Compare commits
2 Commits
a481f7ecff
...
e9380a127a
Author | SHA1 | Date | |
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e9380a127a | |||
18635cd52e |
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@ -2,8 +2,8 @@
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import datetime
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import datetime
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import logging
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import logging
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from decimal import Decimal
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from collections.abc import Iterator
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from collections.abc import Iterator
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from decimal import Decimal
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import fin_defs
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import fin_defs
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import krakenex
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import krakenex
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@ -64,9 +64,8 @@ class KrakenDepoFetcher(DepoFetcher):
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updated_time=now,
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updated_time=now,
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)
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)
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def _get_withdrawals(self) -> list[WithdrawalDetails]:
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def _get_withdrawals(self) -> list[WithdrawalDetails]:
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raise NotImplementedError("work in progress")
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raise NotImplementedError('work in progress')
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"""
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"""
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json = self.client.query_private('WithdrawStatus',data={'start':1})
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json = self.client.query_private('WithdrawStatus',data={'start':1})
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results = []
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results = []
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@ -82,7 +81,7 @@ class KrakenDepoFetcher(DepoFetcher):
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"""
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"""
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def _get_deposits(self) -> list[DepositDetails]:
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def _get_deposits(self) -> list[DepositDetails]:
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raise NotImplementedError("work in progress")
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raise NotImplementedError('work in progress')
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"""
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"""
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json = self.client.query_private('DepositStatus',data={'start':1})
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json = self.client.query_private('DepositStatus',data={'start':1})
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results = []
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results = []
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@ -98,7 +97,7 @@ class KrakenDepoFetcher(DepoFetcher):
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"""
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"""
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def _get_historic_spot_orders(self) -> Iterator[TradeOrderDetails]:
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def _get_historic_spot_orders(self) -> Iterator[TradeOrderDetails]:
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raise NotImplementedError("work in progress")
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raise NotImplementedError('work in progress')
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"""
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"""
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json = self.client.query_private('ClosedOrders',data={'start':1})
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json = self.client.query_private('ClosedOrders',data={'start':1})
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for order_id, v in json['result']['closed'].items():
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for order_id, v in json['result']['closed'].items():
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@ -118,16 +117,18 @@ class KrakenDepoFetcher(DepoFetcher):
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"""
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"""
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def _get_double_registers(self) -> list[DoubleRegister]:
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def _get_double_registers(self) -> list[DoubleRegister]:
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json = self.client.query_private('Ledgers',data={'start':1})
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json = self.client.query_private('Ledgers', data={'start': 1})
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return list(parse_from_ledger(json['result']['ledger'].values()))
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return list(parse_from_ledger(json['result']['ledger'].values()))
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def parse_asset_from_ticker(ticker: str) -> fin_defs.Asset:
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def parse_asset_from_ticker(ticker: str) -> fin_defs.Asset:
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account = ticker.removesuffix('.HOLD')
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account = ticker.removesuffix('.HOLD')
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if account == 'ZEUR':
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if account == 'ZEUR':
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return fin_defs.EUR
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return fin_defs.EUR
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return fin_defs.WELL_KNOWN_SYMBOLS[account]
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return fin_defs.WELL_KNOWN_SYMBOLS[account]
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def parse_from_ledger(ledger_items: list[dict[str,str]]) -> Iterator:
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def parse_from_ledger(ledger_items: list[dict[str, str]]) -> Iterator:
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collected_items = {}
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collected_items = {}
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for item in ledger_items:
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for item in ledger_items:
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collected_items.setdefault(item['refid'], []).append(item)
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collected_items.setdefault(item['refid'], []).append(item)
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@ -139,19 +140,23 @@ def parse_from_ledger(ledger_items: list[dict[str,str]]) -> Iterator:
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assert len(items) == 1
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assert len(items) == 1
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asset = parse_asset_from_ticker(items[0]['asset'])
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asset = parse_asset_from_ticker(items[0]['asset'])
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yield DepositDetails(
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yield DepositDetails(
