mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-22 16:24:20 +01:00
Rewrite reconnection system with numerous fixes.
This commit is contained in:
Davide Casale
@@ -24,27 +24,35 @@ class BfxWebsocketBucket(object):
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MAXIMUM_SUBSCRIPTIONS_AMOUNT = 25
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def __init__(self, host, event_emitter, __bucket_open_signal):
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self.host, self.event_emitter, self.__bucket_open_signal = host, event_emitter, __bucket_open_signal
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def __init__(self, host, event_emitter, on_open_event):
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self.host, self.event_emitter, self.on_open_event = host, event_emitter, on_open_event
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self.websocket, self.subscriptions, self.pendings = None, dict(), list()
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self.handler = PublicChannelsHandler(event_emitter=self.event_emitter)
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async def _connect(self, index):
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reconnection = False
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async for websocket in websockets.connect(self.host):
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self.websocket = websocket
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self.__bucket_open_signal(index)
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if reconnection == True or (reconnection := False):
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for pending in self.pendings:
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await self.websocket.send(json.dumps(pending))
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for _, subscription in self.subscriptions.items():
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await self._subscribe(**subscription)
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self.subscriptions.clear()
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self.on_open_event.set()
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try:
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async for message in websocket:
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message = json.loads(message)
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if isinstance(message, dict) and message["event"] == "info" and "version" in message:
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if BfxWebsocketBucket.VERSION != message["version"]:
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raise OutdatedClientVersion(f"Mismatch between the client version and the server version. Update the library to the latest version to continue (client version: {BfxWebsocketBucket.VERSION}, server version: {message['version']}).")
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elif isinstance(message, dict) and message["event"] == "subscribed" and (chanId := message["chanId"]):
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if isinstance(message, dict) and message["event"] == "subscribed" and (chanId := message["chanId"]):
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self.pendings = [ pending for pending in self.pendings if pending["subId"] != message["subId"] ]
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self.subscriptions[chanId] = message
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self.event_emitter.emit("subscribed", message)
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@@ -55,8 +63,9 @@ class BfxWebsocketBucket(object):
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self.event_emitter.emit("wss-error", message["code"], message["msg"])
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elif isinstance(message, list) and (chanId := message[0]) and message[1] != _HEARTBEAT:
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self.handler.handle(self.subscriptions[chanId], *message[1:])
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except websockets.ConnectionClosedError: continue
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finally: await self.websocket.wait_closed(); break
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except websockets.ConnectionClosedError: self.on_open_event.clear(); reconnection = True; continue
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await self.websocket.wait_closed(); break
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@_require_websocket_connection
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async def _subscribe(self, channel, subId=None, **kwargs):
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@@ -64,11 +73,11 @@ class BfxWebsocketBucket(object):
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raise TooManySubscriptions("The client has reached the maximum number of subscriptions.")
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subscription = {
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**kwargs,
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"event": "subscribe",
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"channel": channel,
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"subId": subId or str(uuid.uuid4()),
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**kwargs
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}
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self.pendings.append(subscription)
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@@ -2,13 +2,17 @@ import traceback, json, asyncio, hmac, hashlib, time, websockets
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from typing import cast
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from collections import namedtuple
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from datetime import datetime
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from pyee.asyncio import AsyncIOEventEmitter
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from .bfx_websocket_bucket import _HEARTBEAT, F, _require_websocket_connection, BfxWebsocketBucket
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from .bfx_websocket_inputs import BfxWebsocketInputs
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from ..handlers import PublicChannelsHandler, AuthenticatedChannelsHandler
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from ..exceptions import WebsocketAuthenticationRequired, InvalidAuthenticationCredentials, EventNotSupported
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from ..exceptions import WebsocketAuthenticationRequired, InvalidAuthenticationCredentials, EventNotSupported, OutdatedClientVersion
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from ...utils.JSONEncoder import JSONEncoder
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@@ -16,7 +20,7 @@ from ...utils.logger import Formatter, CustomLogger
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def _require_websocket_authentication(function: F) -> F:
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async def wrapper(self, *args, **kwargs):
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if self.authentication == False:
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if hasattr(self, "authentication") and self.authentication == False:
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raise WebsocketAuthenticationRequired("To perform this action you need to authenticate using your API_KEY and API_SECRET.")
