Update "outboundAccountPosition" not supported

bmschwartz commented 4 years ago

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[ ] Feature Request
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Environment

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Operating System? (include version)

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Exact Python Version?

Python 3.8.5

Pip Version?

pip 20.1.1

Description of your issue

I found that unicorn_fy does not support the outboundAccountPosition socket update. The fix is pretty straightforward and I can create a PR or just use what I put in the comments here

Traceback (most recent call last):
  File "/Users/bschwartz/.pyenv/versions/3.8.5/lib/python3.8/threading.py", line 932, in _bootstrap_inner
    self.run()
  File "/Users/bschwartz/.pyenv/versions/3.8.5/lib/python3.8/threading.py", line 870, in run
    self._target(*self._args, **self._kwargs)
  File "./project/exchange_account.py", line 23, in print_stream_data_from_stream_buffer
    stream_data = UnicornFy.binance_com_websocket(received_stream_data_json)
  File "/.../venv/lib/python3.8/site-packages/unicorn_fy/unicorn_fy.py", line 125, in binance_com_websocket
    return UnicornFy.binance_websocket(stream_data_json, exchange="binance.com", show_deprecated_warning=False)
  File "/.../venv/lib/python3.8/site-packages/unicorn_fy/unicorn_fy.py", line 246, in binance_websocket
    if stream_data['data']['e'] == 'aggTrade':
KeyError: 'data'

Fix

In unicorn_fy/unicorn_fy.py

On line 204 beneath the executionReport block

elif stream_data['e'] == 'outboundAccountPosition':
    stream_data = {'data': stream_data}

On line 441 beneath the outboundAccountInfo block:

elif stream_data['data']['e'] == 'outboundAccountPosition':
    unicorn_fied_data = {'stream_type': '!userData@arr',
                            'event_type': stream_data['data']['e'],
                            'event_time': stream_data['data']['E'],
                            'last_update_time': stream_data['data']['u'],
                            'balances': []}
    for item in stream_data['data']['B']:
        new_item = {'asset': item['a'],
                    'free': item['f'],
                    'locked': item['l']}
        unicorn_fied_data['balances'] += [new_item]