exchanges-wrapper 1.3.4.post1__tar.gz → 1.3.4.post2__tar.gz

exchanges-wrapper-1.3.4.post2/.deepsource.toml

@@ -0,0 +1,12 @@
+version = 1
+
+exclude_patterns = ["*/api*.*",
+]
+
+[[analyzers]]
+name = "python"
+enabled = true
+
+  [analyzers.meta]
+  runtime_version = "3.x.x"
+  max_line_length = 120

exchanges-wrapper-1.3.4.post2/.dockerignore

@@ -0,0 +1,3 @@
+**/__pycache__/
+exchanges_wrapper/exchanges_wrapper/
+exchanges_wrapper/proto/

exchanges-wrapper-1.3.4.post2/.github/FUNDING.yml

@@ -0,0 +1 @@
+custom: ['https://github.com/DogsTailFarmer/exchanges-wrapper#donate']

exchanges-wrapper-1.3.4.post2/.github/dependabot.yml

@@ -0,0 +1,11 @@
+# To get started with Dependabot version updates, you'll need to specify which
+# package ecosystems to update and where the package manifests are located.
+# Please see the documentation for all configuration options:
+# https://docs.github.com/github/administering-a-repository/configuration-options-for-dependency-updates
+
+version: 2
+updates:
+  - package-ecosystem: "pip" # See documentation for possible values
+    directory: "/" # Location of package manifests
+    schedule:
+      interval: "weekly"

exchanges-wrapper-1.3.4.post2/.github/workflows/docker-image.yml

@@ -0,0 +1,32 @@
+name: Docker Image CI
+
+on:
+  workflow_dispatch:
+  release:
+    types: [published]
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+    steps:
+    - name: Checkout
+      uses: actions/checkout@v3
+
+    - name: PrepareReg Names
+      run: |
+        echo IMAGE_REPOSITORY=$(echo ${{ github.repository }} | tr '[:upper:]' '[:lower:]') >> $GITHUB_ENV
+        echo IMAGE_TAG=$(echo ${{ github.ref }} | tr '[:upper:]' '[:lower:]' | awk '{split($0,a,"/"); print a[3]}') >> $GITHUB_ENV
+      
+    - name: Login to GHCR
+      uses: docker/login-action@v2
+      with:
+        registry: ghcr.io
+        username: ${{ github.repository_owner }}
+        password: ${{ secrets.GITHUB_TOKEN }}
+
+    - name: Build and push
+      run: |
+        docker build . --tag ghcr.io/$IMAGE_REPOSITORY:$IMAGE_TAG
+        docker push ghcr.io/$IMAGE_REPOSITORY:$IMAGE_TAG
+        docker build . --tag ghcr.io/$IMAGE_REPOSITORY:latest
+        docker push ghcr.io/$IMAGE_REPOSITORY:latest

exchanges-wrapper-1.3.4.post2/.github/workflows/python-publish.yml

@@ -0,0 +1,40 @@
+# This workflow will upload a Python Package using Twine when a release is created
+# For more information see: https://docs.github.com/en/actions/automating-builds-and-tests/building-and-testing-python#publishing-to-package-registries
+
+# This workflow uses actions that are not certified by GitHub.
+# They are provided by a third-party and are governed by
+# separate terms of service, privacy policy, and support
+# documentation.
+
+name: Upload Python Package
+
+on:
+  workflow_dispatch:
+  release:
+    types: [published]
+
+permissions:
+  contents: read
+
+jobs:
+  deploy:
+
+    runs-on: ubuntu-latest
+
+    steps:
+    - uses: actions/checkout@v3
+    - name: Set up Python
+      uses: actions/setup-python@v3
+      with:
+        python-version: '3.x'
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install build
+    - name: Build package
+      run: python -m build
+    - name: Publish package
+      uses: pypa/gh-action-pypi-publish@27b31702a0e7fc50959f5ad993c78deac1bdfc29
+      with:
+        user: __token__
+        password: ${{ secrets.PYPI_API_TOKEN }}

