exchanges-wrapper 1.4.15__tar.gz → 1.4.17b1__tar.gz

exchanges-wrapper-1.4.17b1/.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-1.4.17b1/.dockerignore

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

exchanges-wrapper-1.4.17b1/.github/FUNDING.yml

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

exchanges-wrapper-1.4.17b1/.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-1.4.17b1/.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-1.4.17b1/.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-1.4.17b1/CHANGELOG.md

@@ -0,0 +1,473 @@
+## 1.4.17 2024-03-04
+### Update
+* `CreateLimitOrder()` and `FetchOpenOrders`: Exception handling reduced to one type
+* Dependency: Up requirements for `grpcio` and `grpcio-tools` to 1.62.0
+* Dependency: Up requirements for aiohttp==3.9.3
+
+## 1.4.16 2024-02-25
+### Fix
+* `CreateLimitOrder()`: Missed `trade_id` parameter in fetch_order() call
+
+### Update
+* Refine error handling in `http_client`
+
+## 1.4.15 2024-02-02
+### Fix
+* `HTX`: order Status set on cumulative_filled_quantity value only and `status` from event is ignored
+
+## 1.4.14 2024-02-19
+### Fix
+* Exception in fetch_order: 'KeyError': 'commission'
+* `fetch_order_trade_list()`: variables type inconsistent
+* HTX: correcting order Status depending on cumulative_filled_quantity
+
+## 1.4.13 2024-02-18
+### Fix
+* `FetchOrder()`: conditions for generating a trading event(s)
+
+## 1.4.12 2024-02-12
+### Fix
+* `c_structures.OrderTradesEvent`: some fields are mixed up
+* Bybit: generating a redundant order fill event
+* `create_trade_stream_event`: using actual order status instead of estimated status
+
+## 1.4.11.post1 2024-02-11
+### Fix
+* Bitfinex: setting original order quantity for placed order when first getting event is `te` type
+
+## 1.4.11 2024-02-11
+### Fix
+* Bitfinex: use `symbol` parameter for cancel all order
+
+## 1.4.10 2024-02-09
+### Fix
+* Generate trading events on the partial filled missing event
+* Dependency: Rollback `grpcio` and `grpcio-tools` to 1.48.2
+
+## 1.4.9 2024-02-07
+### Fix
+* Some minor fixes
+
+## 1.4.9b5 2024-02-07
+### Update
+* Dependency: Up requirements for `grpcio` and `grpcio-tools` to 1.60.1
+
+## 1.4.9b3 2024-02-07
+### Update
+* Bitfinex: refining order processing
+
+## 1.4.9b2 2024-02-05
+### Fix
+* Binance: `TransferToMaster`: sentence `Email address should be encoded. e.g. alice@test.com should be encoded into
+alice%40test.com` from API docs the are False, must be `content += urlencode(kwargs["params"], safe="@")`
+
+### Update
+* HTX: changed deprecated endpoint "v1/common/symbols" to "v1/settings/common/market-symbols"
+* Binance: `GET /api/v3/exchangeInfo` from response remove deprecated `quotePrecision`
+
+## 1.4.8 2024-02-02
+### Added for new features
+* Binance: `TransferToMaster` now can be used for collect assets on the sub-account
+
+## 1.4.7.post6 2024-01-31
+### Fix
+* Bitfinex: order processing
+
+## 1.4.7 2024-01-25
+### Fix
+* Bybit: filter LOT_SIZE.stepSize
+* Bitfinex: filter LOT_SIZE.stepSize
+
+### Added for new features
+* Binance: new method [`OneClickArrivalDeposit`](https://binance-docs.github.io/apidocs/spot/en/#one-click-arrival-deposit-apply-for-expired-address-deposit-user_data)
+
+### Update
+* Bitfinex: refine the order processing
+* Dependency: Up requirements for Python>=3.9
+
+## v1.4.6 2024-01-06
+### Update
+* FetchOrder: Bitfinex: generate trades events for orders older than the last two weeks
+
+## v1.4.5 2024-01-05
+### Fix
+* `exch_client.py` init error
+
+### Update
+* replacing json with ujson to improve performance
+* Dependency: Up requirements for crypto-ws-api==2.0.6
+
+## v1.4.4 2023-12-13
+### Update
+* Before send cancel order result checking if it was be executed and generating trade event
+* Rollback 1.4.3
+    - Binance: in create Limit order parameters adding parameter "selfTradePreventionMode": "NONE"
+
+## v1.4.3 2023-12-12
+### Fix
+*  For limit order get status EXPIRED_IN_MATCH on Binance testnet #42
+    + Binance: in create Limit order parameters adding parameter "selfTradePreventionMode": "NONE"
+    + For method json_format.ParseDict(..., ignore_unknown_fields=True) parameter added
+
+## v1.4.2 2023-12-11
+### Update
+* Some minor improvements
+
+## v1.4.1 2023-12-01
+### Update
+* Bybit: fetch_ledgers(): get transfer event from Sub account to Main account on Main account
+
+## v1.4.0 2023-11-23
+### Update
+* Some minor improvements
+
+## v1.4.0rc6 2023-11-11
+### Fix
