exchanges-wrapper 2.1.3__tar.gz → 2.1.6__tar.gz

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 2.1.3
+Version: 2.1.6
 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
@@ -11,7 +11,7 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Operating System :: Unix
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: MacOS
-Requires-Dist: crypto-ws-api==2.0.6
+Requires-Dist: crypto-ws-api==2.0.8
 Requires-Dist: grpcio==1.62.0
 Requires-Dist: pyotp~=2.9.0
 Requires-Dist: simplejson==3.19.2

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/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__ = "2.1.3"
+__version__ = "2.1.6"
 
 from pathlib import Path
 import shutil

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/exchanges_wrapper/bybit_parser.py

@@ -450,7 +450,9 @@ def on_balance_update(data_in: list, ts: str, symbol: str, mode: str, uid=None)
 
     elif mode == 'universal':
         for i in data_in:
-            if i['coin'] in symbol and 'UNIFIED' in (i['fromAccountType'], i['toAccountType']):
+            if i['coin'] in symbol and \
+                    ((i['fromAccountType'] == 'UNIFIED' and i['fromMemberId'] == str(uid))
+                     or (i['toAccountType'] == 'UNIFIED' and i['toMemberId'] == str(uid))):
                 data_out.append(
                     {
                         i['transferId']: {

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/exchanges_wrapper/client.py

@@ -1078,15 +1078,15 @@ class Client:
                     "This query requires an order_id on Bitfinex. Deletion by user number is not implemented."
                 )
             params = {'id': order_id}
-            res = (
-                    await self.user_wss_session.handle_request(trade_id, "oc", _params=params)
-                    or await self.http.send_api_call(
+            res = await self.user_wss_session.handle_request(trade_id, "oc", _params=params)
+            if res is None or (res and isinstance(res, list) and res[6] == 'ERROR'):
+                logger.debug(f"cancel_order.bitfinex {order_id}: res1: {res}")
+                res = await self.http.send_api_call(
                         "v2/auth/w/order/cancel",
                         method="POST",
                         signed=True,
                         **params
-                    )
-            )
+                )
             if res and isinstance(res, list) and res[6] == 'SUCCESS':
                 timeout = STATUS_TIMEOUT / 0.1
                 while timeout:
@@ -1095,9 +1095,8 @@ class Client:
                         binance_res = bfx.order(res[4], response_type=True, cancelled=True)
                         break
                     await asyncio.sleep(0.1)
-                logger.debug(f"cancel_order.bitfinex {order_id}: timeout: {timeout}")
             else:
-                logger.warning(f"cancel_order.bitfinex {order_id}: res: {res}")
+                logger.debug(f"cancel_order.bitfinex {order_id}: res2: {res}")
         elif self.exchange == 'huobi':
             res = await self.http.send_api_call(
                 f"v1/order/orders/{order_id}/submitcancel",
@@ -1110,7 +1109,6 @@ class Client:
                     timeout -= 1
                     await asyncio.sleep(0.1)
                 binance_res = await self.fetch_order(trade_id, symbol, order_id=res, response_type=True)
-
         elif self.exchange == 'okx':
             _symbol = self.symbol_to_okx(symbol)
             _queue = asyncio.Queue()
@@ -1188,9 +1186,10 @@ class Client:
                         **params,
                     )
             )
-            logger.debug(f"cancel_all_orders.res: {res}")
             if res and res[6] == 'SUCCESS':
                 return bfx.orders(res[4], response_type=True, cancelled=True)
+            logger.debug(f"bitfinex: cancel_all_orders.res: {res}")
+
         elif self.exchange == 'huobi':
             orders = await self.fetch_open_orders(trade_id, symbol, receive_window=receive_window, response_type=True)
             orders_id = [str(order.get('orderId')) for order in orders]
@@ -1296,7 +1295,6 @@ class Client:
                 method="POST",
                 signed=True
             )
-            # logger.debug(f"fetch_open_orders.res: {res}")
             if res:
                 binance_res = bfx.orders(res)
         elif self.exchange == 'huobi':

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/exchanges_wrapper/exch_srv.py

@@ -1,7 +1,9 @@
 #!/usr/bin/env python3
 # -*- coding: utf-8 -*-
+import grpclib.exceptions
 
-from exchanges_wrapper import __version__
+from exchanges_wrapper import __version__ as ver_ew
+from crypto_ws_api import __version__ as ver_cw
 import time
 import weakref
 import gc
@@ -129,9 +131,9 @@ class OpenClient:
         )
 
