add
This commit is contained in:
lz_db
716
ccxt/pro/alpaca.py
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716
ccxt/pro/alpaca.py
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# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp
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from ccxt.base.types import Any, Bool, Int, Order, OrderBook, Str, Ticker, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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class alpaca(ccxt.async_support.alpaca):
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def describe(self) -> Any:
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return self.deep_extend(super(alpaca, self).describe(), {
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'has': {
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'ws': True,
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'createOrderWithTakeProfitAndStopLossWs': False,
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'createReduceOnlyOrderWs': False,
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'createStopLossOrderWs': False,
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'createTakeProfitOrderWs': False,
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'fetchPositionForSymbolWs': False,
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'fetchPositionsForSymbolWs': False,
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'fetchPositionsWs': False,
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'fetchPositionWs': False,
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'unWatchPositions': False,
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'watchBalance': False,
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'watchLiquidations': False,
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'watchLiquidationsForSymbols': False,
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'watchMarkPrice': False,
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'watchMarkPrices': False,
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'watchMyLiquidations': False,
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'watchMyLiquidationsForSymbols': False,
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'watchMyTrades': True,
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'watchOHLCV': True,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchPosition': False,
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'watchPositions': False,
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'watchTicker': True,
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'watchTickers': False, # for now
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'watchTrades': True,
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},
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'urls': {
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'api': {
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'ws': {
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'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
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'trading': 'wss://api.alpaca.markets/stream',
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},
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},
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'test': {
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'ws': {
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'crypto': 'wss://stream.data.alpaca.markets/v1beta2/crypto',
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'trading': 'wss://paper-api.alpaca.markets/stream',
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},
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},
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},
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'options': {
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},
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'streaming': {},
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'exceptions': {
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'ws': {
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'exact': {
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},
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},
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},
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})
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://docs.alpaca.markets/docs/real-time-crypto-pricing-data#quotes
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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url = self.urls['api']['ws']['crypto']
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await self.authenticate(url)
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await self.load_markets()
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market = self.market(symbol)
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messageHash = 'ticker:' + market['symbol']
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request: dict = {
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'action': 'subscribe',
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'quotes': [market['id']],
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}
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return await self.watch(url, messageHash, self.extend(request, params), messageHash)
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def handle_ticker(self, client: Client, message):
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#
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# {
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# "T": "q",
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# "S": "BTC/USDT",
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# "bp": 17394.44,
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# "bs": 0.021981,
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# "ap": 17397.99,
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# "as": 0.02,
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# "t": "2022-12-16T06:07:56.611063286Z"
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# ]
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#
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ticker = self.parse_ticker(message)
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symbol = ticker['symbol']
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messageHash = 'ticker:' + symbol
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self.tickers[symbol] = ticker
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client.resolve(self.tickers[symbol], messageHash)
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def parse_ticker(self, ticker, market=None) -> Ticker:
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#
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# {
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# "T": "q",
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# "S": "BTC/USDT",
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# "bp": 17394.44,
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# "bs": 0.021981,
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# "ap": 17397.99,
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# "as": 0.02,
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# "t": "2022-12-16T06:07:56.611063286Z"
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# }
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#
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marketId = self.safe_string(ticker, 'S')
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datetime = self.safe_string(ticker, 't')
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return self.safe_ticker({
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'symbol': self.safe_symbol(marketId, market),
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'timestamp': self.parse8601(datetime),
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'datetime': datetime,
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'high': None,
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'low': None,
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'bid': self.safe_string(ticker, 'bp'),
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'bidVolume': self.safe_string(ticker, 'bs'),
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'ask': self.safe_string(ticker, 'ap'),
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'askVolume': self.safe_string(ticker, 'as'),
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'vwap': None,
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'open': None,
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'close': None,
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'last': None,
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'previousClose': None,
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'change': None,
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'percentage': None,
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'average': None,
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'baseVolume': None,
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'quoteVolume': None,
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'info': ticker,
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}, market)
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async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://docs.alpaca.markets/docs/real-time-crypto-pricing-data#bars
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:param str symbol: unified symbol of the market to fetch OHLCV data for
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:param str timeframe: the length of time each candle represents
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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url = self.urls['api']['ws']['crypto']
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await self.authenticate(url)
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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request: dict = {
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'action': 'subscribe',
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'bars': [market['id']],
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}
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messageHash = 'ohlcv:' + symbol
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ohlcv = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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if self.newUpdates:
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limit = ohlcv.getLimit(symbol, limit)
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return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
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def handle_ohlcv(self, client: Client, message):
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#
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# {
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# "T": "b",
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# "S": "BTC/USDT",
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# "o": 17416.39,
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# "h": 17424.82,
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# "l": 17416.39,
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# "c": 17424.82,
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# "v": 1.341054,
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# "t": "2022-12-16T06:53:00Z",
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# "n": 21,
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# "vw": 17421.9529234915
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# }
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#
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marketId = self.safe_string(message, 'S')
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symbol = self.safe_symbol(marketId)
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stored = self.safe_value(self.ohlcvs, symbol)
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if stored is None:
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limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
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stored = ArrayCacheByTimestamp(limit)
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self.ohlcvs[symbol] = stored
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parsed = self.parse_ohlcv(message)
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stored.append(parsed)
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messageHash = 'ohlcv:' + symbol
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client.resolve(stored, messageHash)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://docs.alpaca.markets/docs/real-time-crypto-pricing-data#orderbooks
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:param str symbol: unified symbol of the market to fetch the order book for
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:param int [limit]: the maximum amount of order book entries to return.
