Remove support for BfxWebSocketClient's instance variable events_for_subscription.

This commit is contained in:
Davide Casale
2023-06-18 00:54:56 +02:00
parent d9733e8d38
commit fc84389564
3 changed files with 67 additions and 71 deletions

View File

@@ -18,13 +18,14 @@ class BfxWebSocketBucket:
MAXIMUM_SUBSCRIPTIONS_AMOUNT = 25
def __init__(self, host, event_emitter, events_per_subscription):
self.host, self.event_emitter, self.events_per_subscription = host, event_emitter, events_per_subscription
self.websocket, self.subscriptions, self.pendings = None, {}, []
self.condition = asyncio.locks.Condition()
def __init__(self, host, event_emitter):
self.host, self.websocket, self.event_emitter = \
host, None, event_emitter
self.handler = PublicChannelsHandler(event_emitter=self.event_emitter, \
events_per_subscription=self.events_per_subscription)
self.condition, self.subscriptions, self.pendings = \
asyncio.locks.Condition(), {}, []
self.handler = PublicChannelsHandler(event_emitter=self.event_emitter)
async def connect(self):
async with websockets.connect(self.host) as websocket:
@@ -45,11 +46,7 @@ class BfxWebSocketBucket:
self.subscriptions[chan_id] = message
sub_id = message["subId"]
if "subscribed" not in self.events_per_subscription.get(sub_id, []):
self.events_per_subscription.setdefault(sub_id, []).append("subscribed")
self.event_emitter.emit("subscribed", message)
self.event_emitter.emit("subscribed", message)
elif message["event"] == "unsubscribed" and (chan_id := message["chanId"]):
if message["status"] == "OK":
del self.subscriptions[chan_id]

View File

@@ -71,8 +71,6 @@ class BfxWebSocketClient:
self.host, self.credentials, self.wss_timeout = host, credentials, wss_timeout
self.events_per_subscription = {}
self.event_emitter = AsyncIOEventEmitter()
self.handler = AuthEventsHandler(event_emitter=self.event_emitter)
@@ -102,7 +100,7 @@ class BfxWebSocketClient:
"block the client with <429 Too Many Requests>.")
for _ in range(connections):
self.buckets += [BfxWebSocketBucket(self.host, self.event_emitter, self.events_per_subscription)]
self.buckets += [BfxWebSocketBucket(self.host, self.event_emitter)]
await self.__connect()

