# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code import ccxt.async_support from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp from ccxt.base.types import Any, Balances, Int, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade from ccxt.async_support.base.ws.client import Client from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import ArgumentsRequired class defx(ccxt.async_support.defx): def describe(self) -> Any: return self.deep_extend(super(defx, self).describe(), { 'has': { 'ws': True, 'watchBalance': True, 'watchTicker': True, 'watchTickers': True, 'watchBidsAsks': True, 'watchTrades': True, 'watchTradesForSymbols': True, 'watchMyTrades': False, 'watchOrders': True, 'watchOrderBook': True, 'watchOrderBookForSymbols': True, 'watchOHLCV': True, 'watchOHLCVForSymbols': True, }, 'urls': { 'test': { 'ws': { 'public': 'wss://stream.testnet.defx.com/pricefeed', 'private': 'wss://ws.testnet.defx.com/user', }, }, 'api': { 'ws': { 'public': 'wss://marketfeed.api.defx.com/pricefeed', 'private': 'wss://userfeed.api.defx.com/user', }, }, }, 'options': { 'listenKeyRefreshRate': 3540000, # 1 hour(59 mins so we have 1min to renew the token) 'ws': { 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '12h': '12h', '1d': '1d', '1w': '1w', '1M': '1M', }, }, }, 'streaming': { }, 'exceptions': { }, }) async def watch_public(self, topics, messageHashes, params={}): await self.load_markets() url = self.urls['api']['ws']['public'] request: dict = { 'method': 'SUBSCRIBE', 'topics': topics, } message = self.extend(request, params) return await self.watch_multiple(url, messageHashes, message, messageHashes) async def un_watch_public(self, topics, messageHashes, params={}): await self.load_markets() url = self.urls['api']['ws']['public'] request: dict = { 'method': 'UNSUBSCRIBE', 'topics': topics, } message = self.extend(request, params) return await self.watch_multiple(url, messageHashes, message, messageHashes) async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ watches historical candlestick data containing the open, high, low, close price, and the volume of a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ result = await self.watch_ohlcv_for_symbols([[symbol, timeframe]], since, limit, params) return result[symbol][timeframe] async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> Any: """ watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ return await self.un_watch_ohlcv_for_symbols([[symbol, timeframe]], params) async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}): """ watches historical candlestick data containing the open, high, low, close price, and the volume of a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ symbolsLength = len(symbolsAndTimeframes) if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list): raise ArgumentsRequired(self.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]") await self.load_markets() topics = [] messageHashes = [] for i in range(0, len(symbolsAndTimeframes)): symbolAndTimeframe = symbolsAndTimeframes[i] marketId = self.safe_string(symbolAndTimeframe, 0) market = self.market(marketId) tf = self.safe_string(symbolAndTimeframe, 1) interval = self.safe_string(self.timeframes, tf, tf) topics.append('symbol:' + market['id'] + ':ohlc:' + interval) messageHashes.append('candles:' + interval + ':' + market['symbol']) symbol, timeframe, candles = await self.watch_public(topics, messageHashes, params) if self.newUpdates: limit = candles.getLimit(symbol, limit) filtered = self.filter_by_since_limit(candles, since, limit, 0, True) return self.create_ohlcv_object(symbol, timeframe, filtered) async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}) -> Any: """ unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume """ symbolsLength = len(symbolsAndTimeframes) if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list): raise ArgumentsRequired(self.id + " unWatchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]") await self.load_markets() topics = [] messageHashes = [] for i in range(0, len(symbolsAndTimeframes)): symbolAndTimeframe = symbolsAndTimeframes[i] marketId = self.safe_string(symbolAndTimeframe, 0) market = self.market(marketId) tf = self.safe_string(symbolAndTimeframe, 1) interval = self.safe_string(self.timeframes, tf, tf) topics.append('symbol:' + market['id'] + ':ohlc:' + interval) messageHashes.append('candles:' + interval + ':' + market['symbol']) return await