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lz_db
307
ccxt/pro/luno.py
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307
ccxt/pro/luno.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, IndexType, Int, 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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class luno(ccxt.async_support.luno):
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def describe(self) -> Any:
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return self.deep_extend(super(luno, self).describe(), {
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'has': {
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'ws': True,
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'watchTicker': False,
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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': None, # is in beta
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'watchOrderBook': True,
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'watchOHLCV': False,
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},
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'urls': {
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'api': {
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'ws': 'wss://ws.luno.com/api/1',
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},
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},
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'options': {
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'sequenceNumbers': {},
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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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})
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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://www.luno.com/en/developers/api#tag/Streaming-API
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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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self.check_required_credentials()
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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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subscriptionHash = '/stream/' + market['id']
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subscription: dict = {'symbol': symbol}
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url = self.urls['api']['ws'] + subscriptionHash
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messageHash = 'trades:' + symbol
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subscribe: dict = {
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'api_key_id': self.apiKey,
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'api_key_secret': self.secret,
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}
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request = self.deep_extend(subscribe, params)
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trades = await self.watch(url, messageHash, request, subscriptionHash, subscription)
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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, subscription):
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#
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# {
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# "sequence": "110980825",
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# "trade_updates": [],
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# "create_update": {
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# "order_id": "BXHSYXAUMH8C2RW",
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# "type": "ASK",
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# "price": "24081.09000000",
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# "volume": "0.07780000"
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# },
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# "delete_update": null,
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# "status_update": null,
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# "timestamp": 1660598775360
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# }
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#
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rawTrades = self.safe_value(message, 'trade_updates', [])
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length = len(rawTrades)
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if length == 0:
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return
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symbol = subscription['symbol']
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market = self.market(symbol)
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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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for i in range(0, len(rawTrades)):
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rawTrade = rawTrades[i]
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trade = self.parse_trade(rawTrade, market)
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stored.append(trade)
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self.trades[symbol] = stored
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client.resolve(self.trades[symbol], messageHash)
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def parse_trade(self, trade, market=None) -> Trade:
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#
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# watchTrades(public)
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#
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# {
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# "base": "69.00000000",
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# "counter": "113.6499000000000000",
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# "maker_order_id": "BXEEU4S2BWF5WRB",
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# "taker_order_id": "BXKNCSF7JDHXY3H",
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# "order_id": "BXEEU4S2BWF5WRB"
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# }
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#
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return self.safe_trade({
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'info': trade,
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'id': None,
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'timestamp': None,
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'datetime': None,
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'symbol': market['symbol'],
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'order': None,
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'type': None,
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'side': None,
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# takerOrMaker has no meaning for public trades
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'takerOrMaker': None,
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'price': None,
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'amount': self.safe_string(trade, 'base'),
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'cost': self.safe_string(trade, 'counter'),
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'fee': None,
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}, market)
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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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: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 dictConstructor [params]: extra parameters specific to the exchange API endpoint
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:param str [params.type]: accepts l2 or l3 for level 2 or level 3 order book
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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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self.check_required_credentials()
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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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subscriptionHash = '/stream/' + market['id']
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subscription: dict = {'symbol': symbol}
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url = self.urls['api']['ws'] + subscriptionHash
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messageHash = 'orderbook:' + symbol
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subscribe: dict = {
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'api_key_id': self.apiKey,
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'api_key_secret': self.secret,
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}
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request = self.deep_extend(subscribe, params)
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orderbook = await self.watch(url, messageHash, request, subscriptionHash, subscription)
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return orderbook.limit()
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def handle_order_book(self, client: Client, message, subscription):
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#
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# {
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# "sequence": "24352",
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# "asks": [{
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# "id": "BXMC2CJ7HNB88U4",
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# "price": "1234.00",
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# "volume": "0.93"
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# }],
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# "bids": [{
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# "id": "BXMC2CJ7HNB88U5",
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# "price": "1201.00",
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# "volume": "1.22"
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# }],
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# "status": "ACTIVE",
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# "timestamp": 1528884331021
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# }
