exchanges-wrapper 2.1.35__tar.gz → 2.1.37__tar.gz

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: exchanges-wrapper
-Version: 2.1.35
+Version: 2.1.37
 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: >=3.10

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/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__ = "2.1.35"
+__version__ = "2.1.37"
 
 from pathlib import Path
 import shutil
@@ -23,7 +23,7 @@ from grpclib.utils import graceful_exit
 from grpclib import exceptions
 
 __all__ = [
-    Server, GRPCError, Status, Channel, graceful_exit, exceptions
+    'Server', 'GRPCError', 'Status', 'Channel', 'graceful_exit', 'exceptions'
 ]
 
 WORK_PATH = Path(Path.home(), ".MartinBinance")

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/client.py

@@ -1262,7 +1262,7 @@ class Client:
             # print(f"fetch_open_orders.res: {res}")
             binance_res = okx.orders(res, response_type=response_type)
         elif self.exchange == 'bybit':
-            params = {'category': 'spot', 'symbol': symbol}
+            params = {'category': 'spot', 'symbol': symbol, 'limit': 50}
             res, _ = await self.http.send_api_call("/v5/order/realtime", signed=True, **params)
             binance_res = bbt.orders(res.get('list', []), response_type=response_type)
         return binance_res

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/exch_srv.py

@@ -94,7 +94,7 @@ class OpenClient:
 
 # noinspection PyPep8Naming,PyMethodMayBeStatic
 class Martin(mr.MartinBase):
-    rate_limit_reached_time = None
+    rate_limit_reached_time = 0
     rate_limiter = None
     ticker_update_time = {}
 
@@ -162,9 +162,9 @@ class Martin(mr.MartinBase):
         open_client = OpenClient.get_client(request.client_id)
         client = open_client.client
         if Martin.rate_limit_reached_time:
-            if time.time() - Martin.rate_limit_reached_time > 30:
+            if time.time() - Martin.rate_limit_reached_time > 600 if client.exchange == 'bybit' else 60:
                 client.http.rate_limit_reached = False
-                Martin.rate_limit_reached_time = None
+                Martin.rate_limit_reached_time = 0
                 logger.info(f"RateLimit error clear for {open_client.name}, trying one else time")
                 _success = True
         elif client.http.rate_limit_reached:
@@ -261,8 +261,7 @@ class Martin(mr.MartinBase):
             trade_id=request.trade_id,
             symbol=request.symbol,
             order_id=request.order_id,
-            origin_client_order_id=request.client_order_id,
-            receive_window=None
+            origin_client_order_id=request.client_order_id
         )
         logger.debug(f"{msg_header}: {res}")
 
@@ -378,8 +377,7 @@ class Martin(mr.MartinBase):
                 request,
                 rate_limit=True,
                 asset=request.asset,
-                need_btc_valuation=request.need_btc_valuation,
-                receive_window=request.receive_window
+                need_btc_valuation=request.need_btc_valuation
             )
         response.items = list(map(json.dumps, res))
         return response

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/http_client.py

@@ -107,20 +107,23 @@ class HttpClient:
             elif payload.get('retCode') == 10002:
                 raise ExchangeError(ERR_TIMESTAMP_OUTSIDE_RECV_WINDOW)
             elif payload.get('retCode') == 10006:
-                self.rate_limit_handler.fire_exceeded_rate_limit(path)
                 logger.warning(f"ByBit API: {payload.get('retMsg')}")
+                self.rate_limit_handler.fire_exceeded_rate_limit(path)
                 return payload.get('result'), payload.get('time')
             else:
                 raise ExchangeError(f"API request failed: {response.status}:{response.reason}:{payload}")
-        elif self.exchange == 'huobi' and payload and (payload.get('status') == 'ok' or payload.get('ok')):
+
+        if self.exchange == 'huobi' and payload and (payload.get('status') == 'ok' or payload.get('ok')):
             return payload.get('data', payload.get('tick'))
-        elif self.exchange == 'okx' and payload and payload.get('code') == '0':
+
+        if self.exchange == 'okx' and payload and payload.get('code') == '0':
             return payload.get('data', [])
-        elif self.exchange not in ('binance', 'bitfinex') \
+
+        if self.exchange not in ('binance', 'bitfinex') \
                 or (self.exchange == 'binance' and payload and "code" in payload):
             raise ExchangeError(f"API request failed: {response.status}:{response.reason}:{payload}")
-        else:
-            return payload
+
+        return payload
 
     async def send_api_call(self,
                             path,
@@ -142,7 +145,7 @@ class HttpClient:
                 if self.exchange == 'bybit':
                     self.rate_limit_handler.update(path, response.headers)
 