     @classmethod
-    def get_client(cls, _id, raise_ex=True):
+    def get_client(cls, _id):
         res = next((client for client in cls.open_clients if id(client) == _id), None)
-        if res is None and raise_ex:
+        if res is None:
             logger.warning(f"No client exist: {_id}")
             raise GRPCError(status=Status.UNAVAILABLE, message="No client exist")
         return res
@@ -172,8 +174,7 @@ class Martin(mr.MartinBase):
                     if main_client.account_uid and main_client.account_id:
                         open_client.client.main_account_uid = main_client.account_uid
                         open_client.client.main_account_id = main_client.account_id
-                        logger.info(f"The values for main Huobi account were received and set:"
-                                    f" UID: {main_client.account_uid} and account ID: {main_client.account_id}")
+                        logger.info(f"Huobi UID: {main_client.account_uid} and account ID: {main_client.account_id}")
                     else:
                         logger.warning("No account IDs were received for the Huobi master account")
                     await main_client.close()
@@ -196,7 +197,7 @@ 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=__version__,
+            srv_version=f"{ver_cw}:{ver_ew}",
             exchange=open_client.client.exchange,
             real_market=open_client.real_market
         )
@@ -229,8 +230,9 @@ class Martin(mr.MartinBase):
             await self.rate_limit_control(open_client)
         try:
             res = await getattr(client, client_method_name)(**kwargs)
-        except asyncio.CancelledError:
-            pass  # Task cancellation should not be logged as an error
+        except (asyncio.CancelledError, asyncio.exceptions.CancelledError):
+            msg = f"{msg_header} Server Shutdown"
+            raise GRPCError(status=Status.UNAVAILABLE, message=msg)
         except (errors.RateLimitReached, errors.QueryCanceled) as ex:
             Martin.rate_limit_reached_time = time.time()
             msg = f"{msg_header} RateLimitReached: {ex}"
@@ -653,7 +655,7 @@ class Martin(mr.MartinBase):
                     return
                 _events.append(_event)
                 _get_event_from_queue = True
-            except asyncio.TimeoutError:
+            except asyncio.exceptions.TimeoutError:
                 _get_event_from_queue = False
 
                 if client.exchange in ('bitfinex', 'huobi', 'bybit'):
@@ -700,7 +702,7 @@ class Martin(mr.MartinBase):
             else:
                 event = vars(_event)
                 event.pop('handlers', None)
-                # logger.debug(f"OnOrderUpdate: {open_client.name}: {event}")
+                # logger.info(f"OnOrderUpdate: {open_client.name}: {event}")
                 response.success = True
                 response.result = json.dumps(event)
                 yield response
@@ -800,11 +802,11 @@ class Martin(mr.MartinBase):
 
     async def check_stream(self, request: mr.MarketRequest) -> mr.SimpleResponse:
         response = mr.SimpleResponse()
-        if open_client := OpenClient.get_client(request.client_id, raise_ex=False):
+        response.success = False
+        if open_client := OpenClient.get_client(request.client_id):
             client = open_client.client
             response.success = bool(client.data_streams.get(request.trade_id))
         else:
-            response.success = False
             logger.warning(f"CheckStream request failed for {request.symbol}")
         return response
 
@@ -841,7 +843,7 @@ 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:{__version__} 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:
@@ -853,7 +855,7 @@ async def amain(host: str = '127.0.0.1', port: int = 50051):
 def main():
     try:
         asyncio.run(amain())
-    except asyncio.exceptions.CancelledError:
+    except (asyncio.exceptions.CancelledError, grpclib.exceptions.StreamTerminatedError):
         pass  # # Task cancellation should not be logged as an error
     except Exception as ex:
         print(f"Exception: {ex}")

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/exchanges_wrapper/http_client.py

@@ -18,9 +18,15 @@ from exchanges_wrapper.errors import (
 logger = logging.getLogger(__name__)
 
 AJ = 'application/json'
+STATUS_BAD_REQUEST = 400
+STATUS_UNAUTHORIZED = 401
+STATUS_FORBIDDEN = 403
+STATUS_I_AM_A_TEAPOT = 418  # HTTP status code for IPAddressBanned
+ERR_TIMESTAMP_OUTSIDE_RECV_WINDOW = "Timestamp for this request is outside of the recvWindow"
 
 
 class HttpClient:
+
     def __init__(self, **kwargs):
         self.api_key = kwargs.get('api_key')
         self.api_secret = kwargs.get('api_secret')
@@ -48,19 +54,36 @@ class HttpClient:
             payload = None
 
