832 lines
38 KiB
Python
832 lines
38 KiB
Python
# -*- 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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=public-trades>`
|
|
"""
|
|
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 <https://docs.ccxt.com/#/?id=order-book-structure>` 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 <https://docs.ccxt.com/#/?id=order-book-structure>` 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 <https://docs.ccxt.com/#/?id=order-book-structure>` 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 <https://docs.ccxt.com/#/?id=order-book-structure>` 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 <https://docs.ccxt.com/#/?id=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 <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
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 <https://docs.ccxt.com/en/latest/manual.html#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)
|