exchanges-wrapper 2.1.0__tar.gz → 2.1.3__tar.gz

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 2.1.0
+Version: 2.1.3
 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-2.1.0 → exchanges_wrapper-2.1.3}/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__ = "2.1.0"
+__version__ = "2.1.3"
 
 from pathlib import Path
 import shutil

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/bybit_parser.py

@@ -14,6 +14,7 @@ class OrderBook:
         self.asks = {i[0]: i[1] for i in snapshot["a"]}
         self.bids = {i[0]: i[1] for i in snapshot["b"]}
 
+    # noinspection PyTypeChecker
     def get_book(self) -> dict:
         return {
             'stream': f"{self.symbol}@depth5",
@@ -498,32 +499,24 @@ def funding_wallet(res: []) -> []:
     return balances
 
 
-def order_trade_list(res: [], order_id: str) -> []:
-    trade_rows = {}
-    order_trades = []
-    [order_trades.append(trade) for trade in res if trade['orderId'] == order_id]
-
-    for trade in order_trades:
-        trade_id = trade['tradeId']
-        qty = Decimal(trade['cashFlow'])
-        fee = Decimal(trade['fee'])
-        if (trade['side'] == 'Buy' and qty > 0) or (trade['side'] == 'Sell' and qty < 0):
-            price = trade['tradePrice']
-            qty = abs(qty)
-            quote_qty = str(Decimal(price) * qty)
-            trade_rows[trade_id] = {
+def order_trade_list(res: []) -> []:
+    trades = []
+    for trade in reversed(res):
+        trades.append(
+            {
                 "symbol": trade['symbol'],
-                "id": int(trade['tradeId']),
-                "orderId": int(order_id),
+                "id": int(trade['execId']),
+                "orderId": int(trade['orderId']),
                 "orderListId": -1,
-                "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']),
+                "price": trade['execPrice'],
+                "qty": trade['execQty'],
+                "quoteQty": trade['execValue'],
+                "commission": trade['execFee'],
+                "commissionAsset": trade['feeCurrency'],
+                "time": int(trade['execTime']),
                 "isBuyer": trade['side'] == 'Buy',
-                "isMaker": True,
-                "isBestMatch": True,
+                "isMaker": trade['isMaker'],
+                "isBestMatch": True
             }
-    return list(trade_rows.values())
+        )
+    return trades

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/client.py

@@ -1029,7 +1029,6 @@ class Client:
             res, _ = await self.http.send_api_call("/v5/order/history", signed=True, **params)
             if res["list"]:
                 b_res = bbt.order(res["list"][0], response_type=response_type)
-        logger.debug(f"fetch_order.b_res: {b_res}")
         return b_res
 
     # https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#cancel-order-trade
@@ -1151,7 +1150,6 @@ class Client:
                 except asyncio.TimeoutError:
                     logger.warning(f"WSS CancelOrder for ByBit:{symbol}:{order_id} timeout exception")
 
-        logger.debug(f"cancel_order.binance_res: {binance_res}")
         return binance_res
 
     # https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#cancel-all-open-orders-on-a-symbol-trade
@@ -1791,10 +1789,9 @@ class Client:
                 params["end"] = str(end_time)
             res = await self.http.send_api_call("/api/v5/trade/fills-history", signed=True, **params)
             binance_res = okx.order_trade_list(res)
-        logger.debug(f"fetch_account_trade_list.binance_res: {binance_res}")
         return binance_res
 
-    async def fetch_order_trade_list(self, trade_id, symbol, order_id, order=None):
+    async def fetch_order_trade_list(self, trade_id, symbol, order_id):
         if not order_id:
             raise ValueError("This query (fetch_order_trade_list) requires an order_id")
         self.assert_symbol(symbol)
@@ -1821,14 +1818,19 @@ class Client:
                       }
             res = await self.http.send_api_call("/api/v5/trade/fills", signed=True, **params)
             b_res = okx.order_trade_list(res)
-        elif self.exchange == 'bybit' and order:
+        elif self.exchange == 'bybit':
+            res_list = []
             params = {
-                'accountType': "UNIFIED",
                 'category': "spot",
-                'startTime':  order.get('time') - 1000,
+                'execType': 'Trade',
+                'orderId': str(order_id)
             }
-            res, _ = await self.http.send_api_call("/v5/account/transaction-log", signed=True, **params)
-            b_res = bbt.order_trade_list(res['list'], str(order_id))
+            next_page_cursor = 1
+            while next_page_cursor:
+                res, _ = await self.http.send_api_call("/v5/execution/list", signed=True, **params)
+                next_page_cursor = params['cursor'] = res['nextPageCursor']
+                res_list.extend(res['list'])
+            b_res = bbt.order_trade_list(res_list)
         return b_res
 
