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352
ccxt/pro/paradex.py
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352
ccxt/pro/paradex.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, Bool, Int, OrderBook, Strings, Ticker, Tickers, 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 paradex(ccxt.async_support.paradex):
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def describe(self) -> Any:
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return self.deep_extend(super(paradex, self).describe(), {
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'has': {
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'ws': True,
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'watchTicker': True,
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'watchTickers': 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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'watchBalance': False,
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'watchOHLCV': False,
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},
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'urls': {
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'logo': 'https://x.com/tradeparadex/photo',
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'api': {
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'ws': 'wss://ws.api.prod.paradex.trade/v1',
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},
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'test': {
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'ws': 'wss://ws.api.testnet.paradex.trade/v1',
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},
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'www': 'https://www.paradex.trade/',
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'doc': 'https://docs.api.testnet.paradex.trade/',
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'fees': 'https://docs.paradex.trade/getting-started/trading-fees',
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'referral': '',
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},
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'options': {},
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'streaming': {},
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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://docs.api.testnet.paradex.trade/#sub-trades-market_symbol-operation
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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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messageHash = 'trades.'
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if symbol is not None:
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market = self.market(symbol)
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messageHash += market['id']
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else:
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messageHash += 'ALL'
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url = self.urls['api']['ws']
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request: dict = {
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'jsonrpc': '2.0',
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'method': 'subscribe',
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'params': {
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'channel': messageHash,
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},
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}
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trades = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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def handle_trade(self, client: Client, message):
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#
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# {
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# "jsonrpc": "2.0",
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# "method": "subscription",
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# "params": {
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# "channel": "trades.ALL",
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# "data": {
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# "id": "1718179273230201709233240002",
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# "market": "kBONK-USD-PERP",
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# "side": "BUY",
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# "size": "34028",
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# "price": "0.028776",
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# "created_at": 1718179273230,
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# "trade_type": "FILL"
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# }
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# }
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# }
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#
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params = self.safe_dict(message, 'params', {})
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data = self.safe_dict(params, 'data', {})
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parsedTrade = self.parse_trade(data)
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symbol = parsedTrade['symbol']
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messageHash = self.safe_string(params, 'channel')
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stored = self.safe_value(self.trades, symbol)
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if stored is None:
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stored = ArrayCache(self.safe_integer(self.options, 'tradesLimit', 1000))
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self.trades[symbol] = stored
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stored.append(parsedTrade)
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client.resolve(stored, messageHash)
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return message
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://docs.api.testnet.paradex.trade/#sub-order_book-market_symbol-snapshot-15-refresh_rate-operation
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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 = 'order_book.' + market['id'] + '.snapshot@15@100ms'
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url = self.urls['api']['ws']
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request: dict = {
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'jsonrpc': '2.0',
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'method': 'subscribe',
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'params': {
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'channel': messageHash,
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},
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}
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orderbook = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
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return orderbook.limit()
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def handle_order_book(self, client: Client, message):
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#
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# {
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# "jsonrpc": "2.0",
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# "method": "subscription",
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# "params": {
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# "channel": "order_book.BTC-USD-PERP.snapshot@15@50ms",
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# "data": {
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# "seq_no": 14127815,
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# "market": "BTC-USD-PERP",
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# "last_updated_at": 1718267837265,
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# "update_type": "s",
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# "inserts": [
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# {
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# "side": "BUY",
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# "price": "67629.7",
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# "size": "0.992"
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# },
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# {
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# "side": "SELL",
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# "price": "69378.6",
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# "size": "3.137"
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# }
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# ],
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# "updates": [],
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# "deletes": []
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# }
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# }
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# }
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#
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params = self.safe_dict(message, 'params', {})
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data = self.safe_dict(params, 'data', {})
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marketId = self.safe_string(data, 'market')
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market = self.safe_market(marketId)
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timestamp = self.safe_integer(data, 'last_updated_at')
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symbol = market['symbol']
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.order_book()
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orderbookData = {
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'bids': [],
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'asks': [],
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}
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inserts = self.safe_list(data, 'inserts')
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for i in range(0, len(inserts)):
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insert = self.safe_dict(inserts, i)
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side = self.safe_string(insert, 'side')
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price = self.safe_string(insert, 'price')
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size = self.safe_string(insert, 'size')
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if side == 'BUY':
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orderbookData['bids'].append([price, size])
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else:
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orderbookData['asks'].append([price, size])
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orderbook = self.orderbooks[symbol]
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snapshot = self.parse_order_book(orderbookData, symbol, timestamp, 'bids', 'asks')
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snapshot['nonce'] = self.safe_number(data, 'seq_no')
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orderbook.reset(snapshot)