-                return await self.handle_errors(response)
+                return await self.handle_errors(response, path)
         except (aiohttp.ClientConnectionError, asyncio.exceptions.TimeoutError):
             await self.session.close()
             raise ExchangeError("HTTP ClientConnectionError, the connection will be restored")

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/martin/__init__.py

@@ -39,7 +39,6 @@ class FetchFundingWalletRequest(betterproto.Message):
     trade_id: str = betterproto.string_field(2)
     asset: str = betterproto.string_field(3)
     need_btc_valuation: bool = betterproto.bool_field(4)
-    receive_window: int = betterproto.int64_field(5)
 
 
 @dataclass(eq=False, repr=False)

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/parsers/bybit.py

@@ -2,13 +2,14 @@
 Parser for convert Bybit REST API/WSS V5 response to Binance like result
 """
 import asyncio
-import random
 import time
 from decimal import Decimal
 import logging
 
 logger = logging.getLogger(__name__)
 
+TIMEOUT = 30
+
 
 class OrderBook:
     def __init__(self, snapshot) -> None:
@@ -54,8 +55,13 @@ class OrderBook:
 class RateLimitHandler:
     def __init__(self):
         self.stats = {}  # {'path': [limit_status, start_time, reset_time, range_window, limit]}
+        self.path_fired = set()
+        self.path_count = {}
 
     def update(self, path, headers):
+        if self.path_count[path]:
+            self.path_count[path] -= 1
+
         if limit := int(headers.get('X-Bapi-Limit', '0')):
             limit_status = int(headers['X-Bapi-Limit-Status'])
             now = int(time.time() * 1000)
@@ -72,34 +78,44 @@ class RateLimitHandler:
             else:
                 range_window = max(_range_window, now - start_time)
                 n = (_limit_status - limit_status) if _limit_status > limit_status else 1
-                reset_time += n * range_window / limit
+                reset_time += int(n * range_window / limit)
             self.stats[path] = [limit_status, start_time, reset_time, range_window, limit]
+        else:
+            self.path_fired.discard(path)
+
+    async def wait(self, path, count=0):
+        if path not in self.path_count:
+            self.path_count[path] = 0
+        self.path_count[path] += 1
+
+        _count = count or self.path_count[path]
 
-    async def wait(self, path):
-        if self.stats.get(path) is None:
-            return
-        limit_status, start_time, reset_time, range_window, limit = self.stats[path]
-        min_delay = range_window / limit
-        now = int(time.time() * 1000)
-        if limit_status <= 1:
-            delay = max(
-                random.randint(1000, 2000),  #NOSONAR python:S2245
-                max(reset_time, start_time + range_window) - now
-            ) / 1000
+        if stats := self.stats.get(path):
+            limit_status, start_time, reset_time, range_window, limit = stats
+            if limit_status <= 1 or count >= limit - 1:
+                delay = (
+                    (
+                     max(reset_time, start_time + range_window)
+                        - time.time() * 1000
+                        + _count * range_window / limit
+                    ) / 1000
+                )
+                await asyncio.sleep(delay)
         else:
-            delay = max(min_delay, reset_time - now) / 1000
-        await asyncio.sleep(delay)
+            if path in self.path_fired:
+                start_time = time.time()
+                while not self.stats.get(path) and (time.time() - start_time < TIMEOUT):
+                    await asyncio.sleep(0.1)
+                await self.wait(path, count=_count)
+            else:
+                self.path_fired.add(path)
 
     def fire_exceeded_rate_limit(self, path):
         if stats := self.stats.get(path):
-            limit_status, start_time, _reset_time, range_window, limit = stats
-            self.stats[path] = [
-                limit_status,
-                start_time,
-                int(time.time() * 1000) + range_window,
-                range_window,
-                limit
-            ]
+            _, start_time, _, range_window, limit = stats
+            new_reset_time = int(time.time() * 1000) + range_window
+            self.stats[path] = [0, start_time, new_reset_time, range_window, limit]
+            logger.warning(f"Bybit Rate limit exceeded for path: {path}")
 
 
 def fetch_server_time(res: dict) -> dict:

{exchanges_wrapper-2.1.35 → exchanges_wrapper-2.1.37}/exchanges_wrapper/proto/martin.proto

@@ -56,7 +56,6 @@ message FetchFundingWalletRequest{
   string trade_id = 2;
   string asset = 3;
   bool need_btc_valuation = 4;
-  int64 receive_window = 5;
 }
 
 message CancelOrderResponse{