Apply some refactoring to sub-package bfxapi.websocket.

bfxapi/websocket/_client/bfx_websocket_bucket.py

@@ -100,7 +100,7 @@ class BfxWebSocketBucket(Connection):
         await self._websocket.send(json.dumps( \
             { "event": "conf", "flags": sum(flags) }))
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def subscribe(self,
                         channel: str,
                         sub_id: Optional[str] = None,
@@ -115,7 +115,7 @@ class BfxWebSocketBucket(Connection):
         await self._websocket.send(message = \
             json.dumps(subscription))
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def unsubscribe(self, sub_id: str) -> None:
         for chan_id, subscription in list(self.__subscriptions.items()):
             if subscription["sub_id"] == sub_id:
@@ -128,7 +128,7 @@ class BfxWebSocketBucket(Connection):
                 await self._websocket.send(message = \
                     json.dumps(unsubscription))
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def resubscribe(self, sub_id: str) -> None:
         for subscription in self.__subscriptions.values():
             if subscription["sub_id"] == sub_id:
@@ -136,7 +136,7 @@ class BfxWebSocketBucket(Connection):
 
                 await self.subscribe(**subscription)
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def close(self, code: int = 1000, reason: str = str()) -> None:
         await self._websocket.close(code, reason)
 

bfxapi/websocket/_client/bfx_websocket_client.py

@@ -1,17 +1,16 @@
 from typing import \
     TypedDict, List, Dict, \
-    Optional, Any, no_type_check
+    Optional, Any
 
 from logging import Logger
-
 from datetime import datetime
 from socket import gaierror
+
 from asyncio import Task
 
 import \
     traceback, json, asyncio, \
-    hmac, hashlib, random, \
+    random, websockets
-    websockets
 
 import websockets.client
 
@@ -214,8 +213,8 @@ class BfxWebSocketClient(Connection):
                 self.__event_emitter.emit("open")
 
             if self.__credentials:
-                authentication = BfxWebSocketClient. \
+                authentication = Connection. \
-                    __build_authentication_message(**self.__credentials)
+                    _get_authentication_message(**self.__credentials)
 
                 await self._websocket.send(authentication)
 
@@ -235,7 +234,7 @@ class BfxWebSocketClient(Connection):
                         raise ConnectionClosedError(rcvd=rcvd, sent=None)
                     elif message["event"] == "auth":
                         if message["status"] != "OK":
-                            raise InvalidCredentialError("Cannot authenticate " + \
+                            raise InvalidCredentialError("Can't authenticate " + \
                                 "with given API-KEY and API-SECRET.")
 
                         self.__event_emitter.emit("authenticated", message)
@@ -257,7 +256,7 @@ class BfxWebSocketClient(Connection):
 
         return bucket
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def subscribe(self,
                         channel: str,
                         sub_id: Optional[str] = None,
@@ -281,7 +280,7 @@ class BfxWebSocketClient(Connection):
         return await bucket.subscribe( \
             channel, sub_id, **kwargs)
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def unsubscribe(self, sub_id: str) -> None:
         # pylint: disable-next=consider-using-dict-items
         for bucket in self.__buckets:
@@ -297,7 +296,7 @@ class BfxWebSocketClient(Connection):
         raise UnknownSubscriptionError("Unable to find " + \
             f"a subscription with sub_id <{sub_id}>.")
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def resubscribe(self, sub_id: str) -> None:
         for bucket in self.__buckets:
             if bucket.has(sub_id):
@@ -306,7 +305,7 @@ class BfxWebSocketClient(Connection):
         raise UnknownSubscriptionError("Unable to find " + \
             f"a subscription with sub_id <{sub_id}>.")
 
-    @Connection.require_websocket_connection
+    @Connection._require_websocket_connection
     async def close(self, code: int = 1000, reason: str = str()) -> None:
         for bucket in self.__buckets:
             await bucket.close(code=code, reason=reason)
@@ -315,7 +314,7 @@ class BfxWebSocketClient(Connection):
             await self._websocket.close( \
                 code=code, reason=reason)
 
-    @Connection.require_websocket_authentication
+    @Connection._require_websocket_authentication
     async def notify(self,
                      info: Any,
                      message_id: Optional[int] = None,
@@ -324,30 +323,10 @@ class BfxWebSocketClient(Connection):
             json.dumps([ 0, "n", message_id,
                 { "type": "ucm-test", "info": info, **kwargs } ]))
 
-    @Connection.require_websocket_authentication
+    @Connection._require_websocket_authentication
     async def __handle_websocket_input(self, event: str, data: Any) -> None:
         await self._websocket.send(json.dumps( \
             [ 0, event, None, data], cls=JSONEncoder))
 
