orjson, unittest, ...

Author: oliver-zehentleitner

CHANGELOG.md

@@ -14,6 +14,7 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/) and this p
 - New `Websocket API Spot` functions:
   - `manager.api.spot.cancel_and_replace_order()`
   - `manager.api.spot.get_aggregate_trades()`
+  - `manager.api.spot.get_current_average_price()`
   - `manager.api.spot.get_historical_trades()`
   - `manager.api.spot.get_klines()`
   - `manager.api.spot.get_ui_klines()`  
@@ -24,6 +25,7 @@ The format is based on [Keep a Changelog](http://keepachangelog.com/) and this p
 - ujson has been replaced by orjson
 - Websocket API functions are no longer available under `manager.api` but under `manager.api.spot`. In addition, there 
   is now also `manager.api.futures`.
+- No more use of deepcopy in ws api (faster!)
 
 ## 2.9.0
 ### Added

binance_websocket_api_spot.py

@@ -16,13 +16,17 @@ async def handle_socket_message(stream_id=None):
             data = await ubwa.get_stream_data_from_asyncio_queue(stream_id=stream_id)
             print(f"Received data:\r\n{data}\r\n")
 
-    print(f"Starting Stream:")
+    print(f"Starting the stream:")
     api_stream = ubwa.create_stream(api=True,
                                     api_key=os.getenv('BINANCE_API_KEY'),
                                     api_secret=os.getenv('BINANCE_API_SECRET'),
                                     stream_label="Bobs Spot Websocket API",
                                     process_asyncio_queue=handle_socket_message)
-    print(f"Commands")
+
+    print(f"Executing API requests:")
+    current_average_price = ubwa.api.spot.get_current_average_price(stream_id=api_stream, symbol=market, return_response=True)
+    print(f"current_average_price: {current_average_price}\r\n")
+
     ubwa.api.spot.get_listen_key(stream_id=api_stream)
 
     ubwa.api.spot.get_server_time(stream_id=api_stream)
@@ -76,7 +80,7 @@ async def handle_socket_message(stream_id=None):
 
     ubwa.api.spot.cancel_open_orders(stream_id=api_stream, symbol=market)
 
-    ubwa.api.spot.get_order(stream_id=api_stream, symbol=market, orig_client_order_id=orig_client_order_id)
+    ubwa.api.spot.get_order(stream_id=api_stream, symbol=market, orig_client_order_id=replaced_client_order_id)
 
     print(f"Finished! Waiting for responses:")
     await asyncio.sleep(5)

unicorn_binance_websocket_api/api/spot.py

@@ -21,15 +21,13 @@
 
 from .exceptions import *
 from urllib.parse import urlparse
-
 import asyncio
 import copy
 import logging
 import socks  # PySocks https://pypi.org/project/PySocks/
 import sys
 import websockets
 
-
 __logger__: logging.getLogger = logging.getLogger("unicorn_binance_websocket_api")
 
 logger = __logger__

unicorn_binance_websocket_api/connection.py

@@ -29,7 +29,6 @@
     from .licensing_exceptions import NoValidatedLucitLicense
 except ModuleNotFoundError:
     from unicorn_binance_websocket_api.licensing_exceptions import NoValidatedLucitLicense
-
 import cython
 import hashlib
 import hmac
@@ -41,7 +40,6 @@
 import time
 import uuid
 
-
 __logger__: logging.getLogger = logging.getLogger("lucit_licensing_python")
 
 logger = __logger__

unicorn_binance_websocket_api/licensing_manager.py

@@ -34,14 +34,7 @@
 from flask import Flask, redirect
 from flask_restful import Api
 from operator import itemgetter
-from typing import Optional, Union, Callable, List, Set
-try:
-    # Todo: Remove!
-    # python <=3.7 support
-    from typing import Literal
-except ImportError:
-    from typing_extensions import Literal
-
+from typing import Optional, Union, Callable, List, Set, Literal
 import asyncio
 import colorama
 import copy
@@ -63,7 +56,6 @@
 import orjson
 import websockets
 
-
 __app_name__: str = "unicorn-binance-websocket-api"
 __version__: str = "2.8.1.dev"
 __logger__: logging.getLogger = logging.getLogger("unicorn_binance_websocket_api")

unicorn_binance_websocket_api/manager.py

@@ -21,13 +21,11 @@
 
 from unicorn_binance_rest_api import BinanceRestApiManager
 from typing import Optional, Union, Tuple
-
 import logging
 import requests
 import threading
 import time
 
-
 __logger__: logging.getLogger = logging.getLogger("unicorn_binance_websocket_api")
 
 logger = __logger__

unicorn_binance_websocket_api/restclient.py

@@ -20,10 +20,8 @@
 # All rights reserved.
 