         if response.status >= 400:
-            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':
+            if response.status == STATUS_BAD_REQUEST:
+                if payload:
+                    if payload.get("error", "") == "ERR_RATE_LIMIT":
+                        raise RateLimitReached(RateLimitReached.message)
+                    elif self.exchange == 'binance' and payload.get('code', 0) == -1021:
+                        raise ExchangeError(ERR_TIMESTAMP_OUTSIDE_RECV_WINDOW)
+                    else:
+                        raise ExchangeError(f"ExchangeError: {payload}")
+                elif response.reason != "Bad Request":
+                    raise ExchangeError(f"ExchangeError: {response.reason}:{response.text}")
+
+            elif (
+                    response.status == STATUS_UNAUTHORIZED
+                    and self.exchange == 'okx'
+                    and payload
+                    and payload.get('code', 0) == '50102'
+            ):
+                raise ExchangeError(ERR_TIMESTAMP_OUTSIDE_RECV_WINDOW)
+            elif response.status == STATUS_FORBIDDEN and self.exchange != 'okx':
                 raise WAFLimitViolated(WAFLimitViolated.message)
-            elif response.status == 418:
+            elif response.status == STATUS_I_AM_A_TEAPOT:
                 raise IPAddressBanned(IPAddressBanned.message)
             else:
                 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')
+        if self.exchange == 'bybit' and payload:
+            if payload.get('retCode') == 0:
+                return payload.get('result'), payload.get('time')
+            elif payload.get('retCode') == 10002:
+                raise ExchangeError(ERR_TIMESTAMP_OUTSIDE_RECV_WINDOW)
         elif 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':

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/exchanges_wrapper/web_sockets.py

@@ -8,8 +8,7 @@ from decimal import Decimal
 import gzip
 from datetime import datetime, timezone
 from urllib.parse import urlencode, urlparse
-import websockets.client
-from websockets import ConnectionClosed
+import websockets
 
 import exchanges_wrapper.bitfinex_parser as bfx
 import exchanges_wrapper.huobi_parser as hbp
@@ -53,10 +52,15 @@ class EventsDataStream:
         self.wss_started = False
 
     async def start(self):
-        async for self.websocket in websockets.client.connect(self.endpoint, logger=logger_ws):
+        ping_interval = None if self.exchange == 'huobi' else 20
+        async for self.websocket in websockets.connect(
+                self.endpoint,
+                logger=logger_ws,
+                ping_interval=ping_interval
+        ):
             try:
                 await self.start_wss()
-            except ConnectionClosed as ex:
+            except websockets.ConnectionClosed as ex:
                 self.tasks_cancel()
                 if ex.code == 4000:
                     logger.info(f"WSS closed for {self.exchange}:{self.trade_id}")
@@ -113,7 +117,7 @@ class EventsDataStream:
             elif ((msg_data.get("ret_msg") == "subscribe" or msg_data.get("op") in ("auth", "subscribe"))
                   and not msg_data.get("success")):
                 logger.warning(f"Reconnecting ByBit WSS: {symbol}: {ch_type}, msg_data: {msg_data}")
-                raise ConnectionClosed(None, None)
+                raise websockets.ConnectionClosed(None, None)
             else:
                 logger.info(f"ByBit undefined WSS: symbol: {symbol}, ch_type: {ch_type}, msg_data: {msg_data}")
         elif self.exchange == 'okx':
@@ -129,7 +133,7 @@ class EventsDataStream:
                 self.wss_started = True
             elif msg_data.get("event") in ("login", "error") and msg_data.get("code") != "0":
                 logger.warning(f"Reconnecting OKX WSS: {symbol}: {ch_type}, msg_data: {msg_data}")
-                raise ConnectionClosed(None, None)
+                raise websockets.ConnectionClosed(None, None)
             else:
                 logger.debug(f"OKX undefined WSS: symbol: {symbol}, ch_type: {ch_type}, msg_data: {msg_data}")
         elif self.exchange == 'bitfinex':
@@ -140,12 +144,12 @@ class EventsDataStream:
                 if msg_data.get('platform') and msg_data.get('platform').get('status') != 1:
                     logger.warning(f"Exchange in maintenance mode, trying reconnect. Exchange info: {msg}")
                     await asyncio.sleep(60)
-                    raise ConnectionClosed(None, None)
+                    raise websockets.ConnectionClosed(None, None)
                 elif 'code' in msg_data:
                     code = msg_data.get('code')
                     if code == 10300:
                         logger.warning('WSS Subscription failed (generic)')
-                        raise ConnectionClosed(None, None)
+                        raise websockets.ConnectionClosed(None, None)
                     elif code == 10301:
                         logger.error('WSS Already subscribed')
                     elif code == 10302:
@@ -154,11 +158,11 @@ class EventsDataStream:
                         raise UserWarning('WSS Reached limit of open channels')
                     elif code == 20051:
                         logger.warning('WSS reconnection request received from exchange')
-                        raise ConnectionClosed(None, None)
+                        raise websockets.ConnectionClosed(None, None)
                     elif code == 20060:
                         logger.info('WSS entering in maintenance mode, trying reconnect after 120s')
                         await asyncio.sleep(120)
-                        raise ConnectionClosed(None, None)
+                        raise websockets.ConnectionClosed(None, None)
                 elif msg_data.get('event') == 'subscribed':
                     chan_id = msg_data.get('chanId')
                     logger.info(f"bitfinex, ch_type: {ch_type}, chan_id: {chan_id}")
@@ -178,8 +182,9 @@ class EventsDataStream:
             else:
                 logger.debug(f"Bitfinex undefined WSS: symbol: {symbol}, ch_type: {ch_type}, msg_data: {msg_data}")
         elif self.exchange == 'huobi':
-            if msg_data.get('ping'):
-                await self.websocket.send(json.dumps({"pong": msg_data.get('ping')}))
+            if ping := msg_data.get('ping'):
+                await self.websocket.send(json.dumps({"pong": ping}))
+                await asyncio.sleep(0)
             elif msg_data.get('action') == 'ping':
                 pong = {
                     "action": "pong",
@@ -188,6 +193,7 @@ class EventsDataStream:
                     }
                 }
                 await self.websocket.send(json.dumps(pong))
+                await asyncio.sleep(0)
             elif msg_data.get('tick') or msg_data.get('data'):
                 if ch_type == 'ticker':
                     _price = msg_data.get('tick', {}).get('lastPrice', None)
@@ -203,13 +209,14 @@ class EventsDataStream:
                   msg_data.get('code') == 500 and
                   msg_data.get('message') == '系统异常:'):
                 logger.warning(f"Reconnecting Huobi user {ch_type} channel")
-                raise ConnectionClosed(None, None)
+                raise websockets.ConnectionClosed(None, None)
             else:
                 logger.debug(f"Huobi undefined WSS: symbol: {symbol}, ch_type: {ch_type}, msg_data: {msg_data}")
 
