exchanges-wrapper 2.1.11__tar.gz → 2.1.13__tar.gz

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 2.1.11
+Version: 2.1.13
 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
@@ -11,15 +11,15 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: Unix
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: MacOS
-Requires-Dist: crypto-ws-api==2.0.10
+Requires-Dist: crypto-ws-api==2.0.12
 Requires-Dist: grpcio==1.62.0
 Requires-Dist: pyotp~=2.9.0
 Requires-Dist: simplejson==3.19.2
-Requires-Dist: aiohttp==3.9.3
+Requires-Dist: aiohttp==3.9.5
 Requires-Dist: Pympler~=1.0.1
 Requires-Dist: websockets~=12.0
 Requires-Dist: expiringdict~=1.2.2
-Requires-Dist: ujson~=5.9.0
+Requires-Dist: ujson~=5.10.0
 Requires-Dist: betterproto==2.0.0b6
 Requires-Dist: grpclib~=0.4.7
 Project-URL: Source, https://github.com/DogsTailFarmer/exchanges-wrapper
@@ -108,6 +108,11 @@ pip install -U exchanges-wrapper
 
 #### Start server
 * Run in terminal window
+  ```
+  exchanges-wrapper-init
+  ``` 
+and
+  
   ```
   exchanges-wrapper-srv
   ``` 

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/README.md

@@ -82,6 +82,11 @@ pip install -U exchanges-wrapper
 
 #### Start server
 * Run in terminal window
+  ```
+  exchanges-wrapper-init
+  ``` 
+and
+  
   ```
   exchanges-wrapper-srv
   ``` 

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/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__ = "2.1.11"
+__version__ = "2.1.13"
 
 from pathlib import Path
 import shutil

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/exchanges_wrapper/client.py

@@ -109,6 +109,8 @@ class Client:
         self.ledgers_id = []
         self.ts_start = {}
         self.tasks = set()
+        self.request_event = asyncio.Event()
+        self.request_event.set()
 
     def tasks_manage(self, coro):
         _t = asyncio.create_task(coro)
@@ -377,24 +379,10 @@ class Client:
     # MARKET DATA ENDPOINTS
 
     # https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#order-book
-    async def fetch_order_book(self, symbol, precision='P0', limit=100):
+    async def fetch_order_book(self, symbol, precision='P0'):
         self.assert_symbol(symbol)
-        valid_limits = []
-        if self.exchange == 'binance':
-            valid_limits = [5, 10, 20, 50, 100, 500, 1000, 5000]
-        elif self.exchange == 'bitfinex':
-            valid_limits = [1, 25, 100]
-        elif self.exchange == 'huobi':
-            valid_limits = [5, 10, 20]
-        elif self.exchange == 'okx':
-            valid_limits = [1, 5, 10, 20, 50, 100, 400]
-        elif self.exchange == 'bybit':
-            valid_limits = range(1, 51)
+        limit = 1 if self.exchange in ('bitfinex', 'okx', 'bybit') else 5
         binance_res = {}
-        if limit not in valid_limits:
-            raise ValueError(
-                f"{limit} is not a valid limit. Valid limits: {valid_limits}"
-            )
         if self.exchange == 'binance':
             binance_res = await self.http.send_api_call(
                 "/api/v3/depth",

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/exchanges_wrapper/exch_srv.py

@@ -1,9 +1,10 @@
 #!/usr/bin/env python3
 # -*- coding: utf-8 -*-
+
 import grpclib.exceptions
 
-from exchanges_wrapper import __version__ as ver_ew
-from crypto_ws_api import __version__ as ver_cw
+from exchanges_wrapper import __version__ as VER_EW
+from crypto_ws_api import __version__ as VER_CW
 import time
 import weakref
 import gc
@@ -148,10 +149,10 @@ class Martin(mr.MartinBase):
     rate_limit_reached_time = None
     rate_limiter = None
 
