bitmex-api 0.0.67__tar.gz → 0.0.70__tar.gz

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: bitmex-api
-Version: 0.0.67
+Version: 0.0.70
 Summary: bitmex crypto exchange api client
 Project-URL: Homepage, https://github.com/ccxt/ccxt
 Project-URL: Issues, https://github.com/ccxt/ccxt

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/pyproject.toml

@@ -11,7 +11,7 @@ only-include = ["src/bitmex"]
 
 [project]
 name = "bitmex-api"
-version = "0.0.67"
+version = "0.0.70"
 authors = [
     { name="CCXT", email="info@ccxt.trade" },
 ]

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/__init__.py

@@ -26,7 +26,7 @@ sys.modules['ccxt'] = ccxt_module
 
 # ----------------------------------------------------------------------------
 
-__version__ = '4.4.88'
+__version__ = '4.4.91'
 
 # ----------------------------------------------------------------------------
 

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/async_support/__init__.py

@@ -8,7 +8,7 @@ sys.modules['ccxt'] = ccxt_module
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.88'
+__version__ = '4.4.91'
 
 # -----------------------------------------------------------------------------
 

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/async_support/base/exchange.py

@@ -2,7 +2,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.88'
+__version__ = '4.4.91'
 
 # -----------------------------------------------------------------------------
 
@@ -34,7 +34,7 @@ from ccxt.base.exchange import Exchange as BaseExchange, ArgumentsRequired
 # -----------------------------------------------------------------------------
 
 from ccxt.async_support.base.ws.functions import inflate, inflate64, gunzip
-from ccxt.async_support.base.ws.aiohttp_client import AiohttpClient
+from ccxt.async_support.base.ws.client import Client
 from ccxt.async_support.base.ws.future import Future
 from ccxt.async_support.base.ws.order_book import OrderBook, IndexedOrderBook, CountedOrderBook
 
@@ -419,7 +419,7 @@ class Exchange(BaseExchange):
             }, ws_options)
             # we use aiohttp instead of fastClient now because of this
             # https://github.com/ccxt/ccxt/pull/25995
-            self.clients[url] = AiohttpClient(url, on_message, on_error, on_close, on_connected, options)
+            self.clients[url] = Client(url, on_message, on_error, on_close, on_connected, options)
             # set http/s proxy (socks proxy should be set in other place)
             httpProxy, httpsProxy, socksProxy = self.check_ws_proxy_settings()
             if (httpProxy or httpsProxy):
@@ -638,6 +638,9 @@ class Exchange(BaseExchange):
     async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}):
         raise NotSupported(self.id + ' watchTrades() is not supported yet')
 
+    async def un_watch_orders(self, symbol: Str = None, params={}):
+        raise NotSupported(self.id + ' unWatchOrders() is not supported yet')
+
     async def un_watch_trades(self, symbol: str, params={}):
         raise NotSupported(self.id + ' unWatchTrades() is not supported yet')
 

