async def get_snapshot(client: aiohttp.ClientSession,
trading_pair: str,
limit: int = 1000) -> Dict[str, Any]:
original_trading_pair: str = trading_pair
params: Dict[str, str] = {"count": str(limit), "pair": convert_to_exchange_trading_pair(trading_pair)} if limit != 0 \
else {"pair": convert_to_exchange_trading_pair(trading_pair)}
async with client.get(SNAPSHOT_REST_URL, params=params) as response:
response: aiohttp.ClientResponse = response
if response.status != 200:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"HTTP status is {response.status}.")
response_json = await response.json()
if len(response_json["error"]) > 0:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"Error is {response_json['error']}.")
data: Dict[str, Any] = next(iter(response_json["result"].values()))
data = {"trading_pair": trading_pair, **data}
data["latest_update"] = max(
[*map(lambda x: x[2], data["bids"] + data["asks"])],
default=0.)
# 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(
cls,
rest_assistant: RESTAssistant,
trading_pair: str,
limit: int = 1000,
throttler: Optional[AsyncThrottler] = None,
) -> Dict[str, Any]:
throttler = throttler or cls._get_throttler_instance()
original_trading_pair: str = trading_pair
if limit != 0:
params = {
"count": str(limit),
"pair": convert_to_exchange_trading_pair(trading_pair)
}
else:
params = {"pair": convert_to_exchange_trading_pair(trading_pair)}
async with throttler.execute_task(CONSTANTS.SNAPSHOT_PATH_URL):
url = f"{CONSTANTS.BASE_URL}{CONSTANTS.SNAPSHOT_PATH_URL}"
request = RESTRequest(method=RESTMethod.GET,
url=url,
params=params)
response = await rest_assistant.call(request)
if response.status != 200:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"HTTP status is {response.status}.")
response_json = await response.json()
if len(response_json["error"]) > 0:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"Error is {response_json['error']}.")
data: Dict[str, Any] = next(iter(response_json["result"].values()))
data = {"trading_pair": trading_pair, **data}
data["latest_update"] = max(
[*map(lambda x: x[2], data["bids"] + data["asks"])],
default=0.)
return data
def get_mid_price(trading_pair: str) -> Optional[Decimal]:
from hummingbot.connector.exchange.kraken.kraken_utils import convert_to_exchange_trading_pair
KRAKEN_PRICE_URL = "https://api.kraken.com/0/public/Ticker?pair="
k_pair = convert_to_exchange_trading_pair(trading_pair)
resp = requests.get(url=KRAKEN_PRICE_URL + k_pair)
resp_json = resp.json()
if len(resp_json["error"]) == 0:
for record in resp_json["result"]: # assume only one pair is received
record = resp_json["result"][record]
result = (Decimal(record["a"][0]) + Decimal(record["b"][0])) / Decimal("2")
return result
async def get_snapshot(
cls,
client: aiohttp.ClientSession,
trading_pair: str,
limit: int = 1000,
throttler: Optional[AsyncThrottler] = None,
) -> Dict[str, Any]:
throttler = throttler or cls._get_throttler_instance()
original_trading_pair: str = trading_pair
if limit != 0:
params = {
"count": str(limit),
"pair": convert_to_exchange_trading_pair(trading_pair)
}
else:
params = {"pair": convert_to_exchange_trading_pair(trading_pair)}
async with throttler.execute_task(CONSTANTS.SNAPSHOT_PATH_URL):
url = f"{CONSTANTS.BASE_URL}{CONSTANTS.SNAPSHOT_PATH_URL}"
async with client.get(url, params=params) as response:
if response.status != 200:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"HTTP status is {response.status}.")
response_json = await response.json()
if len(response_json["error"]) > 0:
raise IOError(
f"Error fetching Kraken market snapshot for {original_trading_pair}. "
f"Error is {response_json['error']}.")
data: Dict[str,
Any] = next(iter(response_json["result"].values()))
data = {"trading_pair": trading_pair, **data}
data["latest_update"] = max(
[*map(lambda x: x[2], data["bids"] + data["asks"])],
default=0.)
# 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_ws_subscription_message(self, subscription_type: str):
# all_markets: pd.DataFrame = await self.get_active_exchange_markets()
trading_pairs: List[str] = []
for tp in self._trading_pairs:
trading_pairs.append(convert_to_exchange_trading_pair(tp, '/'))
ws_message_dict: Dict[str, Any] = {"event": "subscribe",
"pair": trading_pairs,
"subscription": {"name": subscription_type, "depth": 1000}}
ws_message: str = ujson.dumps(ws_message_dict)
return ws_message
async def get_ws_subscription_message(self, subscription_type: str):
trading_pairs: List[str] = []
for tp in self._trading_pairs:
trading_pairs.append(convert_to_exchange_trading_pair(tp, '/'))
ws_message: WSJSONRequest = WSJSONRequest({
"event": "subscribe",
"pair": trading_pairs,
"subscription": {
"name": subscription_type,
"depth": 1000
}
})
return ws_message
def test_pair_convesion(self):
for pair in self.market.trading_rules:
exchange_pair = convert_to_exchange_trading_pair(pair)
self.assertTrue(exchange_pair in self.market.order_books)
