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

965 lines
37 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
import hashlib
from ccxt.base.types import Any, Balances, Bool, Int, Order, OrderBook, Str, Trade
from ccxt.async_support.base.ws.client import Client
from typing import List
from ccxt.base.errors import AuthenticationError
from ccxt.base.errors import NetworkError
class ascendex(ccxt.async_support.ascendex):
def describe(self) -> Any:
return self.deep_extend(super(ascendex, self).describe(), {
'has': {
'ws': True,
'watchBalance': True,
'watchOHLCV': True,
'watchOrderBook': True,
'watchOrders': True,
'watchTicker': False,
'watchTrades': True,
'watchTradesForSymbols': True,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ascendex.com:443/api/pro/v2/stream',
'private': 'wss://ascendex.com:443/{accountGroup}/api/pro/v2/stream',
},
},
'test': {
'ws': {
'public': 'wss://api-test.ascendex-sandbox.com:443/api/pro/v2/stream',
'private': 'wss://api-test.ascendex-sandbox.com:443/{accountGroup}/api/pro/v2/stream',
},
},
},
'options': {
'tradesLimit': 1000,
'ordersLimit': 1000,
'OHLCVLimit': 1000,
'categoriesAccount': {
'cash': 'spot',
'futures': 'swap',
'margin': 'margin',
},
},
})
async def watch_public(self, messageHash, params={}):
url = self.urls['api']['ws']['public']
id = self.nonce()
request: dict = {
'id': str(id),
'op': 'sub',
}
message = self.extend(request, params)
return await self.watch(url, messageHash, message, messageHash)
async def watch_public_multiple(self, messageHashes, params={}):
url = self.urls['api']['ws']['public']
id = self.nonce()
request: dict = {
'id': str(id),
'op': 'sub',
}
message = self.extend(request, params)
return await self.watch_multiple(url, messageHashes, message, messageHashes)
async def watch_private(self, channel, messageHash, params={}):
await self.load_accounts()
accountGroup = self.safe_string(self.options, 'account-group')
url = self.urls['api']['ws']['private']
url = self.implode_params(url, {'accountGroup': accountGroup})
id = self.nonce()
request: dict = {
'id': str(id),
'op': 'sub',
'ch': channel,
}
message = self.extend(request, params)
await self.authenticate(url, params)
return await self.watch(url, messageHash, message, channel)
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, and close price, and the volume of a market
https://ascendex.github.io/ascendex-pro-api/#channel-bar-data
: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
"""
await self.load_markets()
market = self.market(symbol)
symbol = market['symbol']
if (limit is None) or (limit > 1440):
limit = 100
interval = self.safe_string(self.timeframes, timeframe, timeframe)
channel = 'bar' + ':' + interval + ':' + market['id']
params = {
'ch': channel,
}
ohlcv = await self.watch_public(channel, params)
if self.newUpdates:
limit = ohlcv.getLimit(symbol, limit)
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
def handle_ohlcv(self, client: Client, message):
#
# {
# "m": "bar",
# "s": "ASD/USDT",
# "data": {
# "i": "1",
# "ts": 1575398940000,
# "o": "0.04993",
# "c": "0.04970",
# "h": "0.04993",
# "l": "0.04970",
# "v": "8052"
# }
# }
#
marketId = self.safe_string(message, 's')
symbol = self.safe_symbol(marketId)
channel = self.safe_string(message, 'm')
data = self.safe_value(message, 'data', {})
interval = self.safe_string(data, 'i')
messageHash = channel + ':' + interval + ':' + marketId
timeframe = self.find_timeframe(interval)
market = self.market(symbol)
parsed = self.parse_ohlcv(message, market)
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
if stored is None:
