Let kraken.spot.OrderbookClient use Spot Websocket API v2 (#139)

Author: btschwertfeger

examples/spot_orderbook.py

@@ -66,13 +66,16 @@ async def on_book_update(self: Orderbook, pair: str, message: list) -> None:
         bid: List[Tuple[str, str]] = list(book["bid"].items())
         ask: List[Tuple[str, str]] = list(book["ask"].items())
 
-        print("Bid         Volume\t\t Ask         Volume")
+        print("Bid     Volume\t\t  Ask     Volume")
         for level in range(self.depth):
             print(
                 f"{bid[level][0]} ({bid[level][1][0]}) \t {ask[level][0]} ({ask[level][1][0]})"
             )
 
         assert book["valid"]  # ensure that the checksum is valid
+        # … the client will automatically resubscribe to a book feed if the
+        #   checksum is not valid. The user must not do anything for that, but
+        #   will get informed.
 
 
 async def main() -> None:
@@ -86,10 +89,10 @@ async def main() -> None:
     Finally we need some "game loop" - so we create a while loop
     that runs as long as there is no error.
     """
-    orderbook: Orderbook = Orderbook()
+    orderbook: Orderbook = Orderbook(depth=10)
 
     await orderbook.add_book(
-        pairs=["XBT/USD"]  # we can also subscribe to more currency pairs
+        pairs=["BTC/USD"]  # we can also subscribe to more currency pairs
     )
 
     while not orderbook.exception_occur:

kraken/spot/funding.py

@@ -10,7 +10,7 @@
 
 from typing import List, Optional, Union
 
-from ..base_api import KrakenBaseSpotAPI, defined
+from kraken.base_api import KrakenBaseSpotAPI, defined
 
 
 class Funding(KrakenBaseSpotAPI):

kraken/spot/market.py

@@ -11,7 +11,7 @@
 from functools import lru_cache
 from typing import List, Optional, Union
 
-from ..base_api import KrakenBaseSpotAPI, defined, ensure_string
+from kraken.base_api import KrakenBaseSpotAPI, defined, ensure_string
 
 
 class Market(KrakenBaseSpotAPI):