Binance margin, USDS-M futures, COIN-M futures (#44)

* USDS-M futures

* Binance margin endpoints

CHANGELOG.md

@@ -6,6 +6,23 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 ## [Pending release]
 
+## [4.0.0] - 2021-04-24
+
+### Added
+
+- `binance` margin and USDS-M futures endpoints
+- following existing classes, methods and types were renamed:
+
+```
+binance.enums.CandelstickInterval -> binance.enums.Interval
+binance.BinanceWebsocket.BestOrderBookTickerSubscription -> binance.BinanceWebsocket.OrderBookTickerSubscription
+binance.BinanceWebsocket.BestOrderBookSymbolTickerSubscription -> binance.BinanceWebsocket.OrderBookSymbolTickerSubscription
+binance.BinanceClient.get_candelsticks -> binance.BinanceClient.get_candlesticks
+binance.BinanceClient.get_best_orderbook_ticker -> binance.BinanceClient.get_orderbook_ticker
+bitforex.enums.CandelstickInterval -> bitforex.enums.CandlestickInterval
+bitvavo.enums.CandelstickInterval -> bitvavo.enums.CandlestickInterval
+```
+
 ## [3.10.0] - 2021-04-21
 
 ### Added
@@ -113,7 +130,8 @@ The project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html
 
 The official release of `cryptoxlib-aio`.
 
-[Pending release]: https://github.com/nardew/cryptoxlib-aio/compare/3.10.0...HEAD
+[Pending release]: https://github.com/nardew/cryptoxlib-aio/compare/4.0.0...HEAD
+[3.10.0]: https://github.com/nardew/cryptoxlib-aio/compare/3.10.0...4.0.0
 [3.10.0]: https://github.com/nardew/cryptoxlib-aio/compare/3.9.0...3.10.0
 [3.9.0]: https://github.com/nardew/cryptoxlib-aio/compare/3.8.1...3.9.0
 [3.8.1]: https://github.com/nardew/cryptoxlib-aio/compare/3.8.0...3.8.1

README.md

@@ -1,4 +1,4 @@
-# cryptoxlib-aio 3.10.0
+# cryptoxlib-aio 4.0.0
 
 ![](https://img.shields.io/badge/python-3.6-blue.svg) ![](https://img.shields.io/badge/python-3.7-blue.svg) ![](https://img.shields.io/badge/python-3.8-blue.svg)
 
@@ -8,13 +8,14 @@
 
 ---
 
-**[! ! !]** Binance USDS-M futures and margin endpoints (thank you @davidmcnabnz) now available under `binance_futures` branch (see PR [#44](https://github.com/nardew/cryptoxlib-aio/pull/44) for code changes).
+**==>** Binance USDS-M futures and margin endpoints (thank you @davidmcnabnz) now available!
 
 ---
 
-### What's new in version 3.10.0
+### What's been recently added
 
-- `bitpanda` supports update of orders via streams (see `BitpandaWebsocket.py:UpdateOrderMessage`)
+- `binance` margin and USDS-M futures endpoints!
+- `bitpanda` supports update of orders via streams
 
 For the full history of changes see [CHANGELOG](https://github.com/nardew/cryptoxlib-aio/blob/master/CHANGELOG.md).
 
@@ -50,7 +51,7 @@ As mentioned earlier, all exchanges listed below include full support for websoc
 | ![aax](https://raw.githubusercontent.com/nardew/cryptoxlib-aio/master/images/aax.png) | AAX | [API](https://www.aax.com/apidoc/index.html#introduction) |
 | ![bibox](https://user-images.githubusercontent.com/51840849/77257418-3262b000-6c85-11ea-8fb8-20bdf20b3592.jpg) | Bibox | [API](https://biboxcom.github.io/en/restful_intro.html#t0) |
 | ![bibox_europe](https://raw.githubusercontent.com/nardew/cryptoxlib-aio/master/images/bibox_europe.png) | BiboxEurope | [API](https://github.com/BiboxEurope/API_Docs_en) |
-| ![binance](https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg) | Binance |[API](https://binance-docs.github.io/apidocs/spot/en/#change-log) | 
+| ![binance](https://user-images.githubusercontent.com/1294454/29604020-d5483cdc-87ee-11e7-94c7-d1a8d9169293.jpg) | Binance (spot, margin, USDS-M futures) |[API](https://binance-docs.github.io/apidocs/spot/en/#change-log) | 
 | ![bitforex](https://user-images.githubusercontent.com/1294454/44310033-69e9e600-a3d8-11e8-873d-54d74d1bc4e4.jpg) | Bitforex | [API](https://github.com/githubdev2020/API_Doc_en/wiki) |
 | ![bitpanda](https://raw.githubusercontent.com/nardew/cryptoxlib-aio/master/images/bitpanda.png) | Bitpanda Pro | [API](https://developers.bitpanda.com/exchange/) |
 | ![bitvavo](https://raw.githubusercontent.com/nardew/cryptoxlib-aio/master/images/bitvavo.png) | Bitvavo | [API](https://docs.bitvavo.com/#section/Introduction) |
@@ -122,7 +123,7 @@ bitforex.compose_subscriptions([
 
