exchanges-wrapper 1.4.12__tar.gz → 1.4.14__tar.gz

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 1.4.12
+Version: 1.4.14
 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: >=3.9

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/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__ = "1.4.12"
+__version__ = "1.4.14"
 
 from pathlib import Path
 import shutil

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/exchanges_wrapper/bybit_parser.py

@@ -516,14 +516,11 @@ def order_trade_list(res: [], order_id: str) -> []:
                 "price": price,
                 "qty": str(qty),
                 "quoteQty": quote_qty,
+                "commission": str(fee) if fee else '0',
+                "commissionAsset": trade['currency'] if fee else '',
                 "time": int(trade['transactionTime']),
                 "isBuyer": trade['side'] == 'Buy',
                 "isMaker": True,
                 "isBestMatch": True,
             }
-
-        if fee:
-            trade_rows[trade_id]["commission"] = str(fee)
-            trade_rows[trade_id]["commissionAsset"] = str(trade['currency'])
-
     return list(trade_rows.values())

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/exchanges_wrapper/c_structures.py

@@ -7,42 +7,6 @@ REST_RATE_LIMIT_INTERVAL = {
 }
 
 
-class OrderUpdateEvent:
-    def __init__(self, event_data: {}):
-        self.symbol = event_data["symbol"]
-        self.client_order_id = event_data["clientOrderId"]
-        self.side = event_data["side"]
-        self.order_type = event_data["type"]
-        self.time_in_force = event_data["timeInForce"]
-        self.order_quantity = event_data["origQty"]
-        self.order_price = event_data["price"]
-        self.stop_price = event_data.get("stopPrice")
-        self.iceberg_quantity = event_data.get("icebergQty")
-        self.order_list_id = event_data["orderListId"]
-        self.original_client_id = event_data["clientOrderId"]
-        self.execution_type = "TRADE"
-        self.order_status = event_data["status"]
-        self.order_reject_reason = "NONE"
-        self.order_id = event_data["orderId"]
-        self.last_executed_quantity = self.cumulative_filled_quantity = event_data["executedQty"]
-        self.commission_amount = event_data.get("commission_amount", "0.0")
-        self.commission_asset = event_data.get("commission_asset", "")
-        self.transaction_time = event_data.get("updateTime", event_data.get("transactTime"))
-        self.trade_id = -1
-        self.ignore_a = int()
-        self.in_order_book = True
-        self.is_maker_side = event_data.get("is_maker_side", False)
-        self.ignore_b = False
-        self.order_creation_time = event_data.get("time", self.transaction_time)
-        self.quote_asset_transacted = event_data["cummulativeQuoteQty"]
-        self.quote_order_quantity = event_data.get(
-            "origQuoteOrderQty", str(Decimal(self.order_quantity) * Decimal(self.order_price))
-        )
-        self.last_executed_price = str(Decimal(self.quote_asset_transacted) /
-                                       Decimal(self.cumulative_filled_quantity))
-        self.last_quote_asset_transacted = str(Decimal(self.last_executed_quantity) * Decimal(self.last_executed_price))
-
-
 class OrderTradesEvent:
     def __init__(self, event_data: {}):
         self.symbol = event_data["symbol"]

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/exchanges_wrapper/exch_srv.py

@@ -19,7 +19,7 @@ from google.protobuf import json_format
 from exchanges_wrapper import errors, api_pb2, api_pb2_grpc
 from exchanges_wrapper.client import Client
 from exchanges_wrapper.definitions import Side, OrderType, TimeInForce, ResponseType
-from exchanges_wrapper.c_structures import OrderUpdateEvent, OrderTradesEvent, REST_RATE_LIMIT_INTERVAL
+from exchanges_wrapper.c_structures import OrderTradesEvent, REST_RATE_LIMIT_INTERVAL
 from exchanges_wrapper import WORK_PATH, CONFIG_FILE, LOG_FILE
 #
 HEARTBEAT = 1  # Sec
@@ -319,12 +319,9 @@ class Martin(api_pb2_grpc.MartinServicer):
                          f" {request.order_id}({request.client_order_id}) exception: {_ex}")
         else:
             open_client.ts_rlc = time.time()
-            if _queue and request.filled_update_call:
-                if res.get('status') == 'FILLED':
-                    event = OrderUpdateEvent(res)
-                    await _queue.put(weakref.ref(event)())
-                elif request.order_id:
-                    await self.create_trade_stream_event(_queue, client, open_client, request, res)
+            if _queue and request.filled_update_call and Decimal(res.get('executedQty', '0')):
+                request.order_id = res.get('orderId')
+                await self.create_trade_stream_event(_queue, client, open_client, request, res)
             json_format.ParseDict(res, response, ignore_unknown_fields=True)
         return response
 
