fix orderbook decimal json serialization

Author: csko

gdax/orderbook.py

@@ -54,7 +54,8 @@ async def __aenter__(self):
         if self._trade_file:
             await asyncio.gather(
                 *[self._trade_file.write(
-                    f'B {product_id} {json.dumps(book)}\n')
+                    f'B {product_id} '
+                    f'{json.dumps(book, cls=gdax.utils.DecimalEncoder)}\n')
                   for product_id, book in zip(self.product_ids, books)])
 
         for product_id, book in zip(self.product_ids, books):

gdax/utils.py

@@ -1,8 +1,10 @@
 """Utils for message signing, etc."""
 
 import base64
+import decimal
 import hashlib
 import hmac
+import json
 
 
 def get_signature(path, method, body, timestamp, api_secret):
@@ -19,3 +21,10 @@ def get_signature(path, method, body, timestamp, api_secret):
     signature_b64 = base64.b64encode(signature.digest())
 
     return signature_b64.decode('ascii')
+
+
+class DecimalEncoder(json.JSONEncoder):
+    def default(self, o):
+        if isinstance(o, decimal.Decimal):
+            return float(o)
+

tests/test_orderbook.py

@@ -9,6 +9,7 @@
 
 import gdax
 import gdax.orderbook
+import gdax.utils
 
 from tests.helpers import AsyncContextManagerMock, generate_id
 
@@ -258,9 +259,16 @@ async def test_logfile(self, mock_book, mock_connect):
             json.dumps(message_expected)
         ]
         product_id = 'ETH-USD'
-        book = {'bids': [], 'asks': [], 'sequence': 1}
+        book = {
+            'bids': [[Decimal("849.6"), Decimal("100"), id2]],
+            'asks': [[Decimal("849.61"), Decimal("0.02"), id1]],
+            'sequence': 1,
+        }
+
         mock_book.return_value = book
-        calls = [call(f'B {product_id} {json.dumps(book)}\n')]
+        calls = [call(f'B {product_id} '
+                      f'{json.dumps(book, cls=gdax.utils.DecimalEncoder)}\n')]
+
         with patch('aiofiles.open',
                    new_callable=AsyncContextManagerMock) as mock_open:
             mock_open.return_value.aenter.write = CoroutineMock()