from json import JSONDecodeError
from typing import Set, Tuple, Optional, AsyncGenerator, Dict, List
from async_property import async_property
from httpx import HTTPError
from privex.helpers import cached, empty, awaitable_class
from privex.exchange.base import ExchangeAdapter, PriceData, ExchangeDown, PairNotFound
import httpx
import logging
log = logging.getLogger(__name__)
[docs]@awaitable_class
class Binance(ExchangeAdapter):
TICKER_API = 'https://api.binance.com/api/v1/ticker/24hr'
name = "Binance"
code = "binance"
known_bases = [
"BTC", "USDT", "USDC",
"BUSD", "TUSD", "USD",
"ETH", "TRX", "XRP",
"PAX", "BKRW", "EUR",
"NGN", "RUB", "TRY",
"ZAR"
]
_provides = set()
_extra_provides = set()
def _find_base(self, pair: str) -> Optional[str]:
pair = pair.upper()
for b in self.known_bases:
if pair.endswith(b):
return b
return None
async def has_pair(self, from_coin: str, to_coin: str) -> bool:
prov = await self.provides
pairs = []
for f, t in prov:
pairs += [f"{f.upper()}_{t.upper()}"]
from_coin, to_coin, = from_coin.upper(), to_coin.upper()
if f"{from_coin}_{to_coin}" in pairs:
return True
if from_coin == 'USD' and (f"USDT_{to_coin}" in pairs or f"USDC_{to_coin}" in pairs):
return True
if to_coin == 'USD' and (f"{from_coin}_USDT" in pairs or f"{from_coin}_USDC" in pairs):
return True
return False
@async_property
async def tickers(self) -> Dict[str, PriceData]:
return await self.get_tickers()
async def get_tickers(self) -> Dict[str, PriceData]:
# First try and get the ticker data from cache
ckey = f"pvxex:{self.code}:all_tickers"
cdata = await cached.get(ckey)
if not empty(cdata):
return cdata
# If we don't have it in the privex-helpers cache, query the Binance API, cache the data and return it.
data = {}
async for pd in self._get_tickers():
# Makes a dictionary map of pair > PriceData
# e.g. data['BTC_USD'] = PriceData(from_coin='BTC', to_coin='USD', last=Decimal('9001.123'))
data[f"{pd.from_coin}_{pd.to_coin}"] = pd
# if pd.from_coin == 'USDT':
# data[f"USD_{pd.to_coin}"] = pd
# elif pd.to_coin == 'USDT':
# data[f"{pd.from_coin}_USD"] = pd
await cached.set(ckey, data)
return data
async def _get_tickers(self) -> AsyncGenerator[PriceData, None]:
"""
Used internally by :meth:`.get_tickers`
Queries the Binance 24hr ticker API :attr:`.TICKER_API` asynchronously, and returns
:class:`.PriceData` objects as an async generator (``async for x in self._get_tickers()``)
:return AsyncGenerator[PriceData,None] ticker: An async generator of :class:`.PriceData` tickers
"""
# Query the Binance API and obtain the ticker data as a list of dictionaries
async with httpx.AsyncClient() as client:
data = await client.get(self.TICKER_API, timeout=20)
try:
data.raise_for_status()
except HTTPError as e:
try:
data = e.response.json()
raise ExchangeDown(f"{self.name} appears to be down. Error was: {data}")
except (JSONDecodeError, AttributeError, KeyError):
raise ExchangeDown(f"{self.name} appears to be down. Error was: {type(e)} {str(e)}")
res: List[dict] = data.json()
# Loop over each ticker dictionary and return a PriceData object
for d in res: # type: dict
sym: str = d['symbol']
# Binance pairs are formatted like 'BTCUSD', so we need to scan the pair to figure out what
# the 'to_coin' symbol actually is, then we can extract the from_coin.
b = self._find_base(sym)
if b is None:
log.debug("Skipping symbol '%s' as could not identify base symbol of pair...", sym)
continue
yield PriceData(
from_coin=sym.split(b)[0], to_coin=b, last=d.get('lastPrice'), bid=d.get('bidPrice'),
ask=d.get('askPrice'), open=d.get('openPrice'), close=d.get('prevClosePrice'),
high=d.get('highPrice'), low=d.get('lowPrice'), volume=d.get('volume')
)
# noinspection PyTypeChecker
async def _gen_provides(self, *args, **kwargs) -> Set[Tuple[str, str]]:
t = await self.get_tickers()
_provides: Set[Tuple[str, str]] = set()
for k, _ in t.items():
_provides.add(tuple(k.split('_')))
return _provides
@async_property
async def provides(self) -> Set[Tuple[str, str]]:
"""
Binance provides ALL of their tickers through one GET query, so we can generate ``provides``
simply by querying their API via :meth:`._get_tickers` (using :meth:`._gen_provides`)
We cache the provides Set both class-locally in :attr:`._provides`, as well as via the Privex Helpers
Cache system - :mod:`privex.helpers.cache`
"""
if empty(self._provides, itr=True):
_prov = await cached.get(f"pvxex:{self.code}:provides")
if not empty(_prov):
self._provides = _prov
else:
self._provides = await self._gen_provides()
await cached.set(f"pvxex:{self.code}:provides", self._provides)
return self._provides
async def _get_pair(self, from_coin: str, to_coin: str) -> PriceData:
tickers = await self.tickers
from_coin, to_coin = from_coin.upper(), to_coin.upper()
key = f"{from_coin}_{to_coin}"
if key not in tickers:
if from_coin == 'USD': key = f"USDT_{to_coin}"
if to_coin == 'USD': key = f"{from_coin}_USDT"
if key in tickers: return tickers[key]
if from_coin == 'USD': key = f"USDC_{to_coin}"
if to_coin == 'USD': key = f"{from_coin}_USDC"
if key in tickers: return tickers[key]
raise PairNotFound(f"The coin pair '{from_coin}/{to_coin}' is not supported by {self.name}")
return tickers[key]