add
This commit is contained in:
lz_db
457
ccxt/pro/bitopro.py
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457
ccxt/pro/bitopro.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
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import hashlib
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from ccxt.base.types import Any, Balances, Int, Market, 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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class bitopro(ccxt.async_support.bitopro):
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def describe(self) -> Any:
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return self.deep_extend(super(bitopro, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchMyTrades': True,
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'watchOHLCV': False,
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'watchOrderBook': True,
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'watchOrders': False,
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'watchTicker': True,
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'watchTickers': False,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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},
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'urls': {
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'ws': {
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'public': 'wss://stream.bitopro.com:443/ws/v1/pub',
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'private': 'wss://stream.bitopro.com:443/ws/v1/pub/auth',
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},
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},
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'requiredCredentials': {
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'apiKey': True,
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'secret': True,
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'login': True,
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},
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'options': {
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'tradesLimit': 1000,
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'ordersLimit': 1000,
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'ws': {
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'options': {
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# headers is required for the authentication
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'headers': {},
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},
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},
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},
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})
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async def watch_public(self, path, messageHash, marketId):
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url = self.urls['ws']['public'] + '/' + path + '/' + marketId
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return await self.watch(url, messageHash, None, 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://github.com/bitoex/bitopro-offical-api-docs/blob/master/ws/public/order_book_stream.md
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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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if limit is not None:
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if (limit != 5) and (limit != 10) and (limit != 20) and (limit != 50) and (limit != 100) and (limit != 500) and (limit != 1000):
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raise ExchangeError(self.id + ' watchOrderBook limit argument must be None, 5, 10, 20, 50, 100, 500 or 1000')
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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 = 'ORDER_BOOK' + ':' + symbol
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endPart = None
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if limit is None:
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endPart = market['id']
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else:
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endPart = market['id'] + ':' + self.number_to_string(limit)
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orderbook = await self.watch_public('order-books', messageHash, endPart)
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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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# {
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# "event": "ORDER_BOOK",
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# "timestamp": 1650121915308,
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# "datetime": "2022-04-16T15:11:55.308Z",
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# "pair": "BTC_TWD",
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# "limit": 5,
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# "scale": 0,
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# "bids": [
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# {price: "1188178", amount: '0.0425', count: 1, total: "0.0425"},
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# ],
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# "asks": [
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# {
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# "price": "1190740",
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# "amount": "0.40943964",
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# "count": 1,
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# "total": "0.40943964"
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# },
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# ]
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# }
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#
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marketId = self.safe_string(message, 'pair')
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market = self.safe_market(marketId, None, '_')
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symbol = market['symbol']
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event = self.safe_string(message, 'event')
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messageHash = event + ':' + symbol
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orderbook = self.safe_value(self.orderbooks, symbol)
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if orderbook is None:
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orderbook = self.order_book({})
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timestamp = self.safe_integer(message, 'timestamp')
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snapshot = self.parse_order_book(message, symbol, timestamp, 'bids', 'asks', 'price', 'amount')
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orderbook.reset(snapshot)
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client.resolve(orderbook, messageHash)
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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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get the list of most recent trades for a particular symbol
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https://github.com/bitoex/bitopro-offical-api-docs/blob/master/ws/public/trade_stream.md
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:param str symbol: unified symbol of the market to fetch trades for
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:param int [since]: timestamp in ms of the earliest trade to fetch
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:param int [limit]: the maximum amount of trades to fetch
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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=public-trades>`
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"""
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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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trades = await self.watch_public('trades', messageHash, market['id'])
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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_trade(self, client: Client, message):
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#
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# {
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# "event": "TRADE",
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# "timestamp": 1650116346665,
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# "datetime": "2022-04-16T13:39:06.665Z",
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# "pair": "BTC_TWD",
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# "data": [
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# {
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# "event": '',
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# "datetime": '',
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# "pair": '',
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# "timestamp": 1650116227,
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# "price": "1189429",
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# "amount": "0.0153127",
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# "isBuyer": True
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# },
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# ]
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# }