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
stored = ArrayCacheByTimestamp(limit)
self.ohlcvs[symbol][timeframe] = stored
stored.append(parsed)
client.resolve(stored, messageHash)
return message
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
"""
get the list of most recent trades for a particular symbol
https://ascendex.github.io/ascendex-pro-api/#channel-market-trades
:param str symbol: unified symbol of the market to fetch trades for
:param int [since]: timestamp in ms of the earliest trade to fetch
:param int [limit]: the maximum amount of trades to fetch
: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.watch_trades_for_symbols([symbol], since, limit, params)
async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
"""
get the list of most recent trades for a list of symbols
https://ascendex.github.io/ascendex-pro-api/#channel-market-trades
:param str[] symbols: unified symbol of the market to fetch trades for
:param int [since]: timestamp in ms of the earliest trade to fetch
:param int [limit]: the maximum amount of trades to fetch
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.name]: the name of the method to call, 'trade' or 'aggTrade', default is 'trade'
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
"""
await self.load_markets()
symbols = self.market_symbols(symbols, None, False, True, True)
marketIds = []
messageHashes = []
if symbols is not None:
for i in range(0, len(symbols)):
market = self.market(symbols[i])
marketIds.append(market['id'])
messageHashes.append('trades:' + market['id'])
channel = 'trades:' + ','.join(marketIds)
params = self.extend(params, {
'ch': channel,
})
trades = await self.watch_public_multiple(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)
def handle_trades(self, client: Client, message):
#
# {
# "m": "trades",
# "symbol": "BTC/USDT",
# "data": [
# {
# "p": "40744.28",
# "q": "0.00150",
# "ts": 1647514330758,
# "bm": True,
# "seqnum": 72057633465800320
# }
# ]
# }
#
marketId = self.safe_string(message, 'symbol')
symbol = self.safe_symbol(marketId)
channel = self.safe_string(message, 'm')
messageHash = channel + ':' + marketId
market = self.market(symbol)
rawData = self.safe_value(message, 'data')
if rawData is None:
rawData = []
trades = self.parse_trades(rawData, market)
tradesArray = self.safe_value(self.trades, symbol)
if tradesArray is None:
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
tradesArray = ArrayCache(limit)
for i in range(0, len(trades)):
tradesArray.append(trades[i])
self.trades[symbol] = tradesArray
client.resolve(tradesArray, 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://ascendex.github.io/ascendex-pro-api/#channel-level-2-order-book-updates
: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)
channel = 'depth' + ':' + market['id']
params = self.extend(params, {
'ch': channel,
})
orderbook = await self.watch_public(channel, params)
return orderbook.limit()
async def watch_order_book_snapshot(self, symbol: str, limit: Int = None, params={}):
await self.load_markets()
market = self.market(symbol)
action = 'depth-snapshot'
channel = action + ':' + market['id']
params = self.extend(params, {
'action': action,
'args': {
'symbol': market['id'],
},
'op': 'req',
})
orderbook = await self.watch_public(channel, params)
return orderbook.limit()
async def fetch_order_book_snapshot_custom(self, symbol: str, limit: Int = None, params={}):
restOrderBook = await self.fetch_rest_order_book_safe(symbol, limit, params)
if not (symbol in self.orderbooks):
self.orderbooks[symbol] = self.order_book()
orderbook = self.orderbooks[symbol]