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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url = self.urls['api']['ws']['crypto']
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await self.authenticate(url)
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'orderbook' + ':' + symbol
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request: dict = {
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'action': 'subscribe',
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'orderbooks': [market['id']],
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}
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orderbook = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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return orderbook.limit()
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def handle_order_book(self, client: Client, message):
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#
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# snapshot
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# {
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# "T": "o",
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# "S": "BTC/USDT",
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# "t": "2022-12-16T06:35:31.585113205Z",
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# "b": [{
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# "p": 17394.37,
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# "s": 0.015499,
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# },
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# ...
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# ],
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# "a": [{
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# "p": 17398.8,
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# "s": 0.042919,
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# },
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# ...
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# ],
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# "r": True,
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# }
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#
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marketId = self.safe_string(message, 'S')
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symbol = self.safe_symbol(marketId)
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datetime = self.safe_string(message, 't')
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timestamp = self.parse8601(datetime)
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isSnapshot = self.safe_bool(message, 'r', False)
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.order_book()
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orderbook = self.orderbooks[symbol]
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if isSnapshot:
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snapshot = self.parse_order_book(message, symbol, timestamp, 'b', 'a', 'p', 's')
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orderbook.reset(snapshot)
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else:
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asks = self.safe_list(message, 'a', [])
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bids = self.safe_list(message, 'b', [])
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self.handle_deltas(orderbook['asks'], asks)
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self.handle_deltas(orderbook['bids'], bids)
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orderbook['timestamp'] = timestamp
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orderbook['datetime'] = datetime
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messageHash = 'orderbook' + ':' + symbol
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self.orderbooks[symbol] = orderbook
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client.resolve(orderbook, messageHash)
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def handle_delta(self, bookside, delta):
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bidAsk = self.parse_bid_ask(delta, 'p', 's')
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bookside.storeArray(bidAsk)
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def handle_deltas(self, bookside, deltas):
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for i in range(0, len(deltas)):
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self.handle_delta(bookside, deltas[i])
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async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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watches information on multiple trades made in a market
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https://docs.alpaca.markets/docs/real-time-crypto-pricing-data#trades
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:param str symbol: unified market symbol of the market trades were made in
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:param int [since]: the earliest time in ms to fetch orders for
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:param int [limit]: the maximum number of trade structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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url = self.urls['api']['ws']['crypto']
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await self.authenticate(url)