@@ -981,7 +978,6 @@ async def event_handler(_queue, client, trade_id, _event_type, event):
 
 def is_port_in_use(port: int) -> bool:
     import socket
-    # with socket.socket(socket.AF_INET6, socket.SOCK_STREAM) as s:
     with socket.socket(socket.AF_INET, socket.SOCK_STREAM) as s:
         return s.connect_ex(('localhost', port)) == 0
 

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/exchanges_wrapper/huobi_parser.py

@@ -400,10 +400,10 @@ def on_order_update(_order: {}) -> {}:
     #
     if event.get('orderStatus') in ('canceled', 'partial-canceled'):
         status = 'CANCELED'
-    elif event.get('orderStatus') == 'partial-filled':
-        status = 'PARTIALLY_FILLED'
-    elif event.get('orderStatus') == 'filled':
+    elif event.get('orderStatus') == 'filled' and cumulative_filled_quantity >= Decimal(order_quantity):
         status = 'FILLED'
+    elif event.get('orderStatus') == 'partial-filled' or cumulative_filled_quantity > 0:
+        status = 'PARTIALLY_FILLED'
     else:
         status = 'NEW'
     return {
@@ -445,22 +445,22 @@ def on_order_update(_order: {}) -> {}:
 def account_trade_list(res: []) -> []:
     binance_trade_list = []
     for trade in res:
-        price = trade.get('price')
-        qty = trade.get('filled-amount')
+        price = trade['price']
+        qty = trade['filled-amount']
         quote_qty = str(Decimal(price) * Decimal(qty))
         binance_trade = {
-            "symbol": trade.get('symbol').upper(),
-            "id": trade.get('trade-id'),
-            "orderId": trade.get('order-id'),
+            "symbol": trade['symbol'].upper(),
+            "id": trade['trade-id'],
+            "orderId": int(trade['order-id']),
             "orderListId": -1,
             "price": price,
             "qty": qty,
             "quoteQty": quote_qty,
-            "commission": trade.get('filled-fees'),
-            "commissionAsset": trade.get('fee-currency'),
-            "time": trade.get('created-at'),
-            "isBuyer": 'buy' in trade.get('type'),
-            "isMaker": trade.get('role') == 'maker',
+            "commission": trade['filled-fees'],
+            "commissionAsset": trade['fee-currency'],
+            "time": trade['created-at'],
+            "isBuyer": 'buy' in trade['type'],
+            "isMaker": trade['role'] == 'maker',
             "isBestMatch": True,
         }
         binance_trade_list.append(binance_trade)

{exchanges_wrapper-1.4.12 → exchanges_wrapper-1.4.14}/exchanges_wrapper/okx_parser.py

@@ -508,22 +508,22 @@ def funding_wallet(res: []) -> []:
 def order_trade_list(res: []) -> []:
     binance_trade_list = []
     for trade in res:
-        price = trade.get('fillPx')
-        qty = trade.get('fillSz')
+        price = trade['fillPx']
+        qty = trade['fillSz']
         quote_qty = str(Decimal(price) * Decimal(qty))
         binance_trade = {
-            "symbol": trade.get('instId').replace('-', ''),
-            "id": trade.get('tradeId'),
-            "orderId": trade.get('ordId'),
+            "symbol": trade['instId'].replace('-', ''),
+            "id": int(trade['tradeId']),
+            "orderId": int(trade['ordId']),
             "orderListId": -1,
             "price": price,
             "qty": qty,
             "quoteQty": quote_qty,
-            "commission": str(abs(float(trade.get('fee')))),
-            "commissionAsset": trade.get('feeCcy'),
-            "time": trade.get('ts'),
-            "isBuyer": trade.get('side') == 'buy',
-            "isMaker": trade.get('execType') == 'M',
+            "commission": str(abs(float(trade['fee']))),
+            "commissionAsset": trade['feeCcy'],
+            "time": trade['ts'],
+            "isBuyer": trade['side'] == 'buy',
+            "isMaker": trade['execType'] == 'M',
             "isBestMatch": True,
         }
         binance_trade_list.append(binance_trade)