Fix OrderBook class and require channels argument for WebsocketClient (danpaquin#381)

* Fix broken OrderBook by automatically connecting to 'full' channel

Resolves an issue where the OrderBook class does not receive data
since the underlying WebsocketClient it uses does not connect to
a channel on Coinbase's WS feed.

The OrderBook class now automatically specifies the 'full' channel
on init in the super() call to the WebsocketClient __init__

* Require WS channels to be specified for WebsocketClient

Coinbase's API rejects connections that don't specify which channels
to connect to. This commit changes the `channels` arg for the
WebsocketClient class into a required keyword argument with no default
value.

See: https://www.python.org/dev/peps/pep-3102/
Closes danpaquin#380
Closes danpaquin#371

Author: emesterhazy

cbpro/order_book.py

@@ -14,7 +14,8 @@
 
 class OrderBook(WebsocketClient):
     def __init__(self, product_id='BTC-USD', log_to=None):
-        super(OrderBook, self).__init__(products=product_id)
+        super(OrderBook, self).__init__(
+            products=product_id, channels=['full'])
         self._asks = SortedDict()
         self._bids = SortedDict()
         self._client = PublicClient()

cbpro/websocket_client.py

@@ -18,8 +18,21 @@
 
 
 class WebsocketClient(object):
-    def __init__(self, url="wss://ws-feed.pro.coinbase.com", products=None, message_type="subscribe", mongo_collection=None,
-                 should_print=True, auth=False, api_key="", api_secret="", api_passphrase="", channels=None):
+    def __init__(
+            self,
+            url="wss://ws-feed.pro.coinbase.com",
+            products=None,
+            message_type="subscribe",
+            mongo_collection=None,
+            should_print=True,
+            auth=False,
+            api_key="",
+            api_secret="",
+            api_passphrase="",
+            # Make channels a required keyword-only argument; see pep3102
+            *,
+            # Channel options: ['ticker', 'user', 'matches', 'level2', 'full']
+            channels):
         self.url = url
         self.products = products
         self.channels = channels