piker/piker/brokers/_util.py

126 lines
3.3 KiB
Python

# piker: trading gear for hackers
# Copyright (C) 2018-present Tyler Goodlet (in stewardship of pikers)
# 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 cross-broker utils.
"""
from __future__ import annotations
# from functools import partial
import json
import httpx
import logging
from piker.log import (
colorize_json,
)
subsys: str = 'piker.brokers'
# NOTE: level should be reset by any actor that is spawned
# as well as given a (more) explicit name/key such
# as `piker.brokers.binance` matching the subpkg.
# log = get_logger(subsys)
# ?TODO?? we could use this approach, but we need to be able
# to pass multiple `name=` values so for example we can include the
# emissions in `.accounting._pos` and others!
# [ ] maybe we could do the `log = get_logger()` above,
# then cycle through the list of subsys mods we depend on
# and then get all their loggers and pass them to
# `get_console_log(logger=)`??
# [ ] OR just write THIS `get_console_log()` as a hook which does
# that based on who calls it?.. i dunno
#
# get_console_log = partial(
# get_console_log,
# name=subsys,
# )
class BrokerError(Exception):
"Generic broker issue"
class SymbolNotFound(BrokerError):
"Symbol not found by broker search"
# TODO: these should probably be moved to `.tsp/.data`?
class NoData(BrokerError):
'''
Symbol data not permitted or no data
for time range found.
'''
def __init__(
self,
*args,
info: dict|None = None,
) -> None:
super().__init__(*args)
self.info: dict|None = info
# 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: httpx.Response,
log: logging.Logger,
return_json: bool = True,
log_resp: bool = False,
) -> httpx.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