add
This commit is contained in:
lz_db
751
ccxt/pro/blockchaincom.py
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751
ccxt/pro/blockchaincom.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, Balances, 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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from ccxt.base.errors import NotSupported
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class blockchaincom(ccxt.async_support.blockchaincom):
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def describe(self) -> Any:
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return self.deep_extend(super(blockchaincom, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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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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'watchMyTrades': False,
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'watchOrders': True,
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'watchOrderBook': True,
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'watchOHLCV': True,
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},
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'urls': {
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'api': {
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'ws': 'wss://ws.blockchain.info/mercury-gateway/v1/ws',
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},
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},
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'options': {
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'ws': {
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'options': {
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'headers': {
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'Origin': 'https://exchange.blockchain.com',
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},
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},
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'noOriginHeader': False,
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},
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},
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'streaming': {
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},
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'exceptions': {
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},
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'timeframes': {
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'1m': '60',
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'5m': '300',
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'15m': '900',
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'1h': '3600',
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'6h': '21600',
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'1d': '86400',
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},
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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://exchange.blockchain.com/api/#balances
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
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"""
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await self.authenticate(params)
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messageHash = 'balance'
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url = self.urls['api']['ws']
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subscribe: dict = {
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'action': 'subscribe',
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'channel': 'balances',
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}
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request = self.deep_extend(subscribe, params)
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return await self.watch(url, messageHash, request, messageHash, request)
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def handle_balance(self, client: Client, message):
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#
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# subscribed
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# {
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# "seqnum": 1,
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# "event": "subscribed",
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# "channel": "balances",
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# "local_currency": "USD",
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# "batching": False
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# }
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# snapshot
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# {
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# "seqnum": 2,
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# "event": "snapshot",
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# "channel": "balances",
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# "balances": [
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# {
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# "currency": "BTC",
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# "balance": 0.00366963,
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# "available": 0.00266963,
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# "balance_local": 38.746779155,
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# "available_local": 28.188009155,
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# "rate": 10558.77
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# },
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# ...
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# ],
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# "total_available_local": 65.477864168,
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# "total_balance_local": 87.696634168
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# }
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#
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event = self.safe_string(message, 'event')
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if event == 'subscribed':
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return
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result: dict = {'info': message}
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balances = self.safe_value(message, 'balances', [])
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for i in range(0, len(balances)):
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entry = balances[i]
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currencyId = self.safe_string(entry, 'currency')
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code = self.safe_currency_code(currencyId)
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account = self.account()
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account['free'] = self.safe_string(entry, 'available')
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account['total'] = self.safe_string(entry, 'balance')
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result[code] = account
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messageHash = 'balance'
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self.balance = self.safe_balance(result)
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client.resolve(self.balance, messageHash)
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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://exchange.blockchain.com/api/#prices
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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. Allows '1m', '5m', '15m', '1h', '6h' '1d'. Can only watch one timeframe per symbol.
