cleanup formatting

cryptofeed/backends/aggregate.py

@@ -18,7 +18,6 @@ def __init__(self, *args, timer=60, **kwargs):
         self.timer = timer
         self.last_update = 0
 
-
     async def __call__(self, **kwargs):
         now = time.time()
         if now - self.last_update > self.timer:

cryptofeed/backends/arctic.py

@@ -50,7 +50,8 @@ async def __call__(self, *, feed: str, pair: str, side: str, amount: Decimal, pr
         else:
             ts = timestamp_normalize(feed, timestamp)
 
-        df = pd.DataFrame({'feed': [feed], 'pair': [pair], 'id': [order_id], 'date': [dt.utcfromtimestamp(ts)], 'side': [side], 'amount': [float(amount)], 'price': [float(price)]})
+        df = pd.DataFrame({'feed': [feed], 'pair': [pair], 'id': [order_id], 'date': [dt.utcfromtimestamp(ts)],
+                           'side': [side], 'amount': [float(amount)], 'price': [float(price)]})
         df['date'] = pd.to_datetime(df.date)
         df.set_index(['date'], inplace=True)
         self.lib.append(self.key, df, upsert=True)

cryptofeed/backends/influxdb.py

@@ -17,7 +17,6 @@
 LOG = logging.getLogger('feedhandler')
 
 
-
 class InfluxCallback:
     def __init__(self, addr: str, db: str, **kwargs):
         """
@@ -69,7 +68,7 @@ async def __call__(self, *, feed: str, pair: str, side: str, amount: Decimal, pr
         price = float(price)
         trade = f'{feed},pair={pair},feed=trades,side={side}'
         if order_id:
-            trade+= f',id={order_id}'
+            trade += f',id={order_id}'
         trade += f' amount={amount},price={price}'
 
         if timestamp:

cryptofeed/backends/redis.py

@@ -44,7 +44,8 @@ async def __call__(self, *, feed: str, pair: str, side: str, amount: Decimal, pr
         else:
             ts = timestamp_normalize(feed, timestamp)
 
-        data = json.dumps({'feed': feed, 'pair': pair, 'id': order_id, 'timestamp': timestamp, 'side': side, 'amount': float(amount), 'price': float(price)})
+        data = json.dumps({'feed': feed, 'pair': pair, 'id': order_id, 'timestamp': timestamp,
+                           'side': side, 'amount': float(amount), 'price': float(price)})
 
         await self.redis.zadd("{}-{}-{}".format(self.key, feed, pair), ts, data, exist=self.redis.ZSET_IF_NOT_EXIST)
 
@@ -85,7 +86,6 @@ def __init__(self, *args, **kwargs):
         self.depth = kwargs.get('depth', None)
         self.previous = {BID: {}, ASK: {}}
 
-
     async def __call__(self, *, feed, pair, book, timestamp):
         ts = time.time()
 

cryptofeed/backends/socket.py

@@ -26,7 +26,7 @@ def connection_made(self, transport):
         self.transport = transport
 
     def datagram_received(self, data, addr):
-       pass
+        pass
 
     def error_received(self, exc):
         LOG.error('UDP backend received exception: %s', exc)

cryptofeed/binance/binance.py

@@ -122,9 +122,9 @@ async def _book(self, msg, pair):
         }
         """
         self.l2_book = {
-                BID: sd({Decimal(bid[0]): Decimal(bid[1]) for bid in msg['bids']}),
-                ASK: sd({Decimal(ask[0]): Decimal(ask[1]) for ask in msg['asks']})
-            }
+            BID: sd({Decimal(bid[0]): Decimal(bid[1]) for bid in msg['bids']}),
+            ASK: sd({Decimal(ask[0]): Decimal(ask[1]) for ask in msg['asks']})
+        }
 
         await self.callbacks[L2_BOOK](feed=self.id, pair=pair, book=self.l2_book, timestamp=time.time() * 1000)
 

cryptofeed/binance/pairs.py

@@ -16,4 +16,5 @@ def gen_pairs():
         ret[normalized] = symbol['symbol']
     return ret
 
