def test_get_rest_assistant(self):
factory = WebAssistantsFactory()
rest_assistant = self.async_run_with_timeout(
factory.get_rest_assistant())
self.assertIsInstance(rest_assistant, RESTAssistant)
def test_get_ws_assistant(self):
factory = WebAssistantsFactory(throttler=AsyncThrottler(
rate_limits=[]))
ws_assistant = self.async_run_with_timeout(factory.get_ws_assistant())
self.assertIsInstance(ws_assistant, WSAssistant)
def build_api_factory(throttler: AsyncThrottler,
auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(
throttler=throttler,
auth=auth,
rest_pre_processors=[CoinflexRESTPreProcessor()])
return api_factory
def build_api_factory(
throttler: Optional[AsyncThrottler] = None,
auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
throttler = throttler or create_throttler()
api_factory = WebAssistantsFactory(
throttler=throttler,
auth=auth)
return api_factory
def build_api_factory(
throttler: Optional[AsyncThrottler] = None,
auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
throttler = throttler or create_throttler()
api_factory = WebAssistantsFactory(
throttler=throttler,
auth=auth,
rest_pre_processors=[CoinflexPerpetualRESTPreProcessor()])
return api_factory
def build_api_factory(auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
throttler = create_throttler()
api_factory = WebAssistantsFactory(throttler=throttler,
auth=auth,
rest_pre_processors=[
BitmexPerpetualRESTPreProcessor(),
])
return api_factory
def build_api_factory(auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
"""
Builds an API factory with custom REST preprocessors
:param auth: authentication class for private requests
:return: API factory
"""
api_factory = WebAssistantsFactory(
auth=auth, rest_pre_processors=[AscendExRESTPreProcessor()])
return api_factory
def setUp(self) -> None:
super().setUp()
self.mocking_assistant = NetworkMockingAssistant()
self.throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
api_factory = WebAssistantsFactory()
self.data_source = GateIoAPIOrderBookDataSource(
self.throttler, trading_pairs=[self.trading_pair], api_factory=api_factory
)
self.data_source.logger().setLevel(1)
self.data_source.logger().addHandler(self)
self.log_records = []
self.async_tasks: List[asyncio.Task] = []
async def trading_pair_symbol_map(
cls,
domain: Optional[str] = CONSTANTS.DOMAIN,
throttler: Optional[AsyncThrottler] = None,
api_factory: WebAssistantsFactory = None) -> Mapping[str, str]:
if not cls.trading_pair_symbol_map_ready(domain=domain):
api_factory = WebAssistantsFactory(throttler)
async with cls._mapping_initialization_lock:
# Check condition again (could have been initialized while waiting for the lock to be released)
if not cls.trading_pair_symbol_map_ready(domain=domain):
await cls.init_trading_pair_symbols(
domain, throttler, api_factory)
return cls._trading_pair_symbol_map[domain]
def build_api_factory(throttler: AsyncThrottler,
auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
"""
Builds an API factory with custom REST preprocessors
:param throttler: throttler instance to enforce rate limits
:param auth: authentication class for private requests
:return: API factory
"""
api_factory = WebAssistantsFactory(
throttler=throttler,
auth=auth,
rest_pre_processors=[AscendExRESTPreProcessor()])
return api_factory
def build_api_factory(
throttler: Optional[AsyncThrottler] = None,
time_synchronizer: Optional[TimeSynchronizer] = None,
time_provider: Optional[Callable] = None,
auth: Optional[AuthBase] = None, ) -> WebAssistantsFactory:
throttler = throttler or create_throttler()
time_synchronizer = time_synchronizer or TimeSynchronizer()
time_provider = time_provider or (lambda: get_current_server_time(throttler=throttler))
api_factory = WebAssistantsFactory(
throttler=throttler,
auth=auth,
rest_pre_processors=[
TimeSynchronizerRESTPreProcessor(synchronizer=time_synchronizer, time_provider=time_provider),
])
return api_factory
def build_api_factory(
throttler: Optional[AsyncThrottler] = None,
time_synchronizer: Optional[TimeSynchronizer] = None,
domain: str = CONSTANTS.DEFAULT_DOMAIN,
time_provider: Optional[Callable] = None,
auth: Optional[AuthBase] = None,
) -> WebAssistantsFactory:
time_synchronizer = time_synchronizer or TimeSynchronizer()
time_provider = time_provider or (lambda: get_current_server_time(
throttler=throttler,
domain=domain,
))
api_factory = WebAssistantsFactory(auth=auth,
rest_pre_processors=[
TimeSynchronizerRESTPreProcessor(
synchronizer=time_synchronizer,
time_provider=time_provider),
])
return api_factory
def __init__(
self,