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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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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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interval = self.safe_string(self.timeframes, timeframe, timeframe)
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messageHash = 'ohlcv:' + symbol
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request = {
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'action': 'subscribe',
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'channel': 'prices',
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'symbol': market['id'],
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'granularity': self.parse_number(interval),
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}
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request = self.deep_extend(request, params)
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url = self.urls['api']['ws']
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ohlcv = await self.watch(url, messageHash, request, messageHash, request)
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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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# subscribed
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# {
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# "seqnum": 0,
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# "event": "subscribed",
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# "channel": "prices",
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# "symbol": "BTC-USDT",
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# "granularity": 60
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# }
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#
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# updated
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# {
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# "seqnum": 1,
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# "event": "updated",
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# "channel": "prices",
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# "symbol": "BTC-USD",
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# "price": [1660085580000, 23185.215, 23185.935, 23164.79, 23169.97, 0]
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# }
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#
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event = self.safe_string(message, 'event')
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if event == 'rejected':
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jsonMessage = self.json(message)
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raise ExchangeError(self.id + ' ' + jsonMessage)
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elif event == 'updated':
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marketId = self.safe_string(message, 'symbol')
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symbol = self.safe_symbol(marketId, None, '-')
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messageHash = 'ohlcv:' + symbol
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request = self.safe_value(client.subscriptions, messageHash)
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timeframeId = self.safe_number(request, 'granularity')
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timeframe = self.find_timeframe(timeframeId)
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ohlcv = self.safe_value(message, 'price', [])
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self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
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stored = self.safe_value(self.ohlcvs[symbol], timeframe)
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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][timeframe] = stored
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stored.append(ohlcv)
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client.resolve(stored, messageHash)
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elif event != 'subscribed':
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raise NotSupported(self.id + ' ' + self.json(message))
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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://exchange.blockchain.com/api/#ticker
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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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url = self.urls['api']['ws']
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messageHash = 'ticker:' + symbol
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request = {
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'action': 'subscribe',
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'channel': 'ticker',
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'symbol': market['id'],
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}
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request = self.deep_extend(request, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_ticker(self, client: Client, message):
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#
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# subscribed
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# {
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# "seqnum": 0,
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# "event": "subscribed",
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# "channel": "ticker",
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# "symbol": "BTC-USD"
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# }
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# snapshot
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# {
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# "seqnum": 1,
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# "event": "snapshot",
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# "channel": "ticker",
