Merge pull request #128 from MtkN1/develop

✨v0.10.0リリース

## Issues

✅ 各取引所のDataStoreを実装する #20
✅ DataStoreのリバースイテレーション可能にする #113
✅ PhemexDataStoreで認証エラーのWarningを表示する #114
✅ BybitInverseDataStoreにwalletを追加する #118
✅ GMOCoinDataStoreのtickerが上書きされない #120
✅ GMOCoinDataStoreがTypeErrorで落ちる。 #122
✅ GMOコインのPrivate WebSocketアクセストークンを自動延長する #124
✅ bitbankのDatastoreのDepthで、sorted()の返り値の型の定義が正しくない #126

README.md

@@ -44,7 +44,7 @@ An advanced api client for python botters.
 | GMO Coin | ✅ | ✅ | [Official](https://api.coin.z.com/docs/) |
 | Liquid | ✅ | WIP | [Official](https://document.liquid.com/) |
 | bitbank | ✅ | ✅ | [Official](https://docs.bitbank.cc/) |
-| Coincheck | ✅ | WIP | [Official](https://coincheck.com/documents/exchange/api) |
+| Coincheck | ✅ | ✅ | [Official](https://coincheck.com/documents/exchange/api) |
 
 ## 🐍 Requires
 

pybotters/__init__.py

@@ -14,6 +14,7 @@
 from .models.bitflyer import bitFlyerDataStore
 from .models.bitmex import BitMEXDataStore
 from .models.bybit import BybitDataStore
+from .models.coincheck import CoincheckDataStore
 from .models.experimental.bybit import BybitInverseDataStore, BybitUSDTDataStore
 from .models.ftx import FTXDataStore
 from .models.gmocoin import GMOCoinDataStore
@@ -28,6 +29,7 @@
     'put',
     'delete',
     'BybitDataStore',
+    'CoincheckDataStore',
     'BybitInverseDataStore',
     'BybitUSDTDataStore',
     'FTXDataStore',

pybotters/models/bitbank.py

@@ -53,7 +53,7 @@ class Depth(DataStore):
     _KEYS = ['pair', 'side', 'price']
     _BDSIDE = {'sell': 'asks', 'buy': 'bids'}
 
-    def sorted(self, query: Optional[Item] = None) -> dict[str, list[float]]:
+    def sorted(self, query: Optional[Item] = None) -> dict[str, list[list[str]]]:
         if query is None:
             query = {}
         result = {'asks': [], 'bids': []}

pybotters/models/coincheck.py

@@ -0,0 +1,81 @@
+from __future__ import annotations
+
+import asyncio
+from typing import Any, Awaitable, Optional
+
+import aiohttp
+
+from ..store import DataStore, DataStoreManager
+from ..typedefs import Item
+from ..ws import ClientWebSocketResponse
+
+
+class CoincheckDataStore(DataStoreManager):
+    def _init(self) -> None:
+        self.create("trades", datastore_class=Trades)
+        self.create("orderbook", datastore_class=Orderbook)
+
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
+        for f in asyncio.as_completed(aws):
+            resp = await f
+            data = await resp.json()
+            if resp.url.path == "/api/order_books":
+                symbol = resp.url.query.get("symbol")
+                self.orderbook._onresponse(symbol, data)
+
+    def _onmessage(self, msg: Any, ws: ClientWebSocketResponse) -> None:
+        if len(msg) == 5:
+            self.trades._onmessage(*msg)
+        elif len(msg) == 2:
+            self.orderbook._onmessage(*msg)
+
+    @property
+    def trades(self) -> "Trades":
+        return self.get("trades", Trades)
+
+    @property
+    def orderbook(self) -> "Orderbook":
+        return self.get("orderbook", Orderbook)
+
+
+class Trades(DataStore):
+    _MAXLEN = 99999
+
+    def _onmessage(self, id: int, pair: str, rate: str, amount: str, side: str) -> None:
+        self._insert(
+            [{"id": id, "pair": pair, "rate": rate, "amount": amount, "side": side}]
+        )
+
+
+class Orderbook(DataStore):
+    _KEYS = ["side", "rate"]
+
+    def sorted(self, query: Optional[Item] = None) -> dict[str, list[float]]:
+        if query is None:
+            query = {}
+        result = {"asks": [], "bids": []}
+        for item in self:
+            if all(k in item and query[k] == item[k] for k in query):
+                result[item["side"]].append([item["rate"], item["amount"]])
+        result["asks"].sort(key=lambda x: float(x[0]))
+        result["bids"].sort(key=lambda x: float(x[0]), reverse=True)
+        return result
+
+    def _onresponse(self, symbol: Optional[str], data: dict[list[str]]) -> None:
+        if symbol is None:
+            symbol = "btc_jpy"
+        result = []
+        for side in data:
+            for rate, amount in data[side]:
+                result.append(
+                    {"symbol": symbol, "side": side, "rate": rate, "amount": amount}
+                )
+        self._insert(result)
+
+    def _onmessage(self, pair: str, data: dict[str, list[list[str]]]) -> None:
+        for side in data:
+            for rate, amount in data[side]:
+                if amount == "0":
+                    self._delete([{"side": side, "rate": rate}])
+                else:
+                    self._update([{"side": side, "rate": rate, "amount": amount}])