bitmex_api-0.0.70/src/bitmex/ccxt/async_support/base/ws/client.py

@@ -0,0 +1,323 @@
+# -*- coding: utf-8 -*-
+
+orjson = None
+try:
+    import orjson as orjson
+except ImportError:
+    pass
+
+import json
+
+from asyncio import sleep, ensure_future, wait_for, TimeoutError, BaseEventLoop, Future as asyncioFuture
+from .functions import milliseconds, iso8601, deep_extend, is_json_encoded_object
+from ccxt import NetworkError, RequestTimeout
+from ccxt.async_support.base.ws.future import Future
+from ccxt.async_support.base.ws.functions import gunzip, inflate
+from typing import Dict
+
+from aiohttp import WSMsgType
+
+
+class Client(object):
+
+    url = None
+    ws = None
+    futures: Dict[str, Future] = {}
+    options = {}  # ws-specific options
+    subscriptions = {}
+    rejections = {}
+    on_message_callback = None
+    on_error_callback = None
+    on_close_callback = None
+    on_connected_callback = None
+    connectionStarted = None
+    connectionEstablished = None
+    isConnected = False
+    connectionTimeout = 10000  # ms, false to disable
+    connection = None
+    error = None  # low-level networking exception, if any
+    connected = None  # connection-related Future
+    keepAlive = 5000
+    heartbeat = True
+    maxPingPongMisses = 2.0  # how many missed pongs to raise a timeout
+    lastPong = None
+    ping = None  # ping-function if defined
+    proxy = None
+    verbose = False  # verbose output
+    gunzip = False
+    inflate = False
+    throttle = None
+    connecting = False
+    asyncio_loop: BaseEventLoop = None
+    ping_looper = None
+
+    def __init__(self, url, on_message_callback, on_error_callback, on_close_callback, on_connected_callback, config={}):
+        defaults = {
+            'url': url,
+            'futures': {},
+            'subscriptions': {},
+            'rejections': {},
+            'on_message_callback': on_message_callback,
+            'on_error_callback': on_error_callback,
+            'on_close_callback': on_close_callback,
+            'on_connected_callback': on_connected_callback,
+        }
+        settings = {}
+        settings.update(defaults)
+        settings.update(config)
+        for key in settings:
+            if hasattr(self, key) and isinstance(getattr(self, key), dict):
+                setattr(self, key, deep_extend(getattr(self, key), settings[key]))
+            else:
+                setattr(self, key, settings[key])
+        # connection-related Future
+        self.connected = Future()
+
+    def future(self, message_hash):
+        if message_hash not in self.futures or self.futures[message_hash].cancelled():
+            self.futures[message_hash] = Future()
+        future = self.futures[message_hash]
+        if message_hash in self.rejections:
+            future.reject(self.rejections[message_hash])
+            del self.rejections[message_hash]
+        return future
+
+    def resolve(self, result, message_hash):
+        if self.verbose and message_hash is None:
+            self.log(iso8601(milliseconds()), 'resolve received None messageHash')
+        if message_hash in self.futures:
+            future = self.futures[message_hash]
+            future.resolve(result)
+            del self.futures[message_hash]
+        return result
+
+    def reject(self, result, message_hash=None):
+        if message_hash is not None:
+            if message_hash in self.futures:
+                future = self.futures[message_hash]
+                future.reject(result)
+                del self.futures[message_hash]
+            else:
+                self.rejections[message_hash] = result
+        else:
+            message_hashes = list(self.futures.keys())
+            for message_hash in message_hashes:
+                self.reject(result, message_hash)
+        return result
+
+    def receive_loop(self):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'receive loop')
+        if not self.closed():
+            # let's drain the aiohttp buffer to avoid latency
+            if len(self.buffer) > 1:
+                size_delta = 0
+                while len(self.buffer) > 1:
+                    message, size = self.buffer.popleft()
+                    size_delta += size
+                    self.handle_message(message)
+                # we must update the size of the last message inside WebSocketDataQueue
+                # self.receive() calls WebSocketDataQueue.read() that calls WebSocketDataQueue._read_from_buffer()
+                # which updates the size of the buffer, the _size will overflow and pause the transport
+                # make sure to set the enviroment variable AIOHTTP_NO_EXTENSIONS=Y to check
+                # print(self.connection._conn.protocol._payload._size)
+                self.buffer[0] = (self.buffer[0][0], self.buffer[0][1] + size_delta)
+
+            task = self.asyncio_loop.create_task(self.receive())
+
+            def after_interrupt(resolved: asyncioFuture):
+                exception = resolved.exception()
+                if exception is None:
+                    self.handle_message(resolved.result())
+                    self.asyncio_loop.call_soon(self.receive_loop)
+                else:
+                    error = NetworkError(str(exception))
+                    if self.verbose:
+                        self.log(iso8601(milliseconds()), 'receive_loop', 'Exception', error)
+                    self.reset(error)
+
+            task.add_done_callback(after_interrupt)
+
+    async def open(self, session, backoff_delay=0):
+        # exponential backoff for consequent connections if necessary
+        if backoff_delay:
+            await sleep(backoff_delay)
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'connecting to', self.url, 'with timeout', self.connectionTimeout, 'ms')
+        self.connectionStarted = milliseconds()
+        try:
+            coroutine = self.create_connection(session)
+            self.connection = await wait_for(coroutine, timeout=int(self.connectionTimeout / 1000))
+            self.connecting = False
+            self.connectionEstablished = milliseconds()
+            self.isConnected = True
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'connected')
+            self.connected.resolve(self.url)
+            self.on_connected_callback(self)
+            # run both loops forever
+            self.ping_looper = ensure_future(self.ping_loop(), loop=self.asyncio_loop)
+            self.asyncio_loop.call_soon(self.receive_loop)
+        except TimeoutError:
+            # connection timeout
+            error = RequestTimeout('Connection timeout')
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'RequestTimeout', error)
+            self.on_error(error)
+        except Exception as e:
+            # connection failed or rejected (ConnectionRefusedError, ClientConnectorError)
+            error = NetworkError(e)
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'NetworkError', error)
+            self.on_error(error)
+
+    @property
+    def buffer(self):
+        # looks like they exposed it in C
+        # this means we can bypass it
+        # https://github.com/aio-libs/aiohttp/blob/master/aiohttp/_websocket/reader_c.pxd#L53C24-L53C31
+        return self.connection._conn.protocol._payload._buffer
+
+    def connect(self, session, backoff_delay=0):
+        if not self.connection and not self.connecting:
+            self.connecting = True
+            ensure_future(self.open(session, backoff_delay), loop=self.asyncio_loop)
+        return self.connected
+
+    def on_error(self, error):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'on_error', error)
+        self.error = error
+        self.reject(error)
+        self.on_error_callback(self, error)
+        if not self.closed():
+            ensure_future(self.close(1006), loop=self.asyncio_loop)
+
+    def on_close(self, code):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'on_close', code)
+        if not self.error:
+            self.reject(NetworkError('Connection closed by remote server, closing code ' + str(code)))
+        self.on_close_callback(self, code)
+        ensure_future(self.aiohttp_close(), loop=self.asyncio_loop)
+
+    def log(self, *args):
+        print(*args)
+
+    def closed(self):
+        return (self.connection is None) or self.connection.closed
+
+    def receive(self):
+        return self.connection.receive()
+
+    # helper method for binary and text messages
+    def handle_text_or_binary_message(self, data):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'message', data)
+        if isinstance(data, bytes):
+            data = data.decode()
+        # decoded = json.loads(data) if is_json_encoded_object(data) else data
+        decode = None
+        if is_json_encoded_object(data):
+            if orjson is None:
+                decode = json.loads(data)
+            else:
+                decode = orjson.loads(data)
+        else:
+            decode = data
+        self.on_message_callback(self, decode)
+
+    def handle_message(self, message):
+        # self.log(iso8601(milliseconds()), message)
+        if message.type == WSMsgType.TEXT:
+            self.handle_text_or_binary_message(message.data)
+        elif message.type == WSMsgType.BINARY:
+            data = message.data
+            if self.gunzip:
+                data = gunzip(data)
+            elif self.inflate:
+                data = inflate(data)
+            self.handle_text_or_binary_message(data)
+        # autoping is responsible for automatically replying with pong
+        # to a ping incoming from a server, we have to disable autoping
+        # with aiohttp's websockets and respond with pong manually
+        # otherwise aiohttp's websockets client won't trigger WSMsgType.PONG
+        elif message.type == WSMsgType.PING:
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'ping', message)
+            ensure_future(self.connection.pong(message.data), loop=self.asyncio_loop)
+        elif message.type == WSMsgType.PONG:
+            self.lastPong = milliseconds()
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'pong', message)
+            pass
+        elif message.type == WSMsgType.CLOSE:
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'close', self.closed(), message)
+            self.on_close(message.data)
+        elif message.type == WSMsgType.ERROR:
+            if self.verbose:
+                self.log(iso8601(milliseconds()), 'error', message)
+            error = NetworkError(str(message))
+            self.on_error(error)
+
+    def create_connection(self, session):
+        # autoping is responsible for automatically replying with pong
+        # to a ping incoming from a server, we have to disable autoping
+        # with aiohttp's websockets and respond with pong manually
+        # otherwise aiohttp's websockets client won't trigger WSMsgType.PONG
+        # call aenter here to simulate async with otherwise we get the error "await not called with future"
+        # if connecting to a non-existent endpoint
+        if (self.proxy):
+            return session.ws_connect(self.url, autoping=False, autoclose=False, headers=self.options.get('headers'), proxy=self.proxy, max_msg_size=10485760).__aenter__()
+        return session.ws_connect(self.url, autoping=False, autoclose=False, headers=self.options.get('headers'), max_msg_size=10485760).__aenter__()
+
+    async def send(self, message):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'sending', message)
+        send_msg = None
+        if isinstance(message, str):
+            send_msg = message
+        else:
+            if orjson is None:
+                send_msg = json.dumps(message, separators=(',', ':'))
+            else:
+                send_msg = orjson.dumps(message).decode('utf-8')
+        return await self.connection.send_str(send_msg)
+
+    async def close(self, code=1000):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'closing', code)
+        for future in self.futures.values():
+            future.cancel()
+        await self.aiohttp_close()
+
+    async def aiohttp_close(self):
+        if not self.closed():
+            await self.connection.close()
+        # these will end automatically once self.closed() = True
+        # so we don't need to cancel them
+        if self.ping_looper:
+            self.ping_looper.cancel()
+
+    async def ping_loop(self):
+        if self.verbose:
+            self.log(iso8601(milliseconds()), 'ping loop')
+        while self.keepAlive and not self.closed():
+            now = milliseconds()
+            self.lastPong = now if self.lastPong is None else self.lastPong
+            if (self.lastPong + self.keepAlive * self.maxPingPongMisses) < now:
+                self.on_error(RequestTimeout('Connection to ' + self.url + ' timed out due to a ping-pong keepalive missing on time'))
+            # the following ping-clause is not necessary with aiohttp's built-in ws
+            # since it has a heartbeat option (see create_connection above)
+            # however some exchanges require a text-type ping message
+            # therefore we need this clause anyway
+            else:
+                if self.ping:
+                    try:
+                        await self.send(self.ping(self))
+                    except Exception as e:
+                        self.on_error(e)
+                else:
+                    await self.connection.ping()
+            await sleep(self.keepAlive / 1000)