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# "symbol": "BTC-USD",
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# "price_24h": 23071.4,
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# "volume_24h": 236.28398636,
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# "last_trade_price": 23936.4,
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# "mark_price": 23935.335240262
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# }
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# update
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# {
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# "seqnum": 2,
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# "event": "updated",
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# "channel": "ticker",
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# "symbol": "BTC-USD",
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# "mark_price": 23935.242443617
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# }
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#
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event = self.safe_string(message, 'event')
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marketId = self.safe_string(message, 'symbol')
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market = self.safe_market(marketId)
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symbol = market['symbol']
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ticker = None
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if event == 'subscribed':
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return
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elif event == 'snapshot':
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ticker = self.parse_ticker(message, market)
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elif event == 'updated':
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lastTicker = self.safe_value(self.tickers, symbol)
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ticker = self.parse_ws_updated_ticker(message, lastTicker, market)
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messageHash = 'ticker:' + symbol
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self.tickers[symbol] = ticker
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client.resolve(ticker, messageHash)
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def parse_ws_updated_ticker(self, ticker, lastTicker=None, market=None):
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#
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# {
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# "seqnum": 2,
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# "event": "updated",
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# "channel": "ticker",
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# "symbol": "BTC-USD",
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# "mark_price": 23935.242443617
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# }
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#
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marketId = self.safe_string(ticker, 'symbol')
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symbol = self.safe_symbol(marketId, None, '-')
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last = self.safe_string(ticker, 'mark_price')
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return self.safe_ticker({
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'symbol': symbol,
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'timestamp': None,
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'datetime': None,
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'high': None,
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'low': None,
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'bid': None,
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'bidVolume': None,
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'ask': None,
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'askVolume': None,
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'vwap': None,
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'open': self.safe_string(lastTicker, 'open'),
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'close': None,
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'last': last,
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'previousClose': self.safe_string(lastTicker, 'close'),
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'change': None,
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'percentage': None,
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'average': None,
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'baseVolume': self.safe_string(lastTicker, 'baseVolume'),
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'quoteVolume': None,
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'info': self.extend(self.safe_value(lastTicker, 'info', {}), ticker),
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}, market)
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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://exchange.blockchain.com/api/#trades
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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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url = self.urls['api']['ws']
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messageHash = 'trades:' + symbol
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request = {
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'action': 'subscribe',
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'channel': 'trades',
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'symbol': market['id'],
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}
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request = self.deep_extend(request, params)
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trades = await self.watch(url, messageHash, request, messageHash, request)
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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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# subscribed