-    async def rate_limit_control(self, client, _call_from='default'):
-        if client.client.exchange == 'bitfinex':
-            rate_limit_interval = REST_RATE_LIMIT_INTERVAL.get(client.client.exchange, {}).get(_call_from, 0)
-            ts_diff = time.time() - client.ts_rlc
+    async def rate_limit_control(self, exchange, ts_rlc, _call_from='default'):
+        if exchange == 'bitfinex':
+            rate_limit_interval = REST_RATE_LIMIT_INTERVAL.get(exchange, {}).get(_call_from, 0)
+            ts_diff = time.time() - ts_rlc
             if ts_diff < rate_limit_interval:
                 sleep_duration = rate_limit_interval - ts_diff
                 await asyncio.sleep(sleep_duration)
@@ -201,7 +202,7 @@ class Martin(mr.MartinBase):
         Martin.rate_limiter = max(Martin.rate_limiter or 0, request.rate_limiter)
         return mr.OpenClientConnectionId(
             client_id=client_id,
-            srv_version=f"{ver_cw}:{ver_ew}",
+            srv_version=f"{VER_CW}:{VER_EW}",
             exchange=open_client.client.exchange,
             real_market=open_client.real_market
         )
@@ -231,7 +232,10 @@ class Martin(mr.MartinBase):
         if hasattr(request, 'client_order_id'):
             msg_header += f"({request.client_order_id}):"
         if rate_limit:
-            await self.rate_limit_control(open_client)
+            await self.rate_limit_control(client.exchange, open_client.ts_rlc)
+        if client.exchange == 'bitfinex':
+            await client.request_event.wait()
+            client.request_event.clear()
         try:
             res = await asyncio.wait_for(getattr(client, client_method_name)(**kwargs), timeout=HEARTBEAT * 60)
         except asyncio.exceptions.CancelledError:
@@ -240,7 +244,7 @@ class Martin(mr.MartinBase):
         except asyncio.exceptions.TimeoutError:
             msg = f"{msg_header} timeout error"
             logger.warning(msg)
-            raise GRPCError(status=Status.OUT_OF_RANGE, message=msg)
+            raise GRPCError(status=Status.RESOURCE_EXHAUSTED, message=msg)
         except (errors.RateLimitReached, errors.QueryCanceled) as ex:
             Martin.rate_limit_reached_time = time.time()
             msg = f"{msg_header} RateLimitReached: {ex}"
@@ -263,6 +267,8 @@ class Martin(mr.MartinBase):
             if rate_limit:
                 open_client.ts_rlc = time.time()
             return res, client, msg_header
+        finally:
+            client.request_event.set()
 
     async def fetch_server_time(self, request: mr.OpenClientConnectionId) -> mr.FetchServerTimeResponse:
         res, _, _ = await self.send_request('fetch_server_time', request, rate_limit=True)
@@ -432,36 +438,39 @@ class Martin(mr.MartinBase):
         return response
 
     async def fetch_order_book(self, request: mr.MarketRequest) -> mr.FetchOrderBookResponse:
-        open_client = OpenClient.get_client(request.client_id)
-        client = open_client.client
         response = mr.FetchOrderBookResponse()
-        await self.rate_limit_control(open_client)
-        limit = 1 if client.exchange in ('bitfinex', 'okx') else 5
-        res = await client.fetch_order_book(symbol=request.symbol, limit=limit)
-        open_client.ts_rlc = time.time()
+        res, _, _ = await self.send_request(
+            'fetch_order_book',
+            request,
+            rate_limit=True,
+            symbol=request.symbol
+        )
+
         res['bids'] = [json.dumps(v) for v in res.get('bids', [])]
         res['asks'] = [json.dumps(v) for v in res.get('asks', [])]
         return response.from_pydict(res)
 
     async def fetch_symbol_price_ticker(self, request: mr.MarketRequest) -> mr.FetchSymbolPriceTickerResponse:
-        open_client = OpenClient.get_client(request.client_id)
-        client = open_client.client
         response = mr.FetchSymbolPriceTickerResponse()
-        await self.rate_limit_control(open_client)
-        res = await client.fetch_symbol_price_ticker(symbol=request.symbol)
-        open_client.ts_rlc = time.time()
+        res, _, _ = await self.send_request(
+            'fetch_symbol_price_ticker',
+            request,
+            rate_limit=True,
+            symbol=request.symbol
+        )
         return response.from_pydict(res)
 
     async def fetch_ticker_price_change_statistics(
             self,
             request: mr.MarketRequest
     ) -> mr.FetchTickerPriceChangeStatisticsResponse:
-        open_client = OpenClient.get_client(request.client_id)
-        client = open_client.client
         response = mr.FetchTickerPriceChangeStatisticsResponse()
-        await self.rate_limit_control(open_client)
-        res = await client.fetch_ticker_price_change_statistics(symbol=request.symbol)
-        open_client.ts_rlc = time.time()
+        res, _, _ = await self.send_request(
+            'fetch_ticker_price_change_statistics',
+            request,
+            rate_limit=True,
+            symbol=request.symbol
+        )
         return response.from_pydict(res)
 
     async def fetch_klines(self, request: mr.FetchKlinesRequest) -> mr.JsonResponse:
@@ -667,15 +676,13 @@ class Martin(mr.MartinBase):
                 _get_event_from_queue = False
 
