Merge pull request #21 from olned/cex.io

v0.14.0

README.md

@@ -1,8 +1,14 @@
 # ssc2ce
-A Set of Simple Connectors for access To Cryptocurrency Exchanges via websocket based on
- [aiohttp](https://aiohttp.readthedocs.io) .
+A set of simple connectors for access to few cryptocurrency Exchanges via websocket based on
+ [aiohttp](https://aiohttp.readthedocs.io).
 
-This is more of a pilot project, if you have any wishes for adding exchanges or expanding functionality, please register issues
+Supported Exchanges:
+- Bitfinex - only public API,
+- CEX.io,
+- Coinbase Pro
+- Deribit
+
+This is more of a pilot project, if you have any wishes for adding exchanges or expanding functionality, please register issues.
 
 ## Installation
 Install ssc2ce with:
@@ -23,7 +29,7 @@ from ssc2ce import Bitfinex
 conn = Bitfinex()
 
 
-async def handle_subscription(data, connector: Bitfinex):
+def handle_subscription(data, connector: Bitfinex):
     print(data, f"received:{connector.receipt_time}")
 
 
@@ -93,17 +99,17 @@ except KeyboardInterrupt:
 If you clone repository you can run examples from the root directory.
 
 ```bash
-$ PYTHONPATH=.:$PYTHONPATH python examples/bitfinex_basic_example.py
+PYTHONPATH=.:$PYTHONPATH python examples/bitfinex/bitfinex_basic_example.py
 ```
 
 To run some examples, you may need additional modules, you can install them from the `requirements.txt` file.
 
 ```bash
-$ pip install -r requirements.txt
+pip install -r requirements.txt
 ```
 
-To run the private.py example, you must either fill in the .env file or set the environment variables DERIBIT_CLIENT_ID and DERIBIT_CLIENT_SECRET. Look at .env_default. 
+To run the private.py example, you must either fill in the .env file, look at .env.example, or set the environment variables DERIBIT_CLIENT_ID and DERIBIT_CLIENT_SECRET. 
 
 ```bash
-$ PYTHONPATH=.:$PYTHONPATH DERIBIT_CLIENT_ID=YOU_ACCESS_KEY DERIBIT_CLIENT_SECRET=YOU_ACCESS_SECRET python examples/deribit_private.py
+PYTHONPATH=.:$PYTHONPATH DERIBIT_CLIENT_ID=YOU_ACCESS_KEY DERIBIT_CLIENT_SECRET=YOU_ACCESS_SECRET python examples/deribit/deribit_private.py
 ```

examples/.env.example

@@ -0,0 +1,8 @@
+CEX_API_KEY=
+CEX_SECRET=
+CEX_UID=
+COINBASE_PRO_KEY=
+COINBASE_PRO_SECRET=
+COINBASE_PRO_PASSPHRASE=
+DERIBIT_CLIENT_ID=
+DERIBIT_CLIENT_SECRET=

examples/bitfinex_book.py → examples/bitfinex/bitfinex_book.py

@@ -20,7 +20,7 @@ def __init__(self, instrument):
         self.top_bid = 0.
         self.top_ask = 0.
 
-    def handle_book(self, message, connector):
+    def handle_book(self, message, _):
         if type(message[1]) is str:
             if message[1] == "cs":
                 pass