View File

@@ -1,5 +1,5 @@
from typing import TYPE_CHECKING, \
Union, Dict, List, Any, cast
Union, List, Any, cast
from bfxapi.types import serializers
@@ -28,11 +28,8 @@ class PublicChannelsHandler:
"liquidation_feed_update"
]
def __init__(self,
event_emitter: "EventEmitter",
events_per_subscription: Dict[str, List[str]]) -> None:
self.__event_emitter, self.__events_per_subscription = \
event_emitter, events_per_subscription
def __init__(self, event_emitter: "EventEmitter") -> None:
self.__event_emitter = event_emitter
def handle(self, subscription: "Subscription", stream: List[Any]) -> None:
def _strip(subscription: "Subscription", *args: str) -> "_NoHeaderSubscription":
@@ -46,97 +43,101 @@ class PublicChannelsHandler:
elif subscription["channel"] == "trades":
self.__trades_channel_handler(cast("Trades", _subscription), stream)
elif subscription["channel"] == "book":
self.__book_channel_handler(cast("Book", _subscription), stream)
_subscription = cast("Book", _subscription)
if _subscription["prec"] != "R0":
self.__book_channel_handler(_subscription, stream)
else:
self.__raw_book_channel_handler(_subscription, stream)
elif subscription["channel"] == "candles":
self.__candles_channel_handler(cast("Candles", _subscription), stream)
elif subscription["channel"] == "status":
self.__status_channel_handler(cast("Status", _subscription), stream)
def __emit(self, event: str, subscription: "_NoHeaderSubscription", data: Any) -> None:
sub_id, should_emit_event = subscription["subId"], True
if event in PublicChannelsHandler.ONCE_PER_SUBSCRIPTION_EVENTS:
if sub_id not in self.__events_per_subscription:
self.__events_per_subscription[sub_id] = [ event ]
elif event not in self.__events_per_subscription[sub_id]:
self.__events_per_subscription[sub_id] += [ event ]
else: should_emit_event = False
if should_emit_event:
self.__event_emitter.emit(event, subscription, data)
def __ticker_channel_handler(self, subscription: "Ticker", stream: List[Any]) -> None:
def __ticker_channel_handler(self, subscription: "Ticker", stream: List[Any]):
if subscription["symbol"].startswith("t"):
return self.__emit("t_ticker_update", subscription, \
return self.__event_emitter.emit("t_ticker_update", subscription, \
serializers.TradingPairTicker.parse(*stream[0]))
if subscription["symbol"].startswith("f"):
return self.__emit("f_ticker_update", subscription, \
return self.__event_emitter.emit("f_ticker_update", subscription, \
serializers.FundingCurrencyTicker.parse(*stream[0]))
def __trades_channel_handler(self, subscription: "Trades", stream: List[Any]) -> None:
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" }
if subscription["symbol"].startswith("t"):
return self.__emit(events[event], subscription, \
return self.__event_emitter.emit(events[event], subscription, \
serializers.TradingPairTrade.parse(*stream[1]))
if subscription["symbol"].startswith("f"):
return self.__emit(events[event], subscription, \
return self.__event_emitter.emit(events[event], subscription, \
serializers.FundingCurrencyTrade.parse(*stream[1]))
if subscription["symbol"].startswith("t"):
return self.__emit("t_trades_snapshot", subscription, \
return self.__event_emitter.emit("t_trades_snapshot", subscription, \
[ serializers.TradingPairTrade.parse(*sub_stream) \
for sub_stream in stream[0] ])
if subscription["symbol"].startswith("f"):
return self.__emit("f_trades_snapshot", subscription, \
return self.__event_emitter.emit("f_trades_snapshot", subscription, \
[ serializers.FundingCurrencyTrade.parse(*sub_stream) \
for sub_stream in stream[0] ])
def __book_channel_handler(self, subscription: "Book", stream: List[Any]) -> None:
symbol = subscription["symbol"]
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, \
[ serializers.TradingPairBook.parse(*sub_stream) \
for sub_stream in stream[0] ])
is_raw_book = subscription["prec"] == "R0"
return self.__event_emitter.emit("t_book_update", subscription, \
serializers.TradingPairBook.parse(*stream[0]))
serializer = {
"t": is_raw_book and serializers.TradingPairRawBook \
or serializers.TradingPairBook,
"f": is_raw_book and serializers.FundingCurrencyRawBook \
or serializers.FundingCurrencyBook
}[symbol[0]]
if subscription["symbol"].startswith("f"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit("f_book_snapshot", subscription, \
[ serializers.FundingCurrencyBook.parse(*sub_stream) \
for sub_stream in stream[0] ])
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]):
if subscription["symbol"].startswith("t"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
self.__event_emitter.emit("t_raw_book_snapshot", subscription, \
[ serializers.TradingPairRawBook.parse(*sub_stream) \
for sub_stream in stream[0] ])
return self.__event_emitter.emit("t_raw_book_update", subscription, \
serializers.TradingPairRawBook.parse(*stream[0]))
if subscription["symbol"].startswith("f"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit("f_raw_book_snapshot", subscription, \
[ serializers.FundingCurrencyRawBook.parse(*sub_stream) \
for sub_stream in stream[0] ])
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]):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
event = symbol[0] + "_" + \
(is_raw_book and "raw_book" or "book") + "_snapshot"
return self.__emit(event, subscription, \
[ serializer.parse(*sub_stream) \
for sub_stream in stream[0] ])
event = symbol[0] + "_" + \
(is_raw_book and "raw_book" or "book") + "_update"
return self.__emit(event, subscription, \
serializer.parse(*stream[0]))
def __candles_channel_handler(self, subscription: "Candles", stream: List[Any]) -> None:
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__emit("candles_snapshot", subscription, \
return self.__event_emitter.emit("candles_snapshot", subscription, \
[ serializers.Candle.parse(*sub_stream) \
for sub_stream in stream[0] ])
return self.__emit("candles_update", subscription, \
return self.__event_emitter.emit("candles_update", subscription, \
serializers.Candle.parse(*stream[0]))
def __status_channel_handler(self, subscription: "Status", stream: List[Any]) -> None:
def __status_channel_handler(self, subscription: "Status", stream: List[Any]):
if subscription["key"].startswith("deriv:"):
return self.__emit("derivatives_status_update", subscription, \
return self.__event_emitter.emit("derivatives_status_update", subscription, \
serializers.DerivativesStatus.parse(*stream[0]))
if subscription["key"].startswith("liq:"):
return self.__emit("liquidation_feed_update", subscription, \
return self.__event_emitter.emit("liquidation_feed_update", subscription, \
serializers.Liquidation.parse(*stream[0][0]))