Merge pull request #26 from btschwertfeger/optimize-ws-clients

- added recovering of subscription (works now)
- simplified websocket client instantiation
- added private and protected properties and methods to prevent false calls

examples/futures_ws_examples.py

@@ -1,18 +1,15 @@
 import os, sys, time
 import asyncio
-import logging
-import logging.config
+import logging, logging.config
 from dotenv import dotenv_values
 from datetime import datetime
 
 try:
-    from kraken.futures.client import WsClient
-    from kraken.futures.websocket.websocket import KrakenFuturesWSClient
+    from kraken.futures.client import KrakenFuturesWSClient
 except:
     print('USING LOCAL MODULE')
     sys.path.append('/Users/benjamin/repositories/Trading/python-kraken-sdk')
-    from kraken.futures.client import WsClient
-    from kraken.futures.websocket.websocket import KrakenFuturesWSClient
+    from kraken.futures.client import KrakenFuturesWSClient
 
 logging.basicConfig(
     format='%(asctime)s %(module)s,line: %(lineno)d %(levelname)8s | %(message)s',
@@ -29,7 +26,7 @@ async def main() -> None:
     key = dotenv_values('.env')['Futures_API_KEY']
     secret = dotenv_values('.env')['Futures_SECRET_KEY']
 
-    # ___Custom_Trading_Bot______________
+    # ___Custom_Trading_Bot__________
     class Bot(KrakenFuturesWSClient):
 
         async def on_message(self, event) -> None:
@@ -38,40 +35,60 @@ async def on_message(self, event) -> None:
             # you can also combine this with the Futures REST clients
 
     # _____Public_Websocket_Feeds___________________
-    bot = Bot(WsClient())
+    bot = Bot()
     # print(bot.get_available_public_subscription_feeds())
 
-    products = ['PI_XBTUSD']
+    products = ['PI_XBTUSD', 'PF_SOLUSD']
     # subscribe to a public websocket feed
     await bot.subscribe(feed='ticker', products=products)
-    # await bot.subscribe(feed='book', products=products)
+    await bot.subscribe(feed='book', products=products)
     # await bot.subscribe(feed='trade', products=products)
     # await bot.subscribe(feed='ticker_lite', products=products)
     # await bot.subscribe(feed='heartbeat')
+    # time.sleep(2)
 
     # unsubscribe from a websocket feed
     time.sleep(2) # in case subscribe is not done yet
-    await bot.unsubscribe(feed='ticker', products=products)
+    await bot.unsubscribe(feed='ticker', products=['PI_XBTUSD'])
+    await bot.unsubscribe(feed='ticker', products=['PF_SOLUSD'])
+    await bot.unsubscribe(feed='book', products=products)
     # ....
 
     # _____Private_Websocket_Feeds_________________
-    auth_bot = Bot(WsClient(key=key, secret=secret))
+    auth_bot = Bot(key=key, secret=secret)
     # print(auth_bot.get_available_private_subscription_feeds())
 
     # subscribe to a private/authenticated websocket feed
-    # await auth_bot.subscribe(feed='fills')
+    await auth_bot.subscribe(feed='fills')
     await auth_bot.subscribe(feed='open_positions')
     # await auth_bot.subscribe(feed='open_orders')
+    # await auth_bot.subscribe(feed='open_orders_verbose')
     # await auth_bot.subscribe(feed='deposits_withdrawals')
     # await auth_bot.subscribe(feed='account_balances_and_margins')
-    # await auth_bot.subscribe(feed='account_log)
-    # await auth_bot.subscribe(feed='notifications_auth)
+    # await auth_bot.subscribe(feed='balances')
+    # await auth_bot.subscribe(feed='account_log')
+    # await auth_bot.subscribe(feed='notifications_auth')
 
+    # authenticaed clients can also subscribe to public feeds
+    # await auth_bot.subscribe(feed='ticker', products=['PI_XBTUSD', 'PF_ETHUSD'])
+
+    # time.sleep(1)
     # unsubscribe from a private/authenticaed websocket feed
-    # await bot.unsubscribe(feed='fills')
+    await auth_bot.unsubscribe(feed='fills')
+    await auth_bot.unsubscribe(feed='open_positions')
     # ....
 