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'trade:' + symbol
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request: dict = {
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'action': 'subscribe',
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'trades': [market['id']],
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}
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trades = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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def handle_trades(self, client: Client, message):
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#
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# {
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# "T": "t",
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# "S": "BTC/USDT",
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# "p": 17408.8,
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# "s": 0.042919,
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# "t": "2022-12-16T06:43:18.327Z",
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# "i": 16585162,
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# "tks": "B"
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# ]
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#
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marketId = self.safe_string(message, 'S')
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symbol = self.safe_symbol(marketId)
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stored = self.safe_value(self.trades, symbol)
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if stored is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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stored = ArrayCache(limit)
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self.trades[symbol] = stored
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parsed = self.parse_trade(message)
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stored.append(parsed)
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messageHash = 'trade' + ':' + symbol
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client.resolve(stored, messageHash)
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async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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watches information on multiple trades made by the user
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https://docs.alpaca.markets/docs/websocket-streaming#trade-updates
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:param str symbol: unified market symbol of the market trades were made in
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:param int [since]: the earliest time in ms to fetch trades for
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:param int [limit]: the maximum number of trade structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param boolean [params.unifiedMargin]: use unified margin account
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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url = self.urls['api']['ws']['trading']
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await self.authenticate(url)
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messageHash = 'myTrades'
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await self.load_markets()
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if symbol is not None:
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symbol = self.symbol(symbol)
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messageHash += ':' + symbol
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request: dict = {
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'action': 'listen',
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'data': {
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'streams': ['trade_updates'],
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},
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}
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trades = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
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"""
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watches information on multiple orders made by the user
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||||
:param str symbol: unified market symbol of the market orders were made in
|
||||
:param int [since]: the earliest time in ms to fetch orders for
|
||||
:param int [limit]: the maximum number of order structures to retrieve
|
||||
:param dict [params]: extra parameters specific to the exchange API endpoint
|
||||
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
||||
"""
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url = self.urls['api']['ws']['trading']
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await self.authenticate(url)
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await self.load_markets()
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messageHash = 'orders'
|
||||
if symbol is not None:
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market = self.market(symbol)
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||||
symbol = market['symbol']
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||||
messageHash = 'orders:' + symbol
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||||
request: dict = {
|
||||
'action': 'listen',
|