+* FetchOrder for Demo - ByBitSub01: BTCUSDT: 0 exception: list index out of range
+* OKX: get ws_api endpoint from config
+* ByBit: send and handling WSS keepalive message
+
+## v1.4.0rc3 2023-11-01
+### Fix
+* websockets v12.0 raised `ConnectionClosed` exception
+* Dependency: Up requirements for crypto-ws-api==2.0.5.post3
+
+## v1.4.0rc1 2023-10-31
+### Fix
+* Bitfinex: WSS Information message processing logic adjusted
+
+### Update
+* Dependency: Up requirements for crypto-ws-api==2.0.5
+* Other dependency
+* protobuf format for:
+    + OpenClientConnectionRequest
+    + FetchOrderRequest
+
+### Added for new features
+* Bybit exchange V5 API support implemented. Supported account type is
+[Unified Trading Account](https://testnet.bybit.com/en/help-center/article/Introduction-to-Bybit-Unified-Trading-Account),
+for main and sub-accounts. Spot Trading only.
+
+## v1.3.7.post4 2023-10-09
+### Update
+* Dependency: Up requirements for crypto-ws-api==2.0.4
+
+## v1.3.7.post3 2023-10-05
+### Update
+* Dependency: Up requirements for crypto-ws-api==2.0.3.post1
+
+## v1.3.7.post2 2023-09-30
+### Update
+* Dependency: Up requirements for crypto-ws-api==2.0.3
+
+## v1.3.7.post1 2023-09-24
+### Fix
+* [2023-09-24 07:10:21,076: ERROR] Fetch order trades for HuobiSub2: HTUSDT exception: Client.fetch_order_trade_list()
+missing 1 required positional argument: 'trade_id'
+*  exchanges_wrapper.huobi_parser.account_trade_list: incorrect key for `orderId`
+
+### Update
+* Dependency: Up requirements for crypto-ws-api==2.0.2.post1
+
+## v1.3.7 2023-09-19
+### Fix
+* Bitfinex: fix 500 `Internal server error`, caused by a Nonce value sequence failure
+
+### Update
+* For web socket connection migrated from aiohttp.ws_connection to websockets.client
+* Bitfinex: Implemented rate limit control for the Bitfinex REST API.
+* Bitfinex: Refine handling of active orders
+* OnOrderBookUpdate: change queue to LifoQueue, for get last actual order book row
+
+### Don't fix
+* gRPC [(grpcio + grpcio-tools)](https://github.com/grpc/grpc): massive memory leak for version later than 1.48.2
+
+## v1.3.6b7 2023-08-20
+### Fix
+* The `exch_srv_cfg.toml` wants to be updated from `exch_srv_cfg.toml.template`:
+```toml
+[endpoint.okx]
+    api_public = 'https://aws.okx.com'
+    api_auth = 'https://aws.okx.com'
+    ws_public = 'wss://wsaws.okx.com:8443/ws/v5/public'
+    ws_auth = 'wss://wsaws.okx.com:8443/ws/v5/private'
+    ws_business = 'wss://ws.okx.com:8443/ws/v5/business'
+    api_test = 'https://aws.okx.com'
+    ws_test = 'wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999'
+```
+
+## v1.3.6b4 2023-08-18
+### Fix
+* [ Can't resolve missed PARTIALLY_FILLED event #29 ](https://github.com/DogsTailFarmer/exchanges-wrapper/issues/29#issue-1857179139)
+* [ OKX changed WSS endpoint for Candlesticks channel #27 ](https://github.com/DogsTailFarmer/exchanges-wrapper/issues/27#issue-1852639540)
+
+The `exch_srv_cfg.toml` wants to be updated from `exch_srv_cfg.toml.template`:
+```toml
+[endpoint.okx]
+    api_public = 'https://aws.okx.com'
+    api_auth = 'https://aws.okx.com'
+    ws_public = 'wss://wsaws.okx.com:8443/ws/v5/public'
+    ws_business = 'wss://ws.okx.com:8443/ws/v5/business'
+    api_test = 'https://aws.okx.com'
+    ws_test = 'wss://wspap.okx.com:8443/ws/v5/private?brokerId=9999'
+```
+## v1.3.5rc1 2023-08-08
+### Update
+* Dependency: Up requirements for crypto-ws-api~=2.0.0rc3
+* Optimise code by [Sourcery AI](https://docs.sourcery.ai/Guides/Getting-Started/PyCharm/) refactoring engine
+* Some minor improvements
+
+## v1.3.5b0 - 2023-07-26
+### Added for new features
+*  Binance, OKX: Most requests use WSS first, REST API is used as a backup and in the case of single rare requests
+
+## 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-1.4.17b1/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-1.4.15 → exchanges-wrapper-1.4.17b1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 1.4.15
+Version: 1.4.17b1
 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
@@ -12,11 +12,11 @@ Classifier: Operating System :: Unix
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: MacOS
 Requires-Dist: crypto-ws-api==2.0.6
-Requires-Dist: grpcio==1.48.2
-Requires-Dist: grpcio-tools==1.48.2
+Requires-Dist: grpcio==1.62.0
+Requires-Dist: grpcio-tools==1.62.0
 Requires-Dist: pyotp~=2.9.0
 Requires-Dist: simplejson==3.19.2
-Requires-Dist: aiohttp==3.9.1
+Requires-Dist: aiohttp==3.9.3
 Requires-Dist: Pympler~=1.0.1
 Requires-Dist: websockets~=12.0
 Requires-Dist: expiringdict~=1.2.2