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await _require_websocket_connection(function)(self, *args, **kwargs)
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@@ -26,7 +30,7 @@ def _require_websocket_authentication(function: F) -> F:
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class BfxWebsocketClient(object):
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VERSION = BfxWebsocketBucket.VERSION
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MAXIMUM_BUCKETS_AMOUNT = 20
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MAXIMUM_CONNECTIONS_AMOUNT = 20
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EVENTS = [
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"open", "subscribed", "authenticated", "wss-error",
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@@ -34,10 +38,12 @@ class BfxWebsocketClient(object):
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*AuthenticatedChannelsHandler.EVENTS
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]
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def __init__(self, host, API_KEY = None, API_SECRET = None, filter = None, buckets = 5, log_level = "WARNING"):
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def __init__(self, host, API_KEY = None, API_SECRET = None, filter = None, log_level = "WARNING"):
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self.host, self.websocket, self.event_emitter = host, None, AsyncIOEventEmitter()
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self.API_KEY, self.API_SECRET, self.filter, self.authentication = API_KEY, API_SECRET, filter, False
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self.API_KEY, self.API_SECRET, self.filter = API_KEY, API_SECRET, filter
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self.inputs = BfxWebsocketInputs(handle_websocket_input=self.__handle_websocket_input)
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self.handler = AuthenticatedChannelsHandler(event_emitter=self.event_emitter)
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@@ -48,36 +54,58 @@ class BfxWebsocketClient(object):
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str().join(traceback.format_exception(type(exception), exception, exception.__traceback__))[:-1])
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)
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if buckets > BfxWebsocketClient.MAXIMUM_BUCKETS_AMOUNT:
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self.logger.warning(f"It is not safe to use more than {BfxWebsocketClient.MAXIMUM_BUCKETS_AMOUNT} buckets from the same \
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connection ({buckets} in use), the server could momentarily block the client with <429 Too Many Requests>.")
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def run(self, connections = 5):
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return asyncio.run(self.start(connections))
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self.buckets = [ BfxWebsocketBucket(self.host, self.event_emitter, self.__bucket_open_signal) for _ in range(buckets) ]
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async def start(self, connections = 5):
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if connections > BfxWebsocketClient.MAXIMUM_CONNECTIONS_AMOUNT:
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self.logger.warning(f"It is not safe to use more than {BfxWebsocketClient.MAXIMUM_CONNECTIONS_AMOUNT} buckets from the same " +
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f"connection ({connections} in use), the server could momentarily block the client with <429 Too Many Requests>.")
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self.inputs = BfxWebsocketInputs(self.__handle_websocket_input)
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self.on_open_events = [ asyncio.Event() for _ in range(connections) ]
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def run(self):
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return asyncio.run(self.start())
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self.buckets = [
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BfxWebsocketBucket(self.host, self.event_emitter, self.on_open_events[index])
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for index in range(connections)
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]
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async def start(self):
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tasks = [ bucket._connect(index) for index, bucket in enumerate(self.buckets) ]
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if self.API_KEY != None and self.API_SECRET != None:
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tasks.append(self.__connect(self.API_KEY, self.API_SECRET, self.filter))
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tasks.append(self.__connect(self.API_KEY, self.API_SECRET, self.filter))
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await asyncio.gather(*tasks)
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async def __connect(self, API_KEY, API_SECRET, filter=None):
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Reconnection = namedtuple("Reconnection", ["status", "code", "timestamp"])
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reconnection = Reconnection(status=False, code=0, timestamp=None)
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async for websocket in websockets.connect(self.host):
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self.websocket = websocket
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await self.__authenticate(API_KEY, API_SECRET, filter)
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self.websocket, self.authentication = websocket, False
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if (await asyncio.gather(*[ on_open_event.wait() for on_open_event in self.on_open_events ])):
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self.event_emitter.emit("open")
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if self.API_KEY != None and self.API_SECRET != None:
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await self.__authenticate(API_KEY=API_KEY, API_SECRET=API_SECRET, filter=filter)
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try:
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async for message in websocket:
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if reconnection.status == True:
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self.logger.warning(f"Reconnect Attempt Successful (error <{reconnection.code}>): The " +
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f"client has been offline for a total of {datetime.now() - reconnection.timestamp} " +
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f"(first reconnection attempt: {reconnection.timestamp:%d-%m-%Y at %H:%M:%S}).")
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reconnection = Reconnection(status=False, code=0, timestamp=None)
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message = json.loads(message)
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if isinstance(message, dict) and message["event"] == "auth":
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if isinstance(message, dict) and message["event"] == "info" and "version" in message:
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if BfxWebsocketClient.VERSION != message["version"]:
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raise OutdatedClientVersion(f"Mismatch between the client version and the server version. " +
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f"Update the library to the latest version to continue (client version: {BfxWebsocketClient.VERSION}, " +
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f"server version: {message['version']}).")