+
 binance_pair_mapping = gen_pairs()

cryptofeed/bitfinex/bitfinex.py

@@ -57,7 +57,6 @@ def __reset(self):
         self.order_map = defaultdict(dict)
         self.seq_no = 0
 
-
     async def _ticker(self, msg):
         chan_id = msg[0]
         if msg[1] == 'hb':
@@ -102,12 +101,12 @@ async def _trade_update(trade):
                                               period=period)
             else:
                 await self.callbacks[TRADES](feed=self.id,
-                                            pair=pair,
-                                            side=side,
-                                            amount=amount,
-                                            price=price,
-                                            order_id=order_id,
-                                            timestamp=timestamp)
+                                             pair=pair,
+                                             side=side,
+                                             amount=amount,
+                                             price=price,
+                                             order_id=order_id,
+                                             timestamp=timestamp)
 
         if isinstance(msg[1], list):
             # snapshot
@@ -180,12 +179,12 @@ async def _book(self, msg):
 
         await self.book_callback(pair, L2_BOOK, forced, delta, timestamp)
 
-
     async def _raw_book(self, msg):
         """
         For L3 book updates
         """
         timestamp = time.time() * 1000
+
         def add_to_book(pair, side, price, order_id, amount):
             if price in self.l3_book[pair][side]:
                 self.l3_book[pair][side][price][order_id] = amount
@@ -253,7 +252,6 @@ def remove_from_book(pair, side, order_id):
                     add_to_book(pair, side, price, order_id, amount)
                     self.order_map[pair][side][order_id] = {'price': price, 'amount': amount}
 
-
         elif msg[1] == 'hb':
             return
         else:
@@ -310,7 +308,7 @@ async def subscribe(self, websocket):
                 message = {'event': 'subscribe',
                            'channel': channel,
                            'symbol': pair
-                          }
+                           }
                 if 'book' in channel:
                     parts = channel.split('-')
                     if len(parts) != 1:

cryptofeed/bitmex/__init__.py

@@ -4,4 +4,4 @@
 Please see the LICENSE file for the terms and conditions
 associated with this software.
 '''
-from .bitmex import Bitmex
+from .bitmex import Bitmex

cryptofeed/bitmex/bitmex.py

@@ -203,8 +203,7 @@ async def _funding(self, msg):
                                           interval=data['fundingInterval'],
                                           rate=data['fundingRate'],
                                           rate_daily=data['fundingRateDaily']
-                                         )
-
+                                          )
 
     async def message_handler(self, msg):
         msg = json.loads(msg, parse_float=Decimal)

cryptofeed/coinbase/coinbase.py

@@ -113,14 +113,14 @@ async def _book_update(self, msg):
             await self.book_callback(pair, L3_BOOK, False, delta, timestamp)
 
         await self.callbacks[TRADES](
-                feed=self.id,
-                pair=msg['product_id'],
-                order_id=msg['trade_id'],
-                side=BID if msg['side'] == 'buy' else ASK,
-                amount=Decimal(msg['size']),
-                price=Decimal(msg['price']),
-                timestamp=msg['time']
-            )
+            feed=self.id,
+            pair=msg['product_id'],
+            order_id=msg['trade_id'],
+            side=BID if msg['side'] == 'buy' else ASK,
+            amount=Decimal(msg['size']),
+            price=Decimal(msg['price']),
+            timestamp=msg['time']
+        )
 
     async def _pair_level2_snapshot(self, msg):
         timestamp = dt.utcnow()
@@ -194,7 +194,6 @@ async def _open(self, msg):
         order_id = msg['order_id']
         timestamp = msg['time']
 
-
         if price in self.l3_book[pair][side]:
             self.l3_book[pair][side][price][order_id] = size
         else:
@@ -268,7 +267,6 @@ async def message_handler(self, msg):
 
             self.seq_no[pair] = msg['sequence']
 
-
         if 'type' in msg:
             if msg['type'] == 'ticker':
                 await self._ticker(msg)
@@ -298,6 +296,6 @@ async def subscribe(self, websocket):
         await websocket.send(json.dumps({"type": "subscribe",
                                          "product_ids": self.pairs,
                                          "channels": self.channels
-                                        }))
+                                         }))
         if 'full' in self.channels:
             await self._book_snapshot()

cryptofeed/coinbase/pairs.py

@@ -10,7 +10,7 @@
 def gen_pairs():
     r = requests.get('https://api.pro.coinbase.com/products').json()
 