pybotters/models/experimental/bybit.py

@@ -29,6 +29,7 @@ def _init(self) -> None:
         self.create("execution", datastore_class=ExecutionInverse)
         self.create("order", datastore_class=OrderInverse)
         self.create("stoporder", datastore_class=StopOrderInverse)
+        self.create("wallet", datastore_class=WalletInverse)
         self.timestamp_e6: Optional[int] = None
 
     async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
@@ -41,6 +42,7 @@ async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         - GET /futures/private/stop-order (DataStore: stoporder)
         - GET /v2/private/position/list (DataStore: position)
         - GET /futures/private/position/list (DataStore: position)
+        - GET /v2/private/wallet/balance (DataStore: wallet)
         """
         for f in asyncio.as_completed(aws):
             resp = await f
@@ -68,6 +70,8 @@ async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
                 self.position._onresponse(data["result"])
             elif resp.url.path == "/v2/public/kline/list":
                 self.kline._onresponse(data["result"])
+            elif resp.url.path == "/v2/private/wallet/balance":
+                self.wallet._onresponse(data["result"])
 
     def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
         if "success" in msg:
@@ -101,6 +105,8 @@ def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
                 self.order._onmessage(data)
             elif topic == "stop_order":
                 self.stoporder._onmessage(data)
+            elif topic == "wallet":
+                self.wallet._onmessage(data)
         if "timestamp_e6" in msg:
             self.timestamp_e6 = int(msg["timestamp_e6"])
 
@@ -153,6 +159,10 @@ def stoporder(self) -> "StopOrderInverse":
         """
         return self.get("stoporder", StopOrderInverse)
 
+    @property
+    def wallet(self) -> "WalletInverse":
+        return self.get("wallet", WalletInverse)
+
 
 class BybitUSDTDataStore(DataStoreManager):
     """
@@ -170,7 +180,7 @@ def _init(self) -> None:
         self.create("execution", datastore_class=ExecutionUSDT)
         self.create("order", datastore_class=OrderUSDT)
         self.create("stoporder", datastore_class=StopOrderUSDT)
-        self.create("wallet", datastore_class=Wallet)
+        self.create("wallet", datastore_class=WalletUSDT)
         self.timestamp_e6: Optional[int] = None
 
     async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
@@ -180,6 +190,8 @@ async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         - GET /private/linear/order/search (DataStore: order)
         - GET /private/linear/stop-order/search (DataStore: stoporder)
         - GET /private/linear/position/list (DataStore: position)
+        - GET /private/linear/position/list (DataStore: position)
+        - GET /v2/private/wallet/balance (DataStore: wallet)
         """
         for f in asyncio.as_completed(aws):
             resp = await f
@@ -282,8 +294,8 @@ def stoporder(self) -> "StopOrderUSDT":
         return self.get("stoporder", StopOrderUSDT)
 
