Merge pull request #112 from MtkN1/develop

✨v0.9.0リリース

## Issues

✅ Bybit SpotのDELETE認証方式を修正する #95
✅ BinanceのWebSocket制限に対応する #96
✅ bitFlyerの親注文APIがエラーになる #98
✅ BybitUSDTDataStoreのウォレット実装が漏れている #99
✅ HTTPリクエストのメソッドにおけるパラメーター指定時の警告を削除する #101
✅ Bybitの認証タイムスタンプについて変更を検討する #102
✅ Bybit USDT無期限のワンウェイモードに対応する #105
✅ GMOコインのタイムスタンプにミリ秒がないレコードがパースできない #106
✅ Binance USDⓈ-M Futuresの新しいWebSocketエンドポイントに対応する #108
✅ bitbankの認証タイムスタンプを修正する #109
✅ 旧BybitDataStoreクラスがauto_castを受け付けない #111

## Pull requests

✅ Phemexのデータストアをサポートする #97
✅ GMOコインのタイムスタンプのミリ秒をパースする #107

README.md

@@ -38,7 +38,7 @@ An advanced api client for python botters.
 | Bybit | ✅ | ✅ | [Official](https://bybit-exchange.github.io/docs/inverse) |
 | Binance | ✅ | ✅(USDⓈ-M) | [Official](https://binance-docs.github.io/apidocs/spot/en/) |
 | FTX | ✅ | ✅ | [Official](https://docs.ftx.com/) |
-| Phemex | ✅ | WIP | [Official](https://github.com/phemex/phemex-api-docs) |
+| Phemex | ✅ | ✅ | [Official](https://github.com/phemex/phemex-api-docs) |
 | BitMEX | ✅ | ✅ | [Official](https://www.bitmex.com/app/apiOverview) |
 | bitFlyer | ✅ | ✅ | [Official](https://lightning.bitflyer.com/docs) |
 | GMO Coin | ✅ | ✅ | [Official](https://api.coin.z.com/docs/) |

pybotters/__init__.py

@@ -17,6 +17,7 @@
 from .models.experimental.bybit import BybitInverseDataStore, BybitUSDTDataStore
 from .models.ftx import FTXDataStore
 from .models.gmocoin import GMOCoinDataStore
+from .models.phemex import PhemexDataStore
 from .typedefs import WsJsonHandler, WsStrHandler
 
 __all__: Tuple[str, ...] = (
@@ -35,6 +36,7 @@
     'bitFlyerDataStore',
     'BitMEXDataStore',
     'GMOCoinDataStore',
+    'PhemexDataStore',
     'experimental',
     'print',
     'print_handler',

pybotters/auth.py

@@ -10,7 +10,7 @@
 
 import aiohttp
 from aiohttp.formdata import FormData
-from aiohttp.hdrs import METH_GET
+from aiohttp.hdrs import METH_DELETE, METH_GET
 from aiohttp.payload import JsonPayload
 from multidict import CIMultiDict, MultiDict
 from yarl import URL
@@ -27,35 +27,37 @@ def bybit(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
         key: str = session.__dict__['_apis'][Hosts.items[url.host].name][0]
         secret: bytes = session.__dict__['_apis'][Hosts.items[url.host].name][1]
 
-        expires = str(int((time.time() - 1.0) * 1000))
-        if method == METH_GET:
-            query = MultiDict(url.query)
-            if url.scheme == 'https':
-                query.extend({'api_key': key, 'timestamp': expires})
+        if url.scheme == 'https':
+            expires = str(int((time.time() - 5.0) * 1000))
+            recv_window = (
+                'recv_window' if not url.path.startswith("/spot") else "recvWindow"
+            )
+            auth_params = {'api_key': key, 'timestamp': expires, recv_window: 10000}
+            if method in (METH_GET, METH_DELETE):
+                query = MultiDict(url.query)
+                query.extend(auth_params)
                 query_string = '&'.join(f'{k}={v}' for k, v in sorted(query.items()))
                 sign = hmac.new(
                     secret, query_string.encode(), hashlib.sha256
                 ).hexdigest()
                 query.extend({'sign': sign})
+                url = url.with_query(query)
+                args = (method, url)
             else:
-                expires = str(int((time.time() + 1.0) * 1000))
-                path = f'{method}/realtime{expires}'
-                signature = hmac.new(secret, path.encode(), hashlib.sha256).hexdigest()
-                query.extend(
-                    {'api_key': key, 'expires': expires, 'signature': signature}
-                )
+                data.update(auth_params)
+                body = FormData(sorted(data.items()))()
+                sign = hmac.new(secret, body._value, hashlib.sha256).hexdigest()
+                body._value += f'&sign={sign}'.encode()
+                body._size = len(body._value)
+                kwargs.update({'data': body})
+        elif url.scheme == 'wss':
+            query = MultiDict(url.query)
+            expires = str(int((time.time() + 5.0) * 1000))
+            path = f'{method}/realtime{expires}'
+            signature = hmac.new(secret, path.encode(), hashlib.sha256).hexdigest()
+            query.extend({'api_key': key, 'expires': expires, 'signature': signature})
             url = url.with_query(query)
-            args = (
-                method,
-                url,
-            )
-        else:
-            data.update({'api_key': key, 'timestamp': expires})
-            body = FormData(sorted(data.items()))()
-            sign = hmac.new(secret, body._value, hashlib.sha256).hexdigest()
-            body._value += f'&sign={sign}'.encode()
-            body._size = len(body._value)
-            kwargs.update({'data': body})
+            args = (method, url)
 