exchanges-wrapper-1.3.4.post2/CHANGELOG.md

@@ -0,0 +1,250 @@
+## v1.3.4-1 2023-07-19
+### Fix
+```
+ERROR: Cannot install crypto_ws_api and grpcio==1.56.0 because these package versions have conflicting dependencies.
+
+The conflict is caused by:
+    The user requested grpcio==1.56.0
+    exchanges-wrapper 1.3.3 depends on grpcio==1.48.1
+    The user requested grpcio==1.56.0
+    exchanges-wrapper 1.3.2 depends on grpcio==1.48.1
+
+```
+
+## v1.3.4 2023-07-17
+### Update
+* Up requirements for grpcio to 1.56.0
+```bazaar
+Known security vulnerabilities detected
+Dependency grpcio 	Version < 1.53.0 	Upgrade to ~> 1.53.0
+```
+* Bitfinex: `exchanges_wrapper.client.Client.cancel_all_orders()`: removed unnecessary status check after cancel request
+
+## v1.3.3 2023-07-04
+### Update
+* UserWSSession moved to crypto-ws-api pkg 
+* Refactoring logging
+* CheckStream(): fix log spamming on passed check
+* Up requirements for crypto-ws-api to 1.0.1
+
+## v1.3.2 - 2023-06-29
+### Added for new features
+* Binance: ws_api package implemented, last version
+[Websocket API](https://developers.binance.com/docs/binance-trading-api/websocket_api#general-api-information)
+used for the most commonly used methods
+
+In `exch_srv_cfg.toml` added:
+
+```bazaar
+[endpoint]
+    [endpoint.binance]
+        ...
+        ws_api = 'wss://ws-api.binance.com:443/ws-api/v3'
+        ws_api_test = 'wss://testnet.binance.vision/ws-api/v3'
+
+```
+
+## v1.3.1 - 2023-06-20
+### Update
+* Optimizing installation and initial settings
+
+## v1.3.0-2 - 2023-06-19
+### Update
+* Binance: keepalive WSS
+
+## v1.3.0 - 2023-06-01
+### Fix
+* exchanges_wrapper.client.Client.cancel_all_orders() set correct 'status' for cancelled orders
+
+### Update
+* protobuf format for CancelAllOrders() and OnOrderUpdate(). Now simple use ```result = eval(json.loads(res.result))```
+for unpack incoming message. **Not compatible with earlier versions**
+* dependencies
+
+## v1.2.10-6-HotFix - 2023-04-12
+### Fix
+* Binance: REST API update for endpoint: GET /api/v3/exchangeInfo was changed MIN_NOTIONAL filter
+
+## v1.2.10-5 - 2023-04-05
+### Update
+* Minor improvements
+
+## v1.2.10-4 - 2023-03-04
+### Fix
+* OKX: intersection wss streams for several trades on one client (same account). WSS buffer moved from
+client instance to EventsDataStream instance
+
+## v1.2.10-3 - 2023-03-01
+### Fix
+* OKX: FetchOpenOrders(): getting orders list for all pair per account instead specific one pair
+
+## v1.2.10-2 - 2023-02-26
+### Added for new features
+* CheckStream() method which request active WSS for trade_id
+
+## v1.2.10 - 2023-02-22
+### Added for new features
+* Add method TransferToMaster():
+
+>Send request to transfer asset from subaccount to main account  
+Binance, OKX: not additional settings needed  
+Bitfinex: for subaccount setting 2FA method, set WITHDRAWAL permission for API key,  
+  in config for subaccount set 2FA key and master account EMail  
+Huobi: in config for subaccount set master_name for Main account
+
+### Update
+* Up requirements aiohttp to 3.8.4
+* Some minor improvements
+
+## v1.2.9-2 - 2023-02-04
+### Fixed
+* Fix DogsTailFarmer/martin-binance#50
+
+### Update
+* Remove unnecessary shebang
+
+## v1.2.9-1 - 2023-01-23
+### Update
+* Additional check for order status if its can't place during timeout period for avoid place duplicate order
+
+## v1.2.9 - 2023-01-08
+### Update
+* Removing FTX smell
+
+## v1.2.8 - 2023-01-01
+### Added for new features
+* Add connection to binance.us
+
+## v1.2.7-7 2022-12-15
+### Fixed
+* DogsTailFarmer/martin-binance#42
+
+## v1.2.7-6 2022-12-08
+### Fixed
+* Bitfinex: handling canceled TP order after it partially filled
+
+### Update
+* Binance: REST API: filter type "PERCENT_PRICE" to "PERCENT_PRICE_BY_SIDE"
+
+## v1.2.7-5 2022-12-04
+### Update
+* FetchOpenOrders() add handler for errors.QueryCanceled, in case RateLimitReached was raised elsewhere