trading_pairs: List[str] = None,
domain: str = CONSTANTS.DOMAIN,
throttler: Optional[AsyncThrottler] = None,
api_factory: Optional[WebAssistantsFactory] = None,
):
super().__init__(trading_pairs)
self._api_factory: WebAssistantsFactory = WebAssistantsFactory(
throttler)
self._api_factory: WebAssistantsFactory = api_factory or web_utils.build_api_factory(
)
self._ws_assistant: Optional[WSAssistant] = None
self._order_book_create_function = lambda: OrderBook()
self._domain = domain
self._throttler = throttler or self._get_throttler_instance()
self._funding_info: Dict[str, FundingInfo] = {}
self._message_queue: Dict[int,
asyncio.Queue] = defaultdict(asyncio.Queue)
def __init__(self,
binance_api_key: str,
binance_api_secret: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True,
domain="com"):
self._domain = domain
self._binance_time_synchronizer = TimeSynchronizer()
super().__init__()
self._trading_required = trading_required
self._auth = BinanceAuth(api_key=binance_api_key,
secret_key=binance_api_secret,
time_provider=self._binance_time_synchronizer)
self._api_factory = WebAssistantsFactory(auth=self._auth)
self._rest_assistant = None
self._throttler = AsyncThrottler(CONSTANTS.RATE_LIMITS)
self._order_book_tracker = BinanceOrderBookTracker(
trading_pairs=trading_pairs,
domain=domain,
api_factory=self._api_factory,
throttler=self._throttler)
self._user_stream_tracker = BinanceUserStreamTracker(
auth=self._auth, domain=domain, throttler=self._throttler)
self._ev_loop = asyncio.get_event_loop()
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._order_not_found_records = {
} # Dict[client_order_id:str, count:int]
self._trading_rules = {} # Dict[trading_pair:str, TradingRule]
self._trade_fees = {
} # Dict[trading_pair:str, (maker_fee_percent:Decimal, taken_fee_percent:Decimal)]
self._last_update_trade_fees_timestamp = 0
self._status_polling_task = None
self._user_stream_event_listener_task = None
self._trading_rules_polling_task = None
self._last_poll_timestamp = 0
self._last_trades_poll_binance_timestamp = 0
self._order_tracker: ClientOrderTracker = ClientOrderTracker(
connector=self)
def build_api_factory(auth: Optional[AuthBase] = None) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(
auth=auth, rest_pre_processors=[BinancePerpetualRESTPreProcessor()])
return api_factory
def build_api_factory_without_time_synchronizer_pre_processor(
) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory()
return api_factory
def build_api_factory_without_time_synchronizer_pre_processor(
throttler: AsyncThrottler) -> WebAssistantsFactory:
return WebAssistantsFactory(throttler=throttler,
ws_pre_processors=[LatokenWSPreProcessor()],
ws_post_processors=[LatokenWSPostProcessor()])
def test_get_ws_assistant(self):
factory = WebAssistantsFactory()
ws_assistant = self.async_run_with_timeout(factory.get_ws_assistant())
self.assertIsInstance(ws_assistant, WSAssistant)
def build_api_factory() -> WebAssistantsFactory:
throttler = AsyncThrottler(rate_limits=[])
api_factory = WebAssistantsFactory(
throttler=throttler, ws_post_processors=[HuobiWSPostProcessor()])
return api_factory
def build_api_factory() -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(throttler=AsyncThrottler(
rate_limits=[]))
return api_factory
def build_api_factory_without_time_synchronizer_pre_processor(
throttler: AsyncThrottler) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(
throttler=throttler,
rest_pre_processors=[BinancePerpetualRESTPreProcessor()])
return api_factory
def build_api_factory(throttler: AsyncThrottler) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(throttler=throttler)
return api_factory
def build_api_factory(throttler: AsyncThrottlerBase) -> WebAssistantsFactory:
throttler = throttler or AsyncThrottler(rate_limits=[])
api_factory = WebAssistantsFactory(throttler=throttler)
return api_factory
def build_api_factory_without_time_synchronizer_pre_processor(throttler: AsyncThrottler) -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(throttler=throttler)
return api_factory
def build_api_factory() -> WebAssistantsFactory:
api_factory = WebAssistantsFactory()
return api_factory
def build_api_factory() -> WebAssistantsFactory:
api_factory = WebAssistantsFactory(
ws_post_processors=[HuobiWSPostProcessor()])
return api_factory
def build_coinbase_pro_web_assistant_factory(auth: Optional['CoinbaseProAuth'] = None) -> WebAssistantsFactory:
"""The web-assistant's composition root."""
throttler = AsyncThrottler(rate_limits=[])
api_factory = WebAssistantsFactory(throttler=throttler, auth=auth)
return api_factory