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deposit = fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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deposit=fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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fee=fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
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executed_time=datetime.datetime.fromtimestamp(
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raw_details = items[0],
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items[0]['time'], tz=datetime.UTC,
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),
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raw_details=items[0],
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)
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)
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elif items[0]['type'] == 'withdrawal':
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elif items[0]['type'] == 'withdrawal':
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assert len(items) == 1
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assert len(items) == 1
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asset = parse_asset_from_ticker(items[0]['asset'])
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asset = parse_asset_from_ticker(items[0]['asset'])
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yield WithdrawalDetails(
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yield WithdrawalDetails(
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withdrawn = -fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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withdrawn=-fin_defs.AssetAmount(asset, Decimal(items[0]['amount'])),
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fee = fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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fee=fin_defs.AssetAmount(asset, Decimal(items[0]['fee'])),
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executed_time = datetime.datetime.fromtimestamp(items[0]['time'],tz=datetime.UTC),
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executed_time=datetime.datetime.fromtimestamp(
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raw_details = items[0],
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items[0]['time'], tz=datetime.UTC,
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),
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raw_details=items[0],
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)
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)
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else:
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else:
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assert len(items) == 2, items
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assert len(items) == 2, items
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@ -160,18 +165,20 @@ def parse_from_ledger(ledger_items: list[dict[str,str]]) -> Iterator:
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assert float(items[0]['amount']) > 0
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assert float(items[0]['amount']) > 0
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assert float(items[1]['amount']) < 0
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assert float(items[1]['amount']) < 0
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asset_input = parse_asset_from_ticker(items[1]['asset'])
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asset_input = parse_asset_from_ticker(items[1]['asset'])
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asset_output = parse_asset_from_ticker(items[0]['asset'])
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asset_output = parse_asset_from_ticker(items[0]['asset'])
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input = -fin_defs.AssetAmount(asset_input, Decimal(items[1]['amount']))
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input = -fin_defs.AssetAmount(asset_input, Decimal(items[1]['amount']))
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output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['amount']))
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output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['amount']))
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fee_of_input = fin_defs.AssetAmount(asset_input, Decimal(items[1]['fee']))
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fee_of_input = fin_defs.AssetAmount(asset_input, Decimal(items[1]['fee']))
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fee_of_output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['fee']))
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fee_of_output = fin_defs.AssetAmount(asset_output, Decimal(items[0]['fee']))
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details = TradeOrderDetails(
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details = TradeOrderDetails(
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input = input,
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input=input,
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output = output,
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output=output,
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fee = fee_of_input if fee_of_input.amount != 0 else fee_of_output,
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fee=fee_of_input if fee_of_input.amount != 0 else fee_of_output,
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executed_time = datetime.datetime.fromtimestamp(items[1]['time'],tz=datetime.UTC),
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executed_time=datetime.datetime.fromtimestamp(
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order_id = refid,
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items[1]['time'], tz=datetime.UTC,
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raw_order_details = items[0],
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),
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order_id=refid,
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raw_order_details=items[0],
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)
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)
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yield details
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yield details
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@ -244,7 +244,9 @@ class KucoinDepoFetcher(DepoFetcher):
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timestamp = int(end_time.timestamp() * 1000)
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timestamp = int(end_time.timestamp() * 1000)
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page_index = 1
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page_index = 1
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while True:
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while True:
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raw_details = self.kucoin_client.get_orders(end=timestamp, page=page_index)
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raw_details = self.kucoin_client.get_orders(
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end=timestamp, page=page_index,
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)
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yield from (order_from_json(item) for item in raw_details['items'])
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yield from (order_from_json(item) for item in raw_details['items'])
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page_index = raw_details['currentPage'] + 1
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page_index = raw_details['currentPage'] + 1
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@ -1,17 +1,10 @@
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"""See `PartisiaBlockchainAccountDepoFetcher` for documentation."""
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"""See `PartisiaBlockchainAccountDepoFetcher` for documentation."""