+* Some minor improvements
+
+## v1.2.7-4 2022-11-25
+### Fixed
+* Clearing cancel previous wss start() before restart from 1.2.7-3 was a bad idea. It's kill himself. Rollback.
+
+## v1.2.7-3 2022-11-24
+### Fixed
+* Huobi: incorrect handling for incoming ping for private channel
+* OKX: refactoring wss heartbeat
+* Clearing cancel previous wss start() before restart
+
+## v1.2.7-2 2022-11-23
+### Update
+* Bitfinex: add "receive_timeout=30" parameter in ws_connect(), this is a reliable solution for monitoring the presence
+of a connection
+
+## v1.2.7-1 2022-11-21
+### Update
+* Add OKX section in config file
+
+## v1.2.7 2022-11-21
+### Added for new features
+* OKX exchange
+
+## v1.2.6-1 2022-11-11
+### Fixed
+* FTX: OnFundsUpdate() did not return a result
+
+### Added for new features
+* OnBalanceUpdate() for autocorrect depo and initial balance
+
+### Update
+* refactoring http_client module for multi exchanges purposes
+* added _percent_price filter dummy for all parsers
+
+## v1.2.6 2022-10-13
+### Fixed
+* Huobi Restart WSS for PING timeout, 20s for market and 60s for user streams
+* Removed unnecessary refine amount/price in create_order() for Bitfinex, FTX and Huobi
+
+## v1.2.6b1 2022-10-12
+### Added for new features
+* Huobi exchange
+
+## v1.2.5-3 2022-09-26
+### Fixed
+* #2 FTX WS market stream lies down quietly
+
+### Update
+* Slightly optimized process of docker container setup and start-up
+
+## v1.2.5-2 2022-09-23
+### Added for new features
+* Published as Docker image
+
+### Update
+* README.md add info about Docker image use
+
+## v1.2.5-1 2022-09-21
+### Update
+* Restoring the closed WSS for any reason other than forced explicit shutdown
+
+## v1.2.5 2022-09-20
+### Update
+* Correct max size on queue() for book WSS
+
+## v1.2.5b0 2022-09-18
+### Fixed
+* [Doesn't work on bitfinex: trading rules, step_size restriction not applicable, check](https://github.com/DogsTailFarmer/martin-binance/issues/28#issue-1366945816)
+* [FTX WS market stream lies down quietly](https://github.com/DogsTailFarmer/exchanges-wrapper/issues/2#issue-1362214342) Refactoring WSS control
+* Keep alive Binance combined market WSS, correct restart after stop pair
+
+### Update
+* FetchOrder for 'PARTIALLY_FILLED' event on 'binance' and 'ftx'
+* User data and settings config are moved outside the package to simplify the upgrade
+* Version accounting of the configuration file is given to the package
+
+### Added for new features
+* Published as Docker image
+* On first run create catalog structure for user files at ```/home/user/.MartinBinance/```
+
+## v1.2.4 2022-08-27
+### Fixed
+* [Incomplete account setup](DogsTailFarmer/martin-binance#17)
+* 1.2.3-2 Fix wss market handler, was stopped after get int type message instead of dict
+* 1.2.3-5 clear console output
+* 1.2.3-6 Bitfinex WSServerHandshakeError handling
+* refactoring web_socket.py for correct handling and restart wss
+
+### Update
+* up to Python 3.10.6 compatible
+* reuse aiohttp.ClientSession().ws_connect() for client session
+
+## v1.2.3 - 2022-08-14
+### Fixed
+* Bitfinex: restore active orders list after restart
+* [exch_server not exiting if it can't obtain port](https://github.com/DogsTailFarmer/martin-binance/issues/12#issue-1328603498)
+
+## v1.2.2 - 2022-08-06
+### Fixed
+* Incorrect handling fetch_open_orders response after reinit connection
+
+## v1.2.1 - 2022-08-04
+### Added for new features
+* FTX: WSS 'orderbook' check status by provided checksum value
+
+### Fixed
+* FTX: WSS 'ticker' incorrect init
+* Bitfinex: changed priority for order status, CANCELED priority raised
+
+
+## v1.2.0 - 2022-06-30
+### Added for new features
+* Bitfinex REST API / WSS implemented
+
+### Updated
+* Optimized WSS processing methods to improve performance and fault tolerance
+* Updated configuration file format for multi-exchange use