orderbook.reset(restOrderBook)
return orderbook
def handle_order_book_snapshot(self, client: Client, message):
#
# {
# "m": "depth",
# "symbol": "BTC/USDT",
# "data": {
# "ts": 1647520500149,
# "seqnum": 28590487626,
# "asks": [
# [Array], [Array], [Array],
# [Array], [Array], [Array],
# ],
# "bids": [
# [Array], [Array], [Array],
# [Array], [Array], [Array],
# ]
# }
# }
#
marketId = self.safe_string(message, 'symbol')
symbol = self.safe_symbol(marketId)
channel = self.safe_string(message, 'm')
messageHash = channel + ':' + symbol
orderbook = self.orderbooks[symbol]
data = self.safe_value(message, 'data')
snapshot = self.parse_order_book(data, symbol)
snapshot['nonce'] = self.safe_integer(data, 'seqnum')
orderbook.reset(snapshot)
# unroll the accumulated deltas
messages = orderbook.cache
for i in range(0, len(messages)):
messageItem = messages[i]
self.handle_order_book_message(client, messageItem, orderbook)
self.orderbooks[symbol] = orderbook
client.resolve(orderbook, messageHash)
def handle_order_book(self, client: Client, message):
#
# {
# "m": "depth",
# "symbol": "BTC/USDT",
# "data": {
# "ts": 1647515136144,
# "seqnum": 28590470736,
# "asks": [[Array], [Array]],
# "bids": [[Array], [Array], [Array], [Array], [Array], [Array]]
# }
# }
#
channel = self.safe_string(message, 'm')
marketId = self.safe_string(message, 'symbol')
symbol = self.safe_symbol(marketId)
messageHash = channel + ':' + marketId
if not (symbol in self.orderbooks):
self.orderbooks[symbol] = self.order_book({})
orderbook = self.orderbooks[symbol]
if orderbook['nonce'] is None:
orderbook.cache.append(message)
else:
self.handle_order_book_message(client, message, orderbook)
client.resolve(orderbook, messageHash)
def handle_delta(self, bookside, delta):
#
# ["40990.47","0.01619"],
#
price = self.safe_float(delta, 0)
amount = self.safe_float(delta, 1)
bookside.store(price, amount)
def handle_deltas(self, bookside, deltas):
for i in range(0, len(deltas)):
self.handle_delta(bookside, deltas[i])
def handle_order_book_message(self, client: Client, message, orderbook):
#
# {
# "m":"depth",
# "symbol":"BTC/USDT",
# "data":{
# "ts":1647527417715,
# "seqnum":28590257013,
# "asks":[
# ["40990.47","0.01619"],
# ["41021.21","0"],
# ["41031.59","0.06096"]
# ],
# "bids":[
# ["40990.46","0.76114"],
# ["40985.18","0"]
# ]
# }
# }
#
data = self.safe_value(message, 'data', {})
seqNum = self.safe_integer(data, 'seqnum')
if seqNum > orderbook['nonce']:
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['nonce'] = seqNum
timestamp = self.safe_integer(data, 'ts')
orderbook['timestamp'] = timestamp
orderbook['datetime'] = self.iso8601(timestamp)
return orderbook
async def watch_balance(self, params={}) -> Balances:
"""
watch balance and get the amount of funds available for trading or funds locked in orders
https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
: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()
type, query = self.handle_market_type_and_params('watchBalance', None, params)
channel = None
messageHash = None
if (type == 'spot') or (type == 'margin'):
accountCategories = self.safe_value(self.options, 'accountCategories', {})
accountCategory = self.safe_string(accountCategories, type, 'cash') # cash, margin,
accountCategory = accountCategory.upper()
channel = 'order:' + accountCategory # order and balance share the same channel
messageHash = 'balance:' + type
else:
channel = 'futures-account-update'
messageHash = 'balance:swap'
return await self.watch_private(channel, messageHash, query)
def handle_balance(self, client: Client, message):