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import dataclasses
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import datetime
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import email.utils
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import json
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import logging
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import logging
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from collections.abc import Mapping
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from decimal import Decimal
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from typing import Any
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import fin_defs
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import fin_defs
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import pbc_client
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import requests
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import requests
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from frozendict import frozendict
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from .data import (
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from .data import (
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DepoFetcher,
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DepoFetcher,
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@ -25,121 +18,6 @@ from .data import (
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logger = logging.getLogger(__name__)
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logger = logging.getLogger(__name__)
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# mainnet: https://reader.partisiablockchain.com
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# testnet: https://node1.testnet.partisiablockchain.com
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HOSTNAME = 'reader.partisiablockchain.com'
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URL_ACCOUNT_PLUGIN = 'https://{hostname}/{shard}blockchain/accountPlugin/local'
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URL_ACCOUNT_PLUGIN_GLOBAL = 'https://{hostname}/{shard}blockchain/accountPlugin/global'
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URL_CONTRACT_STATE = 'https://{hostname}/{shard}blockchain/contracts/{address}?requireContractState=false'
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MPC_DECIMALS = 10000
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def shard_id_for_address(address: str) -> str:
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# Very rough implementation
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if address is None:
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msg = 'Address must not be None'
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raise TypeError(msg)
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if address.endswith('a'):
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return 'shards/Shard0/'
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if address.endswith('2'):
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return 'shards/Shard1/'
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return 'shards/Shard2/'
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@dataclasses.dataclass(frozen=True)
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class Balances:
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update_time: datetime.datetime
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mpc: Decimal
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byoc: Mapping[str, Decimal]
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@dataclasses.dataclass(frozen=True)
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class PbcClient:
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session: requests.Session
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def get_json(
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self,
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url: str,
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data: Mapping[str, Any] = frozendict(),
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method='POST',
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) -> tuple[Any, datetime.datetime]:
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headers = {
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'Content-Type': 'application/json',
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'Accept': 'application/json',
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}
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response = self.session.request(
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method,
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url,
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headers=headers,
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data=json.dumps(data),
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)
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response.raise_for_status()
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date_text = response.headers.get('last-modified') or response.headers.get(
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'date',
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)
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date = email.utils.parsedate_to_datetime(date_text)
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json_data = response.json()
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if json_data is None:
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msg = 'No result data for ' + url
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raise Exception(msg)
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return (json_data, date)
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def determine_coins(self) -> list[dict[str, Any]]:
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data: dict = {'path': []}
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url: str = URL_ACCOUNT_PLUGIN_GLOBAL.format(
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hostname=HOSTNAME,
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shard='',
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)
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json_data, date = self.get_json(url, data=data)
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return json_data['coins']['coins']
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def get_account_balances(self, address: str) -> Balances:
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coins = self.determine_coins()
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url = URL_ACCOUNT_PLUGIN.format(