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# {
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# "seqnum": 0,
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# "event": "subscribed",
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# "channel": "trades",
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# "symbol": "BTC-USDT"
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# }
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# updates
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# {
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# "seqnum": 1,
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# "event": "updated",
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# "channel": "trades",
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# "symbol": "BTC-USDT",
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# "timestamp": "2022-08-08T17:23:48.163096Z",
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# "side": "sell",
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# "qty": 0.083523,
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# "price": 23940.67,
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# "trade_id": "563078810223444"
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# }
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#
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event = self.safe_string(message, 'event')
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if event != 'updated':
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return
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marketId = self.safe_string(message, 'symbol')
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symbol = self.safe_symbol(marketId)
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market = self.safe_market(marketId)
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messageHash = 'trades:' + symbol
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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_ws_trade(message, market)
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stored.append(parsed)
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self.trades[symbol] = stored
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client.resolve(self.trades[symbol], messageHash)
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def parse_ws_trade(self, trade, market=None):
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#
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# {
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# "seqnum": 1,
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# "event": "updated",
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# "channel": "trades",
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# "symbol": "BTC-USDT",
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# "timestamp": "2022-08-08T17:23:48.163096Z",
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# "side": "sell",
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# "qty": 0.083523,
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# "price": 23940.67,
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# "trade_id": "563078810223444"
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# }
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#
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marketId = self.safe_string(trade, 'symbol')
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datetime = self.safe_string(trade, 'timestamp')
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return self.safe_trade({
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'id': self.safe_string(trade, 'trade_id'),
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'timestamp': self.parse8601(datetime),
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'datetime': datetime,
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'symbol': self.safe_symbol(marketId, market, '-'),
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'order': None,
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'type': None,
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'side': self.safe_string(trade, 'side'),
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'takerOrMaker': None,
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'price': self.safe_string(trade, 'price'),
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'amount': self.safe_string(trade, 'qty'),
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'cost': None,
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'fee': None,
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'info': trade,
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}, market)
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||||
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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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||||
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https://exchange.blockchain.com/api/#mass-order-status-request-ordermassstatusrequest
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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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"""
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await self.load_markets()
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await self.authenticate()
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if symbol is not None:
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market = self.market(symbol)
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symbol = market['symbol']
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url = self.urls['api']['ws']
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message: dict = {
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||||
'action': 'subscribe',
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||||
'channel': 'trading',
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||||
}
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messageHash = 'orders'
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||||
