async def get_snapshot(
trading_pair: str,
limit: int = 1000,
domain: str = "com",
throttler: Optional[AsyncThrottler] = None) -> Dict[str, Any]:
throttler = throttler or BinanceAPIOrderBookDataSource._get_throttler_instance(
)
params: Dict = {"limit": str(limit), "symbol": binance_utils.convert_to_exchange_trading_pair(trading_pair)} if limit != 0 \
else {"symbol": binance_utils.convert_to_exchange_trading_pair(trading_pair)}
async with aiohttp.ClientSession() as client:
async with throttler.execute_task(
limit_id=CONSTANTS.SNAPSHOT_PATH_URL):
url = binance_utils.public_rest_url(
path_url=CONSTANTS.SNAPSHOT_PATH_URL, domain=domain)
async with client.get(url, params=params) as response:
response: aiohttp.ClientResponse = response
if response.status != 200:
raise IOError(
f"Error fetching market snapshot for {trading_pair}. "
f"Response: {response}.")
data: Dict[str, Any] = await response.json()
# Need to add the symbol into the snapshot message for the Kafka message queue.
# Because otherwise, there'd be no way for the receiver to know which market the
# snapshot belongs to.
return data
async def get_snapshot(client: aiohttp.ClientSession, trading_pair: str, limit: int = 1000,
domain: str = "com") -> Dict[str, Any]:
params: Dict = {"limit": str(limit), "symbol": convert_to_exchange_trading_pair(trading_pair)} if limit != 0 \
else {"symbol": convert_to_exchange_trading_pair(trading_pair)}
url = SNAPSHOT_REST_URL.format(domain)
async with client.get(url, params=params) as response:
response: aiohttp.ClientResponse = response
if response.status != 200:
raise IOError(f"Error fetching market snapshot for {trading_pair}. "
f"HTTP status is {response.status}.")
data: Dict[str, Any] = await response.json()
# Need to add the symbol into the snapshot message for the Kafka message queue.
# Because otherwise, there'd be no way for the receiver to know which market the
# snapshot belongs to.
return data
def test_convert_to_exchange_format_three_letters_base_and_three_letters_quote_matching_with_a_four_letters_quote_candidate(self):
converted_pair = utils.convert_to_exchange_trading_pair("VET-USD")
self.assertEqual(converted_pair, "VETUSD")
def test_convert_to_exchange_format_three_letters_base_and_four_letters_quote(self):
converted_pair = utils.convert_to_exchange_trading_pair("BTC-USDT")
self.assertEqual(converted_pair, "BTCUSDT")
def test_pair_conversion(self):
if API_MOCK_ENABLED:
return
for pair in self.market.trading_rules:
exchange_pair = convert_to_exchange_trading_pair(pair)
self.assertTrue(exchange_pair in self.market.order_books)
