mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
285 lines
12 KiB
Python
285 lines
12 KiB
Python
from typing import cast
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from collections import namedtuple
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from datetime import datetime
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import traceback, json, asyncio, hmac, hashlib, time, socket, random, websockets
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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, AuthenticatedEventsHandler
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from ..exceptions import WebsocketAuthenticationRequired, InvalidAuthenticationCredentials, EventNotSupported, \
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ZeroConnectionsError, ReconnectionTimeoutError, OutdatedClientVersion
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from ...utils.json_encoder import JSONEncoder
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from ...utils.logger import ColorLogger, FileLogger
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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 hasattr(self, "authentication") and not self.authentication:
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raise WebsocketAuthenticationRequired("To perform this action you need to " \
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"authenticate using your API_KEY and API_SECRET.")
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await _require_websocket_connection(function)(self, *args, **kwargs)
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return cast(F, wrapper)
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class _Delay:
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BACKOFF_MIN, BACKOFF_MAX = 1.92, 60.0
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BACKOFF_INITIAL = 5.0
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def __init__(self, backoff_factor):
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self.__backoff_factor = backoff_factor
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self.__backoff_delay = _Delay.BACKOFF_MIN
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self.__initial_delay = random.random() * _Delay.BACKOFF_INITIAL
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def next(self):
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backoff_delay = self.peek()
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__backoff_delay = self.__backoff_delay * self.__backoff_factor
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self.__backoff_delay = min(__backoff_delay, _Delay.BACKOFF_MAX)
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return backoff_delay
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def peek(self):
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return (self.__backoff_delay == _Delay.BACKOFF_MIN) \
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and self.__initial_delay or self.__backoff_delay
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class BfxWebsocketClient:
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VERSION = BfxWebsocketBucket.VERSION
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MAXIMUM_CONNECTIONS_AMOUNT = 20
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ONCE_EVENTS = [
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"open", "authenticated", "disconnection",
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*AuthenticatedEventsHandler.ONCE_EVENTS
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]
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EVENTS = [
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"subscribed", "wss-error",
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*ONCE_EVENTS,
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*PublicChannelsHandler.EVENTS,
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*AuthenticatedEventsHandler.ON_EVENTS
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]
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def __init__(self, host, credentials, *, wss_timeout = 60 * 15, log_filename = None, log_level = "INFO"):
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self.websocket, self.authentication, self.buckets = None, False, []
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self.host, self.credentials, self.wss_timeout = host, credentials, wss_timeout
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self.events_per_subscription = {}
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self.event_emitter = AsyncIOEventEmitter()
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self.handler = AuthenticatedEventsHandler(event_emitter=self.event_emitter)
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self.inputs = BfxWebsocketInputs(handle_websocket_input=self.__handle_websocket_input)
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if log_filename is None:
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self.logger = ColorLogger("BfxWebsocketClient", level=log_level)
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else: self.logger = FileLogger("BfxWebsocketClient", level=log_level, filename=log_filename)
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self.event_emitter.add_listener("error",
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lambda exception: self.logger.error(f"{type(exception).__name__}: {str(exception)}" + "\n" +
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str().join(traceback.format_exception(type(exception), exception, exception.__traceback__))[:-1])
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)
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def run(self, connections = 5):
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return asyncio.run(self.start(connections))
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async def start(self, connections = 5):
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if connections == 0:
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self.logger.info("With connections set to 0 it will not be possible to subscribe to any public channel. " \
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"Attempting a subscription will cause a ZeroConnectionsError to be thrown.")
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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} " \
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f"buckets from the same connection ({connections} in use), the server could momentarily " \
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"block the client with <429 Too Many Requests>.")
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for _ in range(connections):
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self.buckets += [BfxWebsocketBucket(self.host, self.event_emitter, self.events_per_subscription)]
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await self.__connect()
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#pylint: disable-next=too-many-statements
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async def __connect(self):
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Reconnection = namedtuple("Reconnection", ["status", "attempts", "timestamp"])
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reconnection = Reconnection(status=False, attempts=0, timestamp=None)
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timer, tasks, on_timeout_event = None, [], asyncio.locks.Event()
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delay = None
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def _on_wss_timeout():
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on_timeout_event.set()
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async def _connection():
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nonlocal reconnection, timer, tasks
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async with websockets.connect(self.host, ping_interval=None) as websocket:
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if reconnection.status:
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self.logger.info(f"Reconnection attempt successful (no.{reconnection.attempts}): The " \
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f"client has been offline for a total of {datetime.now() - reconnection.timestamp} " \
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f"(connection lost on: {reconnection.timestamp:%d-%m-%Y at %H:%M:%S}).")
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reconnection = Reconnection(status=False, attempts=0, timestamp=None)
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timer.cancel()
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self.websocket = websocket
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coroutines = [ BfxWebsocketBucket.connect(bucket) for bucket in self.buckets ]
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tasks = [ asyncio.create_task(coroutine) for coroutine in coroutines ]
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if len(self.buckets) == 0 or \
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(await asyncio.gather(*[bucket.on_open_event.wait() for bucket in self.buckets])):
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self.event_emitter.emit("open")
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if self.credentials:
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await self.__authenticate(**self.credentials)
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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):
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if message["event"] == "info" and "version" in message:
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if BfxWebsocketClient.VERSION != message["version"]:
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raise OutdatedClientVersion("Mismatch between the client version and the server " \
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"version. Update the library to the latest version to continue (client version: " \
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f"{BfxWebsocketClient.VERSION}, server version: {message['version']}).")