#
# cash account
#
# {
# "m": "balance",
# "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqEo",
# "ac": "CASH",
# "data": {
# "a" : "USDT",
# "sn": 8159798,
# "tb": "600",
# "ab": "600"
# }
# }
#
# margin account
#
# {
# "m": "balance",
# "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
# "ac": "MARGIN",
# "data": {
# "a" : "USDT",
# "sn" : 8159802,
# "tb" : "400", # total Balance
# "ab" : "400", # available balance
# "brw": "0", # borrowws
# "int": "0" # interest
# }
# }
#
# futures
# {
# "m" : "futures-account-update", # message
# "e" : "ExecutionReport", # event type
# "t" : 1612508562129, # time
# "acc" : "futures-account-id", # account ID
# "at" : "FUTURES", # account type
# "sn" : 23128, # sequence number,
# "id" : "r177710001cbU3813942147C5kbFGOan",
# "col": [
# {
# "a": "USDT", # asset code
# "b": "1000000", # balance
# "f": "1" # discount factor
# }
# ],
# (...)
#
channel = self.safe_string(message, 'm')
result = None
type = None
if (channel == 'order') or (channel == 'futures-order'):
data = self.safe_value(message, 'data')
marketId = self.safe_string(data, 's')
market = self.safe_market(marketId)
baseAccount = self.account()
baseAccount['free'] = self.safe_string(data, 'bab')
baseAccount['total'] = self.safe_string(data, 'btb')
quoteAccount = self.account()
quoteAccount['free'] = self.safe_string(data, 'qab')
quoteAccount['total'] = self.safe_string(data, 'qtb')
if market['contract']:
type = 'swap'
result = self.safe_value(self.balance, type, {})
else:
type = market['type']
result = self.safe_value(self.balance, type, {})
result[market['base']] = baseAccount
result[market['quote']] = quoteAccount
else:
accountType = self.safe_string_lower_2(message, 'ac', 'at')
categoriesAccounts = self.safe_value(self.options, 'categoriesAccount')
type = self.safe_string(categoriesAccounts, accountType, 'spot')
result = self.safe_value(self.balance, type, {})
data = self.safe_value(message, 'data')
balances = None
if data is None:
balances = self.safe_value(message, 'col')
else:
balances = [data]
for i in range(0, len(balances)):
balance = balances[i]
code = self.safe_currency_code(self.safe_string(balance, 'a'))
account = self.account()
account['free'] = self.safe_string(balance, 'ab')
account['total'] = self.safe_string_2(balance, 'tb', 'b')
result[code] = account
messageHash = 'balance' + ':' + type
client.resolve(self.safe_balance(result), messageHash)
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
"""
https://ascendex.github.io/ascendex-pro-api/#channel-order-and-balance
watches information on multiple orders made by the user
:param str symbol: unified market symbol of the market 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()
market = None
if symbol is not None:
market = self.market(symbol)
symbol = market['symbol']
type, query = self.handle_market_type_and_params('watchOrders', market, params)
messageHash = None
channel = None
if type != 'spot' and type != 'margin':
channel = 'futures-order'
messageHash = 'order:FUTURES'
else:
accountCategories = self.safe_value(self.options, 'accountCategories', {})
accountCategory = self.safe_string(accountCategories, type, 'cash') # cash, margin
accountCategory = accountCategory.upper()
messageHash = 'order' + ':' + accountCategory
channel = messageHash
if symbol is not None:
messageHash = messageHash + ':' + symbol
orders = await self.watch_private(channel, messageHash, query)
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):
#
# spot order
# {
# "m": "order",
# "accountId": "cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
# "ac": "CASH",
# "data": {
# "sn": 19399016185,
# "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
# "s": "LTC/USDT",
# "ot": "Limit",
# "t": 1647614461160,
# "p": "50",
# "q": "0.1",
# "sd": "Buy",
# "st": "New",
# "ap": "0",
# "cfq": "0",
# "sp": '',
# "err": '',
# "btb": "0",
# "bab": "0",
# "qtb": "8",
# "qab": "2.995",
# "cf": "0",
# "fa": "USDT",
# "ei": "NULL_VAL"
# }
# }
#
# futures order
# {
# "m": "futures-order",
# "sn": 19399927636,
# "e": "ExecutionReport",
# "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", # account id
# "ac": "FUTURES",
# "t": 1647622515434, # last execution time
# (...)
# }
#
accountType = self.safe_string(message, 'ac')
