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lz_db
204
ccxt/pro/coincheck.py
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204
ccxt/pro/coincheck.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
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from ccxt.base.types import Any, Int, Market, OrderBook, 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 AuthenticationError
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class coincheck(ccxt.async_support.coincheck):
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def describe(self) -> Any:
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return self.deep_extend(super(coincheck, self).describe(), {
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'has': {
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'ws': True,
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'watchOrderBook': True,
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'watchOrders': False,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchOHLCV': False,
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'watchTicker': False,
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'watchTickers': False,
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},
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'urls': {
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'api': {
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'ws': 'wss://ws-api.coincheck.com/',
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},
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},
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'options': {
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'expiresIn': '',
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'userId': '',
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'wsSessionToken': '',
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'watchOrderBook': {
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'snapshotDelay': 6,
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'snapshotMaxRetries': 3,
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},
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'tradesLimit': 1000,
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'OHLCVLimit': 1000,
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},
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'exceptions': {
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'exact': {
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'4009': AuthenticationError,
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},
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},
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})
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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://coincheck.com/documents/exchange/api#websocket-order-book
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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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await self.load_markets()
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market = self.market(symbol)
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messageHash = 'orderbook:' + market['symbol']
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url = self.urls['api']['ws']
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request: dict = {
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'type': 'subscribe',
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'channel': market['id'] + '-orderbook',
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}
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message = self.extend(request, params)
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orderbook = await self.watch(url, messageHash, message, messageHash)
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return orderbook.limit()
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def handle_order_book(self, client, message):
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#
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# [
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# "btc_jpy",
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# {
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# "bids": [
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# [
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# "6288279.0",
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# "0"
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# ]
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# ],
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# "asks": [
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# [
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# "6290314.0",
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# "0"
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# ]
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# ],
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# "last_update_at": "1705396097"
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# }
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# ]
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#
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symbol = self.symbol(self.safe_string(message, 0))
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data = self.safe_value(message, 1, {})
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timestamp = self.safe_timestamp(data, 'last_update_at')
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snapshot = self.parse_order_book(data, symbol, timestamp)
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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(snapshot)
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self.orderbooks[symbol] = orderbook
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else:
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orderbook = self.orderbooks[symbol]
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orderbook.reset(snapshot)
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messageHash = 'orderbook:' + symbol
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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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watches information on multiple trades made in a market
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https://coincheck.com/documents/exchange/api#websocket-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 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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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:' + market['symbol']
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url = self.urls['api']['ws']
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request: dict = {
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'type': 'subscribe',
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'channel': market['id'] + '-trades',
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}
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message = self.extend(request, params)
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trades = await self.watch(url, messageHash, message, 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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# [
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# "1663318663", # transaction timestamp(unix time)
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# "2357062", # transaction ID
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# "btc_jpy", # pair
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# "2820896.0", # transaction rate
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# "5.0", # transaction amount
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# "sell", # order side
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# "1193401", # ID of the Taker
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# "2078767" # ID of the Maker
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# ]
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# ]
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#
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first = self.safe_value(message, 0, [])
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symbol = self.symbol(self.safe_string(first, 2))
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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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for i in range(0, len(message)):
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data = self.safe_value(message, i)
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trade = self.parse_ws_trade(data)
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stored.append(trade)
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messageHash = 'trade:' + symbol
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client.resolve(stored, messageHash)
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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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# "1663318663", # transaction timestamp(unix time)
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# "2357062", # transaction ID
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# "btc_jpy", # pair
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# "2820896.0", # transaction rate
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# "5.0", # transaction amount
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# "sell", # order side
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# "1193401", # ID of the Taker
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# "2078767" # ID of the Maker
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# ]
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#
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symbol = self.symbol(self.safe_string(trade, 2))
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timestamp = self.safe_timestamp(trade, 0)
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side = self.safe_string(trade, 5)
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priceString = self.safe_string(trade, 3)
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amountString = self.safe_string(trade, 4)
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return self.safe_trade({
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'id': self.safe_string(trade, 1),
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'info': trade,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'order': None,
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'symbol': symbol,
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'type': None,
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'side': side,
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'takerOrMaker': None,
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'price': priceString,
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'amount': amountString,
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'cost': None,
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'fee': None,
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}, market)
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def handle_message(self, client: Client, message):
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data = self.safe_value(message, 0)
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if not isinstance(data, list):
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self.handle_order_book(client, message)
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else:
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self.handle_trades(client, message)
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