unlike cryptoxlib/clients/binance/BinanceFuturesWebsocket.py

the cryptoxlib/clients/binance/BinanceWebsocket.py does not have Partial Book Depth Streams and Diff. Depth Stream

https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream

Hi :)

I'm new to asyncio in general, but I understood that for many simultan REST API calls, asyncio is much better than using threads, because asyncio makes use of the waiting time, while threads divide resources and most of the time just wait. And threads are limited in number, so you can't do 1000 REST calls at once for example.

But where is the advantage when using websocket? I mean where is the waiting time, asyncio is using for other tasks? You get a websocket message from the exchange and process them, after that you process the next message. There may be a small waiting time where you get no new message, but if this is the case, there is nothing else to do, so no need for asyncio.

Or is the whole point of asyncio+websocket that you can safe a single permanent thread?
When you have a script for trading, which uses websocket, the websocket of course needs to run simultanously to your trading script... so is this the point where asyncio is used? If this is the case... I think threads or especially processes are superior to asyncio, for example just because my trading script has no waitingtime, it calculates nonstop.. Am I right?

Do you also support ticker_book API calls?

I'm missing data like ask and bidprice in just price_ticker data.

Binance:
https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#symbol-order-book-ticker
Bitvavo:
https://docs.bitvavo.com/#tag/Market-Data/paths/~1ticker~1book/get

If OK I will add the Bitvavo call.

Hello,
there seems to be an error connection to the bitpanda API, because I always receive an error when I'm trying to connect. I created the API key with access to read, trade and withdrawal. However some functions seem to work like client.get_market_ticker(Pair("BTC", "EUR")) This returns everything as expected but most of the functions are returning error messages.

The following example dow not work

from cryptoxlib.CryptoXLib import CryptoXLib
from cryptoxlib.Pair import Pair
from cryptoxlib.version_conversions import async_run
from cryptoxlib.clients.bitpanda.exceptions import BitpandaException
from cryptoxlib.clients.bitpanda.enums import OrderSide


async def main():
    apikey = "key"
    client = CryptoXLib.create_bitpanda_client(apikey)

    try:
        await client.create_market_order(Pair("BTC", "EUR"), OrderSide.BUY, "0.00021")
    except BitpandaException as e:
        print(e)
    await client.close()


if __name__ == '__main__':
    async_run(main())

Changelog

Spot v3.2

• Added support for peg orders /api/v3.1/order/peg
• Added support for dead man's switch /api/v3.1/order/cancelAllAfter

https://www.btse.com/apiexplorer/spot/

i have 2 error..

1. ModuleNotFoundError: No module named 'cryptoxlib'

`C:\Python>pip install git+https://github.com/nardew/cryptoxlib-aio.git@master
Collecting git+https://github.com/nardew/cryptoxlib-aio.git@master
Cloning https://github.com/nardew/cryptoxlib-aio.git (to revision master) to c:\users\mero\appdata\local\temp\pip-req-build-y9j6cl7k
Running command git clone --filter=blob:none --quiet https://github.com/nardew/cryptoxlib-aio.git 'C:\Users\mero\AppData\Local\Temp\pip-req-build-y9j6cl7k'
WARNING: Did not find branch or tag 'master', assuming revision or ref.
Running command git checkout -q master
error: pathspec 'master' did not match any file(s) known to git
error: subprocess-exited-with-error

× git checkout -q master did not run successfully.
│ exit code: 1
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.
error: subprocess-exited-with-error

× git checkout -q master did not run successfully.
│ exit code: 1
╰─> See above for output.

note: This error originates from a subprocess, and is likely not a problem with pip.`

create margin order always returns code 1102: "A mandatory parameter was not sent, was empty/null, or malformed.", but does not specify which parameter is malformed.

the following parameters are passed to the function and everything seems to check out:
{'symbol': 'BTCUSDT', 'side': 'BUY', 'type': 'LIMIT', 'quantity': '0.007715', 'quoteOrderQty': None, 'price': '28462.699999999997', 'stopPrice': None, 'isIsolated': 'TRUE', 'newClientOrderId': None, 'icebergQty': None, 'recvWindow': None, 'timestamp': 1621691008642}

https://api.hitbtc.com/

According to documentation (https://docs.onetrading.com/) the new REST API URL is https://api.onetrading.com/fast/v1.

Furthermore in OneTrading examples and tests, the calls to

• create_limit_order
• create_stop_limit_order
  should have the additional argument enums.TimeInForce.GOOD_TILL_CANCELLED.