request = self.deep_extend(message, params)
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||||
orders = await self.watch(url, messageHash, request, messageHash)
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if self.newUpdates:
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||||
limit = orders.getLimit(symbol, limit)
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||||
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
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||||
|
||||
def handle_orders(self, client: Client, message):
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||||
#
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||||
# {
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||||
# "seqnum": 1,
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||||
# "event": "rejected",
|
||||
# "channel": "trading",
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||||
# "text": "Not subscribed to channel"
|
||||
# }
|
||||
# snapshot
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||||
# {
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||||
# "seqnum": 2,
|
||||
# "event": "snapshot",
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||||
# "channel": "trading",
|
||||
# "orders": [
|
||||
# {
|
||||
# "orderID": "562965341621940",
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||||
# "gwOrderId": 181011136260,
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||||
# "clOrdID": "016caf67f7a94508webd",
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||||
# "symbol": "BTC-USD",
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||||
# "side": "sell",
|
||||
# "ordType": "limit",
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||||
# "orderQty": 0.000675,
|
||||
# "leavesQty": 0.000675,
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||||
# "cumQty": 0,
|
||||
# "avgPx": 0,
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||||
# "ordStatus": "open",
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||||
# "timeInForce": "GTC",
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||||
# "text": "New order",
|
||||
# "execType": "0",
|
||||
# "execID": "21415965325",
|
||||
# "transactTime": "2022-08-08T23:31:00.550795Z",
|
||||
# "msgType": 8,
|
||||
# "lastPx": 0,
|
||||
# "lastShares": 0,
|
||||
# "tradeId": "0",
|
||||
# "fee": 0,
|
||||
# "price": 30000,
|
||||
# "marginOrder": False,
|
||||
# "closePositionOrder": False
|
||||
# }
|
||||
# ],
|
||||
# "positions": []
|
||||
# }
|
||||
# update
|
||||
# {
|
||||
# "seqnum": 3,
|
||||
# "event": "updated",
|
||||
# "channel": "trading",
|
||||
# "orderID": "562965341621940",
|
||||
# "gwOrderId": 181011136260,
|
||||
# "clOrdID": "016caf67f7a94508webd",
|
||||
# "symbol": "BTC-USD",
|
||||
# "side": "sell",
|
||||
# "ordType": "limit",
|
||||
# "orderQty": 0.000675,
|
||||
# "leavesQty": 0.000675,
|
||||
# "cumQty": 0,
|
||||
# "avgPx": 0,
|
||||
# "ordStatus": "cancelled",
|
||||
# "timeInForce": "GTC",
|
||||
# "text": "Canceled by User",
|
||||
# "execType": "4",
|
||||
# "execID": "21416034921",
|
||||
# "transactTime": "2022-08-08T23:33:25.727785Z",
|
||||
# "msgType": 8,
|
||||
# "lastPx": 0,
|
||||
# "lastShares": 0,
|
||||
# "tradeId": "0",
|
||||
# "fee": 0,
|
||||
# "price": 30000,
|
||||
# "marginOrder": False,
|
||||
# "closePositionOrder": False
|
||||
# }
|
||||
#
|
||||
event = self.safe_string(message, 'event')
|
||||
messageHash = 'orders'
|
||||
cachedOrders = self.orders
|
||||
if cachedOrders is None:
|
||||
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
||||
self.orders = ArrayCacheBySymbolById(limit)
|
||||
if event == 'subscribed':
|
||||
return
|
||||
elif event == 'rejected':
|
||||
raise ExchangeError(self.id + ' ' + self.json(message))
|
||||
elif event == 'snapshot':
|
||||
orders = self.safe_value(message, 'orders', [])
|
||||
for i in range(0, len(orders)):
|
||||
order = orders[i]
|
||||
parsedOrder = self.parse_ws_order(order)
|
||||
cachedOrders.append(parsedOrder)
|
||||
elif event == 'updated':
|
||||
parsedOrder = self.parse_ws_order(message)
|
||||
cachedOrders.append(parsedOrder)
|
||||
self.orders = cachedOrders
|
||||
client.resolve(self.orders, messageHash)
|
||||
|
||||
def parse_ws_order(self, order, market=None):
|
||||
#
|
||||
# {
|
||||
# "seqnum": 3,
|
||||
# "event": "updated",
|
||||
# "channel": "trading",
|
||||
# "orderID": "562965341621940",
|
||||
# "gwOrderId": 181011136260,
|
||||
# "clOrdID": "016caf67f7a94508webd",
|
||||
# "symbol": "BTC-USD",
|
||||
# "side": "sell",
|
||||
# "ordType": "limit",
|
||||
# "orderQty": 0.000675,
|
||||
# "leavesQty": 0.000675,
|
||||
# "cumQty": 0,
|
||||
# "avgPx": 0,
|
||||
# "ordStatus": "cancelled",
|
||||
# "timeInForce": "GTC",
|
||||
# "text": "Canceled by User",
|
||||
# "execType": "4",
|
||||
# "execID": "21416034921",
|
||||
# "transactTime": "2022-08-08T23:33:25.727785Z",
|
||||
# "msgType": 8,
|
||||
# "lastPx": 0,
|
||||
# "lastShares": 0,
|
||||
# "tradeId": "0",
|
||||
# "fee": 0,
|
||||
# "price": 30000,
|
||||
# "marginOrder": False,
|
||||
# "closePositionOrder": False
|
||||
# }
|
||||
#
|
||||
datetime = self.safe_string(order, 'transactTime')
|
||||
status = self.safe_string(order, 'ordStatus')
|
||||
marketId = self.safe_string(order, 'symbol')
|
||||
market = self.safe_market(marketId, market)
|
||||
tradeId = self.safe_string(order, 'tradeId')
|
||||
trades = []
|
||||
if tradeId != '0':
|
||||
trades.append({'id': tradeId})
|
||||
return self.safe_order({
|
||||
'id': self.safe_string(order, 'orderID'),
|
||||
'clientOrderId': self.safe_string(order, 'clOrdID'),
|
||||
'datetime': datetime,
|
||||
'timestamp': self.parse8601(datetime),
|
||||
'status': self.parse_ws_order_status(status),
|
||||
'symbol': self.safe_symbol(marketId, market),
|
||||
'type': self.safe_string(order, 'ordType'), # limit, market, stop, stopLimit, trailingStop, fillOrKill
|
||||
'timeInForce': self.safe_string(order, 'timeInForce'),
|
||||
'postOnly': self.safe_string(order, 'execInst') == 'ALO',
|
||||
'side': self.safe_string(order, 'side'),
|
||||
'price': self.safe_string(order, 'price'),
|
||||
'stopPrice': self.safe_string(order, 'stopPx'),
