Merge pull request #42 from MtkN1/develop

✨v0.2.2リリース

データストアでソート済みの板情報の取得可能にする #40
Bybitデータストアのinitializeメソッド引数仕様の変更漏れ #41

pybotters/models/bybit.py

@@ -25,16 +25,10 @@ def _init(self) -> None:
         self.create('stoporder', datastore_class=StopOrder)
         self.create('wallet', datastore_class=Wallet)
 
-    async def initialize(self, aws: List[Awaitable[aiohttp.ClientResponse]]):
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         for f in asyncio.as_completed(aws):
             resp = await f
-            if resp.status != 200:
-                logger.warning(f'status code != 200 ({resp.url.scheme}://{resp.url.host}{resp.url.path})')
-                continue
             data = await resp.json()
-            if data['ret_code'] != 0:
-                logger.warning(f'ret_code != 0 ({resp.url.scheme}://{resp.url.host}{resp.url.path}) {data}')
-                continue
             if resp.url.path in (
                 '/v2/private/order',
                 '/private/linear/order/search',
@@ -144,25 +138,14 @@ def wallet(self) -> 'Wallet':
 class OrderBook(DataStore):
     _KEYS = ['symbol', 'id', 'side']
 
-    def getbest(self, symbol: str) -> Dict[str, Optional[Item]]:
-        result = {'Sell': {}, 'Buy': {}}
-        for item in self._data.values():
-            if item['symbol'] == symbol:
-                result[item['side']][float(item['price'])] = item
-        return {
-            'Sell': result['Sell'][min(result['Sell'])] if result['Sell'] else None,
-            'Buy': result['Buy'][max(result['Buy'])] if result['Buy'] else None
-        }
-
-    def getsorted(self, symbol: str) -> Dict[str, List[Item]]:
+    def sorted(self, query: Item={}) -> Dict[str, List[Item]]:
         result = {'Sell': [], 'Buy': []}
-        for item in self._data.values():
-            if item['symbol'] == symbol:
+        for item in self:
+            if all(k in item and query[k] == item[k] for k in query):
                 result[item['side']].append(item)
-        return {
-            'Sell': sorted(result['Sell'], key=lambda x: float(x['price'])),
-            'Buy': sorted(result['Buy'], key=lambda x: float(x['price']), reverse=True)
-        }
+        result['Sell'].sort(key=lambda x: x['id'])
+        result['Buy'].sort(key=lambda x: x['id'], reverse=True)
+        return result
 
     def _onmessage(self, type_: str, data: Union[List[Item], Item]) -> None:
         if type_ == 'snapshot':

pybotters/models/ftx.py

@@ -1,5 +1,5 @@
 import asyncio
-from typing import Any, Awaitable, List, Tuple
+from typing import Any, Awaitable, Dict, List
 
 import aiohttp
 
@@ -18,7 +18,7 @@ def _init(self) -> None:
         self.create('orders', datastore_class=Orders)
         self.create('positions', datastore_class=Positions)
 
-    async def initialize(self, *aws: Tuple[Awaitable[aiohttp.ClientResponse], ...]) -> None:
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         for f in asyncio.as_completed(aws):
             resp = await f
             data = await resp.json()
@@ -111,6 +111,16 @@ def _onmessage(self, market: str, data: List[Item]) -> None:
 
 class OrderBook(DataStore):
     _KEYS = ['market', 'side', 'price']
+    _BDSIDE = {'sell': 'asks', 'buy': 'bids'}
+
+    def sorted(self, query: Item={}) -> Dict[str, List[float]]:
+        result = {'asks': [], 'bids': []}
+        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)
+        return result
 
     def _onmessage(self, market: str, data: List[Item]) -> None:
         if data['action'] == 'partial':

pybotters/store.py

@@ -121,9 +121,9 @@ def get(self, item: Item) -> Optional[Item]:
 
     def find(self, query: Item={}) -> List[Item]:
         if query:
-            return [item for item in self._data.values() if all(k in item and query[k] == item[k] for k in query)]
+            return [item for item in self if all(k in item and query[k] == item[k] for k in query)]
         else:
-            return [item for item in self._data.values()]
+            return list(self)
 
     def _set(self) -> None:
         for event in self._events:

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pybotters"
-version = "0.2.0"
+version = "0.2.2"
 description = "An advanced api client for python botters."
 license = "MIT"
 authors = ["MtkN1 <51289448+MtkN1@users.noreply.github.com>"]