Method _send_paginated_message

cbpro/public_client.py:272–311

Send API message that results in a paginated response. The paginated responses are abstracted away by making API requests on demand as the response is iterated over. Paginated API messages support 3 additional parameters: `before`, `after`, and `limit`. `before` an

(self, endpoint, params=None)

        return r.json()

    def _send_paginated_message(self, endpoint, params=None):
        """ Send API message that results in a paginated response.

        The paginated responses are abstracted away by making API requests on
        demand as the response is iterated over.

        Paginated API messages support 3 additional parameters: `before`,
        `after`, and `limit`. `before` and `after` are mutually exclusive. To
        use them, supply an index value for that endpoint (the field used for
        indexing varies by endpoint - get_fills() uses 'trade_id', for example).
            `before`: Only get data that occurs more recently than index
            `after`: Only get data that occurs further in the past than index
            `limit`: Set amount of data per HTTP response. Default (and
                maximum) of 100.

        Args:
            endpoint (str): Endpoint (to be added to base URL)
            params (Optional[dict]): HTTP request parameters

        Yields:
            dict: API response objects

        """
        if params is None:
            params = dict()
        url = self.url + endpoint
        while True:
            r = self.session.get(url, params=params, auth=self.auth, timeout=30)
            results = r.json()
            for result in results:
                yield result
            # If there are no more pages, we're done. Otherwise update `after`
            # param to get next page.
            # If this request included `before` don't get any more pages - the
            # cbpro API doesn't support multiple pages in that case.
            if not r.headers.get('cb-after') or \
                    params.get('before') is not None:
                break
            else:
                params['after'] = r.headers['cb-after']