 # Another bundle of subscriptions
 bitforex.compose_subscriptions([
-    TickerSubscription(pair = Pair('BTC', 'USDT'), size = "2", interval = enums.CandelstickInterval.I_1MIN, callbacks = [ticker_update]),
+    TickerSubscription(pair = Pair('BTC', 'USDT'), size = "2", interval = enums.Interval.I_1MIN, callbacks = [ticker_update]),
     Ticker24hSubscription(pair = Pair('BTC', 'USDT'), callbacks = [ticker24_update])
 ])
 

cryptoxlib/CryptoXLib.py

@@ -4,6 +4,7 @@
 from cryptoxlib.clients.bibox_europe.BiboxEuropeClient import BiboxEuropeClient
 from cryptoxlib.clients.bitpanda.BitpandaClient import BitpandaClient
 from cryptoxlib.clients.binance.BinanceClient import BinanceClient, BinanceTestnetClient
+from cryptoxlib.clients.binance.BinanceFuturesClient import BinanceUSDSMFuturesClient, BinanceUSDSMFuturesTestnetClient
 from cryptoxlib.clients.binance import enums as binance_enums
 from cryptoxlib.clients.bitvavo.BitvavoClient import BitvavoClient
 from cryptoxlib.clients.btse.BtseClient import BtseClient
@@ -42,6 +43,14 @@ def create_binance_client(api_key: str, sec_key: str,
     def create_binance_testnet_client(api_key: str, sec_key: str) -> BinanceTestnetClient:
         return BinanceTestnetClient(api_key, sec_key)
 
+    @staticmethod
+    def create_binance_usds_m_futures_client(api_key: str, sec_key: str) -> BinanceUSDSMFuturesClient:
+        return BinanceUSDSMFuturesClient(api_key, sec_key)
+
+    @staticmethod
+    def create_binance_usds_m_futures_testnet_client(api_key: str, sec_key: str) -> BinanceUSDSMFuturesTestnetClient:
+        return BinanceUSDSMFuturesTestnetClient(api_key, sec_key)
+
     @staticmethod
     def create_bitvavo_client(api_key: str, sec_key: str) -> BitvavoClient:
         return BitvavoClient(api_key, sec_key)

cryptoxlib/CryptoXLibClient.py

@@ -102,7 +102,7 @@ async def _create_rest_call(self, rest_call_type: RestCallType, resource: str, d
             else:
                 raise Exception(f"Unsupported REST call type {rest_call_type}.")
 
-            LOG.debug(f"> rest type [{rest_call_type.name}], resource [{resource}], params [{params}], headers [{headers}], data [{data}]")
+            LOG.debug(f"> rest type [{rest_call_type.name}], uri [{resource_uri}], params [{params}], headers [{headers}], data [{data}]")
             async with rest_call as response:
                 status_code = response.status
                 headers = response.headers

cryptoxlib/WebsocketMgr.py

@@ -305,8 +305,8 @@ async def run(self) -> None:
                         for task in done:
                             try:
                                 task.result()
-                            except Exception:
-                                LOG.debug("Websocket processing has led to an exception, all pending tasks will be cancelled.")
+                            except Exception as e:
+                                LOG.debug(f"Websocket processing has led to an exception, all pending tasks will be cancelled.")
                                 for task in pending:
                                     if not task.cancelled():
                                         task.cancel()