bitmex_api-0.0.70/src/bitmex/ccxt/async_support/base/ws/future.py

@@ -0,0 +1,42 @@
+import asyncio
+
+
+class Future(asyncio.Future):
+
+    def resolve(self, result=None):
+        if not self.done():
+            self.set_result(result)
+
+    def reject(self, error=None):
+        if not self.done():
+            self.set_exception(error)
+
+    @classmethod
+    def race(cls, futures):
+        future = Future()
+        coro = asyncio.wait(futures, return_when=asyncio.FIRST_COMPLETED)
+        task = asyncio.create_task(coro)
+
+        def callback(done):
+            complete, _ = done.result()
+            # check for exceptions
+            exceptions = []
+            cancelled = False
+            for f in complete:
+                if f.cancelled():
+                    cancelled = True
+                else:
+                    err = f.exception()
+                    if err:
+                        exceptions.append(err)
+            # if any exceptions return with first exception
+            if len(exceptions) > 0:
+                future.set_exception(exceptions[0])
+            # else return first result
+            elif cancelled:
+                future.cancel()
+            else:
+                first_result = list(complete)[0].result()
+                future.set_result(first_result)
+        task.add_done_callback(callback)
+        return future

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/async_support/bitmex.py

@@ -101,6 +101,7 @@ class bitmex(Exchange, ImplicitAPI):
                 'fetchTransactions': 'emulated',
                 'fetchTransfer': False,
                 'fetchTransfers': False,
+                'index': True,
                 'reduceMargin': None,
                 'sandbox': True,
                 'setLeverage': True,
@@ -427,8 +428,8 @@ class bitmex(Exchange, ImplicitAPI):
         #            # "mediumPrecision": "8",
         #            # "shorterPrecision": "4",
         #            # "symbol": "₿",
-        #            # "weight": "1",
         #            # "tickLog": "0",
+        #            # "weight": "1",
         #            "enabled": True,
         #            "isMarginCurrency": True,
         #            "minDepositAmount": "10000",

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/base/exchange.py

@@ -4,7 +4,7 @@
 
 # -----------------------------------------------------------------------------
 
-__version__ = '4.4.88'
+__version__ = '4.4.91'
 
 # -----------------------------------------------------------------------------
 
@@ -906,6 +906,10 @@ class Exchange(object):
     def keysort(dictionary):
         return collections.OrderedDict(sorted(dictionary.items(), key=lambda t: t[0]))
 
+    @staticmethod
+    def sort(array):
+        return sorted(array)
+
     @staticmethod
     def extend(*args):
         if args is not None:
@@ -956,6 +960,11 @@ class Exchange(object):
     def groupBy(array, key):
         return Exchange.group_by(array, key)
 
