def __init__(self,
k2_api_key: str,
k2_secret_key: str,
trading_pairs: Optional[List[str]] = None,
trading_required: bool = True):
"""
:param k2_api_key: The API key to connect to private K2 APIs.
:param k2_secret_key: The API secret.
:param trading_pairs: The market trading pairs which to track order book data.
:param trading_required: Whether actual trading is needed.
"""
super().__init__()
self._trading_required = trading_required
self._trading_pairs = trading_pairs
self._k2_auth = K2Auth(k2_api_key, k2_secret_key)
self._order_book_tracker = K2OrderBookTracker(
trading_pairs=trading_pairs)
self._user_stream_tracker = K2UserStreamTracker(
self._k2_auth, trading_pairs)
self._ev_loop = asyncio.get_event_loop()
self._shared_client = None
self._poll_notifier = asyncio.Event()
self._last_timestamp = 0
self._in_flight_orders = {
} # Dict[client_order_id:str, K2InFlightOrder]
self._order_not_found_records = {
} # Dict[client_order_id:str, count:int]
self._trading_rules = {} # Dict[trading_pair:str, TradingRule]
self._status_polling_task = None
self._user_stream_tracker_task = None
self._user_stream_event_listener_task = None
self._trading_rules_polling_task = None
self._last_poll_timestamp = 0
def setUpClass(cls):
cls.ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
cls.order_book_tracker: K2OrderBookTracker = K2OrderBookTracker(
cls.trading_pairs)
cls.order_book_tracker.start()
cls.ev_loop.run_until_complete(cls.wait_til_tracker_ready())