self.un_watch_public(topics, messageHashes, params) def handle_ohlcv(self, client: Client, message): # # { # "topic": "symbol:BTC_USDC:ohlc:3m", # "event": "ohlc", # "timestamp": 1730794277104, # "data": { # "symbol": "BTC_USDC", # "window": "3m", # "open": "57486.90000000", # "high": "57486.90000000", # "low": "57486.90000000", # "close": "57486.90000000", # "volume": "0.000", # "quoteAssetVolume": "0.00000000", # "takerBuyAssetVolume": "0.000", # "takerBuyQuoteAssetVolume": "0.00000000", # "numberOfTrades": 0, # "start": 1730794140000, # "end": 1730794320000, # "isClosed": False # } # } # data = self.safe_dict(message, 'data', {}) marketId = self.safe_string(data, 'symbol') market = self.market(marketId) symbol = market['symbol'] timeframe = self.safe_string(data, 'window') if not (symbol in self.ohlcvs): self.ohlcvs[symbol] = {} if not (timeframe in self.ohlcvs[symbol]): limit = self.safe_integer(self.options, 'OHLCVLimit', 1000) stored = ArrayCacheByTimestamp(limit) self.ohlcvs[symbol][timeframe] = stored ohlcv = self.ohlcvs[symbol][timeframe] parsed = self.parse_ohlcv(data) ohlcv.append(parsed) messageHash = 'candles:' + timeframe + ':' + symbol client.resolve([symbol, timeframe, ohlcv], messageHash) async def watch_ticker(self, symbol: str, params={}) -> Ticker: """ watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() market = self.market(symbol) symbol = market['symbol'] topic = 'symbol:' + market['id'] + ':24hrTicker' messageHash = 'ticker:' + symbol return await self.watch_public([topic], [messageHash], params) async def un_watch_ticker(self, symbol: str, params={}) -> Any: """ unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers :returns dict: a `ticker structure ` """ return await self.un_watch_tickers([symbol], params) async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False) topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':24hrTicker') messageHashes.append('ticker:' + symbol) await self.watch_public(topics, messageHashes, params) return self.filter_by_array(self.tickers, 'symbol', symbols) async def un_watch_tickers(self, symbols: Strings = None, params={}) -> Any: """ unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] [symbols]: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False) topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':24hrTicker') messageHashes.append('ticker:' + symbol) return await self.un_watch_public(topics, messageHashes, params) def handle_ticker(self, client: Client, message): # # { # "topic": "symbol:BTC_USDC:24hrTicker", # "event": "24hrTicker", # "timestamp": 1730862543095, # "data": { # "symbol": "BTC_USDC", # "priceChange": "17114.70000000", # "priceChangePercent": "29.77", # "weightedAvgPrice": "6853147668", # "lastPrice": "74378.90000000", # "lastQty": "0.107", # "bestBidPrice": "61987.60000000", # "bestBidQty": "0.005", # "bestAskPrice": "84221.60000000", # "bestAskQty": "0.015", # "openPrice": "57486.90000000", # "highPrice": "88942.60000000", # "lowPrice": "47364.20000000", # "volume": "28.980", # "quoteVolume": "1986042.19424035", # "openTime": 1730776080000, # "closeTime": 1730862540000, # "openInterestBase": "67.130", # "openInterestQuote": "5008005.40800000" # } # } # self.handle_bid_ask(client, message) data = self.safe_dict(message, 'data', {}) parsedTicker = self.parse_ticker(data) symbol = parsedTicker['symbol'] timestamp = self.safe_integer(message, 'timestamp') parsedTicker['timestamp'] = timestamp parsedTicker['datetime'] = self.iso8601(timestamp) self.tickers[symbol] = parsedTicker messageHash = 'ticker:' + symbol client.resolve(parsedTicker, messageHash) async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers: """ watches best bid & ask for symbols https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] symbols: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False) topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':24hrTicker') messageHashes.append('bidask:' + symbol) await self.watch_public(topics, messageHashes, params) return self.filter_by_array(self.bidsasks, 'symbol', symbols) def handle_bid_ask(self, client: Client, message): data = self.safe_dict(message, 'data', {}) parsedTicker = self.parse_ws_bid_ask(data) symbol = parsedTicker['symbol'] timestamp = self.safe_integer(message, 'timestamp') parsedTicker['timestamp'] = timestamp parsedTicker['datetime'] = self.iso8601(timestamp) self.bidsasks[symbol] = parsedTicker messageHash = 'bidask:' + symbol