80 lines
2.0 KiB
Python
80 lines
2.0 KiB
Python
|
"""
|
||
|
|
Base REST client helpers for direct exchange connections.
|
||
|
|
|
||
|
|
Notes:
|
||
|
|
- Keep this minimal and dependency-light (requests only).
|
||
|
|
- All secrets must be excluded from logs.
|
||
|
|
"""
|
||
|
|
|
||
|
|
from __future__ import annotations
|
||
|
|
|
||
|
|
import json
|
||
|
|
import time
|
||
|
|
from dataclasses import dataclass
|
||
|
|
from typing import Any, Dict, Optional, Tuple
|
||
|
|
|
||
|
|
import requests
|
||
|
|
|
||
|
|
|
||
|
|
@dataclass
|
||
|
|
class LiveOrderResult:
|
||
|
|
exchange_id: str
|
||
|
|
exchange_order_id: str
|
||
|
|
filled: float
|
||
|
|
avg_price: float
|
||
|
|
raw: Dict[str, Any]
|
||
|
|
|
||
|
|
|
||
|
|
class LiveTradingError(Exception):
|
||
|
|
pass
|
||
|
|
|
||
|
|
|
||
|
|
class BaseRestClient:
|
||
|
|
def __init__(self, base_url: str, timeout_sec: float = 15.0):
|
||
|
|
self.base_url = (base_url or "").rstrip("/")
|
||
|
|
self.timeout_sec = float(timeout_sec)
|
||
|
|
|
||
|
|
def _url(self, path: str) -> str:
|
||
|
|
p = str(path or "")
|
||
|
|
if not p.startswith("/"):
|
||
|
|
p = "/" + p
|
||
|
|
return f"{self.base_url}{p}"
|
||
|
|
|
||
|
|
def _request(
|
||
|
|
self,
|
||
|
|
method: str,
|
||
|
|
path: str,
|
||
|
|
*,
|
||
|
|
params: Optional[Dict[str, Any]] = None,
|
||
|
|
json_body: Optional[Dict[str, Any]] = None,
|
||
|
|
headers: Optional[Dict[str, str]] = None,
|
||
|
|
data: Optional[Any] = None,
|
||
|
|
) -> Tuple[int, Dict[str, Any], str]:
|
||
|
|
url = self._url(path)
|
||
|
|
resp = requests.request(
|
||
|
|
method=str(method or "GET").upper(),
|
||
|
|
url=url,
|
||
|
|
params=params or None,
|
||
|
|
json=json_body if json_body is not None else None,
|
||
|
|
data=data,
|
||
|
|
headers=headers or None,
|
||
|
|
timeout=self.timeout_sec,
|
||
|
|
)
|
||
|
|
text = resp.text or ""
|
||
|
|
parsed: Dict[str, Any] = {}
|
||
|
|
try:
|
||
|
|
parsed = resp.json() if text else {}
|
||
|
|
except Exception:
|
||
|
|
parsed = {"raw_text": text[:2000]}
|
||
|
|
return int(resp.status_code), parsed, text
|
||
|
|
|
||
|
|
@staticmethod
|
||
|
|
def _now_ms() -> int:
|
||
|
|
return int(time.time() * 1000)
|
||
|
|
|
||
|
|
@staticmethod
|
||
|
|
def _json_dumps(obj: Any) -> str:
|
||
|
|
return json.dumps(obj, ensure_ascii=False, separators=(",", ":"))
|
||
|
|
|
||
|
|
|