examples/cex/.env.example

@@ -0,0 +1,3 @@
+CEX_API_KEY=YOUR_KEY
+CEX_SECRET=YOUR_SECRET
+CEX_UID=YOUR_PASSPHRASE

examples/cex/cex_io_private_example.py

@@ -0,0 +1,72 @@
+#!/usr/bin/env python
+import asyncio
+import logging
+import os
+
+import aiohttp
+from ssc2ce import Cex
+from dotenv import load_dotenv
+
+logging.basicConfig(format='%(asctime)s %(name)s %(funcName)s %(levelname)s %(message)s', level=logging.INFO)
+logger = logging.getLogger("bitfinex-basic-example")
+
+env_path = os.path.join(os.path.dirname(__file__), '.env')
+load_dotenv(env_path)
+
+auth_param = dict(apiKey=os.environ.get('CEX_API_KEY'),
+                  secret=os.environ.get('CEX_SECRET'),
+                  uid=os.environ.get('CEX_UID'))
+
+conn = Cex(auth_param)
+
+archive_orders = []
+
+
+async def get_archive_orders(symbol1, symbol2):
+    global archive_orders
+    res = await conn.private_get(f"archived_orders/{symbol1}/{symbol2}")
+    archive_orders += res
+
+
+async def start():
+    request = {'e': "get-balance", 'oid': '1'}
+
+    await conn.ws.send_json(request)
+
+    my_balance = {}
+    data = await conn.ws.receive()
+    if data.type == aiohttp.WSMsgType.TEXT:
+        data = data.json()
+        if data.get('ok') == 'ok':
+            balance = data['data']['balance']
+            for key, value in balance.items():
+                if float(value) != 0.00:
+                    my_balance[key] = value
+
+    print(my_balance)
+
+    coroutines = []
+    data = await conn.public_get("currency_limits")
+
+    if data.get('ok') == 'ok':
+        for pair in data['data']['pairs']:
+            if pair['symbol1'] in my_balance and pair['symbol2'] in my_balance:
+                print(pair)
+                coroutines.append(get_archive_orders(pair['symbol1'], pair['symbol2']))
+                break
+
+        if coroutines:
+            await asyncio.gather(*coroutines)
+            for order in archive_orders:
+                print(order)
+
+    await conn.stop()
+
+
+conn.on_connect_ws = start
+loop = asyncio.get_event_loop()
+
+try:
+    loop.run_until_complete(conn.run_receiver())
+except KeyboardInterrupt:
+    logger.info("Application closed by KeyboardInterrupt.")

examples/cex/cex_io_public_example.py

@@ -0,0 +1,41 @@
+#!/usr/bin/env python
+import asyncio
+import logging
+
+from ssc2ce import Cex
+
+logging.basicConfig(format='%(asctime)s %(name)s %(funcName)s %(levelname)s %(message)s', level=logging.INFO)
+logger = logging.getLogger("bitfinex-basic-example")
+
+conn = Cex()
+
+
+async def subscribe():
+    data = await conn.public_get("currency_limits")
+    if data.get('ok') == 'ok':
+        for pair in data['data']['pairs']:
+            if pair['symbol1'] == 'BTC' and pair['symbol2'] == 'EUR':
+                print(pair)
+
+    data = await conn.public_get("ticker/BTC/EUR")
+    print(data)
+
+    request = {'e': "subscribe", 'rooms': ["ticker"]}
+
+    await conn.ws.send_json(request)
+
+
+def print_ticker(msg):
+    print(msg)
+    return True
+
+
+conn.on_connect_ws = subscribe
+conn.on_message = print_ticker
+
+loop = asyncio.get_event_loop()
+
+try:
+    loop.run_until_complete(conn.run_receiver())
+except KeyboardInterrupt:
+    print("Application closed by KeyboardInterrupt.")

examples/cex/cex_io_subscribe_book.py

@@ -0,0 +1,60 @@
+#!/usr/bin/env python
+import asyncio
+import logging
+import os
+
+from examples.common.book_watcher import BookWatcher
+from ssc2ce import Cex, CexParser
+from dotenv import load_dotenv
+
+logging.basicConfig(format='%(asctime)s %(name)s %(funcName)s %(levelname)s %(message)s', level=logging.INFO)
+logger = logging.getLogger("bitfinex-basic-example")
+
+env_path = os.path.join(os.path.dirname(__file__), '.env')
+load_dotenv(env_path)
+
+auth_param = dict(apiKey=os.environ.get('CEX_API_KEY'),
+                  secret=os.environ.get('CEX_SECRET'),
+                  uid=os.environ.get('CEX_UID'))
+
+print(auth_param)
+
+conn = Cex(auth_param)
+parser = CexParser()
+watcher = BookWatcher(parser)
+conn.on_message = parser.parse
+
+
+async def subscribe():
+    for market in ["BTC-EUR", 'ETH-EUR', "ETH-BTC"]:
+        pair = list(market.split('-'))
+        request = {'e': "order-book-subscribe",
+                   'oid': 'book-1',
+                   'data': {'pair': [pair[0], pair[1]], 'subscribe': True, 'depth': 0}
+                   }
+
+        await conn.ws.send_json(request)
+
+
+output = open("cex_dump_1h.jsonl", "w")
+
+
+def dump(msg: str):
+    output.write(msg)
+    output.write('\n')
+
+
+conn.on_connect_ws = subscribe
+conn.on_before_handling = dump
+loop = asyncio.get_event_loop()
+
+
+def stop():
+    asyncio.ensure_future(conn.ws.close())
+
+
+loop.call_later(3600, stop)
+try:
+    loop.run_until_complete(conn.run_receiver())
+except KeyboardInterrupt:
+    print("Application closed by KeyboardInterrupt.")