     while True: await asyncio.sleep(6)
 
 if __name__ == '__main__':
-    asyncio.get_event_loop().run_until_complete(main())
+    loop = asyncio.new_event_loop()
+    asyncio.set_event_loop(loop)
+    try:
+        asyncio.run(main())
+    except KeyboardInterrupt:
+        loop.close()
+        # the websocket client will send {'event': 'ws-cancelled-error'} via on_message
+        # so you can handle the behavior/next actions individually within you bot
+
+    # old way will be deprecated in python 3.11:
+    # asyncio.get_event_loop().run_until_complete(main())

examples/spot_examples.py

@@ -63,7 +63,7 @@ def user_examples() -> None:
     print(user.delete_export_report(id_=r['id'], type_='delete'))#type=cancel
 
 def market_examples() -> None:
-    market = Market(key=key, secret=secret)
+    market = Market()
 
     print(market.get_assets(assets=['XBT']))
     print(market.get_tradable_asset_pair(pair=['DOTEUR']))

examples/spot_ws_examples.py

@@ -7,13 +7,11 @@
 import time
 
 try:
-    from kraken.spot.client import WsClient
-    from kraken.spot.websocket.websocket import KrakenSpotWSClient
+    from kraken.spot.client import KrakenSpotWSClient
 except:
-    print('Using local module')
+    print('USING LOCAL MODULE')
     sys.path.append('/Users/benjamin/repositories/Trading/python-kraken-sdk')
-    from kraken.spot.client import WsClient
-    from kraken.spot.websocket.websocket import KrakenSpotWSClient
+    from kraken.spot.client import KrakenSpotWSClient
 
 logging.basicConfig(
     format='%(asctime)s %(module)s,line: %(lineno)d %(levelname)8s | %(message)s',
@@ -25,33 +23,34 @@
 logging.getLogger('requests').setLevel(logging.WARNING)
 logging.getLogger('urllib3').setLevel(logging.WARNING)
 
-async def main() -> None:
+async def main2() -> None:
 
     key = dotenv_values('.env')['API_KEY']
     secret = dotenv_values('.env')['SECRET_KEY']
 
     # ___Custom_Trading_Bot______________
     class Bot(KrakenSpotWSClient):
-
+        
         async def on_message(self, event) -> None:
             if 'event' in event:
                 topic = event['event']
                 if topic == 'heartbeat': return
                 elif topic == 'pong': return
 
             print(event)
-            # await self._client.create_order(
-            #     ordertype='limit',
-            #     side='buy',
-            #     pair='BTC/EUR',
-            #     price=20000,
-            #     volume=1
-            # )
+            # if condition:
+            #     await self.create_order(
+            #         ordertype='limit',
+            #         side='buy',
+            #         pair='BTC/EUR',
+            #         price=20000,
+            #         volume=200
+            #     )
             # ... it is also possible to call regular REST endpoints
             # but using the websocket messages is more efficient
 
     # ___Public_Websocket_Feed_____
-    bot = Bot(WsClient()) # only use this one if you dont need private feeds
+    bot = Bot() # only use this one if you dont need private feeds
     # print(bot.public_sub_names) # list public subscription names
 
     await bot.subscribe(subscription={ 'name': 'ticker' }, pair=['XBT/EUR', 'DOT/EUR'])
@@ -64,12 +63,14 @@ async def on_message(self, event) -> None:
     # await bot.subscribe(subscription={ 'name': '*' } , pair=['BTC/EUR'])
 
     time.sleep(2) # wait because unsubscribing is faster than subscribing ...
+    # print(bot.active_public_subscriptions)
     await bot.unsubscribe(subscription={ 'name': 'ticker' }, pair=['XBT/EUR','DOT/EUR'])
     await bot.unsubscribe(subscription={ 'name': 'spread' }, pair=['XBT/EUR'])
     await bot.unsubscribe(subscription={ 'name': 'spread' }, pair=['DOT/EUR'])
     # ....
 
-    auth_bot = Bot(WsClient(key=key, secret=secret))
+    auth_bot = Bot(key=key, secret=secret)
+    # print(bot.active_private_subscriptions)
     # print(auth_bot.private_sub_names) # list private subscription names
     # when using the authenticated bot, you can also subscribe to public feeds
     await auth_bot.subscribe(subscription={ 'name': 'ownTrades' })
@@ -80,13 +81,17 @@ async def on_message(self, event) -> None:
     await auth_bot.unsubscribe(subscription={ 'name': 'openOrders' })
 
 
-    while True:
-        await asyncio.sleep(6)
-        # display the active subscriptions ...
-        # print(bot.active_public_subscriptions)
-
-        # print(auth_bot.active_public_subscriptions)
-        # print(auth_bot.active_private_subscriptions)
+    while True: await asyncio.sleep(6)
 
 if __name__ == '__main__':
-    asyncio.get_event_loop().run_until_complete(main())
+    loop = asyncio.new_event_loop()
+    asyncio.set_event_loop(loop)
+    try:
+        asyncio.run(main2())
+    except KeyboardInterrupt:
+        loop.close()
+        # the websocket client will send {'event': 'ws-cancelled-error'} via on_message
+        # so you can handle the behavior/next actions individually within you bot
+
+    # deprecated in python 3.11:
+    # asyncio.get_event_loop().run_until_complete(main())

kraken/__version__.py

@@ -1,2 +1,2 @@
-VERSION = (0, 7, 0)
+VERSION = (0, 7, 1)
 __version__ = '.'.join(map(str, VERSION))

kraken/base_api/base_api.py

@@ -15,13 +15,12 @@ class KrakenBaseRestAPI(object):
 
     def __init__(self, key: str='', secret: str='', url: str='', sandbox: bool=False, **kwargs):
 