-    @no_type_check
     def on(self, event, f = None):
         return self.__event_emitter.on(event, f=f)
-
-    @staticmethod
-    def __build_authentication_message(api_key: str,
-                                       api_secret: str,
-                                       filters: Optional[List[str]] = None) -> str:
-        message: Dict[str, Any] = \
-            { "event": "auth", "filter": filters, "apiKey": api_key }
-
-        message["authNonce"] = round(datetime.now().timestamp() * 1_000_000)
-
-        message["authPayload"] = f"AUTH{message['authNonce']}"
-
-        message["authSig"] = hmac.new(
-            key=api_secret.encode("utf8"),
-            msg=message["authPayload"].encode("utf8"),
-            digestmod=hashlib.sha384
-        ).hexdigest()
-
-        return json.dumps(message)

bfxapi/websocket/_connection.py

@@ -1,18 +1,24 @@
 from typing import \
-    TYPE_CHECKING, TypeVar, Callable, \
+    TypeVar, Callable, Awaitable, \
-    Awaitable, Optional, Any, \
+    List, Dict, Optional, \
-    cast
+    Any, cast
 
-from abc import ABC, abstractmethod
+# pylint: disable-next=wrong-import-order
+from typing_extensions import \
+    ParamSpec, Concatenate
 
-from typing_extensions import ParamSpec, Concatenate
+from abc import \
+    ABC, abstractmethod
+
+from datetime import datetime
+
+import hmac, hashlib, json
+
+from websockets.client import WebSocketClientProtocol
 
 from bfxapi.websocket.exceptions import \
     ConnectionNotOpen, ActionRequiresAuthentication
 
-if TYPE_CHECKING:
-    from websockets.client import WebSocketClientProtocol
-
 _S = TypeVar("_S", bound="Connection")
 
 _R = TypeVar("_R")
@@ -27,7 +33,7 @@ class Connection(ABC):
 
         self._authentication: bool = False
 
-        self.__protocol: Optional["WebSocketClientProtocol"] = None
+        self.__protocol: Optional[WebSocketClientProtocol] = None
 
     @property
     def open(self) -> bool:
@@ -39,11 +45,11 @@ class Connection(ABC):
         return self._authentication
 
     @property
-    def _websocket(self) -> "WebSocketClientProtocol":
+    def _websocket(self) -> WebSocketClientProtocol:
-        return cast("WebSocketClientProtocol", self.__protocol)
+        return cast(WebSocketClientProtocol, self.__protocol)
 
     @_websocket.setter
-    def _websocket(self, protocol: "WebSocketClientProtocol") -> None:
+    def _websocket(self, protocol: WebSocketClientProtocol) -> None:
         self.__protocol = protocol
 
     @abstractmethod
@@ -51,9 +57,9 @@ class Connection(ABC):
         ...
 
     @staticmethod
-    def require_websocket_connection(
+    def _require_websocket_connection(
         function: Callable[Concatenate[_S, _P], Awaitable[_R]]
-    ) -> Callable[Concatenate[_S, _P], Awaitable["_R"]]:
+    ) -> Callable[Concatenate[_S, _P], Awaitable[_R]]:
         async def wrapper(self: _S, *args: Any, **kwargs: Any) -> _R:
             if self.open:
                 return await function(self, *args, **kwargs)
@@ -63,7 +69,7 @@ class Connection(ABC):
         return wrapper
 
     @staticmethod
-    def require_websocket_authentication(
+    def _require_websocket_authentication(
         function: Callable[Concatenate[_S, _P], Awaitable[_R]]
     ) -> Callable[Concatenate[_S, _P], Awaitable[_R]]:
         async def wrapper(self: _S, *args: Any, **kwargs: Any) -> _R:
@@ -71,8 +77,31 @@ class Connection(ABC):
                 raise ActionRequiresAuthentication("To perform this action you need to " \
                     "authenticate using your API_KEY and API_SECRET.")
 
-            internal = Connection.require_websocket_connection(function)
+            internal = Connection._require_websocket_connection(function)
 
             return await internal(self, *args, **kwargs)
 
         return wrapper
+
+    @staticmethod
+    def _get_authentication_message(
+        api_key: str,
+        api_secret: str,
+        filters: Optional[List[str]] = None
+    ) -> str:
+        message: Dict[str, Any] = \
+            { "event": "auth", "filter": filters, "apiKey": api_key }
+
+        message["authNonce"] = round(datetime.now().timestamp() * 1_000_000)
+
+        message["authPayload"] = f"AUTH{message['authNonce']}"
+
+        auth_sig = hmac.new(
+            key=api_secret.encode("utf8"),
+            msg=message["authPayload"].encode("utf8"),
+            digestmod=hashlib.sha384
+        )
+
+        message["authSig"] = auth_sig.hexdigest()
+
+        return json.dumps(message)

bfxapi/websocket/_handlers/auth_events_handler.py

@@ -1,15 +1,14 @@
-from typing import TYPE_CHECKING, \
+from typing import \
     Dict, Tuple, Any
 