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messageHash = self.safe_string(params, 'channel')
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client.resolve(orderbook, messageHash)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
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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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symbol = self.symbol(symbol)
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channel = 'markets_summary'
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url = self.urls['api']['ws']
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request: dict = {
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'jsonrpc': '2.0',
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'method': 'subscribe',
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'params': {
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'channel': channel,
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},
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}
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messageHash = channel + '.' + symbol
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return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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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 all markets of a specific list
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https://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
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:param str[] symbols: 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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symbols = self.market_symbols(symbols)
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channel = 'markets_summary'
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url = self.urls['api']['ws']
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request: dict = {
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'jsonrpc': '2.0',
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'method': 'subscribe',
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'params': {
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'channel': channel,
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},
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}
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messageHashes = []
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if isinstance(symbols, list):
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for i in range(0, len(symbols)):
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messageHash = channel + '.' + symbols[i]
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messageHashes.append(messageHash)
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else:
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messageHashes.append(channel)
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newTickers = await self.watch_multiple(url, messageHashes, self.deep_extend(request, params), messageHashes)
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if self.newUpdates:
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result: dict = {}
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result[newTickers['symbol']] = newTickers
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return result
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return self.filter_by_array(self.tickers, 'symbol', symbols)
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def handle_ticker(self, client: Client, message):
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#
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# {
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# "jsonrpc": "2.0",
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# "method": "subscription",
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# "params": {
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# "channel": "markets_summary",
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# "data": {
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# "symbol": "ORDI-USD-PERP",
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# "oracle_price": "49.80885481",
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# "mark_price": "49.80885481",
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# "last_traded_price": "62.038",
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# "bid": "49.822",
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# "ask": "58.167",
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# "volume_24h": "0",
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# "total_volume": "54542628.66054200416",
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# "created_at": 1718334307698,
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# "underlying_price": "47.93",
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# "open_interest": "6999.5",
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# "funding_rate": "0.03919997509811",
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# "price_change_rate_24h": ""
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# }
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# }
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# }
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#
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params = self.safe_dict(message, 'params', {})
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data = self.safe_dict(params, 'data', {})
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marketId = self.safe_string(data, 'symbol')
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market = self.safe_market(marketId)
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symbol = market['symbol']
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channel = self.safe_string(params, 'channel')
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messageHash = channel + '.' + symbol
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ticker = self.parse_ticker(data, market)
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self.tickers[symbol] = ticker
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client.resolve(ticker, channel)
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client.resolve(ticker, messageHash)
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return message
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def handle_error_message(self, client: Client, message) -> Bool:
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#
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# {
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# "jsonrpc": "2.0",
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# "id": 0,
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# "error": {
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# "code": -32600,
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# "message": "invalid subscribe request",
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# "data": "invalid channel"
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# },
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# "usIn": 1718179125962419,
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# "usDiff": 76,
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# "usOut": 1718179125962495
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# }
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#
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error = self.safe_dict(message, 'error')
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if error is None:
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return True
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else:
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errorCode = self.safe_string(error, 'code')
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if errorCode is not None:
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feedback = self.id + ' ' + self.json(error)
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self.throw_exactly_matched_exception(self.exceptions['exact'], '-32600', feedback)
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messageString = self.safe_value(error, 'message')
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if messageString is not None:
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self.throw_broadly_matched_exception(self.exceptions['broad'], messageString, feedback)
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return False
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def handle_message(self, client: Client, message):
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if not self.handle_error_message(client, message):
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return
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#
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# {
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# "jsonrpc": "2.0",
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# "method": "subscription",
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# "params": {
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# "channel": "trades.ALL",
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# "data": {
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# "id": "1718179273230201709233240002",
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# "market": "kBONK-USD-PERP",
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# "side": "BUY",
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# "size": "34028",
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# "price": "0.028776",
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# "created_at": 1718179273230,
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# "trade_type": "FILL"
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# }
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# }
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# }
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#
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data = self.safe_dict(message, 'params')
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if data is not None:
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channel = self.safe_string(data, 'channel')
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parts = channel.split('.')
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name = self.safe_string(parts, 0)
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methods: dict = {
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'trades': self.handle_trade,
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'order_book': self.handle_order_book,
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'markets_summary': self.handle_ticker,
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# ...
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}
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method = self.safe_value(methods, name)
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if method is not None:
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method(client, message)
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