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elif isinstance(message, dict) and message["event"] == "auth":
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if message["status"] == "OK":
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self.event_emitter.emit("authenticated", message); self.authentication = True
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else: raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
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@@ -85,8 +113,13 @@ class BfxWebsocketClient(object):
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self.event_emitter.emit("wss-error", message["code"], message["msg"])
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elif isinstance(message, list) and (chanId := message[0]) == 0 and message[1] != _HEARTBEAT:
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self.handler.handle(message[1], message[2])
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except websockets.ConnectionClosedError: continue
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finally: await self.websocket.wait_closed(); break
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except websockets.ConnectionClosedError as error:
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self.logger.error(f"Connection terminated due to an error (status code: <{error.code}>) -> {str(error)}. Attempting to reconnect...")
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reconnection = Reconnection(status=True, code=error.code, timestamp=datetime.now());
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continue
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if reconnection.status == False:
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await self.websocket.wait_closed(); break
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async def __authenticate(self, API_KEY, API_SECRET, filter=None):
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data = { "event": "auth", "filter": filter, "apiKey": API_KEY }
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@@ -130,10 +163,6 @@ class BfxWebsocketClient(object):
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async def __handle_websocket_input(self, input, data):
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await self.websocket.send(json.dumps([ 0, input, None, data], cls=JSONEncoder))
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def __bucket_open_signal(self, index):
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if all(bucket.websocket != None and bucket.websocket.open == True for bucket in self.buckets):
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self.event_emitter.emit("open")
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def on(self, *events, callback = None):
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for event in events:
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if event not in BfxWebsocketClient.EVENTS:
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@@ -6,15 +6,15 @@ from .. enums import OrderType, FundingOfferType
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from ... utils.JSONEncoder import JSON
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class BfxWebsocketInputs(object):
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def __init__(self, __handle_websocket_input):
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self.__handle_websocket_input = __handle_websocket_input
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def __init__(self, handle_websocket_input):
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self.handle_websocket_input = handle_websocket_input
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async def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, float, str],
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price: Optional[Union[Decimal, float, str]] = None, lev: Optional[int] = None,
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price_trailing: Optional[Union[Decimal, float, str]] = None, price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_oco_stop: Optional[Union[Decimal, float, str]] = None,
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gid: Optional[int] = None, cid: Optional[int] = None,
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flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None):
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await self.__handle_websocket_input("on", {
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await self.handle_websocket_input("on", {
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"type": type, "symbol": symbol, "amount": amount,
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"price": price, "lev": lev,
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"price_trailing": price_trailing, "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop,
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@@ -26,7 +26,7 @@ class BfxWebsocketInputs(object):
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cid: Optional[int] = None, cid_date: Optional[str] = None, gid: Optional[int] = None,
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flags: Optional[int] = 0, lev: Optional[int] = None, delta: Optional[Union[Decimal, float, str]] = None,
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price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_trailing: Optional[Union[Decimal, float, str]] = None, tif: Optional[Union[datetime, str]] = None):
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await self.__handle_websocket_input("ou", {
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await self.handle_websocket_input("ou", {
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"id": id, "amount": amount, "price": price,
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"cid": cid, "cid_date": cid_date, "gid": gid,
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"flags": flags, "lev": lev, "delta": delta,
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@@ -34,12 +34,12 @@ class BfxWebsocketInputs(object):
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})
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async def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None):
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await self.__handle_websocket_input("oc", {
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await self.handle_websocket_input("oc", {
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"id": id, "cid": cid, "cid_date": cid_date
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})
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async def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False):
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await self.__handle_websocket_input("oc_multi", {
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await self.handle_websocket_input("oc_multi", {
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"ids": ids, "cids": cids, "gids": gids,
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"all": int(all)
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})
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@@ -47,14 +47,14 @@ class BfxWebsocketInputs(object):
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async def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, float, str],
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rate: Union[Decimal, float, str], period: int,
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flags: Optional[int] = 0):
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await self.__handle_websocket_input("fon", {
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await self.handle_websocket_input("fon", {
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"type": type, "symbol": symbol, "amount": amount,
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"rate": rate, "period": period,
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"flags": flags
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})
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async def cancel_funding_offer(self, id: int):
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await self.__handle_websocket_input("foc", { "id": id })
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await self.handle_websocket_input("foc", { "id": id })
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async def calc(self, *args: str):
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await self.__handle_websocket_input("calc", list(map(lambda arg: [arg], args)))
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await self.handle_websocket_input("calc", list(map(lambda arg: [arg], args)))
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