examples/coinbase/.env.example

@@ -0,0 +1,3 @@
+COINBASE_PRO_KEY=YOUR_KEY
+COINBASE_PRO_SECRET=YOUR_SECRET
+COINBASE_PRO_PASSPHRASE=YOUR_PASSPHRASE

examples/coinbase_pro_basic_example.py → examples/coinbase/coinbase_pro_basic_example.py

@@ -31,8 +31,6 @@ async def subscribe():
 
 
 def handle_heartbeat(data: dict) -> bool:
-    global last_time
-    last_time = data["time"]
     logger.info(f"{repr(data)}")
     return True
 

examples/coinbase/coinbase_pro_private.py

@@ -0,0 +1,65 @@
+#!/usr/bin/env python
+import asyncio
+import logging
+import os
+
+from dotenv import load_dotenv
+from ssc2ce import Coinbase
+
+logging.basicConfig(format='%(asctime)s %(name)s %(funcName)s %(levelname)s %(message)s', level=logging.INFO)
+logger = logging.getLogger("bitfinex-basic-example")
+
+env_path = os.path.join(os.path.dirname(__file__), '.env')
+load_dotenv(env_path)
+
+auth_param = dict(api_key=os.environ.get('COINBASE_PRO_KEY'),
+                  secret_key=os.environ.get('COINBASE_PRO_SECRET'),
+                  passphrase=os.environ.get('COINBASE_PRO_PASSPHRASE'))
+
+print(auth_param)
+
+
+def handle_message(message: str):
+    logger.info(message)
+
+
+conn = Coinbase(auth_param=auth_param)
+conn.on_message = handle_message
+
+
+async def start():
+    res = await conn.private_get('/accounts')
+    print(res)
+    await conn.stop()
+    # await conn.ws.send_json({
+    #     "type": "subscribe",
+    #     "product_ids": [
+    #         "BTC-USD",
+    #         "ETH-BTC"
+    #     ],
+    #     "channels": [
+    #         "level2",
+    #         "heartbeat"
+    #     ]
+    # })
+
+
+def handle_heartbeat(data: dict) -> bool:
+    logger.info(f"{repr(data)}")
+    return True
+
+
+conn.on_connect_ws = start
+
+
+def stop():
+    asyncio.ensure_future(conn.stop())
+
+
+loop = asyncio.get_event_loop()
+loop.call_later(3600, stop)
+
+try:
+    loop.run_until_complete(conn.run_receiver())
+except KeyboardInterrupt:
+    logger.info("Application closed by KeyboardInterrupt.")

examples/coinbase_pro_writer.py → examples/coinbase/coinbase_pro_write_many_books.py

@@ -1,10 +1,9 @@
 #!/usr/bin/env python
 import asyncio
-import json
 import logging
 from ssc2ce import Coinbase
 
-conn = Coinbase(False)
+conn = Coinbase(sandbox=False)
 
 pending = {}
 
@@ -25,7 +24,7 @@ async def subscribe_books():
     })
 
 
-output = open("coinbase_dump.txt", "w")
+output = open("coinbase_dump.jsonl", "w")
 
 
 def dump(msg: str):
@@ -38,9 +37,7 @@ def stop():
 
 
 async def run():
-    # from pprint import pprint
     all_products = [x for x in await conn.get_products()]
-    # pprint(all_products)
 
     my_products = {x['id']: x for x in all_products if x['quote_currency'] == 'EUR'}
     base_currencies = [x['base_currency'] for x in my_products.values()]
@@ -56,6 +53,7 @@ async def run():
     instruments += list(my_products.keys())
     await conn.run_receiver()
 
+
 conn.on_before_handling = dump
 conn.on_connect_ws = subscribe_books