     # endregion

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/exch_srv.py

@@ -18,6 +18,7 @@ from exchanges_wrapper import WORK_PATH, CONFIG_FILE, LOG_FILE, errors, Server,
 from exchanges_wrapper.client import Client
 from exchanges_wrapper.definitions import Side, OrderType, TimeInForce, ResponseType
 from exchanges_wrapper.lib import OrderTradesEvent, REST_RATE_LIMIT_INTERVAL, FILTER_TYPE_MAP
+from exchanges_wrapper.errors import ExchangeError
 #
 HEARTBEAT = 1  # Sec
 MAX_QUEUE_SIZE = 100
@@ -217,7 +218,7 @@ class Martin(mr.MartinBase):
     async def send_request(self, client_method_name, request, rate_limit=False, **kwargs):
         open_client = OpenClient.get_client(request.client_id)
         client = open_client.client
-        msg_header = f"Send request failed: {client_method_name}:{open_client.name}:"
+        msg_header = f"Send request: {client_method_name}:{open_client.name}:"
         if hasattr(request, 'symbol'):
             msg_header += f"{request.symbol}:"
         if hasattr(request, 'order_id'):
@@ -239,6 +240,10 @@ class Martin(mr.MartinBase):
             msg = f"{msg_header} HTTPError: {ex}"
             logger.error(msg)
             raise GRPCError(status=Status.FAILED_PRECONDITION, message=msg)
+        except ExchangeError as ex:
+            msg = f"{msg_header}: {ex}"
+            logger.warning(msg)
+            raise GRPCError(status=Status.OUT_OF_RANGE, message=msg)
         except Exception as ex:
             msg = f"{msg_header} exception: {ex}"
             logger.error(msg)
@@ -283,7 +288,7 @@ class Martin(mr.MartinBase):
 
     async def fetch_order(self, request: mr.FetchOrderRequest) -> mr.FetchOrderResponse:
         response = mr.FetchOrderResponse()
-        res, client, _ = await self.send_request(
+        res, _, msg_header = await self.send_request(
             'fetch_order',
             request,
             rate_limit=True,
@@ -293,26 +298,27 @@ class Martin(mr.MartinBase):
             origin_client_order_id=request.client_order_id,
             receive_window=None
         )
+        logger.debug(f"{msg_header}: {res}")
 
-        _queue = client.on_order_update_queues.get(request.trade_id)
-        if _queue and request.filled_update_call and Decimal(res.get('executedQty', '0')):
-            request.order_id = res.get('orderId', 0)
-            await self.create_trade_stream_event(_queue, request, res)
+        if res and request.filled_update_call and Decimal(res['executedQty']):
+            request.order_id = res['orderId']
+            await self.create_trade_stream_event(request, res)
         response.from_pydict(res)
         return response
 
-    async def create_trade_stream_event(self, _queue, request, order):
-        trades, _, msg_header = await self.send_request(
+    async def create_trade_stream_event(self, request, order):
+        trades, client, msg_header = await self.send_request(
             'fetch_order_trade_list',
             request,
             trade_id=request.trade_id,
             symbol=request.symbol,
-            order_id=request.order_id,
-            order=order
+            order_id=request.order_id
         )
 
-        logger.debug(f"{msg_header}: {trades}")
+        _queue = client.on_order_update_queues.get(request.trade_id)
+
         for trade in trades:
+            trade['updateTime'] = trade.pop('time')
             trade |= {
                 'clientOrderId': order['clientOrderId'],
                 'orderPrice': order['price'],
@@ -320,9 +326,11 @@ class Martin(mr.MartinBase):
                 'executedQty': order['executedQty'],
                 'cummulativeQuoteQty': order['cummulativeQuoteQty'],
                 'status': order['status'],
+                "time": order['time']
             }
             event = OrderTradesEvent(trade)
             await _queue.put(weakref.ref(event)())
+        logger.debug(f"{msg_header}: {trades}")
 
     async def cancel_all_orders(self, request: mr.MarketRequest) -> mr.SimpleResponse():
         response = mr.SimpleResponse()
@@ -692,7 +700,7 @@ class Martin(mr.MartinBase):
             else:
                 event = vars(_event)
                 event.pop('handlers', None)
-                logger.debug(f"OnOrderUpdate: {open_client.name}: {event}")
+                # logger.debug(f"OnOrderUpdate: {open_client.name}: {event}")
                 response.success = True
                 response.result = json.dumps(event)
                 yield response
@@ -701,7 +709,7 @@ class Martin(mr.MartinBase):
     async def create_limit_order(self, request: mr.CreateLimitOrderRequest) -> mr.CreateLimitOrderResponse:
         response = mr.CreateLimitOrderResponse()
 
-        res, _, msg_header = await self.send_request(
+        res, _, _ = await self.send_request(
             'create_order',
             request,
             rate_limit=True,
@@ -722,13 +730,12 @@ class Martin(mr.MartinBase):
         )
 
         response.from_pydict(res)
-        logger.debug(f"{msg_header}: order created: {res.get('orderId')}")
         return response
 
     async def cancel_order(self, request: mr.CancelOrderRequest) -> mr.CancelOrderResponse:
         response = mr.CancelOrderResponse()
 
