Merge branch '0.32/connector-altmarkets' into 0.32-altmarkets

TheHolyRoger · Oct 6, 2020 · 13591bb · 13591bb
2 parents a347962 + 299ca12
commit 13591bb
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diff --git a/hummingbot/connector/exchange/altmarkets/altmarkets_auth.py b/hummingbot/connector/exchange/altmarkets/altmarkets_auth.py
@@ -36,7 +36,6 @@ def generate_signature(self) -> (Dict[str, Any]):
         return True
 
     def get_headers(self) -> (Dict[str, Any]):
-        # if self.signature is None or self.nonce is None or self.signature_timestamp < int(time.time()):
         self.generate_signature()
         return {
             "X-Auth-Apikey": self.api_key,

diff --git a/hummingbot/connector/exchange/altmarkets/altmarkets_order_book.pyx b/hummingbot/connector/exchange/altmarkets/altmarkets_order_book.pyx
@@ -37,15 +37,13 @@ cdef class AltmarketsOrderBook(OrderBook):
                                        metadata: Optional[Dict] = None) -> OrderBookMessage:
         if metadata:
             msg.update(metadata)
-        # print(f"Snap rawmsg: {msg}")
         msg_ts = int(time.time() * 1e-3)
         content = {
             "trading_pair": convert_from_exchange_trading_pair(msg["trading_pair"]),
             "update_id": msg_ts,
             "bids": msg["bids"],
             "asks": msg["asks"]
         }
-        # print(f"Snap msg: {content}")
         return OrderBookMessage(OrderBookMessageType.SNAPSHOT, content, timestamp or msg_ts)
 
     @classmethod
@@ -64,7 +62,6 @@ cdef class AltmarketsOrderBook(OrderBook):
             "amount": msg["amount"],
             "price": msg["price"]
         }
-        # print(f"Trade msg: {content}")
         return OrderBookMessage(OrderBookMessageType.DIFF, content, timestamp or msg_ts)
 
     @classmethod
@@ -74,7 +71,6 @@ cdef class AltmarketsOrderBook(OrderBook):
                                    metadata: Optional[Dict] = None) -> OrderBookMessage:
         if metadata:
             msg.update(metadata)
-        # print(f"Diff raw_msg: {msg}")
         msg_ts = int(time.time() * 1e-3)
         content = {
             "trading_pair": convert_from_exchange_trading_pair(msg["trading_pair"]),
@@ -86,82 +82,8 @@ cdef class AltmarketsOrderBook(OrderBook):
             for x in range(len(content[bid_ask])):
                 if content[bid_ask][x][1] == '':
                     content[bid_ask][x][1] = '0.0'
-        # print(f"Diff msg: {content}")
         return OrderBookMessage(OrderBookMessageType.DIFF, content, timestamp or msg_ts)
 
-    @classmethod
-    def snapshot_message_from_db(cls, record: RowProxy, metadata: Optional[Dict] = None) -> OrderBookMessage:
-        msg = record["json"] if type(record["json"])==dict else ujson.loads(record["json"])
-        if metadata:
-            msg.update(metadata)
-        msg_ts = int(time.time() * 1e-3)
-        msg_key = list(msg.keys())[0]
-        trading_pair = msg_key.split(".")[0]
-        return OrderBookMessage(OrderBookMessageType.SNAPSHOT, {
-            "trading_pair": convert_from_exchange_trading_pair(trading_pair),
-            "update_id": msg_ts,
-            "bids": msg[msg_key]["bids"],
-            "asks": msg[msg_key]["asks"]
-        }, timestamp=msg_ts)
-
-    @classmethod
-    def diff_message_from_db(cls, record: RowProxy, metadata: Optional[Dict] = None) -> OrderBookMessage:
-        print("Diff MSG from DB")
-        ts = record["timestamp"]
-        msg = record["json"] if type(record["json"])==dict else ujson.loads(record["json"])
-        if metadata:
-            msg.update(metadata)
-        return OrderBookMessage(OrderBookMessageType.DIFF, {
-            "trading_pair": convert_from_exchange_trading_pair(msg["s"]),
-            "update_id": int(ts),
-            "bids": msg["b"],
-            "asks": msg["a"]
-        }, timestamp=ts * 1e-3)
-
-    @classmethod
-    def snapshot_message_from_kafka(cls, record: ConsumerRecord, metadata: Optional[Dict] = None) -> OrderBookMessage:
-        ts = record.timestamp
-        msg = ujson.loads(record.value.decode())
-        if metadata:
-            msg.update(metadata)
-        return OrderBookMessage(OrderBookMessageType.SNAPSHOT, {
-            "trading_pair": convert_from_exchange_trading_pair(msg["ch"].split(".")[1]),
-            "update_id": ts,
-            "bids": msg["tick"]["bids"],
-            "asks": msg["tick"]["asks"]
-        }, timestamp=ts * 1e-3)
-
-    @classmethod
-    def diff_message_from_kafka(cls, record: ConsumerRecord, metadata: Optional[Dict] = None) -> OrderBookMessage:
-        decompressed = bz2.decompress(record.value)
-        msg = ujson.loads(decompressed)
-        ts = record.timestamp
-        if metadata:
-            msg.update(metadata)
-        return OrderBookMessage(OrderBookMessageType.DIFF, {
-            "trading_pair": convert_from_exchange_trading_pair(msg["s"]),
-            "update_id": ts,
-            "bids": msg["bids"],
-            "asks": msg["asks"]
-        }, timestamp=ts * 1e-3)
-
-    @classmethod
-    def trade_message_from_db(cls, record: RowProxy, metadata: Optional[Dict] = None):
-        msg = record
-        msg_ts = int(msg["date"])
-        # ts = record.timestamp
-        # data = msg["tick"]["data"][0]
-        if metadata:
-            msg.update(metadata)
-        return OrderBookMessage(OrderBookMessageType.TRADE, {
-            "trading_pair": convert_from_exchange_trading_pair(msg["trading_pair"]),
-            "trade_type": float(TradeType.BUY.value) if msg["taker_type"] == "sell" else float(TradeType.SELL.value),
-            "trade_id": msg["tid"],
-            "update_id": msg_ts,
-            "amount": msg["amount"],
-            "price": msg["price"]
-        }, timestamp=msg_ts)
-
     @classmethod
     def from_snapshot(cls, msg: OrderBookMessage) -> "OrderBook":
         retval = AltmarketsOrderBook()