     @property
-    def wallet(self) -> "Wallet":
-        return self.get("wallet", Wallet)
+    def wallet(self) -> "WalletUSDT":
+        return self.get("wallet", WalletUSDT)
 
 
 class OrderBookInverse(DataStore):
@@ -490,19 +502,39 @@ class StopOrderUSDT(StopOrderInverse):
     _KEYS = ["stop_order_id"]
 
 
-class Wallet(DataStore):
+class WalletInverse(DataStore):
+    _KEYS = ["coin"]
+
+    def _onresponse(self, data: dict[str, Item]) -> None:
+        data.pop("USDT", None)
+        for coin in data:
+            self._update(
+                [
+                    {
+                        "coin": coin,
+                        "available_balance": data[coin]["available_balance"],
+                        "wallet_balance": data[coin]["wallet_balance"],
+                    }
+                ]
+            )
+
+    def _onmessage(self, data: list[Item]) -> None:
+        self._update(data)
+
+
+class WalletUSDT(WalletInverse):
     def _onresponse(self, data: dict[str, Item]) -> None:
         if "USDT" in data:
-            self._clear()
             self._update(
                 [
                     {
+                        "coin": "USDT",
                         "wallet_balance": data["USDT"]["wallet_balance"],
                         "available_balance": data["USDT"]["available_balance"],
                     }
                 ]
             )
 
     def _onmessage(self, data: list[Item]) -> None:
-        self._clear()
-        self._update(data)
+        for item in data:
+            self._update([{"coin": "USDT", **item}])

pybotters/models/gmocoin.py

@@ -12,6 +12,7 @@
 from pybotters.store import DataStore, DataStoreManager
 from pybotters.typedefs import Item
 
+from ..auth import Auth
 from ..ws import ClientWebSocketResponse
 
 try:
@@ -297,6 +298,8 @@ class PositionSummary(TypedDict):
 
 
 class TickerStore(DataStore):
+    _KEYS = ["symbol"]
+
     def _onmessage(self, mes: Ticker) -> None:
         self._update([cast(Item, mes)])
 
@@ -325,7 +328,7 @@ def _onmessage(self, mes: OrderBook) -> None:
         data = mes["asks"] + mes["bids"]
         result = self.find({"symbol": mes["symbol"]})
         self._delete(result)
-        self._insert(cast(list[Item], data))
+        self._insert(cast("list[Item]", data))
         self.timestamp = mes["timestamp"]
 
 
@@ -338,7 +341,7 @@ class OrderStore(DataStore):
     _KEYS = ["order_id"]
 
     def _onresponse(self, data: list[Order]) -> None:
-        self._insert(cast(list[Item], data))
+        self._insert(cast("list[Item]", data))
 
     def _onmessage(self, mes: Order) -> None:
         if mes["order_status"] in (OrderStatus.WAITING, OrderStatus.ORDERED):
@@ -375,7 +378,7 @@ def sorted(self, query: Optional[Item] = None) -> list[Execution]:
         return result
 
     def _onresponse(self, data: list[Execution]) -> None:
-        self._insert(cast(list[Item], data))
+        self._insert(cast("list[Item]", data))
 
     def _onmessage(self, mes: Execution) -> None:
         self._insert([cast(Item, mes)])
@@ -385,7 +388,7 @@ class PositionStore(DataStore):
     _KEYS = ["position_id"]
 
     def _onresponse(self, data: list[Position]) -> None:
-        self._update(cast(list[Item], data))
+        self._update(cast("list[Item]", data))
 
     def _onmessage(self, mes: Position, type: MessageType) -> None:
         if type == MessageType.OPR:
@@ -400,7 +403,7 @@ class PositionSummaryStore(DataStore):
     _KEYS = ["symbol", "side"]
 