-        res, client, _ = await self.send_request(
+        res, _, _ = await self.send_request(
             'cancel_order',
             request,
             rate_limit=True,
@@ -740,10 +747,7 @@ class Martin(mr.MartinBase):
             receive_window=None
         )
 
-        _queue = client.on_order_update_queues.get(request.trade_id)
-        if Decimal(res.get('executedQty', '0')):
-            await self.create_trade_stream_event(_queue, request, res)
-            response.from_pydict(res)
+        response.from_pydict(res)
         return response
 
     async def transfer_to_master(self, request: mr.MarketRequest) -> mr.SimpleResponse:
@@ -840,9 +844,20 @@ async def amain(host: str = '127.0.0.1', port: int = 50051):
         logger.info(f"Starting server v:{__version__} on {host}:{port}")
         await server.wait_closed()
 
+        for oc in OpenClient.open_clients:
+            await oc.client.session.close()
+
+        [task.cancel() for task in asyncio.all_tasks() if not task.done()]
+
 
 def main():
-    asyncio.run(amain())
+    try:
+        asyncio.run(amain())
+    except asyncio.exceptions.CancelledError:
+        pass  # # Task cancellation should not be logged as an error
+    except Exception as ex:
+        print(f"Exception: {ex}")
+        print(traceback.format_exc())
 
 
 if __name__ == '__main__':

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/http_client.py

@@ -5,7 +5,7 @@ from urllib.parse import urlencode, urlparse
 import aiohttp
 import logging
 import time
-from datetime import datetime
+from datetime import datetime, timezone
 from crypto_ws_api.ws_session import generate_signature
 from exchanges_wrapper.errors import (
     RateLimitReached,
@@ -48,15 +48,16 @@ class HttpClient:
             payload = None
 
         if response.status >= 400:
-            logger.debug(f"handle_errors.response: {response.text}")
             if response.status == 400 and payload and payload.get("error", str()) == "ERR_RATE_LIMIT":
                 raise RateLimitReached(RateLimitReached.message)
+            elif response.status == 400 and response.reason != "Bad Request":
+                raise ExchangeError(f"ExchangeError: {payload}:{response.reason}:{response.text}")
             elif response.status == 403 and self.exchange != 'okx':
                 raise WAFLimitViolated(WAFLimitViolated.message)
             elif response.status == 418:
                 raise IPAddressBanned(IPAddressBanned.message)
             else:
-                raise HTTPError(f"Malformed request: status: {response.status}, reason: {response.reason}")
+                raise HTTPError(f"Malformed request: {payload}:{response.reason}:{response.text}")
 
         if self.exchange == 'bybit' and payload and payload.get('retCode') == 0:
             return payload.get('result'), payload.get('time')
@@ -224,7 +225,7 @@ class ClientHBP(HttpClient):
         _params = {}
         url = f"{_endpoint}/{path}?"
         if signed:
-            ts = datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%S")
+            ts = datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%S")
             _params = {
                 "AccessKeyId": self.api_key,
                 "SignatureMethod": 'HmacSHA256',
@@ -267,7 +268,7 @@ class ClientOKX(HttpClient):
             path += f"?{urlencode(kwargs)}"
         url = f'{_endpoint}{path}'
         if signed:
-            ts = f"{datetime.utcnow().isoformat('T', 'milliseconds')}Z"
+            ts = f"{datetime.now(timezone.utc).replace(tzinfo=None).isoformat('T', 'milliseconds')}Z"
             if method == 'POST' and kwargs:
                 query_kwargs = json.dumps(kwargs.get('data') if 'data' in kwargs else kwargs)
                 signature_payload = f"{ts}{method}{path}{query_kwargs}"

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/lib.py

@@ -43,7 +43,7 @@ class OrderTradesEvent:
         self.last_executed_price = event_data["price"]
         self.commission_amount = event_data["commission"]
         self.commission_asset = event_data["commissionAsset"]
-        self.transaction_time = event_data["time"]
+        self.transaction_time = event_data["updateTime"]
         self.trade_id = event_data["id"]
         self.ignore_a = int()
         self.in_order_book = True

{exchanges_wrapper-2.1.0 → exchanges_wrapper-2.1.3}/exchanges_wrapper/web_sockets.py

@@ -6,7 +6,7 @@ from pathlib import Path
 import time
 from decimal import Decimal
 import gzip
-from datetime import datetime
+from datetime import datetime, timezone
 from urllib.parse import urlencode, urlparse
 import websockets.client
 from websockets import ConnectionClosed
@@ -352,7 +352,7 @@ class HbpPrivateEventsDataStream(EventsDataStream):
         self.symbol = symbol
 
     async def start_wss(self):
-        ts = datetime.utcnow().strftime("%Y-%m-%dT%H:%M:%S")
+        ts = datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%S")
         _params = {
                 "accessKey": self.client.api_key,
                 "signatureMethod": "HmacSHA256",