Trying to execute your examples (tried binance and bitpanda REST to print orderbook), but after the orderbook is printed, it also prints an error (using python 3.8 on windows):

import asyncio
import logging
import os

from cryptoxlib.CryptoXLib import CryptoXLib
from cryptoxlib.clients.binance import enums
from cryptoxlib.Pair import Pair
from cryptoxlib.clients.binance.exceptions import BinanceException

LOG = logging.getLogger("cryptoxlib")
LOG.setLevel(logging.DEBUG)
LOG.addHandler(logging.StreamHandler())

async def run():
    api_key = ""
    sec_key = ""

    client = CryptoXLib.create_binance_client(api_key, sec_key)
    await client.get_orderbook(pair = Pair('ETH', 'BTC'), limit = enums.DepthLimit.L_5)
    
    await client.close() # error happens with and without this line.
    
if __name__ == "__main__":
    asyncio.run(run())

rest type [GET], resource [depth], params [{'symbol': 'ETHBTC', 'limit': '5'}], headers [{}], data [None]
<: status [200], response [{"lastUpdateId":1412346346,"bids":[["0.03061400","0.40500000"],["0.03061300","2.36500000"],["0.03061200","25.79300000"],["0.03061000","27.34100000"],["0.03060700","7.00000000"]],"asks":[["0.03061700","35.90500000"],["0.03061900","0.56500000"],["0.03062100","13.59100000"],["0.03062200","24.00000000"],["0.03062400","7.91600000"]]}]
Timer RestCall finished. Took 402.125 ms.
Exception ignored in: <function _ProactorBasePipeTransport.del at 0x03BEDEC8>
Traceback (most recent call last):
File "C:\Users\Serpens66\AppData\Local\Programs\Python\Python38-32\lib\asyncio\proactor_events.py", line 116, in del
self.close()
File "C:\Users\Serpens66\AppData\Local\Programs\Python\Python38-32\lib\asyncio\proactor_events.py", line 108, in close
self._loop.call_soon(self._call_connection_lost, None)
File "C:\Users\Serpens66\AppData\Local\Programs\Python\Python38-32\lib\asyncio\base_events.py", line 711, in call_soon
self._check_closed()
File "C:\Users\Serpens66\AppData\Local\Programs\Python\Python38-32\lib\asyncio\base_events.py", line 504, in _check_closed
raise RuntimeError('Event loop is closed')
RuntimeError: Event loop is closed

Code fix:

cryptoxlib/clients/bitvavo/BitvavoWebsocket.py
177:

class TradesSubscription(BitvavoSubscription):
    def __init__(self, pairs : List[Pair], callbacks : List[Callable[[dict], Any]] = None):
        super().__init__(callbacks)

        self.pairs = pairs

    @staticmethod
    def get_channel_name():
        return "trade"

    # Stupid bitvavo register "trades" answers "trade"
    def get_subscription_message(self, **kwargs) -> dict:
        return {
            "name": self.get_channel_name() + 's',
            "markets": [
                map_pair(pair) for pair in self.pairs
            ]
        }

I [2021-07-01 10:30:49,174] [.swap_account_update] swap_account_update: {'stream': '6uxymh85KEkkHQJFqQeUeWjY5eCQO00G5s0DZx3aQtZ9Nn6IcGqxGGRWBKzr6SVx', 'data': {'e': 'listenKeyExpired', 'E': 1625135449173}} 
I [2021-07-01 10:30:49,175] [.swap_account_update] swap_account_update: {'stream': '6uxymh85KEkkHQJFqQeUeWjY5eCQO00G5s0DZx3aQtZ9Nn6IcGqxGGRWBKzr6SVx', 'data': {'e': 'listenKeyExpired', 'E': 1625135449173}} 

after exact 1 hour run, this error this happens.

Extra actions on this is needed, like when receive a msg like above, the client do get_listenkey() + the re-connection() + send_subscription_message() directly and update internal listenkey.

I see that cryptoxlib-aio does not yet have support for subscribing to websockets candlesticks / klines / OHLC (choose your preferred name). Certainly that is the case on Binance. I don't know the other exchanges covered here so well.

Is this a design decision around candles, or perhaps has some complexities to deal with?
... or just that no-one has wanted candlesticks on the WS feed yet?

Thanks for this great resource.

This issue is a request to provide clean effective ways to unsubscribe from websocket streams, and achieve an orderly shutdown of all the websocket connections.