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elif message["event"] == "info" and message["code"] == 20051:
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rcvd = websockets.frames.Close(code=1012,
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reason="Stop/Restart Websocket Server (please reconnect).")
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raise websockets.exceptions.ConnectionClosedError(rcvd=rcvd, sent=None)
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elif message["event"] == "auth":
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if message["status"] != "OK":
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raise InvalidAuthenticationCredentials(
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"Cannot authenticate with given API-KEY and API-SECRET.")
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self.event_emitter.emit("authenticated", message)
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self.authentication = True
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elif message["event"] == "error":
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self.event_emitter.emit("wss-error", message["code"], message["msg"])
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if isinstance(message, list):
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if message[0] == 0 and message[1] != _HEARTBEAT:
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self.handler.handle(message[1], message[2])
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while True:
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if reconnection.status:
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await asyncio.sleep(delay.next())
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if on_timeout_event.is_set():
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raise ReconnectionTimeoutError("Connection has been offline for too long " \
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f"without being able to reconnect (wss_timeout: {self.wss_timeout}s).")
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try:
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await _connection()
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except (websockets.exceptions.ConnectionClosedError, socket.gaierror) as error:
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if isinstance(error, websockets.exceptions.ConnectionClosedError):
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if error.code in (1006, 1012):
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if error.code == 1006:
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self.logger.error("Connection lost: no close frame received " \
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"or sent (1006). Trying to reconnect...")
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if error.code == 1012:
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self.logger.info("WSS server is about to restart, clients need " \
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"to reconnect (server sent 20051). Reconnection attempt in progress...")
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for task in tasks:
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task.cancel()
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reconnection = Reconnection(status=True, attempts=1, timestamp=datetime.now())
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timer = asyncio.get_event_loop().call_later(self.wss_timeout, _on_wss_timeout)
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delay = _Delay(backoff_factor=1.618)
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self.authentication = False
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elif isinstance(error, socket.gaierror) and reconnection.status:
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self.logger.warning(f"Reconnection attempt was unsuccessful (no.{reconnection.attempts}). " \
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f"Next reconnection attempt in {delay.peek():.2f} seconds. (at the moment " \
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f"the client has been offline for {datetime.now() - reconnection.timestamp})")
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reconnection = reconnection._replace(attempts=reconnection.attempts + 1)
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else: raise error
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if not reconnection.status:
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self.event_emitter.emit("disconnection",
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self.websocket.close_code, self.websocket.close_reason)
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break
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async def __authenticate(self, api_key, api_secret, filters=None):
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data = { "event": "auth", "filter": filters, "apiKey": api_key }
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data["authNonce"] = str(round(time.time() * 1_000_000))
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data["authPayload"] = "AUTH" + data["authNonce"]
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data["authSig"] = hmac.new(
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api_secret.encode("utf8"),
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data["authPayload"].encode("utf8"),
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hashlib.sha384
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).hexdigest()
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await self.websocket.send(json.dumps(data))
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async def subscribe(self, channel, **kwargs):
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if len(self.buckets) == 0:
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raise ZeroConnectionsError("Unable to subscribe: the number of connections must be greater than 0.")
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counters = [ len(bucket.pendings) + len(bucket.subscriptions) for bucket in self.buckets ]
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index = counters.index(min(counters))
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await self.buckets[index].subscribe(channel, **kwargs)
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async def unsubscribe(self, sub_id):
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for bucket in self.buckets:
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if (chan_id := bucket.get_chan_id(sub_id)):
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await bucket.unsubscribe(chan_id=chan_id)
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async def close(self, code=1000, reason=str()):
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for bucket in self.buckets:
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await bucket.close(code=code, reason=reason)
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if self.websocket is not None and self.websocket.open:
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await self.websocket.close(code=code, reason=reason)
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@_require_websocket_authentication
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async def notify(self, info, message_id=None, **kwargs):
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await self.websocket.send(json.dumps([ 0, "n", message_id, { "type": "ucm-test", "info": info, **kwargs } ]))
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@_require_websocket_authentication
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async def __handle_websocket_input(self, event, data):
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await self.websocket.send(json.dumps([ 0, event, None, data], cls=JSONEncoder))
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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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raise EventNotSupported(f"Event <{event}> is not supported. To get a list " \
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"of available events print BfxWebsocketClient.EVENTS")
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def _register_event(event, function):
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if event in BfxWebsocketClient.ONCE_EVENTS:
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self.event_emitter.once(event, function)
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else: self.event_emitter.on(event, function)
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if callback is not None:
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for event in events:
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_register_event(event, callback)
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if callback is None:
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def handler(function):
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for event in events:
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_register_event(event, function)
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return handler
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