||||
'data': {
|
||||
'streams': ['trade_updates'],
|
||||
},
|
||||
}
|
||||
orders = await self.watch(url, messageHash, self.extend(request, params), messageHash)
|
||||
if self.newUpdates:
|
||||
limit = orders.getLimit(symbol, limit)
|
||||
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
||||
|
||||
def handle_trade_update(self, client: Client, message):
|
||||
self.handle_order(client, message)
|
||||
self.handle_my_trade(client, message)
|
||||
|
||||
def handle_order(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "stream": "trade_updates",
|
||||
# "data": {
|
||||
# "event": "new",
|
||||
# "timestamp": "2022-12-16T07:28:51.67621869Z",
|
||||
# "order": {
|
||||
# "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
||||
# "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
||||
# "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
||||
# "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
||||
# "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
||||
# "filled_at": null,
|
||||
# "expired_at": null,
|
||||
# "cancel_requested_at": null,
|
||||
# "canceled_at": null,
|
||||
# "failed_at": null,
|
||||
# "replaced_at": null,
|
||||
# "replaced_by": null,
|
||||
# "replaces": null,
|
||||
# "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
||||
# "symbol": "BTC/USD",
|
||||
# "asset_class": "crypto",
|
||||
# "notional": null,
|
||||
# "qty": "0.01",
|
||||
# "filled_qty": "0",
|
||||
# "filled_avg_price": null,
|
||||
# "order_class": '',
|
||||
# "order_type": "market",
|
||||
# "type": "market",
|
||||
# "side": "buy",
|
||||
# "time_in_force": "gtc",
|
||||
# "limit_price": null,
|
||||
# "stop_price": null,
|
||||
# "status": "new",
|
||||
# "extended_hours": False,
|
||||
# "legs": null,
|
||||
# "trail_percent": null,
|
||||
# "trail_price": null,
|
||||
# "hwm": null
|
||||
# },
|
||||
# "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
|
||||
# }
|
||||
# }
|
||||
#
|
||||
data = self.safe_value(message, 'data', {})
|
||||
rawOrder = self.safe_value(data, 'order', {})
|
||||
if self.orders is None:
|
||||
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
||||
self.orders = ArrayCacheBySymbolById(limit)
|
||||
orders = self.orders
|
||||
order = self.parse_order(rawOrder)
|
||||
orders.append(order)
|
||||
messageHash = 'orders'
|
||||
client.resolve(orders, messageHash)
|
||||
messageHash = 'orders:' + order['symbol']
|
||||
client.resolve(orders, messageHash)
|
||||
|
||||
def handle_my_trade(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "stream": "trade_updates",
|
||||
# "data": {
|
||||
# "event": "new",
|
||||
# "timestamp": "2022-12-16T07:28:51.67621869Z",
|
||||
# "order": {
|
||||
# "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
||||
# "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
||||
# "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
||||
# "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
||||
# "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
||||
# "filled_at": null,
|
||||
# "expired_at": null,
|
||||
# "cancel_requested_at": null,
|
||||
# "canceled_at": null,
|
||||
# "failed_at": null,
|
||||
# "replaced_at": null,
|
||||
# "replaced_by": null,
|
||||
# "replaces": null,
|
||||
# "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
||||
# "symbol": "BTC/USD",
|
||||
# "asset_class": "crypto",
|
||||
# "notional": null,
|
||||
# "qty": "0.01",
|
||||
# "filled_qty": "0",
|
||||
# "filled_avg_price": null,
|
||||
# "order_class": '',
|
||||
# "order_type": "market",
|
||||
# "type": "market",
|
||||
# "side": "buy",
|
||||
# "time_in_force": "gtc",
|
||||
# "limit_price": null,
|
||||
# "stop_price": null,
|
||||
# "status": "new",
|
||||
# "extended_hours": False,
|
||||
# "legs": null,
|
||||
# "trail_percent": null,
|
||||
# "trail_price": null,
|
||||
# "hwm": null
|
||||
# },
|
||||
# "execution_id": "5f781a30-b9a3-4c86-b466-2175850cf340"
|
||||
# }
|
||||
# }
|
||||
#
|
||||
data = self.safe_value(message, 'data', {})
|
||||
event = self.safe_string(data, 'event')
|
||||
if event != 'fill' and event != 'partial_fill':
|
||||
return
|
||||
rawOrder = self.safe_value(data, 'order', {})
|
||||
myTrades = self.myTrades
|
||||
if myTrades is None:
|
||||
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
||||
myTrades = ArrayCacheBySymbolById(limit)
|
||||
trade = self.parse_my_trade(rawOrder)
|
||||
myTrades.append(trade)
|
||||
messageHash = 'myTrades:' + trade['symbol']
|
||||
client.resolve(myTrades, messageHash)
|
||||
messageHash = 'myTrades'
|
||||
client.resolve(myTrades, messageHash)
|
||||
|
||||
def parse_my_trade(self, trade, market=None):
|
||||
#
|
||||
# {
|
||||
# "id": "c2470331-8993-4051-bf5d-428d5bdc9a48",
|
||||
# "client_order_id": "0f1f3764-107a-4d09-8b9a-d75a11738f5c",
|
||||
# "created_at": "2022-12-16T02:28:51.673531798-05:00",
|
||||
# "updated_at": "2022-12-16T02:28:51.678736847-05:00",
|
||||
# "submitted_at": "2022-12-16T02:28:51.673015558-05:00",
|
||||
# "filled_at": null,
|
||||
# "expired_at": null,
|
||||
# "cancel_requested_at": null,
|
||||
# "canceled_at": null,
|
||||
# "failed_at": null,
|
||||
# "replaced_at": null,
|
||||
# "replaced_by": null,
|
||||
# "replaces": null,
|
||||
# "asset_id": "276e2673-764b-4ab6-a611-caf665ca6340",
|
||||
# "symbol": "BTC/USD",
|
||||
# "asset_class": "crypto",
|
||||
# "notional": null,
|
||||
# "qty": "0.01",
|
||||
# "filled_qty": "0",
|
||||
# "filled_avg_price": null,
|
||||
# "order_class": '',
|