Like the rest of us here, I'm building a cryptoxlib-based program that's designed to run 24/7. But in my case, I also need mechanisms to shut down my program without fear of corrupting my data or states.

I am recommending the creation of methods to (a) unsubscribe from one, some or all feeds at will, and (b) cleanly close one, some or all live websockets.

Would you folks consider scheduling something like this into your dev workflow, or would you prefer I have a crack myself and file a PR?

If you want me to do it, it might take a few weeks. In the meantime, I'll just add a signal mechanism into my app to tell it to disable websocket callbacks and flush out data, so it can cop a SIGKILL without risk of damage.

Keen for your thoughts

the FTX exchange is real rising star in the crypto trading domain.

https://ftx.com/volume-monitor

BTSE updated websocket messages exchanged following successful websocket authentication. Upon successful authorization message "UNLOGIN_USER connect success" is published to the client which is not expected by the library.

please loose the aiohttp version

is it possible to add coin margain futures for Binance exchange?

@davidmcnabnz @nardew

@nardew

/cryptoxlib-aio/cryptoxlib/clients/binance/BinanceClient.py , for create_margin_order function, when send market order, the time_in_force should be empty.

time_in_force: Optional[enums.TimeInForce] = enums.TimeInForce.GOOD_TILL_CANCELLED,

should be

time_in_force: Optional[enums.TimeInForce] = None,

otherwise, you get

cryptoxlib.clients.binance.exceptions.BinanceRestException: Rest API exception: status [400], response [{'code': -1106, 'msg': "Parameter 'timeInForce' sent when not required."}]

Bitpanda Pro is adding a new websocket channel TRADING for order updates and the ability to create/cancel orders.

https://binance-docs.github.io/apidocs/spot/cn/#listen-key

Ping/Keep-alive a ListenKey (USER_STREAM)

    Response:

{}

PUT /api/v3/userDataStream

Keepalive a user data stream to prevent a time out. User data streams will close after 60 minutes. It's recommended to send a ping about every 30 minutes.

I see a function named "keep_alive_spot_listen_key()", however, after a global search, I did not find where it is used to keep account channel alive.

we can add a forever-loop which send a RESTful request every 30 min to keep account channel alive.

Make sense to add this exchange to repository.
What you think guys?

sorry if this feature exists and I didn't find it , just point me in the right direction 🙏

💕

https://binance-docs.github.io/apidocs/spot/cn/#payload

if Binance Margin (cross/isolated) WS private channel is supported, please provide an example.

I think it is not supported yet, as it need a different API path than spot to get_listen_key()

    async def get_listen_key(self):
        return await self._create_post("userDataStream", headers = self._get_header(), api_variable_path = BinanceClient.API_V3)

so, in order to subscribe the Margin (cross/isolated) WS private channel, AccountSubscription needs 3 different get_listen_key() for each type

from cryptoxlib.clients.binance.BinanceWebsocket import AccountSubscription

need to be updared into

from cryptoxlib.clients.binance.BinanceWebsocket import SpotAccountSubscription
from cryptoxlib.clients.binance.BinanceWebsocket import CrossMarginAccountSubscription
from cryptoxlib.clients.binance.BinanceWebsocket import IsolatedMarginAccountSubscription

Wrong repo sorry

hi,

crptoxlib is working nicely for me, however I need to switch over to binance testnet... as we're testing trading and obviously cant trade with real network during dev cycle.

while I know this isn't strictly speaking the place to ask this but...

we download historical trades from

https://data.binance.vision/data/spot/daily/trades/

We then use

binance_client.get_historical_trades(symbol_pair, 1000, last_trade_id)

To get the trades since "last_trade_id" .. this works perfectly in prod, the IP address is setup so the client call is accepted. However using the demo keys, I get;

response [{'code': -2015, 'msg': 'Invalid API-key, IP, or permissions for action.'}]

Not sure where/how I validate the test net new keys I have generated for test net (Im using newly generated keys instead of the old "production" ones). Again the documentation is a bit all over the place, I find.

thanks much,

Graham

Hello,

I'm trying to use your websocket async client and I got problems to run asynchronously the client.
I did something like :

class Test(legacy.Legacy):
   def __init__(self, xx):
      self.client = CryptoXLib.create_aax_client(self.__api_key, self.__api_secret)

    async def account_update(self, response: dict) -> None:
        print(f"Callback account_update: [{response}]")

    async func(self):
        self.ws_request_client.compose_subscriptions([
            AccountSubscription(callbacks=[self.account_update])
        ])
        await self.ws_request_client.start_websockets())
        # a lot of other stuff then
        toto()
        tata() # do some orders on market
        .....