 from flask_restful import Resource
-
 import logging
 
-
 __logger__: logging.getLogger = logging.getLogger("unicorn_binance_websocket_api")
 
 logger = __logger__

unicorn_binance_websocket_api/restserver.py

@@ -22,12 +22,10 @@
 from .connection import BinanceWebSocketApiConnection
 from .exceptions import *
 from unicorn_fy.unicorn_fy import UnicornFy
-
 import asyncio
 import orjson
 import logging
 
-
 __logger__: logging.getLogger = logging.getLogger("unicorn_binance_websocket_api")
 
 logger = __logger__

unicorn_binance_websocket_api/sockets.py

@@ -622,13 +622,32 @@ def test_lucitlicmgr(self):
 
     def test_live_api_ws(self):
         print(f"Test Websocket API ...")
+        market = "BUSDUSDT"
         ubwam = BinanceWebSocketApiManager(exchange='binance.com-testnet')
         api_stream = ubwam.create_stream(api=True,
                                          api_key=BINANCE_COM_TESTNET_API_KEY,
                                          api_secret=BINANCE_COM_TESTNET_API_SECRET,
                                          stream_label="Bobs Websocket API",
                                          process_stream_data=handle_socket_message)
         time.sleep(5)
+        current_average_price = ubwam.api.spot.get_current_average_price(stream_id=api_stream, symbol=market,
+                                                                        return_response=True)
+        print(f"current_average_price: {current_average_price}\r\n")
+        order_book = ubwam.api.spot.get_order_book(stream_id=api_stream, symbol=market, limit=2, return_response=True)
+        print(f"Orderbook, lastUpdateId={order_book['result']['lastUpdateId']}: {order_book['result']['asks']}, "
+              f"{order_book['result']['bids']}\r\n")
+        aggregate_trades = ubwam.api.spot.get_aggregate_trades(stream_id=api_stream, symbol=market, return_response=True)
+        print(f"aggregate_trades: {aggregate_trades['result'][:5]}\r\n")
+        historical_trades = ubwam.api.spot.get_historical_trades(stream_id=api_stream, symbol=market,
+                                                                 return_response=True)
+        print(f"historical_trades: {historical_trades['result'][:5]}\r\n")
+        recent_trades = ubwam.api.spot.get_recent_trades(stream_id=api_stream, symbol=market, return_response=True)
+        print(f"recent_trades: {recent_trades['result'][:5]}\r\n")
+        klines = ubwam.api.spot.get_klines(stream_id=api_stream, symbol=market, interval="1m", return_response=True)
+        print(f"A few klines: {klines['result'][:5]}\r\n")
+        ui_klines = ubwam.api.spot.get_ui_klines(stream_id=api_stream, symbol=market, interval="1d",
+                                                 return_response=True)
+        print(f"A few ui_klines: {ui_klines['result'][:5]}\r\n")
         ubwam.api.spot.get_listen_key(stream_id=api_stream)
         ubwam.api.spot.get_server_time(stream_id=api_stream)
         ubwam.api.spot.get_account_status(stream_id=api_stream)
@@ -639,11 +658,16 @@ def test_live_api_ws(self):
         ubwam.api.spot.ping(stream_id=api_stream)
         ubwam.api.spot.get_exchange_info(stream_id=api_stream, symbols=['BUSDUSDT'])
         ubwam.api.spot.get_order_book(stream_id=api_stream, symbol="BUSDUSDT", limit=2)
-        ubwam.api.spot.cancel_order(stream_id=api_stream, symbol="BUSDUSDT", orig_client_order_id=orig_client_order_id)
+        replaced_client_order_id = ubwam.api.spot.cancel_and_replace_order(stream_id=api_stream, price=1.1,
+                                                                          order_type="LIMIT",
+                                                                          quantity=15.0, side="SELL", symbol=market,
+                                                                          cancel_orig_client_order_id=orig_client_order_id)
+        ubwam.api.spot.cancel_order(stream_id=api_stream, symbol="BUSDUSDT",
+                                    orig_client_order_id=replaced_client_order_id)
         ubwam.api.spot.get_open_orders(stream_id=api_stream, symbol="BUSDUSDT")
         ubwam.api.spot.get_open_orders(stream_id=api_stream)
         ubwam.api.spot.cancel_open_orders(stream_id=api_stream, symbol="BUSDUSDT")
-        ubwam.api.spot.get_order(stream_id=api_stream, symbol="BUSDUSDT", orig_client_order_id=orig_client_order_id)
+        ubwam.api.spot.get_order(stream_id=api_stream, symbol="BUSDUSDT", orig_client_order_id=replaced_client_order_id)
         time.sleep(5)
         ubwam.stop_manager()