         return args
 
@@ -108,7 +110,7 @@ def bitflyer(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
         secret: bytes = session.__dict__['_apis'][Hosts.items[url.host].name][1]
 
         path = url.raw_path_qs
-        body = FormData(data)()
+        body = JsonPayload(data) if data else FormData(data)()
         timestamp = str(int(time.time()))
         text = f'{timestamp}{method}{path}'.encode() + body._value
         signature = hmac.new(secret, text, hashlib.sha256).hexdigest()
@@ -195,7 +197,7 @@ def bitbank(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
 
         path = url.raw_path_qs
         body = JsonPayload(data) if data else FormData(data)()
-        nonce = str(int(time.time()))
+        nonce = str(int(time.time() * 1000))
         if method == METH_GET:
             text = f'{nonce}{path}'.encode()
         else:
@@ -322,6 +324,7 @@ class Hosts:
         'stream.binance.com': Item('binance', Auth.binance),
         'fapi.binance.com': Item('binance', Auth.binance),
         'fstream.binance.com': Item('binance', Auth.binance),
+        'fstream-auth.binance.com': Item('binance', Auth.binance),
         'dapi.binance.com': Item('binance', Auth.binance),
         'dstream.binance.com': Item('binance', Auth.binance),
         'vapi.binance.com': Item('binance', Auth.binance),

pybotters/client.py

@@ -115,10 +115,6 @@ def _request(
         auth: Optional[Auth] = Auth,
         **kwargs: Any,
     ) -> _RequestContextManager:
-        if method == hdrs.METH_GET and data:
-            logger.warning('Send a GET request, but data argument is set')
-        elif method != hdrs.METH_GET and params:
-            logger.warning(f'Send a {method} request, but params argument is set')
         return self._session.request(
             method=method,
             url=self._base_url + url,

pybotters/models/bitbank.py

@@ -60,8 +60,8 @@ def sorted(self, query: Optional[Item] = None) -> dict[str, list[float]]:
         for item in self:
             if all(k in item and query[k] == item[k] for k in query):
                 result[self._BDSIDE[item['side']]].append([item['price'], item['size']])
-        result['asks'].sort(key=lambda x: x[0])
-        result['bids'].sort(key=lambda x: x[0], reverse=True)
+        result['asks'].sort(key=lambda x: float(x[0]))
+        result['bids'].sort(key=lambda x: float(x[0]), reverse=True)
         return result
 
     def _onmessage(self, room_name: str, data: list[Item]) -> None:

pybotters/models/bybit.py

@@ -18,7 +18,7 @@ class BybitDataStore(DataStoreManager):
     Bybitのデータストアマネージャー
     """
 
-    def __new__(cls) -> BybitDataStore:
+    def __new__(cls, *args, **kwargs) -> BybitDataStore:
         logger.warning(
             'DEPRECATION WARNING: BybitDataStore will be changed to '
             'BybitInverseDataStore and BybitUSDTDataStore'

pybotters/models/experimental/bybit.py

@@ -198,6 +198,8 @@ 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:
@@ -429,19 +431,10 @@ def _onmessage(self, data: list[Item]) -> None:
 
 
 class PositionUSDT(PositionInverse):
-    _KEYS = ["symbol", "side"]
-
-    def one(self, symbol: str) -> dict[str, Optional[Item]]:
-        return {
-            "Sell": self.get({"symbol": symbol, "side": "Sell"}),
-            "Buy": self.get({"symbol": symbol, "side": "Buy"}),
-        }
-
-    def both(self, symbol: str) -> dict[str, Optional[Item]]:
-        return {
-            "Sell": self.get({"symbol": symbol, "side": "Sell"}),
-            "Buy": self.get({"symbol": symbol, "side": "Buy"}),
-        }
+    def _onmessage(self, data: list[Item]) -> None:
+        for item in data:
+            item['position_idx'] = int(item['position_idx'])
+            self._update([item])
 
 
 class ExecutionInverse(DataStore):
@@ -498,6 +491,18 @@ class StopOrderUSDT(StopOrderInverse):
 
 
 class Wallet(DataStore):
+    def _onresponse(self, data: dict[str, Item]) -> None:
+        if "USDT" in data:
+            self._clear()
+            self._update(
+                [
+                    {
+                        "wallet_balance": data["USDT"]["wallet_balance"],
+                        "available_balance": data["USDT"]["available_balance"],
+                    }
+                ]
+            )
+
     def _onmessage(self, data: list[Item]) -> None:
         self._clear()
         self._update(data)

pybotters/models/gmocoin.py

@@ -3,6 +3,7 @@
 import asyncio
 import logging
 from datetime import datetime, timezone
+from dateutil import parser
 from decimal import Decimal
 from enum import Enum, auto
 from typing import Any, Awaitable, Optional, cast
@@ -23,7 +24,21 @@
 
 def parse_datetime(x: Any) -> datetime:
     if isinstance(x, str):
-        return datetime.strptime(x, "%Y-%m-%dT%H:%M:%S.%f%z")
+        try:
+            exec_date = x.replace('T', ' ')[:-1]
+            exec_date = exec_date + '00000000'
+            dt = datetime(
+                int(exec_date[0:4]),
+                int(exec_date[5:7]),
+                int(exec_date[8:10]),
+                int(exec_date[11:13]),
+                int(exec_date[14:16]),
+                int(exec_date[17:19]),
+                int(exec_date[20:26]),
+            )
+        except Exception:
+            dt = parser.parse(x)
+        return dt
     else:
         raise ValueError(f'x only support str, but {type(x)} passed.')