+from pyee.base import EventEmitter
+
 from bfxapi.types import serializers
 
 from bfxapi.types.serializers import _Notification
 
-if TYPE_CHECKING:
+from bfxapi.types.dataclasses import \
-    from bfxapi.types.dataclasses import \
+    Order, FundingOffer
-        Order, FundingOffer
-
-    from pyee.base import EventEmitter
 
 class AuthEventsHandler:
     __ABBREVIATIONS = {
@@ -23,24 +22,24 @@ class AuthEventsHandler:
         "flc": "funding_loan_close", "ws": "wallet_snapshot", "wu": "wallet_update"
     }
 
-    def __init__(self, event_emitter: "EventEmitter") -> None:
+    __SERIALIZERS: Dict[Tuple[str, ...], serializers._Serializer] = {
-        self.__event_emitter = event_emitter
+        ("os", "on", "ou", "oc"): serializers.Order,
+        ("ps", "pn", "pu", "pc"): serializers.Position,
+        ("te", "tu"): serializers.Trade,
+        ("fos", "fon", "fou", "foc"): serializers.FundingOffer,
+        ("fcs", "fcn", "fcu", "fcc"): serializers.FundingCredit,
+        ("fls", "fln", "flu", "flc"): serializers.FundingLoan,
+        ("ws", "wu"): serializers.Wallet
+    }
 
-        self.__serializers: Dict[Tuple[str, ...], serializers._Serializer] = {
+    def __init__(self, event_emitter: EventEmitter) -> None:
-            ("os", "on", "ou", "oc",): serializers.Order,
+        self.__event_emitter = event_emitter
-            ("ps", "pn", "pu", "pc",): serializers.Position,
-            ("te", "tu"): serializers.Trade,
-            ("fos", "fon", "fou", "foc",): serializers.FundingOffer,
-            ("fcs", "fcn", "fcu", "fcc",): serializers.FundingCredit,
-            ("fls", "fln", "flu", "flc",): serializers.FundingLoan,
-            ("ws", "wu",): serializers.Wallet
-        }
 
     def handle(self, abbrevation: str, stream: Any) -> None:
         if abbrevation == "n":
             return self.__notification(stream)
 
-        for abbrevations, serializer in self.__serializers.items():
+        for abbrevations, serializer in AuthEventsHandler.__SERIALIZERS.items():
             if abbrevation in abbrevations:
                 event = AuthEventsHandler.__ABBREVIATIONS[abbrevation]
 
@@ -57,12 +56,12 @@ class AuthEventsHandler:
 
         serializer: _Notification = _Notification[None](serializer=None)
 
-        if stream[1] == "on-req" or stream[1] == "ou-req" or stream[1] == "oc-req":
+        if stream[1] in ("on-req", "ou-req", "oc-req"):
             event, serializer = f"{stream[1]}-notification", \
-                _Notification["Order"](serializer=serializers.Order)
+                _Notification[Order](serializer=serializers.Order)
 
-        if stream[1] == "fon-req" or stream[1] == "foc-req":
+        if stream[1] in ("fon-req", "foc-req"):
             event, serializer = f"{stream[1]}-notification", \
-                _Notification["FundingOffer"](serializer=serializers.FundingOffer)
+                _Notification[FundingOffer](serializer=serializers.FundingOffer)
 
         self.__event_emitter.emit(event, serializer.parse(*stream))

bfxapi/websocket/_handlers/public_channels_handler.py

@@ -1,28 +1,27 @@
 from typing import \
-    TYPE_CHECKING, List, Any, \
+    List, Any, cast
-    cast
+
+from pyee.base import EventEmitter
 
 from bfxapi.types import serializers
 
-if TYPE_CHECKING:
+from bfxapi.websocket.subscriptions import \
-    from bfxapi.websocket.subscriptions import Subscription, \
+    Subscription, Ticker, Trades, \
-        Ticker, Trades, Book, Candles, Status
+    Book, Candles, Status
-
-    from pyee.base import EventEmitter
 
 _CHECKSUM = "cs"
 
 class PublicChannelsHandler:
-    def __init__(self, event_emitter: "EventEmitter") -> None:
+    def __init__(self, event_emitter: EventEmitter) -> None:
         self.__event_emitter = event_emitter
 
