Merge branch 'master' into bybit-spot

bmoscon · Nov 5, 2023 · 5fcc704 · 5fcc704
2 parents d327e5d + e803189
commit 5fcc704
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Showing 6 changed files with 23 additions and 11 deletions.
diff --git a/CHANGES.md b/CHANGES.md
@@ -6,6 +6,8 @@
  * Bugfix: InfluxDB none type conversions
  * New Exchange: GateIO Futures
  * Feature: Added support for Bybit spot orderbook and trade websocket endpoints
+ * Bugfix: Fix instrument types in symbol parsing on Bitmex
+ * Bugfix: fix crash issue when init symbol data on Kraken Futures
 
 ### 2.3.2 (2023-05-27)
  * Bugfix: Fix Socket backend

diff --git a/cryptofeed/backends/aggregate.py b/cryptofeed/backends/aggregate.py
@@ -13,7 +13,7 @@
 class AggregateCallback:
     def __init__(self, handler):
         self.handler = handler
-        if hasattr(self.handler, '__class__'):
+        if not callable(self.handler):
             setattr(self, 'start', self.handler.start)
             setattr(self, 'stop', self.handler.stop)
             self.__name__ = self.handler.__class__

diff --git a/cryptofeed/exchanges/bitmex.py b/cryptofeed/exchanges/bitmex.py
@@ -15,7 +15,7 @@
 
 from yapic import json
 
-from cryptofeed.defines import BID, ASK, BITMEX, BUY, CANCELLED, FILLED, FUNDING, FUTURES, L2_BOOK, LIMIT, LIQUIDATIONS, MARKET, OPEN, OPEN_INTEREST, ORDER_INFO, PERPETUAL, SELL, TICKER, TRADES, UNFILLED
+from cryptofeed.defines import BID, ASK, BITMEX, BUY, CANCELLED, FILLED, FUNDING, FUTURES, L2_BOOK, LIMIT, LIQUIDATIONS, MARKET, OPEN, OPEN_INTEREST, ORDER_INFO, PERPETUAL, SELL, SPOT, TICKER, TRADES, UNFILLED
 from cryptofeed.feed import Feed
 from cryptofeed.symbols import Symbol
 from cryptofeed.connection import AsyncConnection, RestEndpoint, Routes, WebsocketEndpoint
@@ -49,15 +49,23 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
             base = entry['rootSymbol'].replace("XBT", "BTC")
             quote = entry['quoteCurrency'].replace("XBT", "BTC")
 
-            stype = PERPETUAL
-            if entry['expiry']:
+            if entry['typ'] == 'FFWCSX':
+                stype = PERPETUAL
+            elif entry['typ'] == 'FFCCSX':
                 stype = FUTURES
+            elif entry['typ'] == 'IFXXXP':
+                stype = SPOT
+            else:
+                LOG.info('Unsupported type %s for instrument %s', entry['typ'], entry['symbol'])
 
             s = Symbol(base, quote, type=stype, expiry_date=entry['expiry'])
-            ret[s.normalized] = entry['symbol']
-            info['tick_size'][s.normalized] = entry['tickSize']
-            info['instrument_type'][s.normalized] = stype
-            info['is_quanto'][s.normalized] = entry['isQuanto']
+            if s.normalized not in ret:
+                ret[s.normalized] = entry['symbol']
+                info['tick_size'][s.normalized] = entry['tickSize']
+                info['instrument_type'][s.normalized] = stype
+                info['is_quanto'][s.normalized] = entry['isQuanto']
+            else:
+                LOG.info('Ignoring duplicate symbol mapping %s<=>%s', s.normalized, entry['symbol'])
 
         return ret, info
 

diff --git a/cryptofeed/exchanges/kraken_futures.py b/cryptofeed/exchanges/kraken_futures.py
@@ -40,10 +40,12 @@ def timestamp_normalize(cls, ts: float) -> float:
 
     @classmethod
     def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
+        # Docs, https://support.kraken.com/hc/en-us/articles/360022835891-Ticker-symbols
         _kraken_futures_product_type = {
             'FI': 'Inverse Futures',
             'FV': 'Vanilla Futures',
             'PI': 'Perpetual Inverse Futures',
+            'FF': 'Fixed Maturity Linear Futures',
             'PF': 'Perpetual Linear Multi-Collateral Futures',
             'PV': 'Perpetual Vanilla Futures',
             'IN': 'Real Time Index',
@@ -63,7 +65,7 @@ def _parse_symbol_data(cls, data: dict) -> Tuple[Dict, Dict]:
                 stype = FUTURES
                 symbol, expiry = symbol.split("_")
             symbol = symbol.replace('XBT', 'BTC')
-            base, quote = symbol[:len(symbol) - 3], symbol[-3:]
+            base, quote = symbol[:-3], symbol[-3:]
 
             s = Symbol(base, quote, type=stype, expiry_date=expiry)
 

diff --git a/requirements.txt b/requirements.txt
@@ -1,6 +1,6 @@
 aiodns>=1.1  # aiodns speeds up DNS resolving
 aiofile>=2.0.0
-aiohttp==3.8.4
+aiohttp==3.8.5
 cchardet
 cython
 order_book==0.6.0

diff --git a/setup.py b/setup.py
@@ -77,7 +77,7 @@ def run_tests(self):
         "requests>=2.18.4",
         "websockets>=10.0",
         "pyyaml",
-        "aiohttp==3.8.4",
+        "aiohttp==3.8.5",
         "aiofile>=2.0.0",
         "yapic.json>=1.6.3",
         'uvloop ; platform_system!="Windows"',