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hostname=HOSTNAME,
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shard=shard_id_for_address(address),
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)
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data: dict = {
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'path': [
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{'type': 'field', 'name': 'accounts'},
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{'type': 'avl', 'keyType': 'BLOCKCHAIN_ADDRESS', 'key': address},
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],
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}
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account_data, date = self.get_json(url, data=data)
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byoc: dict[str, Decimal] = {}
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mpc = Decimal(account_data['mpcTokens']) / MPC_DECIMALS
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for coin_idx, amount_data in enumerate(account_data['accountCoins']):
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coin_data = coins[coin_idx]
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byoc_balance = Decimal(amount_data['balance'])
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denominator = Decimal(coin_data['conversionRate']['denominator'])
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native_balance = byoc_balance / denominator
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byoc[coin_data['symbol']] = native_balance
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del coin_idx, coin_data
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return Balances(date, mpc, byoc)
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def get_contract_state(self, address: str) -> tuple[dict, datetime.datetime]:
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url = URL_CONTRACT_STATE.format(
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hostname=HOSTNAME,
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shard=shard_id_for_address(address),
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address=address,
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)
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data: dict = {'path': []}
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return self.get_json(url, data=data)
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|
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BYOC_ASSETS = {
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BYOC_ASSETS = {
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'ETH': fin_defs.WELL_KNOWN_SYMBOLS['ETH'],
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'ETH': fin_defs.WELL_KNOWN_SYMBOLS['ETH'],
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'POLYGON_USDC': fin_defs.WELL_KNOWN_SYMBOLS['USDC'],
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'POLYGON_USDC': fin_defs.WELL_KNOWN_SYMBOLS['USDC'],
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@ -164,7 +42,7 @@ class PartisiaBlockchainAccountDepoFetcher(DepoFetcher):
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self.assert_param('session', requests.Session, session)
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self.assert_param('session', requests.Session, session)
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self.assert_param('blockchain_address', str, blockchain_address)
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self.assert_param('blockchain_address', str, blockchain_address)
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|
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self.client = PbcClient(session)
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self.client = pbc_client.PbcClient(session)
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self.blockchain_address = blockchain_address
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self.blockchain_address = blockchain_address
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|
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def get_depo(self) -> DepoGroup:
|
def get_depo(self) -> DepoGroup:
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||||||
|
@ -188,10 +66,12 @@ class PartisiaBlockchainAccountDepoFetcher(DepoFetcher):
|
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)
|
)
|
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|
|
||||||
def _get_withdrawals(self) -> list[WithdrawalDetails]:
|
def _get_withdrawals(self) -> list[WithdrawalDetails]:
|
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raise UnsupportedOperationException("TODO")
|
msg = 'TODO'
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|
raise UnsupportedOperationException(msg)
|
||||||
|
|
||||||
def _get_deposits(self) -> list[DepositDetails]:
|
def _get_deposits(self) -> list[DepositDetails]:
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raise UnsupportedOperationException("TODO")
|
msg = 'TODO'
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|
raise UnsupportedOperationException(msg)
|
||||||
|
|
||||||
def _get_double_registers(self) -> list[DoubleRegister]:
|
def _get_double_registers(self) -> list[DoubleRegister]:
|
||||||
double_registers: list[DoubleRegister] = []
|
double_registers: list[DoubleRegister] = []
|
||||||
|
|
|
@ -3,4 +3,5 @@ python-kucoin
|
||||||
krakenex
|
krakenex
|
||||||
frozendict
|
frozendict
|
||||||
fin-defs @ git+https://gitfub.space/Jmaa/fin-defs.git
|
fin-defs @ git+https://gitfub.space/Jmaa/fin-defs.git
|
||||||
|
pbc-client @ git+https://gitfub.space/Jmaa/pbc-client.git
|
||||||
dataclassabc
|
dataclassabc
|
||||||
|
|
|
@ -9,6 +9,7 @@ needs_secrets = pytest.mark.skipif(
|
||||||
reason='Secret kraken_USERNAME required',
|
reason='Secret kraken_USERNAME required',
|
||||||
)
|
)
|
||||||
|
|
||||||
|
|
||||||
def get_fetcher():
|
def get_fetcher():
|
||||||
return fin_depo.defi_kraken.KrakenDepoFetcher(
|
return fin_depo.defi_kraken.KrakenDepoFetcher(
|
||||||
secrets.KRAKEN_KEY,
|
secrets.KRAKEN_KEY,
|
||||||
|
|
|
@ -32,7 +32,7 @@ def test_place_market_order_requires_allow_trades():
|
||||||
|
|
||||||
with pytest.raises(PermissionError) as m:
|
with pytest.raises(PermissionError) as m:
|
||||||
fetcher.place_market_order(
|
fetcher.place_market_order(
|
||||||
fin_defs.AssetAmount(fin_defs.MPC, Decimal(1)), fin_defs.USDT
|
fin_defs.AssetAmount(fin_defs.MPC, Decimal(1)), fin_defs.USDT,
|
||||||
)
|
)
|
||||||
|
|
||||||
assert 'KucoinDepoFetcher.allow_trades is not enabled: Cannot make trades' in str(m)
|
assert 'KucoinDepoFetcher.allow_trades is not enabled: Cannot make trades' in str(m)
|
||||||
|
|
Loading…
Reference in New Issue
Block a user