||||
# "order_type": "market",
|
||||
# "type": "market",
|
||||
# "side": "buy",
|
||||
# "time_in_force": "gtc",
|
||||
# "limit_price": null,
|
||||
# "stop_price": null,
|
||||
# "status": "new",
|
||||
# "extended_hours": False,
|
||||
# "legs": null,
|
||||
# "trail_percent": null,
|
||||
# "trail_price": null,
|
||||
# "hwm": null
|
||||
# }
|
||||
#
|
||||
marketId = self.safe_string(trade, 'symbol')
|
||||
datetime = self.safe_string(trade, 'filled_at')
|
||||
type = self.safe_string(trade, 'type')
|
||||
if type.find('limit') >= 0:
|
||||
# might be limit or stop-limit
|
||||
type = 'limit'
|
||||
return self.safe_trade({
|
||||
'id': self.safe_string(trade, 'i'),
|
||||
'info': trade,
|
||||
'timestamp': self.parse8601(datetime),
|
||||
'datetime': datetime,
|
||||
'symbol': self.safe_symbol(marketId, None, '/'),
|
||||
'order': self.safe_string(trade, 'id'),
|
||||
'type': type,
|
||||
'side': self.safe_string(trade, 'side'),
|
||||
'takerOrMaker': 'taker' if (type == 'market') else 'maker',
|
||||
'price': self.safe_string(trade, 'filled_avg_price'),
|
||||
'amount': self.safe_string(trade, 'filled_qty'),
|
||||
'cost': None,
|
||||
'fee': None,
|
||||
}, market)
|
||||
|
||||
async def authenticate(self, url, params={}):
|
||||
self.check_required_credentials()
|
||||
messageHash = 'authenticated'
|
||||
client = self.client(url)
|
||||
future = client.reusableFuture(messageHash)
|
||||
authenticated = self.safe_value(client.subscriptions, messageHash)
|
||||
if authenticated is None:
|
||||
request = {
|
||||
'action': 'auth',
|
||||
'key': self.apiKey,
|
||||
'secret': self.secret,
|
||||
}
|
||||
if url == self.urls['api']['ws']['trading']:
|
||||
# self auth request is being deprecated in test environment
|
||||
request = {
|
||||
'action': 'authenticate',
|
||||
'data': {
|
||||
'key_id': self.apiKey,
|
||||
'secret_key': self.secret,
|
||||
},
|
||||
}
|
||||
self.watch(url, messageHash, request, messageHash, future)
|
||||
return await future
|
||||
|
||||
def handle_error_message(self, client: Client, message) -> Bool:
|
||||
#
|
||||
# {
|
||||
# "T": "error",
|
||||
# "code": 400,
|
||||
# "msg": "invalid syntax"
|
||||
# }
|
||||
#
|
||||
code = self.safe_string(message, 'code')
|
||||
msg = self.safe_value(message, 'msg', {})
|
||||
raise ExchangeError(self.id + ' code: ' + code + ' message: ' + msg)
|
||||
|
||||
def handle_connected(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "T": "success",
|
||||
# "msg": "connected"
|
||||
# }
|
||||
#
|
||||
return message
|
||||
|
||||
def handle_crypto_message(self, client: Client, message):
|
||||
for i in range(0, len(message)):
|
||||
data = message[i]
|
||||
T = self.safe_string(data, 'T')
|
||||
msg = self.safe_string(data, 'msg')
|
||||
if T == 'subscription':
|
||||
self.handle_subscription(client, data)
|
||||
return
|
||||
if T == 'success' and msg == 'connected':
|
||||
self.handle_connected(client, data)
|
||||
return
|
||||
if T == 'success' and msg == 'authenticated':
|
||||
self.handle_authenticate(client, data)
|
||||
return
|
||||
methods: dict = {
|
||||
'error': self.handle_error_message,
|
||||
'b': self.handle_ohlcv,
|
||||
'q': self.handle_ticker,
|
||||
't': self.handle_trades,
|
||||
'o': self.handle_order_book,
|
||||
}
|
||||
method = self.safe_value(methods, T)
|
||||
if method is not None:
|
||||
method(client, data)
|
||||
|
||||
def handle_trading_message(self, client: Client, message):
|
||||
stream = self.safe_string(message, 'stream')
|
||||
methods: dict = {
|
||||
'authorization': self.handle_authenticate,
|
||||
'listening': self.handle_subscription,
|
||||
'trade_updates': self.handle_trade_update,
|
||||
}
|
||||
method = self.safe_value(methods, stream)
|
||||
if method is not None:
|
||||
method(client, message)
|
||||
|
||||
def handle_message(self, client: Client, message):
|
||||
if isinstance(message, list):
|
||||
self.handle_crypto_message(client, message)
|
||||
return
|
||||
self.handle_trading_message(client, message)
|
||||
|
||||
def handle_authenticate(self, client: Client, message):
|
||||
#
|
||||
# crypto
|
||||
# {
|
||||
# "T": "success",
|
||||
# "msg": "connected"
|
||||
# ]
|
||||
#
|
||||
# trading
|
||||
# {
|
||||
# "stream": "authorization",
|
||||
# "data": {
|
||||
# "status": "authorized",
|
||||
# "action": "authenticate"
|
||||
# }
|
||||
# }
|
||||
# error
|
||||
# {
|
||||
# "stream": "authorization",
|
||||
# "data": {
|
||||
# "action": "authenticate",
|
||||
# "message": "access key verification failed",
|
||||
# "status": "unauthorized"
|
||||
# }
|
||||
# }
|
||||
#
|
||||
T = self.safe_string(message, 'T')
|
||||
data = self.safe_value(message, 'data', {})
|
||||
status = self.safe_string(data, 'status')
|
||||
if T == 'success' or status == 'authorized':
|
||||
promise = client.futures['authenticated']
|
||||
promise.resolve(message)
|
||||
return
|
||||
raise AuthenticationError(self.id + ' failed to authenticate.')
|
||||
|
||||
def handle_subscription(self, client: Client, message):
|
||||
#
|
||||
# crypto
|
||||
# {
|
||||
# "T": "subscription",
|
||||
# "trades": [],
|
||||
# "quotes": ["BTC/USDT"],
|
||||
# "orderbooks": [],
|
||||
# "bars": [],
|
||||
# "updatedBars": [],
|
||||
# "dailyBars": []
|
||||
# }
|
||||
# trading
|
||||
# {
|
||||
# "stream": "listening",
|
||||
# "data": {
|
||||
# "streams": ["trade_updates"]
|
||||
# }
|
||||
# }
|
||||
#
|
||||
return message
|
||||
Reference in New Issue
Block a user