If I do that, await will block the execution flow and toto/tata will never be executed. However I'll see orders with account_update function callback (order that I do manually).
I would like to subscribe to Account but keep the execution flow, to execute toto and tata. I did tried this, but now I don't see orders (like websockets never been started) :

class Test(legacy.Legacy):
   def __init__(self, xx):
      self.client = CryptoXLib.create_aax_client(self.__api_key, self.__api_secret)

    async def account_update(self, response: dict) -> None:
        print(f"Callback account_update: [{response}]")

    async func(self):
        self.ws_request_client.compose_subscriptions([
            AccountSubscription(callbacks=[self.account_update])
        ])
        loop = asyncio.get_event_loop()
        loop.create_task(coro=self.ws_request_client.start_websockets())
        # a lot of other stuff then
        toto() # now executed
        tata() # now executed, do some orders on market
        .....

I'm calling the function func in another class with asyncio.run(func()) to avoid the await/async all my app.
Any advise would be appreciated

Hi,
getting after some seconds this error. any idea what i can do?
thx :)

I am trying to runthe example binance_ws.py but I have an error, I remplazed API KEY for my API KEY and SEC (Here remplazed by XXX) but does not work. Any suggestion?

Datails of errors are below

Available loggers: ['concurrent.futures', 'concurrent', 'asyncio', 'aiohttp.access', 'aiohttp', 'aiohttp.client', 'aiohttp.internal', 'aiohttp.server', 'aiohttp.web', 'aiohttp.websocket', 'cryptoxlib.Timer', 'cryptoxlib', 'websockets.protocol', 'websockets', 'websockets.server', 'websockets.client', 'cryptoxlib.WebsocketMgr', 'cryptoxlib.CryptoXLibClient', 'cryptoxlib.PeriodicChecker', 'cryptoxlib.clients.bitforex.BitforexWebsocket', 'cryptoxlib.clients.bitforex', 'cryptoxlib.clients', 'cryptoxlib.clients.bitforex.BitforexClient', 'cryptoxlib.clients.liquid.LiquidWebsocket', 'cryptoxlib.clients.liquid', 'cryptoxlib.clients.liquid.LiquidClient', 'cryptoxlib.clients.bibox.BiboxWebsocket', 'cryptoxlib.clients.bibox', 'cryptoxlib.clients.bibox.BiboxClient', 'cryptoxlib.clients.bibox_europe.BiboxEuropeWebsocket', 'cryptoxlib.clients.bibox_europe', 'cryptoxlib.clients.bibox_europe.BiboxEuropeClient', 'cryptoxlib.clients.bitpanda.BitpandaWebsocket', 'cryptoxlib.clients.bitpanda', 'cryptoxlib.clients.bitpanda.BitpandaClient', 'cryptoxlib.clients.binance.BinanceWebsocket', 'cryptoxlib.clients.binance', 'cryptoxlib.clients.binance.BinanceClient', 'cryptoxlib.clients.bitvavo.BitvavoWebsocket', 'cryptoxlib.clients.bitvavo', 'cryptoxlib.clients.bitvavo.BitvavoClient', 'cryptoxlib.clients.btse.BtseWebsocket', 'cryptoxlib.clients.btse', 'cryptoxlib.clients.btse.BtseClient', 'cryptoxlib.clients.aax.AAXWebsocket', 'cryptoxlib.clients.aax', 'cryptoxlib.clients.aax.AAXClient']

Traceback (most recent call last):
File "c:/Users/Gabriel/Desktop/Bot/BinanaceEx.py", line 56, in
asyncio.run(run())
File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.8_3.8.752.0_x64__qbz5n2kfra8p0\lib\asyncio\runners.py", line 43, in run
return loop.run_until_complete(main)
File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.8_3.8.752.0_x64__qbz5n2kfra8p0\lib\asyncio\base_events.py", line 616, in run_until_complete
return future.result()
File "c:/Users/Gabriel/Desktop/Bot/BinanaceEx.py", line 33, in run
api_key = os.environ['XXX']
File "C:\Program Files\WindowsApps\PythonSoftwareFoundation.Python.3.8_3.8.752.0_x64__qbz5n2kfra8p0\lib\os.py", line 675, in getitem
raise KeyError(key) from None
KeyError: 'XXX'