response_objects.Response,
|
|
log: logging.Logger,
|
|
return_json: bool = True,
|
|
log_resp: bool = False,
|
|
|
|
) -> asks.response_objects.Response:
|
|
"""Process response and return its json content.
|
|
|
|
Raise the appropriate error on non-200 OK responses.
|
|
"""
|
|
if not resp.status_code == 200:
|
|
raise BrokerError(resp.body)
|
|
try:
|
|
msg = resp.json()
|
|
except json.decoder.JSONDecodeError:
|
|
log.exception(f"Failed to process {resp}:\n{resp.text}")
|
|
raise BrokerError(resp.text)
|
|
|
|
if log_resp:
|
|
log.debug(f"Received json contents:\n{colorize_json(msg)}")
|
|
|
|
return msg if return_json else resp
|