                 if client.exchange in ('bitfinex', 'huobi', 'bybit'):
-                    await self.rate_limit_control(open_client)
-                    try:
-                        balances = await client.fetch_ledgers(request.symbol)
-                    except Exception as _ex:
-                        logger.warning(f"OnBalanceUpdate: for {open_client.name}:{request.symbol}: {_ex}")
-                        logger.debug(f"OnBalanceUpdate: {traceback.format_exc()}")
-                    else:
-                        open_client.ts_rlc = time.time()
-                        [_events.append(client.events.wrap_event(balance)) for balance in balances]
+                    balances, _, _ = await self.send_request(
+                        'fetch_ledgers',
+                        request,
+                        rate_limit=True,
+                        symbol=request.symbol
+                    )
+                    [_events.append(client.events.wrap_event(balance)) for balance in balances]
 
             for _event in _events:
                 if _event.asset in request.symbol:
@@ -851,7 +858,7 @@ async def amain(host: str = '127.0.0.1', port: int = 50051):
     server = Server([Martin()])
     with graceful_exit([server]):
         await server.start(host, port)
-        logger.info(f"Starting server v:{ver_cw}:{ver_ew} on {host}:{port}")
+        logger.info(f"Starting server v:{VER_CW}:{VER_EW} on {host}:{port}")
         await server.wait_closed()
 
         for oc in OpenClient.open_clients:

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/exchanges_wrapper/web_sockets.py

@@ -408,23 +408,22 @@ class HbpPrivateEventsDataStream(EventsDataStream):
 
     async def _handle_event(self, msg_data, *args):
         content = None
+        _ch = msg_data['ch']
         _data = msg_data.get('data')
-        if _data.get('symbol') == self.symbol.lower():
-            if msg_data['ch'] == 'accounts.update#2':
-                content = hbp.on_funds_update(_data)
-            elif (msg_data['ch'] == f"orders#{self.symbol.lower()}"
-                  and _data['eventType'] in ('creation', 'cancellation')):
-                order_id = _data['orderId']
-                self.client.active_order(order_id, quantity=_data['orderSize'])
-                if _data.get('eventType') == 'cancellation':
-                    self.client.active_orders[order_id]['cancelled'] = True
-            elif msg_data['ch'] == f"trade.clearing#{self.symbol.lower()}#0":
-                order_id = _data['orderId']
-                self.client.active_order(order_id, last_event=_data)
-                if _data['tradeId'] not in self.client.active_orders[order_id]["eventIds"]:
-                    self.client.active_orders[order_id]["eventIds"].append(_data['tradeId'])
-                    self.client.active_orders[order_id]['executedQty'] += Decimal(_data['tradeVolume'])
-                    content = hbp.on_order_update(self.client.active_orders[order_id])
+        if _ch == 'accounts.update#2' and _data.get('currency') in self.symbol.lower():
+            content = hbp.on_funds_update(_data)
+        elif _ch == f"orders#{self.symbol.lower()}" and _data['eventType'] in ('creation', 'cancellation'):
+            order_id = _data['orderId']
+            self.client.active_order(order_id, quantity=_data['orderSize'])
+            if _data.get('eventType') == 'cancellation':
+                self.client.active_orders[order_id]['cancelled'] = True
+        elif _ch == f"trade.clearing#{self.symbol.lower()}#0":
+            order_id = _data['orderId']
+            self.client.active_order(order_id, last_event=_data)
+            if _data['tradeId'] not in self.client.active_orders[order_id]["eventIds"]:
+                self.client.active_orders[order_id]["eventIds"].append(_data['tradeId'])
+                self.client.active_orders[order_id]['executedQty'] += Decimal(_data['tradeVolume'])
+                content = hbp.on_order_update(self.client.active_orders[order_id])
 
         if content:
             logger.debug(f"HTXPrivateEvents.content: {content}")

{exchanges_wrapper-2.1.11 → exchanges_wrapper-2.1.13}/pyproject.toml

@@ -17,15 +17,15 @@ dynamic = ["version", "description"]
 requires-python = ">=3.9"
 
 dependencies = [
-    "crypto-ws-api==2.0.10",
+    "crypto-ws-api==2.0.12",
     "grpcio==1.62.0",
     "pyotp~=2.9.0",
     "simplejson==3.19.2",
-    "aiohttp==3.9.3",
+    "aiohttp==3.9.5",
     "Pympler~=1.0.1",
     "websockets~=12.0",
     "expiringdict~=1.2.2",
-    "ujson~=5.9.0",
+    "ujson~=5.10.0",
     "betterproto==2.0.0b6",
     "grpclib~=0.4.7"
 ]