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#
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marketId = self.safe_string(message, 'pair')
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market = self.safe_market(marketId, None, '_')
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symbol = market['symbol']
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event = self.safe_string(message, 'event')
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messageHash = event + ':' + symbol
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rawData = self.safe_value(message, 'data', [])
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trades = self.parse_trades(rawData, market)
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tradesCache = self.safe_value(self.trades, symbol)
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if tradesCache is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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tradesCache = ArrayCache(limit)
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for i in range(0, len(trades)):
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tradesCache.append(trades[i])
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self.trades[symbol] = tradesCache
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client.resolve(tradesCache, 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://github.com/bitoex/bitopro-offical-api-docs/blob/master/ws/private/matches_stream.md
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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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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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self.check_required_credentials()
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await self.load_markets()
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messageHash = 'USER_TRADE'
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if symbol is not None:
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market = self.market(symbol)
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messageHash = messageHash + ':' + market['symbol']
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url = self.urls['ws']['private'] + '/' + 'user-trades'
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self.authenticate(url)
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trades = await self.watch(url, messageHash, None, 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_my_trade(self, client: Client, message):
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#
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# {
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# "event": "USER_TRADE",
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# "timestamp": 1694667358782,
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# "datetime": "2023-09-14T12:55:58.782Z",
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# "data": {
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# "base": "usdt",
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# "quote": "twd",
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# "side": "ask",
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# "price": "32.039",
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# "volume": "1",
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# "fee": "6407800",
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# "feeCurrency": "twd",
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# "transactionTimestamp": 1694667358,
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# "eventTimestamp": 1694667358,
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# "orderID": 390733918,
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# "orderType": "LIMIT",
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# "matchID": "bd07673a-94b1-419e-b5ee-d7b723261a5d",
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# "isMarket": False,
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# "isMaker": False
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# }
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# }
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#
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data = self.safe_value(message, 'data', {})
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baseId = self.safe_string(data, 'base')
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quoteId = self.safe_string(data, 'quote')
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base = self.safe_currency_code(baseId)
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quote = self.safe_currency_code(quoteId)
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symbol = self.symbol(base + '/' + quote)
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messageHash = self.safe_string(message, 'event')
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if self.myTrades is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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self.myTrades = ArrayCacheBySymbolById(limit)
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trades = self.myTrades
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parsed = self.parse_ws_trade(data)
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trades.append(parsed)
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client.resolve(trades, messageHash)
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client.resolve(trades, messageHash + ':' + symbol)
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def parse_ws_trade(self, trade: dict, market: Market = None) -> Trade:
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#
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# {
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# "base": "usdt",
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# "quote": "twd",
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# "side": "ask",
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# "price": "32.039",
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# "volume": "1",
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# "fee": "6407800",
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# "feeCurrency": "twd",
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# "transactionTimestamp": 1694667358,
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# "eventTimestamp": 1694667358,
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# "orderID": 390733918,
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# "orderType": "LIMIT",
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# "matchID": "bd07673a-94b1-419e-b5ee-d7b723261a5d",
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# "isMarket": False,
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# "isMaker": False
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# }
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#
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id = self.safe_string(trade, 'matchID')
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orderId = self.safe_string(trade, 'orderID')
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timestamp = self.safe_timestamp(trade, 'transactionTimestamp')
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baseId = self.safe_string(trade, 'base')
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quoteId = self.safe_string(trade, 'quote')
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base = self.safe_currency_code(baseId)
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quote = self.safe_currency_code(quoteId)
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symbol = self.symbol(base + '/' + quote)
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market = self.safe_market(symbol, market)
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price = self.safe_string(trade, 'price')
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type = self.safe_string_lower(trade, 'orderType')
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side = self.safe_string(trade, 'side')
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if side is not None:
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if side == 'ask':
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side = 'sell'
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elif side == 'bid':
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side = 'buy'
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amount = self.safe_string(trade, 'volume')
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fee = None
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feeAmount = self.safe_string(trade, 'fee')
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feeSymbol = self.safe_currency_code(self.safe_string(trade, 'feeCurrency'))
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if feeAmount is not None:
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fee = {
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'cost': feeAmount,
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'currency': feeSymbol,
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'rate': None,
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}
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isMaker = self.safe_value(trade, 'isMaker')
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takerOrMaker = None