client.resolve(parsedTicker, messageHash) def parse_ws_bid_ask(self, ticker, market=None): marketId = self.safe_string(ticker, 'symbol') market = self.safe_market(marketId, market) symbol = self.safe_string(market, 'symbol') return self.safe_ticker({ 'symbol': symbol, 'timestamp': None, 'datetime': None, 'ask': self.safe_string(ticker, 'bestAskPrice'), 'askVolume': self.safe_string(ticker, 'bestAskQty'), 'bid': self.safe_string(ticker, 'bestBidPrice'), 'bidVolume': self.safe_string(ticker, 'bestBidQty'), 'info': ticker, }, market) async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ watches information on multiple trades made in a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch the ticker for :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ return await self.watch_trades_for_symbols([symbol], since, limit, params) async def un_watch_trades(self, symbol: str, params={}) -> Any: """ unWatches from the stream channel https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified symbol of the market to fetch trades for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ return await self.un_watch_trades_for_symbols([symbol], params) async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ watches information on multiple trades made in a market https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] symbols: unified symbol of the market to fetch trades for :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ await self.load_markets() symbols = self.market_symbols(symbols) symbolsLength = len(symbols) if symbolsLength == 0: raise ArgumentsRequired(self.id + ' watchTradesForSymbols() requires a non-empty array of symbols') topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':trades') messageHashes.append('trade:' + symbol) trades = await self.watch_public(topics, messageHashes, params) if self.newUpdates: first = self.safe_value(trades, 0) tradeSymbol = self.safe_string(first, 'symbol') limit = trades.getLimit(tradeSymbol, limit) return self.filter_by_since_limit(trades, since, limit, 'timestamp', True) async def un_watch_trades_for_symbols(self, symbols: List[str], params={}) -> Any: """ unWatches from the stream channel https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] symbols: unified symbol of the market to fetch trades for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ await self.load_markets() symbols = self.market_symbols(symbols) symbolsLength = len(symbols) if symbolsLength == 0: raise ArgumentsRequired(self.id + ' unWatchTradesForSymbols() requires a non-empty array of symbols') topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':trades') messageHashes.append('trade:' + symbol) return await self.un_watch_public(topics, messageHashes, params) def handle_trades(self, client: Client, message): # # { # "topic": "symbol:SOL_USDC:trades", # "event": "trades", # "timestamp": 1730967426331, # "data": { # "buyerMaker": True, # "price": "188.38700000", # "qty": "1.00", # "symbol": "SOL_USDC", # "timestamp": 1730967426328 # } # } # data = self.safe_dict(message, 'data', {}) parsedTrade = self.parse_trade(data) symbol = parsedTrade['symbol'] if not (symbol in self.trades): limit = self.safe_integer(self.options, 'tradesLimit', 1000) stored = ArrayCache(limit) self.trades[symbol] = stored trades = self.trades[symbol] trades.append(parsedTrade) messageHash = 'trade:' + symbol client.resolve(trades, messageHash) 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://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :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 dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ return await self.watch_order_book_for_symbols([symbol], limit, params) async def un_watch_order_book(self, symbol: str, params={}) -> Any: """ unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str symbol: unified array of symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ return await self.un_watch_order_book_for_symbols([symbol], params) async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() symbolsLength = len(symbols) if symbolsLength == 0: raise ArgumentsRequired(self.id + ' watchOrderBookForSymbols() requires a non-empty array of symbols') symbols = self.market_symbols(symbols) topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':depth:20:0.001') messageHashes.append('orderbook:' + symbol) orderbook = await self.watch_public(topics, messageHashes, params) return orderbook.limit() async def