|
||||
'cost': None,
|
||||
'amount': self.safe_string(order, 'orderQty'),
|
||||
'filled': self.safe_string(order, 'cumQty'),
|
||||
'remaining': self.safe_string(order, 'leavesQty'),
|
||||
'trades': trades,
|
||||
'fee': {
|
||||
'rate': None,
|
||||
'cost': self.safe_number(order, 'fee'),
|
||||
'currency': self.safe_string(market, 'quote'),
|
||||
},
|
||||
'info': order,
|
||||
'lastTradeTimestamp': None,
|
||||
'average': self.safe_string(order, 'avgPx'),
|
||||
}, market)
|
||||
|
||||
def parse_ws_order_status(self, status):
|
||||
statuses: dict = {
|
||||
'pending': 'open',
|
||||
'open': 'open',
|
||||
'rejected': 'rejected',
|
||||
'cancelled': 'canceled',
|
||||
'filled': 'closed',
|
||||
'partial': 'open',
|
||||
'expired': 'expired',
|
||||
}
|
||||
return self.safe_string(statuses, status, status)
|
||||
|
||||
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
||||
"""
|
||||
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
||||
|
||||
https://exchange.blockchain.com/api/#l2-order-book
|
||||
|
||||
:param str symbol: unified symbol of the market to fetch the order book for
|
||||
:param int [limit]: the maximum amount of order book entries to return
|
||||
:param dictConstructor [params]: extra parameters specific to the exchange API endpoint
|
||||
:param str [params.type]: accepts l2 or l3 for level 2 or level 3 order book
|
||||
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
||||
"""
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
url = self.urls['api']['ws']
|
||||
type = self.safe_string(params, 'type', 'l2')
|
||||
params = self.omit(params, 'type')
|
||||
messageHash = 'orderbook:' + symbol + ':' + type
|
||||
subscribe: dict = {
|
||||
'action': 'subscribe',
|
||||
'channel': type,
|
||||
'symbol': market['id'],
|
||||
}
|
||||
request = self.deep_extend(subscribe, params)
|
||||
orderbook = await self.watch(url, messageHash, request, messageHash)
|
||||
return orderbook.limit()
|
||||
|
||||
def handle_order_book(self, client: Client, message):
|
||||
#
|
||||
# subscribe
|
||||
# {
|
||||
# "seqnum": 0,
|
||||
# "event": "subscribed",
|
||||
# "channel": "l2",
|
||||
# "symbol": "BTC-USDT",
|
||||
# "batching": False
|
||||
# }
|
||||
# snapshot
|
||||
# {
|
||||
# "seqnum": 1,
|
||||
# "event": "snapshot",
|
||||
# "channel": "l2",
|
||||
# "symbol": "BTC-USDT",
|
||||
# "bids": [
|
||||
# {num: 1, px: 0.01, qty: 22},
|
||||
# ],
|
||||
# "asks": [
|
||||
# {num: 1, px: 23840.26, qty: 0.25},
|
||||
# ],
|
||||
# "timestamp": "2022-08-08T22:03:19.071870Z"
|
||||
# }
|
||||
# update
|
||||
# {
|
||||
# "seqnum": 2,
|
||||
# "event": "updated",
|
||||
# "channel": "l2",
|
||||
# "symbol": "BTC-USDT",
|
||||
# "bids": [],
|
||||
# "asks": [{num: 1, px: 23855.06, qty: 1.04786347}],
|
||||
# "timestamp": "2022-08-08T22:03:19.014680Z"
|
||||
# }
|
||||
#
|
||||
event = self.safe_string(message, 'event')
|
||||
if event == 'subscribed':
|
||||
return
|
||||
type = self.safe_string(message, 'channel')
|
||||
marketId = self.safe_string(message, 'symbol')
|
||||
symbol = self.safe_symbol(marketId)
|
||||
messageHash = 'orderbook:' + symbol + ':' + type
|
||||
datetime = self.safe_string(message, 'timestamp')
|
||||
timestamp = self.parse8601(datetime)
|
||||
if self.safe_value(self.orderbooks, symbol) is None:
|
||||
self.orderbooks[symbol] = self.counted_order_book()
|
||||
orderbook = self.orderbooks[symbol]
|
||||
if event == 'snapshot':
|
||||
snapshot = self.parse_order_book(message, symbol, timestamp, 'bids', 'asks', 'px', 'qty', 'num')
|
||||
orderbook.reset(snapshot)
|
||||
elif event == 'updated':
|
||||
asks = self.safe_list(message, 'asks', [])
|
||||
bids = self.safe_list(message, 'bids', [])
|
||||
self.handle_deltas(orderbook['asks'], asks)
|
||||
self.handle_deltas(orderbook['bids'], bids)
|
||||
orderbook['timestamp'] = timestamp
|
||||
orderbook['datetime'] = datetime
|
||||
else:
|
||||
raise NotSupported(self.id + ' watchOrderBook() does not support ' + event + ' yet')
|
||||
client.resolve(orderbook, messageHash)
|
||||
|
||||
def handle_delta(self, bookside, delta):
|
||||
bookArray = self.parse_bid_ask(delta, 'px', 'qty', 'num')
|
||||
bookside.storeArray(bookArray)
|
||||
|
||||
def handle_deltas(self, bookside, deltas):
|
||||
for i in range(0, len(deltas)):
|
||||
self.handle_delta(bookside, deltas[i])
|
||||
|
||||
def handle_message(self, client: Client, message):
|
||||
channel = self.safe_string(message, 'channel')
|
||||
handlers: dict = {
|
||||
'ticker': self.handle_ticker,
|
||||
'trades': self.handle_trades,
|
||||
'prices': self.handle_ohlcv,
|
||||
'l2': self.handle_order_book,
|
||||
'l3': self.handle_order_book,
|
||||
'auth': self.handle_authentication_message,
|
||||
'balances': self.handle_balance,
|
||||
'trading': self.handle_orders,
|
||||
}
|
||||
handler = self.safe_value(handlers, channel)
|
||||
if handler is not None:
|
||||
handler(client, message)
|
||||
return
|
||||
raise NotSupported(self.id + ' received an unsupported message: ' + self.json(message))
|
||||
|
||||
def handle_authentication_message(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "seqnum": 0,
|
||||
# "event": "subscribed",
|
||||
# "channel": "auth",
|
||||
# "readOnly": False
|
||||
# }
|
||||
#
|
||||
event = self.safe_string(message, 'event')
|
||||
if event != 'subscribed':
|
||||
raise AuthenticationError(self.id + ' received an authentication error: ' + self.json(message))
|
||||
future = self.safe_value(client.futures, 'authenticated')
|
||||
if future is not None:
|
||||
future.resolve(True)
|
||||
|
||||
async def authenticate(self, params={}):
|
||||
url = self.urls['api']['ws']
|
||||
client = self.client(url)
|
||||
messageHash = 'authenticated'
|
||||
future = client.reusableFuture(messageHash)
|
||||
isAuthenticated = self.safe_value(client.subscriptions, messageHash)
|
||||
if isAuthenticated is None:
|
||||
self.check_required_credentials()
|
||||
request: dict = {
|
||||
'action': 'subscribe',
|
||||
'channel': 'auth',
|
||||
'token': self.secret,
|
||||
}
|
||||
return self.watch(url, messageHash, self.extend(request, params), messageHash)
|
||||
return await future
|
||||
Reference in New Issue
Block a user