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if isMaker is not None:
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if isMaker:
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takerOrMaker = 'maker'
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else:
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takerOrMaker = 'taker'
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return self.safe_trade({
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'id': id,
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'info': trade,
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'order': orderId,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'symbol': symbol,
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'takerOrMaker': takerOrMaker,
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'type': type,
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'side': side,
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'price': price,
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'amount': amount,
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'cost': None,
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'fee': fee,
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}, market)
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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://github.com/bitoex/bitopro-offical-api-docs/blob/master/ws/public/ticker_stream.md
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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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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'TICKER' + ':' + symbol
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return await self.watch_public('tickers', messageHash, market['id'])
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def handle_ticker(self, client: Client, message):
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#
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# {
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# "event": "TICKER",
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# "timestamp": 1650119165710,
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# "datetime": "2022-04-16T14:26:05.710Z",
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# "pair": "BTC_TWD",
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# "lastPrice": "1189110",
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# "lastPriceUSD": "40919.1328",
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# "lastPriceTWD": "1189110",
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# "isBuyer": True,
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# "priceChange24hr": "1.23",
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# "volume24hr": "7.2090",
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# "volume24hrUSD": "294985.5375",
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# "volume24hrTWD": "8572279",
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# "high24hr": "1193656",
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# "low24hr": "1179321"
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# }
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#
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marketId = self.safe_string(message, 'pair')
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# market-ids are lowercase in REST API and uppercase in WS API
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market = self.safe_market(marketId.lower(), None, '_')
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symbol = market['symbol']
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event = self.safe_string(message, 'event')
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messageHash = event + ':' + symbol
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result = self.parse_ticker(message, market)
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result['symbol'] = self.safe_string(market, 'symbol') # symbol returned from REST's parseTicker is distorted for WS, so re-set it from market object
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timestamp = self.safe_integer(message, 'timestamp')
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result['timestamp'] = timestamp
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result['datetime'] = self.iso8601(timestamp) # we shouldn't set "datetime" string provided by server, values are obviously wrong offset from UTC
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self.tickers[symbol] = result
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client.resolve(result, messageHash)
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def authenticate(self, url):
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if (self.clients is not None) and (url in self.clients):
|
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return
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self.check_required_credentials()
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nonce = self.milliseconds()
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rawData = self.json({
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||||
'nonce': nonce,
|
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'identity': self.login,
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})
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payload = self.string_to_base64(rawData)
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signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha384)
|
||||
defaultOptions: dict = {
|
||||
'ws': {
|
||||
'options': {
|
||||
'headers': {},
|
||||
},
|
||||
},
|
||||
}
|
||||
# self.options = self.extend(defaultOptions, self.options)
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||||
self.extend_exchange_options(defaultOptions)
|
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originalHeaders = self.options['ws']['options']['headers']
|
||||
headers: dict = {
|
||||
'X-BITOPRO-API': 'ccxt',
|
||||
'X-BITOPRO-APIKEY': self.apiKey,
|
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'X-BITOPRO-PAYLOAD': payload,
|
||||
'X-BITOPRO-SIGNATURE': signature,
|
||||
}
|
||||
self.options['ws']['options']['headers'] = headers
|
||||
# instantiate client
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||||
self.client(url)
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||||
self.options['ws']['options']['headers'] = originalHeaders
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||||
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async def watch_balance(self, params={}) -> Balances:
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"""
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watch balance and get the amount of funds available for trading or funds locked in orders
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||||
|
||||
https://github.com/bitoex/bitopro-offical-api-docs/blob/master/ws/private/user_balance_stream.md
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||||
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||||
:param dict [params]: extra parameters specific to the exchange API endpoint
|
||||
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
||||
"""
|
||||
self.check_required_credentials()
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await self.load_markets()
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messageHash = 'ACCOUNT_BALANCE'
|
||||
url = self.urls['ws']['private'] + '/' + 'account-balance'
|
||||
self.authenticate(url)
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return await self.watch(url, messageHash, None, messageHash)
|
||||
|
||||
def handle_balance(self, client: Client, message):
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#
|
||||
# {
|
||||
# "event": "ACCOUNT_BALANCE",
|
||||
# "timestamp": 1650450505715,
|
||||
# "datetime": "2022-04-20T10:28:25.715Z",
|
||||
# "data": {
|
||||
# "ADA": {
|
||||
# "currency": "ADA",
|
||||
# "amount": "0",
|
||||
# "available": "0",
|
||||
# "stake": "0",
|
||||
# "tradable": True
|
||||
# },
|
||||
# }
|
||||
# }
|
||||
#
|
||||
event = self.safe_string(message, 'event')
|
||||
data = self.safe_value(message, 'data')
|
||||
timestamp = self.safe_integer(message, 'timestamp')
|
||||
datetime = self.safe_string(message, 'datetime')
|
||||
currencies = list(data.keys())
|
||||
result: dict = {
|
||||
'info': data,
|
||||
'timestamp': timestamp,
|
||||
'datetime': datetime,
|
||||
}
|
||||
for i in range(0, len(currencies)):
|
||||
currency = self.safe_string(currencies, i)
|
||||
balance = self.safe_value(data, currency)
|
||||
currencyId = self.safe_string(balance, 'currency')
|
||||
code = self.safe_currency_code(currencyId)
|
||||
account = self.account()
|
||||
account['free'] = self.safe_string(balance, 'available')
|
||||
account['total'] = self.safe_string(balance, 'amount')
|
||||
result[code] = account
|
||||
self.balance = self.safe_balance(result)
|
||||
client.resolve(self.balance, event)
|
||||
|
||||
def handle_message(self, client: Client, message):
|
||||
methods: dict = {
|
||||
'TRADE': self.handle_trade,
|
||||
'TICKER': self.handle_ticker,
|
||||
'ORDER_BOOK': self.handle_order_book,
|
||||
'ACCOUNT_BALANCE': self.handle_balance,
|
||||
'USER_TRADE': self.handle_my_trade,
|
||||
}
|
||||
event = self.safe_string(message, 'event')
|
||||
method = self.safe_value(methods, event)
|
||||
if method is not None:
|
||||
method(client, message)
|
||||
Reference in New Issue
Block a user