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#
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# update
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# {
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# "sequence": "110980825",
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# "trade_updates": [],
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# "create_update": {
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# "order_id": "BXHSYXAUMH8C2RW",
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# "type": "ASK",
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# "price": "24081.09000000",
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# "volume": "0.07780000"
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# },
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# "delete_update": null,
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# "status_update": null,
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# "timestamp": 1660598775360
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# }
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#
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symbol = subscription['symbol']
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messageHash = 'orderbook:' + symbol
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timestamp = self.safe_integer(message, 'timestamp')
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.indexed_order_book({})
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asks = self.safe_value(message, 'asks')
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if asks is not None:
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snapshot = self.custom_parse_order_book(message, symbol, timestamp, 'bids', 'asks', 'price', 'volume', 'id')
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self.orderbooks[symbol] = self.indexed_order_book(snapshot)
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else:
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ob = self.orderbooks[symbol]
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self.handle_delta(ob, message)
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ob['timestamp'] = timestamp
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ob['datetime'] = self.iso8601(timestamp)
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orderbook = self.orderbooks[symbol]
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nonce = self.safe_integer(message, 'sequence')
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orderbook['nonce'] = nonce
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client.resolve(orderbook, messageHash)
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def custom_parse_order_book(self, orderbook, symbol, timestamp=None, bidsKey='bids', asksKey: IndexType = 'asks', priceKey: IndexType = 'price', amountKey: IndexType = 'volume', countOrIdKey: IndexType = 2):
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bids = self.parse_bids_asks(self.safe_value(orderbook, bidsKey, []), priceKey, amountKey, countOrIdKey)
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asks = self.parse_bids_asks(self.safe_value(orderbook, asksKey, []), priceKey, amountKey, countOrIdKey)
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return {
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'symbol': symbol,
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'bids': self.sort_by(bids, 0, True),
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'asks': self.sort_by(asks, 0),
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'nonce': None,
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}
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def parse_bids_asks(self, bidasks, priceKey: IndexType = 'price', amountKey: IndexType = 'volume', thirdKey: IndexType = 2):
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bidasks = self.to_array(bidasks)
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result = []
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for i in range(0, len(bidasks)):
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result.append(self.custom_parse_bid_ask(bidasks[i], priceKey, amountKey, thirdKey))
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return result
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def custom_parse_bid_ask(self, bidask, priceKey: IndexType = 'price', amountKey: IndexType = 'volume', thirdKey: IndexType = 2):
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price = self.safe_number(bidask, priceKey)
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amount = self.safe_number(bidask, amountKey)
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result = [price, amount]
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if thirdKey is not None:
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thirdValue = self.safe_string(bidask, thirdKey)
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result.append(thirdValue)
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return result
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def handle_delta(self, orderbook, message):
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#
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# create
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# {
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# "sequence": "110980825",
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# "trade_updates": [],
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# "create_update": {
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# "order_id": "BXHSYXAUMH8C2RW",
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# "type": "ASK",
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# "price": "24081.09000000",
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# "volume": "0.07780000"
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# },
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# "delete_update": null,
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# "status_update": null,
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# "timestamp": 1660598775360
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# }
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# del # {
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# "sequence": "110980825",
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# "trade_updates": [],
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# "create_update": null,
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# "delete_update": {
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# "order_id": "BXMC2CJ7HNB88U4"
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# },
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# "status_update": null,
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# "timestamp": 1660598775360
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# }
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# trade
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# {
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# "sequence": "110980825",
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# "trade_updates": [
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# {
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# "base": "0.1",
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# "counter": "5232.00",
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# "maker_order_id": "BXMC2CJ7HNB88U4",
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# "taker_order_id": "BXMC2CJ7HNB88U5"
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# }
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# ],
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# "create_update": null,
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# "delete_update": null,
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# "status_update": null,
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# "timestamp": 1660598775360
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# }
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#
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createUpdate = self.safe_value(message, 'create_update')
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asksOrderSide = orderbook['asks']
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bidsOrderSide = orderbook['bids']
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if createUpdate is not None:
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bidAskArray = self.custom_parse_bid_ask(createUpdate, 'price', 'volume', 'order_id')
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type = self.safe_string(createUpdate, 'type')
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if type == 'ASK':
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asksOrderSide.storeArray(bidAskArray)
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elif type == 'BID':
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bidsOrderSide.storeArray(bidAskArray)
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deleteUpdate = self.safe_value(message, 'delete_update')
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if deleteUpdate is not None:
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orderId = self.safe_string(deleteUpdate, 'order_id')
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asksOrderSide.storeArray([0, 0, orderId])
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bidsOrderSide.storeArray([0, 0, orderId])
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def handle_message(self, client: Client, message):
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if message == '':
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return
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subscriptions = list(client.subscriptions.values())
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handlers = [self.handle_order_book, self.handle_trades]
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for j in range(0, len(handlers)):
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handler = handlers[j]
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handler(client, message, subscriptions[0])
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