-    return {data['id'] : data['id'] for data in r}
+    return {data['id']: data['id'] for data in r}
 
 
 coinbase_pair_mapping = gen_pairs()

cryptofeed/exceptions.py

@@ -5,8 +5,10 @@
 associated with this software.
 '''
 
+
 class MissingSequenceNumber(Exception):
     pass
 
+
 class MissingMessage(Exception):
     pass

cryptofeed/gemini/gemini.py

@@ -90,7 +90,6 @@ async def _update(self, msg):
         if forced:
             await self.book_callback(self.pair, L2_BOOK, True, None, timestamp)
 
-
     async def message_handler(self, msg):
         msg = json.loads(msg, parse_float=Decimal)
         seq_no = msg['socket_sequence']

cryptofeed/gemini/pairs.py

@@ -14,7 +14,8 @@
 
 def gen_pairs():
     ret = {}
-    defaults = ['btcusd', 'ethusd', 'ethbtc','zecusd','zecbtc','zeceth','zecbch','zecltc','bchusd','bchbtc','bcheth','ltcusd','ltcbtc','ltceth','ltcbch']
+    defaults = ['btcusd', 'ethusd', 'ethbtc', 'zecusd', 'zecbtc', 'zeceth', 'zecbch',
+                'zecltc', 'bchusd', 'bchbtc', 'bcheth', 'ltcusd', 'ltcbtc', 'ltceth', 'ltcbch']
 
     try:
         r = requests.get('https://api.gemini.com/v1/symbols').json()

cryptofeed/hitbtc/pairs.py

@@ -16,4 +16,5 @@ def gen_pairs():
         ret[normalized] = symbol['id']
     return ret
 
-hitbtc_pair_mapping = gen_pairs()
+
+hitbtc_pair_mapping = gen_pairs()

cryptofeed/kraken/kraken.py

@@ -36,12 +36,12 @@ async def _trades(self, session, pair):
                         # <price>, <volume>, <time>, <buy/sell>, <market/limit>, <miscellaneous>
                         price, amount, timestamp, side, _, _ = trade
                         await self.callbacks[TRADES](feed=self.id,
-                                                    pair=pair_exchange_to_std(pair),
-                                                    side=BID if side == 'b' else ASK,
-                                                    amount=Decimal(amount),
-                                                    price=Decimal(price),
-                                                    order_id=None,
-                                                    timestamp=timestamp)
+                                                     pair=pair_exchange_to_std(pair),
+                                                     side=BID if side == 'b' else ASK,
+                                                     amount=Decimal(amount),
+                                                     price=Decimal(price),
+                                                     order_id=None,
+                                                     timestamp=timestamp)
 
     async def _ticker(self, session, pair):
         async with session.get("{}Ticker?pair={}&count=100".format(self.address, pair)) as response:

cryptofeed/nbbo.py

@@ -10,6 +10,7 @@
 from cryptofeed.callback import Callback
 from cryptofeed.defines import BID, ASK
 
+
 class NBBO(Callback):
     def __init__(self, callback, pairs):
         self.bids = {pair: {} for pair in pairs}

cryptofeed/poloniex/pairs.py

@@ -14,6 +14,7 @@ def gen_pairs():
         ret[pairs[pair]['id']] = pair
     return ret
 
+
 poloniex_id_pair_mapping = gen_pairs()
 poloniex_pair_id_mapping = {value: key for key, value in poloniex_id_pair_mapping.items()}
-poloniex_pair_mapping = {value.split("_")[1] + "-" + value.split("_")[0] : value for _, value in poloniex_id_pair_mapping.items()}
+poloniex_pair_mapping = {value.split("_")[1] + "-" + value.split("_")[0]: value for _, value in poloniex_id_pair_mapping.items()}

cryptofeed/poloniex/poloniex.py

@@ -140,7 +140,7 @@ async def message_handler(self, msg):
             # the trading pair being updated
             seq_no = msg[1]
 