un_watch_order_book_for_symbols(self, symbols: List[str], params={}) -> Any: """ unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://www.postman.com/defxcode/defx-public-apis/collection/667939a1b5d8069c13d614e9 :param str[] symbols: unified array of symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() symbolsLength = len(symbols) if symbolsLength == 0: raise ArgumentsRequired(self.id + ' unWatchOrderBookForSymbols() requires a non-empty array of symbols') symbols = self.market_symbols(symbols) topics = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] marketId = self.market_id(symbol) topics.append('symbol:' + marketId + ':depth:20:0.001') messageHashes.append('orderbook:' + symbol) return await self.un_watch_public(topics, messageHashes, params) def handle_order_book(self, client: Client, message): # # { # "topic": "symbol:SOL_USDC:depth:20:0.01", # "event": "depth", # "timestamp": 1731030695319, # "data": { # "symbol": "SOL_USDC", # "timestamp": 1731030695319, # "lastTradeTimestamp": 1731030275258, # "level": "20", # "slab": "0.01", # "bids": [ # { # "price": "198.27000000", # "qty": "1.52" # } # ], # "asks": [ # { # "price": "198.44000000", # "qty": "6.61" # } # ] # } # } # data = self.safe_dict(message, 'data', {}) marketId = self.safe_string(data, 'symbol') market = self.market(marketId) symbol = market['symbol'] timestamp = self.safe_integer(data, 'timestamp') snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'price', 'qty') if not (symbol in self.orderbooks): ob = self.order_book(snapshot) self.orderbooks[symbol] = ob orderbook = self.orderbooks[symbol] orderbook.reset(snapshot) messageHash = 'orderbook:' + symbol client.resolve(orderbook, messageHash) async def keep_alive_listen_key(self, params={}): listenKey = self.safe_string(self.options, 'listenKey') if listenKey is None: # A network error happened: we can't renew a listen key that does not exist. return try: await self.v1PrivatePutApiUsersSocketListenKeysListenKey({'listenKey': listenKey}) # self.extend the expiry except Exception as error: url = self.urls['api']['ws']['private'] + '?listenKey=' + listenKey client = self.client(url) messageHashes = list(client.futures.keys()) for j in range(0, len(messageHashes)): messageHash = messageHashes[j] client.reject(error, messageHash) self.options['listenKey'] = None self.options['lastAuthenticatedTime'] = 0 return # whether or not to schedule another listenKey keepAlive request listenKeyRefreshRate = self.safe_integer(self.options, 'listenKeyRefreshRate', 3540000) self.delay(listenKeyRefreshRate, self.keep_alive_listen_key, params) async def authenticate(self, params={}): time = self.milliseconds() lastAuthenticatedTime = self.safe_integer(self.options, 'lastAuthenticatedTime', 0) listenKeyRefreshRate = self.safe_integer(self.options, 'listenKeyRefreshRate', 3540000) # 1 hour if time - lastAuthenticatedTime > listenKeyRefreshRate: response = await self.v1PrivatePostApiUsersSocketListenKeys() self.options['listenKey'] = self.safe_string(response, 'listenKey') self.options['lastAuthenticatedTime'] = time self.delay(listenKeyRefreshRate, self.keep_alive_listen_key, params) async def watch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809 :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `balance structure ` """ await self.load_markets() await self.authenticate() baseUrl = self.urls['api']['ws']['private'] messageHash = 'WALLET_BALANCE_UPDATE' url = baseUrl + '?listenKey=' + self.options['listenKey'] return await self.watch(url, messageHash, None, messageHash) def handle_balance(self, client: Client, message): # # { # "event": "WALLET_BALANCE_UPDATE", # "timestamp": 1711015961397, # "data": { # "asset": "USDC", "balance": "27.64712963" # } # } # messageHash = self.safe_string(message, 'event') data = self.safe_dict(message, 'data', []) timestamp = self.safe_integer(message, 'timestamp') if self.balance is None: self.balance = {} self.balance['info'] = data self.balance['timestamp'] = timestamp self.balance['datetime'] = self.iso8601(timestamp) currencyId = self.safe_string(data, 'asset') code = self.safe_currency_code(currencyId) account = self.balance[code] if (code in self.balance) else self.account() account['free'] = self.safe_string(data, 'balance') self.balance[code] = account self.balance = self.safe_balance(self.balance) client.resolve(self.balance, messageHash) async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ watches information on multiple