exchanges-wrapper-1.3.4.post2/Dockerfile

@@ -0,0 +1,23 @@
+# syntax=docker/dockerfile:1
+FROM python:3.10.6-slim
+
+RUN useradd -ms /bin/bash appuser
+USER appuser
+
+ENV PATH="/home/appuser/.local/bin:${PATH}"
+ENV PATH="/home/appuser/.local/lib/python3.10/site-packages:${PATH}"
+ENV PYTHONUNBUFFERED = 1
+
+COPY requirements.txt requirements.txt
+
+RUN pip3 install -r requirements.txt
+
+COPY ./exchanges_wrapper/* /home/appuser/.local/lib/python3.10/site-packages/exchanges_wrapper/
+
+WORKDIR "/home/appuser/.local/lib/python3.10/site-packages"
+
+LABEL org.opencontainers.image.description = "See README.md 'Get started' for setup and run package"
+
+EXPOSE 50051
+
+CMD ["python3","exchanges_wrapper/exch_srv.py"]

{exchanges_wrapper-1.3.4.post1 → exchanges-wrapper-1.3.4.post2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 1.3.4.post1
+Version: 1.3.4.post2
 Summary: REST API and WebSocket asyncio wrapper with grpc powered multiplexer server
 Author-email: Thomas Marchand <thomas.marchand@tuta.io>, Jerry Fedorenko <jerry.fedorenko@yahoo.com>
 Requires-Python: >=3.8