     def _onresponse(self, data: list[PositionSummary]) -> None:
-        self._update(cast(list[Item], data))
+        self._update(cast("list[Item]", data))
 
     def _onmessage(self, mes: PositionSummary) -> None:
         self._update([cast(Item, mes)])
@@ -575,6 +578,7 @@ def _init(self) -> None:
         self.create("positions", datastore_class=PositionStore)
         self.create("executions", datastore_class=ExecutionStore)
         self.create("position_summary", datastore_class=PositionSummaryStore)
+        self.token: Optional[str] = None
 
     async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         """
@@ -584,6 +588,7 @@ async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         - GET /private/v1/activeOrders (DataStore: orders)
         - GET /private/v1/openPositions (DataStore: positions)
         - GET /private/v1/positionSummary (DataStore: position_summary)
+        - POST /private/v1/ws-auth (Property: token)
         """
         for f in asyncio.as_completed(aws):
             resp = await f
@@ -608,6 +613,9 @@ async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
                 self.position_summary._onresponse(
                     MessageHelper.to_position_summaries(data["data"]["list"])
                 )
+            if resp.url.path == "/private/v1/ws-auth":
+                self.token = data["data"]
+                asyncio.create_task(self._token(resp.__dict__['_raw_session']))
 
     def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
         if "channel" in msg:
@@ -631,6 +639,15 @@ def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
             elif channel == Channel.POSITION_SUMMARY_EVENTS:
                 self.position_summary._onmessage(MessageHelper.to_position_summary(msg))
 
+    async def _token(self, session: aiohttp.ClientSession):
+        while not session.closed:
+            await session.put(
+                'https://api.coin.z.com/private/v1/ws-auth',
+                data={"token": self.token},
+                auth=Auth,
+            )
+            await asyncio.sleep(1800.0)  # 30 minutes
+
     @property
     def ticker(self) -> TickerStore:
         return self.get("ticker", TickerStore)

pybotters/models/phemex.py

@@ -65,6 +65,9 @@ def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
             if 'positions' in msg:
                 self.positions._onmessage(msg.get('positions'))
 
+        if msg.get('error'):
+            logger.warning(msg)
+
     @property
     def trade(self) -> 'Trade':
         return self.get('trade', Trade)

pybotters/store.py

@@ -36,6 +36,9 @@ def __len__(self) -> int:
     def __iter__(self) -> Iterator[Item]:
         return iter(self._data.values())
 
+    def __reversed__(self) -> Iterator[Item]:
+        return reversed(self._data.values())
+
     @staticmethod
     def _hash(item: dict[str, Hashable]) -> int:
         return hash(tuple(item.items()))

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pybotters"
-version = "0.9.0"
+version = "0.10.0"
 description = "An advanced api client for python botters."
 license = "MIT"
 authors = ["MtkN1 <51289448+MtkN1@users.noreply.github.com>"]

tests/test_store.py

@@ -1,4 +1,5 @@
 import asyncio
+import sys
 import uuid
 
 import pytest
@@ -285,6 +286,23 @@ def test__iter__():
         next(data_iter)
 
 
+def test__reversed__():
+    data = [{'foo': f'bar{i}'} for i in range(5)]
+    ds = pybotters.store.DataStore(keys=['foo'], data=data)
+    if sys.version_info.major == 3 and sys.version_info.minor >= 8:
+        data_iter = reversed(ds)
+        assert next(data_iter) == {'foo': 'bar4'}
+        assert next(data_iter) == {'foo': 'bar3'}
+        assert next(data_iter) == {'foo': 'bar2'}
+        assert next(data_iter) == {'foo': 'bar1'}
+        assert next(data_iter) == {'foo': 'bar0'}
+        with pytest.raises(StopIteration):
+            next(data_iter)
+    else:
+        with pytest.raises(TypeError):
+            data_iter = reversed(ds)
+
+
 def test_set():
     ds = pybotters.store.DataStore()
     event = asyncio.Event()