-            if chan_id not in self.seq_no :
+            if chan_id not in self.seq_no:
                 self.seq_no[chan_id] = seq_no
             elif self.seq_no[chan_id] + 1 != seq_no:
                 LOG.warning("%s: missing sequence number. Received %d, expected %d", self.id, seq_no, self.seq_no+1)
@@ -158,4 +158,4 @@ async def subscribe(self, websocket):
         for channel in self.channels:
             await websocket.send(json.dumps({"command": "subscribe",
                                              "channel": channel
-                                            }))
+                                             }))

cryptofeed/rest/__init__.py

@@ -1 +1 @@
-from cryptofeed.rest.rest import Rest
+from cryptofeed.rest.rest import Rest

cryptofeed/rest/bitfinex.py

@@ -26,7 +26,7 @@ class Bitfinex(API):
     def _nonce(self):
         return str(int(round(time.time() * 1000)))
 
-    def _generate_signature(self, url: str, body = json.dumps({})):
+    def _generate_signature(self, url: str, body=json.dumps({})):
         nonce = self._nonce()
         signature = "/api/" + url + nonce + body
         h = hmac.new(self.key_secret.encode('utf8'), signature.encode('utf8'), hashlib.sha384)

cryptofeed/rest/bitmex.py

@@ -56,7 +56,8 @@ def _get(self, ep, symbol, start_date, end_date, retry, retry_wait, freq='6H'):
 
         @request_retry(self.ID, retry, retry_wait)
         def helper(start, start_date, end_date):
-            endpoint = '/api/v1/{}?symbol={}&count={}&reverse=false&start={}&startTime={}&endTime={}'.format(ep, symbol, API_MAX, start, start_date, end_date)
+            endpoint = '/api/v1/{}?symbol={}&count={}&reverse=false&start={}&startTime={}&endTime={}'.format(
+                ep, symbol, API_MAX, start, start_date, end_date)
             header = {}
             if self.key_id and self.key_secret:
                 header = self._generate_signature("GET", endpoint)

cryptofeed/rest/coinbase.py

@@ -1,4 +1,9 @@
-import time, json, hashlib, hmac, requests, base64
+import time
+import json
+import hashlib
+import hmac
+import requests
+import base64
 from time import sleep
 from datetime import datetime as dt
 import logging
@@ -21,18 +26,18 @@ class Coinbase(API):
     api = "https://api.pro.coinbase.com"
     sandbox_api = "https://api-public.sandbox.pro.coinbase.com"
 
-    def _generate_signature(self, endpoint: str, method: str, body = ''):
+    def _generate_signature(self, endpoint: str, method: str, body=''):
         timestamp = str(time.time())
         message = ''.join([timestamp, method, endpoint, body])
         hmac_key = base64.b64decode(self.key_secret)
         signature = hmac.new(hmac_key, message.encode('ascii'), hashlib.sha256)
         signature_b64 = base64.b64encode(signature.digest()).decode('utf-8')
 
         return {
-            'CB-ACCESS-KEY': self.key_id, # The api key as a string.
-            'CB-ACCESS-SIGN': signature_b64, # The base64-encoded signature (see Signing a Message).
-            'CB-ACCESS-TIMESTAMP': timestamp, # A timestamp for your request.
-            'CB-ACCESS-PASSPHRASE': self.key_passphrase, # The passphrase you specified when creating the API key
+            'CB-ACCESS-KEY': self.key_id,  # The api key as a string.
+            'CB-ACCESS-SIGN': signature_b64,  # The base64-encoded signature (see Signing a Message).
+            'CB-ACCESS-TIMESTAMP': timestamp,  # A timestamp for your request.
+            'CB-ACCESS-PASSPHRASE': self.key_passphrase,  # The passphrase you specified when creating the API key
             'Content-Type': 'Application/JSON',
         }
 
@@ -203,7 +208,6 @@ def fills(self, symbol=None, start=None, end=None, retry=None, retry_wait=10):
         """
         return self._get_fills(symbol=symbol, retry=retry, retry_wait=retry_wait, start_date=start, end_date=end)
 
-
     def execute_trades(self, trades_to_make: list):
         """
         https://docs.gdax.com/?python#place-a-new-order