     async def ws_listener(self, request=None, symbol=None, ch_type=str()):
         if request:
             await self.websocket.send(json.dumps(request))
+            await asyncio.sleep(0)
         async for msg_data in self.websocket:
             await self._handle_messages(msg_data, symbol, ch_type)
 
@@ -370,6 +377,7 @@ class HbpPrivateEventsDataStream(EventsDataStream):
             "params": _params
         }
         await self.websocket.send(json.dumps(request))
+        await asyncio.sleep(0)
         await self._handle_messages(await self.websocket.recv(), symbol=self.symbol)
         #
         request = {
@@ -377,6 +385,7 @@ class HbpPrivateEventsDataStream(EventsDataStream):
             "ch": "accounts.update#2"
         }
         await self.websocket.send(json.dumps(request))
+        await asyncio.sleep(0)
         await self._handle_messages(await self.websocket.recv(), symbol=self.symbol)
         #
         request = {
@@ -384,6 +393,7 @@ class HbpPrivateEventsDataStream(EventsDataStream):
             "ch": f"orders#{self.symbol.lower()}"
         }
         await self.websocket.send(json.dumps(request))
+        await asyncio.sleep(0)
         await self._handle_messages(await self.websocket.recv(), symbol=self.symbol)
         #
         request = {
@@ -489,6 +499,7 @@ class OkxPrivateEventsDataStream(EventsDataStream):
                             ]
                    }
         await self.websocket.send(json.dumps(request))
+        await asyncio.sleep(0)
         await self._handle_messages(await self.websocket.recv())
         # Channel subscription
         request = {"op": 'subscribe',
@@ -539,6 +550,7 @@ class BBTPrivateEventsDataStream(EventsDataStream):
             "args": [self.client.api_key, ts, signature]
         }
         await self.websocket.send(json.dumps(request))
+        await asyncio.sleep(0)
         await self._handle_messages(await self.websocket.recv())
         # Channel subscription
         request = {

{exchanges_wrapper-2.1.3 → exchanges_wrapper-2.1.6}/pyproject.toml

@@ -17,7 +17,7 @@ dynamic = ["version", "description"]
 requires-python = ">=3.9"
 
 dependencies = [
-    "crypto-ws-api==2.0.6",
+    "crypto-ws-api==2.0.8",
     "grpcio==1.62.0",
     "pyotp~=2.9.0",
     "simplejson==3.19.2",