messageHash = 'order:' + accountType
data = self.safe_value(message, 'data', message)
order = self.parse_ws_order(data)
if self.orders is None:
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
self.orders = ArrayCacheBySymbolById(limit)
orders = self.orders
orders.append(order)
symbolMessageHash = messageHash + ':' + order['symbol']
client.resolve(orders, symbolMessageHash)
client.resolve(orders, messageHash)
def parse_ws_order(self, order, market=None):
#
# spot order
# {
# "sn": 19399016185, #sequence number
# "orderId": "r17f9d7983faU7223046196CMlrj3bfC",
# "s": "LTC/USDT",
# "ot": "Limit", # order type
# "t": 1647614461160, # last execution timestamp
# "p": "50", # price
# "q": "0.1", # quantity
# "sd": "Buy", # side
# "st": "New", # status
# "ap": "0", # average fill price
# "cfq": "0", # cumulated fill quantity
# "sp": '', # stop price
# "err": '',
# "btb": "0", # base asset total balance
# "bab": "0", # base asset available balance
# "qtb": "8", # quote asset total balance
# "qab": "2.995", # quote asset available balance
# "cf": "0", # cumulated commission
# "fa": "USDT", # fee asset
# "ei": "NULL_VAL"
# }
#
# futures order
# {
# "m": "futures-order",
# "sn": 19399927636,
# "e": "ExecutionReport",
# "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH", # account id
# "ac": "FUTURES",
# "t": 1647622515434, # last execution time
# "ct": 1647622515413, # order creation time
# "orderId": "r17f9df469b1U7223046196Okf5Kbmd",
# "sd": "Buy", # side
# "ot": "Limit", # order type
# "ei": "NULL_VAL",
# "q": "1", # quantity
# "p": "50", #price
# "sp": "0", # stopPrice
# "spb": '', # stopTrigger
# "s": "LTC-PERP", # symbol
# "st": "New", # state
# "err": '',
# "lp": "0", # last filled price
# "lq": "0", # last filled quantity(base asset)
# "ap": "0", # average filled price
# "cfq": "0", # cummulative filled quantity(base asset)
# "f": "0", # commission fee of the current execution
# "cf": "0", # cumulative commission fee
# "fa": "USDT", # fee asset
# "psl": "0",
# "pslt": "market",
# "ptp": "0",
# "ptpt": "market"
# }
#
status = self.parse_order_status(self.safe_string(order, 'st'))
marketId = self.safe_string(order, 's')
timestamp = self.safe_integer(order, 't')
symbol = self.safe_symbol(marketId, market, '/')
lastTradeTimestamp = self.safe_integer(order, 't')
price = self.safe_string(order, 'p')
amount = self.safe_string(order, 'q')
average = self.safe_string(order, 'ap')
filled = self.safe_string(order, 'cfq')
id = self.safe_string(order, 'orderId')
type = self.safe_string_lower(order, 'ot')
side = self.safe_string_lower(order, 'sd')
feeCost = self.safe_number(order, 'cf')
fee = None
if feeCost is not None:
feeCurrencyId = self.safe_string(order, 'fa')
feeCurrencyCode = self.safe_currency_code(feeCurrencyId)
fee = {
'cost': feeCost,
'currency': feeCurrencyCode,
}
stopPrice = self.parse_number(self.omit_zero(self.safe_string(order, 'sp')))
return self.safe_order({
'info': order,
'id': id,
'clientOrderId': None,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': lastTradeTimestamp,
'symbol': symbol,
'type': type,
'timeInForce': None,
'postOnly': None,
'side': side,
'price': price,
'stopPrice': stopPrice,
'triggerPrice': stopPrice,
'amount': amount,
'cost': None,
'average': average,
'filled': filled,
'remaining': None,
'status': status,
'fee': fee,
'trades': None,
}, market)
def handle_error_message(self, client: Client, message) -> Bool:
#
# {
# "m": "disconnected",
# "code": 100005,
# "reason": "INVALID_WS_REQUEST_DATA",
# "info": "Session is disconnected due to missing pong message from the client"
# }
#
errorCode = self.safe_integer(message, 'code')
try:
if errorCode is not None:
feedback = self.id + ' ' + self.json(message)
self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
messageString = self.safe_value(message, 'message')
if messageString is not None:
self.throw_broadly_matched_exception(self.exceptions['broad'], messageString, feedback)
return False
except Exception as e:
if isinstance(e, AuthenticationError):
messageHash = 'authenticated'
client.reject(e, messageHash)