exchanges-wrapper-1.3.4.post2/example/exch_client.py

@@ -0,0 +1,415 @@
+#!/usr/bin/env python3
+# -*- coding: utf-8 -*-
+"""
+Client example for exchanges-wrapper, examples of use of server methods are given
+"""
+
+import asyncio
+import toml
+import uuid
+import simplejson as json
+# noinspection PyPackageRequirements
+import grpc
+# noinspection PyPackageRequirements
+from google.protobuf import json_format
+from exchanges_wrapper import api_pb2, api_pb2_grpc
+
+# For more channel options, please see https://grpc.io/grpc/core/group__grpc__arg__keys.html
+CHANNEL_OPTIONS = [('grpc.lb_policy_name', 'pick_first'),
+                   ('grpc.enable_retries', 0),
+                   ('grpc.keepalive_timeout_ms', 10000)]
+RATE_LIMITER = 5
+FILE_CONFIG = 'ms_cfg.toml'
+config = toml.load(FILE_CONFIG)
+EXCHANGE = config.get('exchange')
+SYMBOL = 'BTCUSDT'
+
+
+async def main(_exchange, _symbol):
+    print(f"main.account_name: {_exchange}")
+    # Create connection to the grpc powered server
+    channel = grpc.aio.insecure_channel(target='localhost:50051', options=CHANNEL_OPTIONS)
+    stub = api_pb2_grpc.MartinStub(channel)
+    trade_id = str(uuid.uuid4().hex)
+    client_id = None
+    # Register client and get client_id for reuse connection
+    # Example of exception handling by grpc connection
+    try:
+        client_id_msg = await stub.OpenClientConnection(api_pb2.OpenClientConnectionRequest(
+            trade_id=trade_id,
+            account_name=_exchange,
+            rate_limiter=RATE_LIMITER))
+    except asyncio.CancelledError:
+        pass  # Task cancellation should not be logged as an error.
+    except grpc.RpcError as ex:
+        # noinspection PyUnresolvedReferences
+        status_code = ex.code()
+        # noinspection PyUnresolvedReferences
+        print(f"Exception on register client: {status_code.name}, {ex.details()}")
+        return
+    else:
+        client_id = client_id_msg.client_id
+        exchange = client_id_msg.exchange
+        print(f"main.exchange: {exchange}")
+        print(f"main.client_id: {client_id}")
+        print(f"main.srv_version: {client_id_msg.srv_version}")
+
+    # Sample async call server method
+    _exchange_info_symbol = await stub.FetchExchangeInfoSymbol(api_pb2.MarketRequest(
+        trade_id=trade_id,
+        client_id=client_id,
+        symbol=_symbol))
+    # Unpack result
+    exchange_info_symbol = json_format.MessageToDict(_exchange_info_symbol)
+    print("\n".join(f"{k}\t{v}" for k, v in exchange_info_symbol.items()))
+
+    # Sample async functon call
+    open_orders = await fetch_open_orders(stub, client_id, _symbol)
+    print(f"open_orders: {open_orders}")
+
+    # Subscribe to WSS
+    # First you want to create all WSS task
+    # Market stream
+    asyncio.create_task(on_ticker_update(stub, client_id, _symbol, trade_id))
+    # User Stream
+    asyncio.create_task(on_order_update(stub, client_id, _symbol, trade_id))
+    # Other market and user methods are used similarly: OnKlinesUpdate, OnFundsUpdate, OnOrderBookUpdate
+    # Start WSS
+    # The values of market_stream_count directly depend on the number of market
+    # ws streams used in the strategy and declared above
+    await stub.StartStream(api_pb2.StartStreamRequest(
+        trade_id=trade_id,
+        client_id=client_id,
+        symbol=_symbol,
+        market_stream_count=1))
+    await asyncio.sleep(RATE_LIMITER)
+    # Before stop program call StopStream() method
+    await stub.StopStream(api_pb2.MarketRequest(trade_id=trade_id, client_id=client_id, symbol=_symbol))
+
+
+async def on_ticker_update(_stub, _client_id, _symbol, trade_id):
+    """
+    24hr rolling window mini-ticker statistics. Truncated sample.
+    :param trade_id:
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return: {}
+    """
+    async for ticker in _stub.OnTickerUpdate(api_pb2.MarketRequest(
+            trade_id=trade_id,
+            client_id=_client_id,
+            symbol=_symbol)):
+        ticker_24h = {'openPrice': ticker.open_price,
+                      'lastPrice': ticker.close_price,
+                      'closeTime': ticker.event_time}
+        print(f"on_ticker_update: {ticker.symbol} {ticker_24h}")
+
+
+async def on_order_update(_stub, _client_id, _symbol, trade_id):
+    """
+    Orders are updated with the executionReport event.
+    :param trade_id:
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/user-data-stream.md#order-update
+    """
+    async for event in _stub.OnOrderUpdate(api_pb2.MarketRequest(
+            trade_id=trade_id,
+            client_id=_client_id,
+            symbol=_symbol)):
+        print(eval(json.loads(event.result)))
+
+
+async def on_balance_update(_stub, _client_id, _symbol, trade_id):
+    """
+    Get data when asset transferred or withdrawal from account
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param trade_id:
+    :return:
+    """
+    async for res in _stub.OnBalanceUpdate(api_pb2.MarketRequest(
+            trade_id=trade_id,