+
+    @staticmethod
+    def index_by_safe(array, key):
+        return Exchange.index_by(array, key)  # wrapper for go
+
     @staticmethod
     def index_by(array, key):
         result = {}
@@ -1037,7 +1046,7 @@ class Exchange(object):
         return _urlencode.urlencode(result, quote_via=_urlencode.quote)
 
     @staticmethod
-    def rawencode(params={}):
+    def rawencode(params={}, sort=False):
         return _urlencode.unquote(Exchange.urlencode(params))
 
     @staticmethod
@@ -2571,6 +2580,9 @@ class Exchange(object):
     def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}):
         raise NotSupported(self.id + ' watchTrades() is not supported yet')
 
+    def un_watch_orders(self, symbol: Str = None, params={}):
+        raise NotSupported(self.id + ' unWatchOrders() is not supported yet')
+
     def un_watch_trades(self, symbol: str, params={}):
         raise NotSupported(self.id + ' unWatchTrades() is not supported yet')
 
@@ -3187,7 +3199,7 @@ class Exchange(object):
 
     def set_markets(self, markets, currencies=None):
         values = []
-        self.markets_by_id = {}
+        self.markets_by_id = self.create_safe_dictionary()
         # handle marketId conflicts
         # we insert spot markets first
         marketValues = self.sort_by(self.to_array(markets), 'spot', True, True)
@@ -3262,7 +3274,7 @@ class Exchange(object):
                 resultingCurrencies.append(highestPrecisionCurrency)
             sortedCurrencies = self.sort_by(resultingCurrencies, 'code')
             self.currencies = self.deep_extend(self.currencies, self.index_by(sortedCurrencies, 'code'))
-        self.currencies_by_id = self.index_by(self.currencies, 'id')
+        self.currencies_by_id = self.index_by_safe(self.currencies, 'id')
         currenciesSortedByCode = self.keysort(self.currencies)
         self.codes = list(currenciesSortedByCode.keys())
         return self.markets
@@ -6885,7 +6897,7 @@ class Exchange(object):
                 symbolAndTimeFrame = symbolsAndTimeFrames[i]
                 symbol = self.safe_string(symbolAndTimeFrame, 0)
                 timeframe = self.safe_string(symbolAndTimeFrame, 1)
-                if symbol in self.ohlcvs:
+                if (self.ohlcvs is not None) and (symbol in self.ohlcvs):
                     if timeframe in self.ohlcvs[symbol]:
                         del self.ohlcvs[symbol][timeframe]
         elif symbolsLength > 0:
@@ -6901,7 +6913,7 @@ class Exchange(object):
                     if symbol in self.tickers:
                         del self.tickers[symbol]
         else:
-            if topic == 'myTrades':
+            if topic == 'myTrades' and (self.myTrades is not None):
                 # don't reset self.myTrades directly here
                 # because in c# we need to use a different object(thread-safe dict)
                 keys = list(self.myTrades.keys())
@@ -6909,13 +6921,13 @@ class Exchange(object):
                     key = keys[i]
                     if key in self.myTrades:
                         del self.myTrades[key]
-            elif topic == 'orders':
+            elif topic == 'orders' and (self.orders is not None):
                 orderSymbols = list(self.orders.keys())
                 for i in range(0, len(orderSymbols)):
                     orderSymbol = orderSymbols[i]
                     if orderSymbol in self.orders:
                         del self.orders[orderSymbol]
-            elif topic == 'ticker':
+            elif topic == 'ticker' and (self.tickers is not None):
                 tickerSymbols = list(self.tickers.keys())
                 for i in range(0, len(tickerSymbols)):
                     tickerSymbol = tickerSymbols[i]

{bitmex_api-0.0.67 → bitmex_api-0.0.70}/src/bitmex/ccxt/bitmex.py

@@ -101,6 +101,7 @@ class bitmex(Exchange, ImplicitAPI):
                 'fetchTransactions': 'emulated',
                 'fetchTransfer': False,
                 'fetchTransfers': False,
+                'index': True,
                 'reduceMargin': None,
                 'sandbox': True,
                 'setLeverage': True,
@@ -427,8 +428,8 @@ class bitmex(Exchange, ImplicitAPI):
         #            # "mediumPrecision": "8",
         #            # "shorterPrecision": "4",
         #            # "symbol": "₿",
-        #            # "weight": "1",
         #            # "tickLog": "0",
+        #            # "weight": "1",
         #            "enabled": True,
         #            "isMarginCurrency": True,
         #            "minDepositAmount": "10000",