-        self._api_v = ''
-        if url: self.url = url
-        self.url = 'https://api.kraken.com'
-        self._api_v = '/0'
+        if url != '': self.url = url
+        else: self.url = 'https://api.kraken.com'
+        self.api_v = '/0'
 
-        self.key = key
-        self.secret = secret
+        self.__key = key
+        self.__secret = secret
 
     def _request(self, 
         method: str, 
@@ -43,16 +42,15 @@ def _request(self,
 
         headers = { 'User-Agent': 'python-kraken-sdk' }
         if auth:
-            if not self.key or self.key == '' or not self.secret or self.secret == '': raise ValueError('Missing credentials')
-            params['nonce'] = str(int(time.time() * 1000)) # generate nonce
+            if not self.__key or self.__key == '' or not self.__secret or self.__secret == '': raise ValueError('Missing credentials')
+            params['nonce'] = str(int(time.time() * 1000))
             headers = {
                 'Content-Type': 'application/x-www-form-urlencoded; charset=utf-8',
-                'API-Key': self.key,
-                'API-Sign': self.get_kraken_signature(f'{self._api_v}{uri}', params)
+                'API-Key': self.__key,
+                'API-Sign': self.get_kraken_signature(f'{self.api_v}{uri}', params)
             }
 
-        url = f'{self.url}{self._api_v}{uri}'
-        # print(url)
+        url = f'{self.url}{self.api_v}{uri}'
         if method in ['GET', 'DELETE']:
             return self.check_response_data(requests.request(method=method, url=url, headers=headers, timeout=timeout), return_raw)
         elif do_json:
@@ -63,7 +61,7 @@ def _request(self,
     def get_kraken_signature(self, urlpath: str, data: dict) -> str:
         return base64.b64encode(
             hmac.new(
-                base64.b64decode(self.secret), 
+                base64.b64decode(self.__secret), 
                 urlpath.encode() + hashlib.sha256((str(data['nonce']) + urllib.parse.urlencode(data)).encode()).digest(),
                 hashlib.sha512
             ).digest()
@@ -93,7 +91,6 @@ def _to_str_list(self, a) -> str:
         elif type(a) == list: return ','.join([i for i in a])
         else: raise ValueError('a must be string or list of strings')
 
-
 class KrakenBaseFuturesAPI(object):
     def __init__(self, key: str='', secret: str='', url: str='', sandbox: bool=False, **kwargs):
 
@@ -102,8 +99,8 @@ def __init__(self, key: str='', secret: str='', url: str='', sandbox: bool=False
         elif self.sandbox: self.url = 'https://demo-futures.kraken.com'
         else: self.url = 'https://futures.kraken.com'
 
-        self.key = key
-        self.secret = secret
+        self.__key = key
+        self.__secret = secret
         self.nonce = 0
 
     def _request(self, 
@@ -131,13 +128,13 @@ def _request(self,
 
         headers = { 'User-Agent': 'python-kraken-sdk' }
         if auth:
-            if not self.key or self.key == '' or not self.secret or self.secret == '': raise ValueError('Missing credentials')
+            if not self.__key or self.__key == '' or not self.__secret or self.__secret == '': raise ValueError('Missing credentials')
             self.nonce = (self.nonce + 1) % 1
             nonce = str(int(time.time() * 1000)) + str(self.nonce).zfill(4)
             headers = {
                 'Content-Type': 'application/x-www-form-urlencoded; charset=utf-8',
                 'Nonce': nonce,
-                'APIKey': self.key,
+                'APIKey': self.__key,
                 'Authent': self.get_kraken_futures_signature(uri, queryString + postString, nonce)
             }
 
@@ -180,7 +177,7 @@ def get_kraken_futures_signature(self, endpoint: str, data: str, nonce: str) ->
         sha256_hash.update((data + nonce + endpoint).encode('utf8'))
         return base64.b64encode(
             hmac.new(
-                base64.b64decode(self.secret), 
+                base64.b64decode(self.__secret), 
                 sha256_hash.digest(), 
                 hashlib.sha512
             ).digest()

kraken/futures/client.py

@@ -2,7 +2,7 @@
 from kraken.futures.trade.trade import TradeClient
 from kraken.futures.user.user import UserClient
 from kraken.futures.funding.funding import FundingClient
-from kraken.futures.ws_client.ws_client import FuturesWsClientCl
+from kraken.futures.websocket.websocket import KrakenFuturesWSClientCl
 
 class User(UserClient):
     pass
@@ -16,5 +16,5 @@ class Market(MarketClient):
 class Funding(FundingClient):
     pass
 
-class WsClient(FuturesWsClientCl):
+class KrakenFuturesWSClient(KrakenFuturesWSClientCl):
     pass