-    def handle(self, subscription: "Subscription", stream: List[Any]) -> None:
+    def handle(self, subscription: Subscription, stream: List[Any]) -> None:
         if subscription["channel"] == "ticker":
-            self.__ticker_channel_handler(cast("Ticker", subscription), stream)
+            self.__ticker_channel_handler(cast(Ticker, subscription), stream)
         elif subscription["channel"] == "trades":
-            self.__trades_channel_handler(cast("Trades", subscription), stream)
+            self.__trades_channel_handler(cast(Trades, subscription), stream)
         elif subscription["channel"] == "book":
-            subscription = cast("Book", subscription)
+            subscription = cast(Book, subscription)
 
             if stream[0] == _CHECKSUM:
                 self.__checksum_handler(subscription, stream[1])
@@ -32,11 +31,11 @@ class PublicChannelsHandler:
                 else:
                     self.__raw_book_channel_handler(subscription, stream)
         elif subscription["channel"] == "candles":
-            self.__candles_channel_handler(cast("Candles", subscription), stream)
+            self.__candles_channel_handler(cast(Candles, subscription), stream)
         elif subscription["channel"] == "status":
-            self.__status_channel_handler(cast("Status", subscription), stream)
+            self.__status_channel_handler(cast(Status, subscription), stream)
 
-    def __ticker_channel_handler(self, subscription: "Ticker", stream: List[Any]):
+    def __ticker_channel_handler(self, subscription: Ticker, stream: List[Any]):
         if subscription["symbol"].startswith("t"):
             return self.__event_emitter.emit("t_ticker_update", subscription, \
                 serializers.TradingPairTicker.parse(*stream[0]))
@@ -45,7 +44,7 @@ class PublicChannelsHandler:
             return self.__event_emitter.emit("f_ticker_update", subscription, \
                 serializers.FundingCurrencyTicker.parse(*stream[0]))
 
-    def __trades_channel_handler(self, subscription: "Trades", stream: List[Any]):
+    def __trades_channel_handler(self, subscription: Trades, stream: List[Any]):
         if (event := stream[0]) and event in [ "te", "tu", "fte", "ftu" ]:
             events = { "te": "t_trade_execution", "tu": "t_trade_execution_update", \
                 "fte": "f_trade_execution", "ftu": "f_trade_execution_update" }
@@ -68,7 +67,7 @@ class PublicChannelsHandler:
                 [ serializers.FundingCurrencyTrade.parse(*sub_stream) \
                     for sub_stream in stream[0] ])
 
-    def __book_channel_handler(self, subscription: "Book", stream: List[Any]):
+    def __book_channel_handler(self, subscription: Book, stream: List[Any]):
         if subscription["symbol"].startswith("t"):
             if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
                 return self.__event_emitter.emit("t_book_snapshot", subscription, \
@@ -87,7 +86,7 @@ class PublicChannelsHandler:
             return self.__event_emitter.emit("f_book_update", subscription, \
                 serializers.FundingCurrencyBook.parse(*stream[0]))
 
-    def __raw_book_channel_handler(self, subscription: "Book", stream: List[Any]):
+    def __raw_book_channel_handler(self, subscription: Book, stream: List[Any]):
         if subscription["symbol"].startswith("t"):
             if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
                 return self.__event_emitter.emit("t_raw_book_snapshot", subscription, \
@@ -106,7 +105,7 @@ class PublicChannelsHandler:
             return self.__event_emitter.emit("f_raw_book_update", subscription, \
                 serializers.FundingCurrencyRawBook.parse(*stream[0]))
 
-    def __candles_channel_handler(self, subscription: "Candles", stream: List[Any]):
+    def __candles_channel_handler(self, subscription: Candles, stream: List[Any]):
         if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
             return self.__event_emitter.emit("candles_snapshot", subscription, \
                 [ serializers.Candle.parse(*sub_stream) \
@@ -115,7 +114,7 @@ class PublicChannelsHandler:
         return self.__event_emitter.emit("candles_update", subscription, \
             serializers.Candle.parse(*stream[0]))
 
-    def __status_channel_handler(self, subscription: "Status", stream: List[Any]):
+    def __status_channel_handler(self, subscription: Status, stream: List[Any]):
         if subscription["key"].startswith("deriv:"):
             return self.__event_emitter.emit("derivatives_status_update", subscription, \
                 serializers.DerivativesStatus.parse(*stream[0]))
@@ -124,6 +123,6 @@ class PublicChannelsHandler:
             return self.__event_emitter.emit("liquidation_feed_update", subscription, \
                serializers.Liquidation.parse(*stream[0][0]))
 
-    def __checksum_handler(self, subscription: "Book", value: int):
+    def __checksum_handler(self, subscription: Book, value: int):
         return self.__event_emitter.emit( \
             "checksum", subscription, value & 0xFFFFFFFF)