+            client_id=_client_id,
+            symbol=_symbol)):
+        print(res.balance)
+
+
+async def fetch_open_orders(_stub, _client_id, _symbol):
+    """
+    Get all open orders on a symbol.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#current-open-orders-user_data
+    """
+    _active_orders = await _stub.FetchOpenOrders(api_pb2.MarketRequest(client_id=_client_id, symbol=_symbol))
+    active_orders = json_format.MessageToDict(_active_orders).get('items', [])
+    print(f"active_orders: {active_orders}")
+    return active_orders
+
+
+async def fetch_order(_stub, _client_id, _symbol, _id: int, _filled_update_call: bool = False):
+    """
+    Check an order's status.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param _id: order id
+    :param _filled_update_call: if True and order's status is 'FILLED' generated event for OnOrderUpdate user stream
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#query-order-user_data
+    """
+    try:
+        res = await _stub.FetchOrder(api_pb2.FetchOrderRequest(
+            client_id=_client_id,
+            symbol=_symbol,
+            order_id=_id,
+            filled_update_call=_filled_update_call))
+        result = json_format.MessageToDict(res)
+    except asyncio.CancelledError:
+        pass  # Task cancellation should not be logged as an error.
+    except Exception as _ex:
+        print(f"Exception in fetch_order: {_ex}")
+        return {}
+    else:
+        print(f"For order {result.get('orderId')} fetched status is {result.get('status')}")
+        return result
+
+
+async def cancel_all_orders(_stub, _client_id, _symbol):
+    """
+    Cancel All Open Orders on a Symbol
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return:
+     https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#cancel-all-open-orders-on-a-symbol-trade
+    """
+    res = await _stub.CancelAllOrders(api_pb2.MarketRequest(
+        client_id=_client_id,
+        symbol=_symbol))
+    result = eval(json.loads(res.result))
+    print(f"cancel_all_orders.result: {result}")
+
+
+async def fetch_account_information(_stub, _client_id):
+    """
+    Account information (USER_DATA)
+    :param _stub:
+    :param _client_id:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#account-information-user_data
+    """
+    try:
+        res = await _stub.FetchAccountInformation(api_pb2.OpenClientConnectionId(client_id=_client_id))
+    except asyncio.CancelledError:
+        pass
+    except Exception as _ex:
+        print(f"Exception fetch_account_information: {_ex}")
+    else:
+        balances = json_format.MessageToDict(res).get('balances', [])
+        print(f"fetch_account_information.balances: {balances}")
+
+
+async def fetch_funding_wallet(_stub, _client_id):
+    """
+    Get balances from Funding wallet for Binance and assets from 'main' account for FTX
+    :param _stub:
+    :param _client_id:
+    :return: https://binance-docs.github.io/apidocs/spot/en/#funding-wallet-user_data
+    """
+    try:
+        res = await _stub.FetchFundingWallet(api_pb2.FetchFundingWalletRequest(
+            client_id=_client_id))
+    except asyncio.CancelledError:
+        pass
+    except Exception as _ex:
+        print(f"fetch_funding_wallet: {_ex}")
+    else:
+        funding_wallet = json_format.MessageToDict(res).get('balances', [])
+        print(f"fetch_funding_wallet.funding_wallet: {funding_wallet}")
+
+
+async def fetch_order_book(_stub, _client_id, _symbol):
+    """
+    Get order book, limit=5
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#order-book
+    """
+    _order_book = await _stub.FetchOrderBook(api_pb2.MarketRequest(
+        client_id=_client_id,
+        symbol=_symbol))
+    order_book = json_format.MessageToDict(_order_book)
+    print(f"fetch_order_book.order_book: {order_book}")
+
+
+async def fetch_symbol_price_ticker(_stub, _client_id, _symbol):
+    """
+    Get symbol price ticker
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#symbol-price-ticker
+    """
+    _price = await _stub.FetchSymbolPriceTicker(api_pb2.MarketRequest(
+        client_id=_client_id,
+        symbol=_symbol))
+    price = json_format.MessageToDict(_price)
+    print(f"fetch_symbol_price_ticker.price: {price}")
+
+
+async def fetch_ticker_price_change_statistics(_stub, _client_id, _symbol):
+    """
+    24hr ticker price change statistics
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :return:
+     https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#24hr-ticker-price-change-statistics
+    """
+    _ticker = await _stub.FetchTickerPriceChangeStatistics(api_pb2.MarketRequest(
+        client_id=_client_id,
+        symbol=_symbol))
+    ticker = json_format.MessageToDict(_ticker)
+    print(f"fetch_ticker_price_change_statistics.ticker: {ticker}")
+
+
+async def fetch_klines(_stub, _client_id, _symbol, _interval, _limit):
+    """
+    Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param _interval: ENUM https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#enum-definitions
