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ccxt_with_mt5/ccxt/pro/coinone.py
lz_db 0fab423a18 add
2025-11-16 12:31:03 +08:00

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# -*- 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
from ccxt.base.types import Any, Bool, Int, Market, OrderBook, Ticker, Trade
from ccxt.async_support.base.ws.client import Client
from typing import List
from ccxt.base.errors import AuthenticationError
class coinone(ccxt.async_support.coinone):
def describe(self) -> Any:
return self.deep_extend(super(coinone, self).describe(), {
'has': {
'ws': True,
'watchOrderBook': True,
'watchOrders': False,
'watchTrades': True,
'watchTradesForSymbols': False,
'watchOHLCV': False,
'watchTicker': True,
'watchTickers': False,
},
'urls': {
'api': {
'ws': 'wss://stream.coinone.co.kr',
},
},
'options': {
'expiresIn': '',
'userId': '',
'wsSessionToken': '',
'watchOrderBook': {
'snapshotDelay': 6,
'snapshotMaxRetries': 3,
},
'tradesLimit': 1000,
'OHLCVLimit': 1000,
},
'exceptions': {
'exact': {
'4009': AuthenticationError,
},
},
'streaming': {
'ping': self.ping,
'keepAlive': 20000,
},
})
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://docs.coinone.co.kr/reference/public-websocket-orderbook
: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 <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
"""
await self.load_markets()
market = self.market(symbol)
messageHash = 'orderbook:' + market['symbol']
url = self.urls['api']['ws']
request: dict = {
'request_type': 'SUBSCRIBE',
'channel': 'ORDERBOOK',
'topic': {
'quote_currency': market['quote'],
'target_currency': market['base'],
},
}
message = self.extend(request, params)
orderbook = await self.watch(url, messageHash, message, messageHash)
return orderbook.limit()
def handle_order_book(self, client, message):
#
# {
# "response_type": "DATA",
# "channel": "ORDERBOOK",
# "data": {
# "quote_currency": "KRW",
# "target_currency": "BTC",
# "timestamp": 1705288918649,
# "id": "1705288918649001",
# "asks": [
# {
# "price": "58412000",
# "qty": "0.59919807"
# }
# ],
# "bids": [
# {
# "price": "58292000",
# "qty": "0.1045"
# }
# ]
# }
# }
#
data = self.safe_value(message, 'data', {})
baseId = self.safe_string_upper(data, 'target_currency')
quoteId = self.safe_string_upper(data, 'quote_currency')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
symbol = self.symbol(base + '/' + quote)
timestamp = self.safe_integer(data, 'timestamp')
orderbook = self.safe_value(self.orderbooks, symbol)
if orderbook is None:
orderbook = self.order_book()
else:
orderbook.reset()
orderbook['symbol'] = symbol
asks = self.safe_value(data, 'asks', [])
bids = self.safe_value(data, 'bids', [])
self.handle_deltas(orderbook['asks'], asks)
self.handle_deltas(orderbook['bids'], bids)
orderbook['timestamp'] = timestamp
orderbook['datetime'] = self.iso8601(timestamp)
messageHash = 'orderbook:' + symbol
self.orderbooks[symbol] = orderbook
client.resolve(orderbook, messageHash)
def handle_delta(self, bookside, delta):
bidAsk = self.parse_bid_ask(delta, 'price', 'qty')
bookside.storeArray(bidAsk)
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://docs.coinone.co.kr/reference/public-websocket-ticker
: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 <https://docs.ccxt.com/#/?id=ticker-structure>`
"""
await self.load_markets()
market = self.market(symbol)
messageHash = 'ticker:' + market['symbol']
url = self.urls['api']['ws']
request: dict = {
'request_type': 'SUBSCRIBE',
'channel': 'TICKER',
'topic': {
'quote_currency': market['quote'],
'target_currency': market['base'],
},
}
message = self.extend(request, params)
return await self.watch(url, messageHash, message, messageHash)
def handle_ticker(self, client: Client, message):
#
# {
# "response_type": "DATA",
# "channel": "TICKER",
# "data": {
# "quote_currency": "KRW",
# "target_currency": "BTC",
# "timestamp": 1705301117198,
# "quote_volume": "19521465345.504",
# "target_volume": "334.81445168",
# "high": "58710000",
# "low": "57276000",
# "first": "57293000",
# "last": "58532000",
# "volume_power": "100",
# "ask_best_price": "58537000",
# "ask_best_qty": "0.1961",
# "bid_best_price": "58532000",
# "bid_best_qty": "0.00009258",
# "id": "1705301117198001",
# "yesterday_high": "59140000",
# "yesterday_low": "57273000",
# "yesterday_first": "58897000",
# "yesterday_last": "57301000",
# "yesterday_quote_volume": "12967227517.4262",
# "yesterday_target_volume": "220.09232233"
# }
# }
#
data = self.safe_value(message, 'data', {})
ticker = self.parse_ws_ticker(data)
symbol = ticker['symbol']
self.tickers[symbol] = ticker
messageHash = 'ticker:' + symbol
client.resolve(self.tickers[symbol], messageHash)
def parse_ws_ticker(self, ticker, market: Market = None) -> Ticker:
#
# {
# "quote_currency": "KRW",
# "target_currency": "BTC",
# "timestamp": 1705301117198,
# "quote_volume": "19521465345.504",
# "target_volume": "334.81445168",
# "high": "58710000",
# "low": "57276000",
# "first": "57293000",
# "last": "58532000",
# "volume_power": "100",
# "ask_best_price": "58537000",
# "ask_best_qty": "0.1961",
# "bid_best_price": "58532000",
# "bid_best_qty": "0.00009258",
# "id": "1705301117198001",
# "yesterday_high": "59140000",
# "yesterday_low": "57273000",
# "yesterday_first": "58897000",
# "yesterday_last": "57301000",
# "yesterday_quote_volume": "12967227517.4262",
# "yesterday_target_volume": "220.09232233"
# }
#
timestamp = self.safe_integer(ticker, 'timestamp')
last = self.safe_string(ticker, 'last')
baseId = self.safe_string(ticker, 'target_currency')
quoteId = self.safe_string(ticker, 'quote_currency')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
symbol = self.symbol(base + '/' + quote)
return self.safe_ticker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_string(ticker, 'high'),
'low': self.safe_string(ticker, 'low'),
'bid': self.safe_number(ticker, 'bid_best_price'),
'bidVolume': self.safe_number(ticker, 'bid_best_qty'),
'ask': self.safe_number(ticker, 'ask_best_price'),
'askVolume': self.safe_number(ticker, 'ask_best_qty'),
'vwap': None,
'open': self.safe_string(ticker, 'first'),
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': None,
'baseVolume': self.safe_string(ticker, 'target_volume'),
'quoteVolume': self.safe_string(ticker, 'quote_volume'),
'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://docs.coinone.co.kr/reference/public-websocket-trade
:param str symbol: unified market symbol of the market trades were made in
: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 list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
"""
await self.load_markets()
market = self.market(symbol)
messageHash = 'trade:' + market['symbol']
url = self.urls['api']['ws']
request: dict = {
'request_type': 'SUBSCRIBE',
'channel': 'TRADE',
'topic': {
'quote_currency': market['quote'],
'target_currency': market['base'],
},
}
message = self.extend(request, params)
trades = await self.watch(url, messageHash, message, messageHash)
if self.newUpdates:
limit = trades.getLimit(market['symbol'], limit)
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
def handle_trades(self, client: Client, message):
#
# {
# "response_type": "DATA",
# "channel": "TRADE",
# "data": {
# "quote_currency": "KRW",
# "target_currency": "BTC",
# "id": "1705303667916001",
# "timestamp": 1705303667916,
# "price": "58490000",
# "qty": "0.0008",
# "is_seller_maker": False
# }
# }
#
data = self.safe_value(message, 'data', {})
trade = self.parse_ws_trade(data)
symbol = trade['symbol']
stored = self.safe_value(self.trades, symbol)
if stored is None:
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
stored = ArrayCache(limit)
self.trades[symbol] = stored
stored.append(trade)
messageHash = 'trade:' + symbol
client.resolve(stored, messageHash)
def parse_ws_trade(self, trade: dict, market: Market = None) -> Trade:
#
# {
# "quote_currency": "KRW",
# "target_currency": "BTC",
# "id": "1705303667916001",
# "timestamp": 1705303667916,
# "price": "58490000",
# "qty": "0.0008",
# "is_seller_maker": False
# }
#
baseId = self.safe_string_upper(trade, 'target_currency')
quoteId = self.safe_string_upper(trade, 'quote_currency')
base = self.safe_currency_code(baseId)
quote = self.safe_currency_code(quoteId)
symbol = base + '/' + quote
timestamp = self.safe_integer(trade, 'timestamp')
market = self.safe_market(symbol, market)
isSellerMaker = self.safe_value(trade, 'is_seller_maker')
side = None
if isSellerMaker is not None:
side = 'sell' if isSellerMaker else 'buy'
priceString = self.safe_string(trade, 'price')
amountString = self.safe_string(trade, 'qty')
return self.safe_trade({
'id': self.safe_string(trade, 'id'),
'info': trade,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'order': None,
'symbol': market['symbol'],
'type': None,
'side': side,
'takerOrMaker': None,
'price': priceString,
'amount': amountString,
'cost': None,
'fee': None,
}, market)
def handle_error_message(self, client: Client, message) -> Bool:
#
# {
# "response_type": "ERROR",
# "error_code": 160012,
# "message": "Invalid Topic"
# }
#
type = self.safe_string(message, 'response_type', '')
if type == 'ERROR':
return True
return False
def handle_message(self, client: Client, message):
if self.handle_error_message(client, message):
return
type = self.safe_string(message, 'response_type')
if type == 'PONG':
self.handle_pong(client, message)
return
if type == 'DATA':
topic = self.safe_string(message, 'channel', '')
methods: dict = {
'ORDERBOOK': self.handle_order_book,
'TICKER': self.handle_ticker,
'TRADE': self.handle_trades,
}
exacMethod = self.safe_value(methods, topic)
if exacMethod is not None:
exacMethod(client, message)
return
keys = list(methods.keys())
for i in range(0, len(keys)):
key = keys[i]
if topic.find(keys[i]) >= 0:
method = methods[key]
method(client, message)
return
def ping(self, client: Client):
return {
'request_type': 'PING',
}
def handle_pong(self, client: Client, message):
#
# {
# "response_type":"PONG"
# }
#
client.lastPong = self.milliseconds()
return message
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