orders made by the user https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809 :param str [symbol]: unified market symbol of the market the 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 ` """ await self.load_markets() await self.authenticate() baseUrl = self.urls['api']['ws']['private'] messageHash = 'orders' if symbol is not None: market = self.market(symbol) messageHash += ':' + market['symbol'] url = baseUrl + '?listenKey=' + self.options['listenKey'] orders = await self.watch(url, messageHash, None, messageHash) if self.newUpdates: limit = orders.getLimit(symbol, limit) return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True) def handle_order(self, client: Client, message): # # { # "event": "ORDER_UPDATE", # "timestamp": 1731417961446, # "data": { # "orderId": "766738557656630928", # "symbol": "SOL_USDC", # "side": "SELL", # "type": "MARKET", # "status": "FILLED", # "clientOrderId": "0193208d-717b-7811-a80e-c036e220ad9b", # "reduceOnly": False, # "postOnly": False, # "timeInForce": "GTC", # "isTriggered": False, # "createdAt": "2024-11-12T13:26:00.829Z", # "updatedAt": "2024-11-12T13:26:01.436Z", # "avgPrice": "209.60000000", # "cumulativeQuote": "104.80000000", # "totalFee": "0.05764000", # "executedQty": "0.50", # "origQty": "0.50", # "role": "TAKER", # "pnl": "0.00000000", # "lastFillPnL": "0.00000000", # "lastFillPrice": "209.60000000", # "lastFillQty": "0.50", # "linkedOrderParentType": null, # "workingType": null # } # } # channel = 'orders' data = self.safe_dict(message, 'data', {}) if self.orders is None: limit = self.safe_integer(self.options, 'ordersLimit', 1000) self.orders = ArrayCacheBySymbolById(limit) orders = self.orders parsedOrder = self.parse_order(data) orders.append(parsedOrder) messageHash = channel + ':' + parsedOrder['symbol'] client.resolve(orders, channel) client.resolve(orders, messageHash) async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]: """ watch all open positions https://www.postman.com/defxcode/defx-public-apis/ws-raw-request/667939b2f00f79161bb47809 :param str[]|None symbols: list of unified market symbols :param number [since]: since timestamp :param number [limit]: limit :param dict params: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` """ await self.load_markets() await self.authenticate() symbols = self.market_symbols(symbols) baseUrl = self.urls['api']['ws']['private'] channel = 'positions' url = baseUrl + '?listenKey=' + self.options['listenKey'] newPosition = None if symbols is not None: messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] messageHashes.append(channel + ':' + symbol) newPosition = await self.watch_multiple(url, messageHashes, None, messageHashes) else: newPosition = await self.watch(url, channel, None, channel) if self.newUpdates: return newPosition return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True) def handle_positions(self, client, message): # # { # "event": "POSITION_UPDATE", # "timestamp": 1731417961456, # "data": { # "positionId": "0193208d-735d-7fe9-90bd-8bc6d6bc1eda", # "createdAt": 1289847904328, # "symbol": "SOL_USDC", # "positionSide": "SHORT", # "entryPrice": "209.60000000", # "quantity": "0.50", # "status": "ACTIVE", # "marginAsset": "USDC", # "marginAmount": "15.17475649", # "realizedPnL": "0.00000000" # } # } # channel = 'positions' data = self.safe_dict(message, 'data', {}) if self.positions is None: self.positions = ArrayCacheBySymbolById() cache = self.positions parsedPosition = self.parse_position(data) timestamp = self.safe_integer(message, 'timestamp') parsedPosition['timestamp'] = timestamp parsedPosition['datetime'] = self.iso8601(timestamp) cache.append(parsedPosition) messageHash = channel + ':' + parsedPosition['symbol'] client.resolve([parsedPosition], channel) client.resolve([parsedPosition], messageHash) def handle_message(self, client: Client, message): error = self.safe_string(message, 'code') if error is not None: errorMsg = self.safe_string(message, 'msg') raise ExchangeError(self.id + ' ' + errorMsg) event = self.safe_string(message, 'event') if event is not None: methods: dict = { 'ohlc': self.handle_ohlcv, '24hrTicker': self.handle_ticker, 'trades': self.handle_trades, 'depth': self.handle_order_book, 'WALLET_BALANCE_UPDATE': self.handle_balance, 'ORDER_UPDATE': self.handle_order, 'POSITION_UPDATE': self.handle_positions, } exacMethod = self.safe_value(methods, event) if exacMethod is not None: exacMethod(client, message)