+    :param _limit: Default 500; max 1000.
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#klinecandlestick-data
+    """
+    res = await _stub.FetchKlines(api_pb2.FetchKlinesRequest(
+        client_id=_client_id,
+        symbol=_symbol,
+        interval=_interval,
+        limit=_limit))
+    kline = json_format.MessageToDict(res)
+    print(f"fetch_klines.kline: {kline}")
+
+
+async def fetch_account_trade_list(_stub, _client_id, _symbol, _limit, _start_time_ms):
+    """
+    Get trades for a specific account and symbol.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param _limit: int: Default 500; max 1000
+    :param _start_time_ms: int: optional, minimum time of fills to return, in Unix time (ms since 1970-01-01)
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#account-trade-list-user_data
+    """
+    _trades = await _stub.FetchAccountTradeList(api_pb2.AccountTradeListRequest(
+        client_id=_client_id,
+        symbol=_symbol,
+        limit=_limit,
+        start_time=_start_time_ms)
+    )
+    trades = json_format.MessageToDict(_trades).get('items', [])
+    print(f"fetch_account_trade_list.trades: {trades}")
+
+
+# noinspection PyUnresolvedReferences
+async def transfer2master(_stub, symbol: str, amount: str):
+    """
+    Send request to transfer asset from subaccount to main account
+    Binance, OKX: not additional settings needed
+    Bitfinex: for subaccount setting 2FA method, set WITHDRAWAL permission for API key,
+     in config for subaccount set 2FA key and master account EMail
+    Huobi: in config for subaccount set master_name for Main account
+    :param _stub:
+    :param symbol:
+    :param amount:
+    :return:
+    """
+    try:
+        res = await _stub.TransferToMaster(api_pb2.MarketRequest, symbol=symbol, amount=amount)
+    except asyncio.CancelledError:
+        pass  # Task cancellation should not be logged as an error
+    except grpc.RpcError as ex:
+        status_code = ex.code()
+        print(f"Exception transfer {symbol} to main account: {status_code.name}, {ex.details()}")
+    except Exception as _ex:
+        print(f"Exception transfer {symbol} to main account: {_ex}")
+    else:
+        if res.success:
+            print(f"Sent {amount} {symbol} to main account")
+        else:
+            print(f"Not sent {amount} {symbol} to main account\n,{res.result}")
+
+
+# Server exception handling example for methods where it's realized
+# noinspection PyUnresolvedReferences
+async def create_limit_order(_stub, _client_id, _symbol, _id: int, buy: bool, amount: str, price: str):
+    """
+    Send in a new Limit order.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param _id: A unique id among open orders. Automatically generated if not sent
+    :param buy: True id BUY_side else False
+    :param amount: Base asset quantity
+    :param price:
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#new-order--trade
+    """
+    try:
+        res = await _stub.CreateLimitOrder(api_pb2.CreateLimitOrderRequest(
+            client_id=_client_id,
+            symbol=_symbol,
+            buy_side=buy,
+            quantity=amount,
+            price=price,
+            new_client_order_id=_id
+        ))
+        result = json_format.MessageToDict(res)
+    except asyncio.CancelledError:
+        pass  # Task cancellation should not be logged as an error
+    except grpc.RpcError as ex:
+        status_code = ex.code()
+        print(f"Exception creating order {_id}: {status_code.name}, {ex.details()}")
+        if status_code == grpc.StatusCode.FAILED_PRECONDITION:
+            print("Do something. See except declare in exch_srv.CreateLimitOrder()")
+    except Exception as _ex:
+        print(f"Exception creating order {_id}: {_ex}")
+    else:
+        print(f"create_limit_order.result: {result}")
+
+
+# Server exception handling example for methods where it's realized
+# noinspection PyUnresolvedReferences
+async def cancel_order(_stub, _client_id, _symbol, _id: int):
+    """
+    Cancel an active order.
+    :param _stub:
+    :param _client_id:
+    :param _symbol:
+    :param _id: exchange order id
+    :return: https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#cancel-order-trade
+    """
+    try:
+        res = await _stub.CancelOrder(api_pb2.CancelOrderRequest(
+            client_id=_client_id,
+            symbol=_symbol,
+            order_id=_id))
+        result = json_format.MessageToDict(res)
+    except asyncio.CancelledError:
+        pass  # Task cancellation should not be logged as an error.
+    except grpc.RpcError as ex:
+        status_code = ex.code()
+        print(f"Exception on cancel order for {_id}: {status_code.name}, {ex.details()}")
+    except Exception as _ex:
+        print(f"Exception on cancel order call for {_id}:\n{_ex}")
+    else:
+        print(f"Cancel order {_id} success: {result}")
+
+
+if __name__ == "__main__":
+    asyncio.run(main(EXCHANGE, SYMBOL))

exchanges-wrapper-1.3.4.post2/example/ms_cfg.toml

@@ -0,0 +1,5 @@
+# Example parameters for exchanges_wrapper/exch_client.py
+# Accounts name wold be identically accounts.name from exch_srv_cfg.toml
+exchange = "Demo - Binance"
+# exchange = "Demo - Bitfinex"
+# exchange = "Demo - OKX"

{exchanges_wrapper-1.3.4.post1 → exchanges-wrapper-1.3.4.post2}/exchanges_wrapper/__init__.py

@@ -12,7 +12,7 @@ __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 __email__ = "jerry.fedorenko@yahoo.com"
 __credits__ = ["https://github.com/DanyaSWorlD"]
-__version__ = "1.3.4-1"
+__version__ = "1.3.4-2"
 
 from pathlib import Path
 import shutil

{exchanges_wrapper-1.3.4.post1 → exchanges-wrapper-1.3.4.post2}/exchanges_wrapper/client.py

@@ -159,8 +159,14 @@ class Client:
             start_list.append(market_data_stream.start())
         else:
             for channel in _events:
+                # TODO Remove to config
+                if self.exchange == 'okx' and 'kline' in channel:
+                    _endpoint = 'wss://ws.okx.com:8443/ws/v5/business'
+                else:
+                    _endpoint = self.endpoint_ws_public
+                #
                 market_data_stream = MarketEventsDataStream(self,
-                                                            self.endpoint_ws_public,
+                                                            _endpoint,
                                                             self.exchange, _trade_id,
                                                             channel)
                 self.data_streams[_trade_id] |= {market_data_stream}

exchanges-wrapper-1.3.4.post2/requirements.txt

@@ -0,0 +1,9 @@
+aiohttp==3.8.4
+grpcio==1.56.0
+grpcio-tools==1.56.0
+toml==0.10.2
+idna==3.4
+pyotp~=2.8.0
+simplejson==3.19.1
+shortuuid~=1.0.11
+crypto-ws-api==1.0.1.post3