if messageHash in client.subscriptions:
del client.subscriptions[messageHash]
else:
client.reject(e)
return True
def handle_authenticate(self, client: Client, message):
#
# {m: "auth", id: "1647605234", code: 0}
#
messageHash = 'authenticated'
client.resolve(message, messageHash)
def handle_message(self, client: Client, message):
if self.handle_error_message(client, message):
return
#
# {m: "ping", hp: 3}
#
# {m: "sub", ch: "bar:BTC/USDT", code: 0}
#
# {m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0}
#
# {m: "connected", type: "unauth"}
#
# {m: "auth", id: "1647605234", code: 0}
#
# order or balance sub
# {
# "m": "sub",
# "id": "1647605952",
# "ch": "order:cshF5SlR9ukAXoDOuXbND4dVpBMw9gzH", or futures-order
# "code": 0
# }
#
# ohlcv
# {
# "m": "bar",
# "s": "BTC/USDT",
# "data": {
# "i": "1",
# "ts": 1647510060000,
# "o": "40813.93",
# "c": "40804.57",
# "h": "40814.21",
# "l": "40804.56",
# "v": "0.01537"
# }
# }
#
# trades
#
# {
# "m": "trades",
# "symbol": "BTC/USDT",
# "data": [
# {
# "p": "40762.26",
# "q": "0.01500",
# "ts": 1647514306759,
# "bm": True,
# "seqnum": 72057633465795180
# }
# ]
# }
#
# orderbook deltas
#
# {
# "m":"depth",
# "symbol":"BTC/USDT",
# "data":{
# "ts":1647527417715,
# "seqnum":28590257013,
# "asks":[
# ["40990.47","0.01619"],
# ["41021.21","0"],
# ["41031.59","0.06096"]
# ],
# "bids":[
# ["40990.46","0.76114"],
# ["40985.18","0"]
# ]
# }
# }
#
# orderbook snapshot
# {
# "m": "depth-snapshot",
# "symbol": "BTC/USDT",
# "data": {
# "ts": 1647525938513,
# "seqnum": 28590504772,
# "asks": [
# [Array], [Array], [Array], [Array], [Array], [Array], [Array],
# [Array], [Array], [Array], [Array], [Array], [Array], [Array],
# [Array], [Array], [Array], [Array], [Array], [Array], [Array],
# (...)
# ]
# }
#
# spot order update
# {
# "m": "order",
# "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
# "ac": "CASH",
# "data": {
# "s": "BTC/USDT",
# "sn": 8159711,
# "sd": "Buy",
# "ap": "0",
# "bab": "2006.5974027",
# "btb": "2006.5974027",
# "cf": "0",
# "cfq": "0",
# (...)
# }
# }
# future order update
# {
# "m": "futures-order",
# "sn": 19404258063,
# "e": "ExecutionReport",
# "a": "futF5SlR9ukAXoDOuXbND4dVpBMw9gzH",
# "ac": "FUTURES",
# "t": 1647681792543,
# "ct": 1647622515413,
# "orderId": "r17f9df469b1U7223046196Okf5KbmdL",
# (...)
# "ptpt": "None"
# }
#
# balance update cash
# {
# "m": "balance",
# "accountId": "cshQtyfq8XLAA9kcf19h8bXHbAwwoqDo",
# "ac": "CASH",
# "data": {
# "a" : "USDT",
# "sn": 8159798,
# "tb": "600",
# "ab": "600"
# }
# }
#
# balance update margin
# {
# "m": "balance",
# "accountId": "marOxpKJV83dxTRx0Eyxpa0gxc4Txt0P",
# "ac": "MARGIN",
# "data": {
# "a" : "USDT",
# "sn" : 8159802,
# "tb" : "400",
# "ab" : "400",
# "brw": "0",
# "int": "0"
# }
# }
#
subject = self.safe_string(message, 'm')
methods: dict = {
'ping': self.handle_ping,
'auth': self.handle_authenticate,
'sub': self.handle_subscription_status,
'depth': self.handle_order_book,
'depth-snapshot': self.handle_order_book_snapshot,
'trades': self.handle_trades,
'bar': self.handle_ohlcv,
'balance': self.handle_balance,
'futures-account-update': self.handle_balance,
}
method = self.safe_value(methods, subject)
if method is not None:
method(client, message)
if (subject == 'order') or (subject == 'futures-order'):
# self.handle_order(client, message)
# balance updates may be in the order structure
# they may also be standalone balance updates related to account transfers
self.handle_order(client, message)
if subject == 'order':
self.handle_balance(client, message)
def handle_subscription_status(self, client: Client, message):
#
# {m: "sub", ch: "bar:BTC/USDT", code: 0}
#
# {m: 'sub', id: "1647515701", ch: "depth:BTC/USDT", code: 0}
#
channel = self.safe_string(message, 'ch', '')
if channel.find('depth') > -1 and not (channel.find('depth-snapshot') > -1):
self.handle_order_book_subscription(client, message)
return message
def handle_order_book_subscription(self, client: Client, message):
channel = self.safe_string(message, 'ch')
parts = channel.split(':')
marketId = parts[1]
market = self.safe_market(marketId)
symbol = market['symbol']
if symbol in self.orderbooks:
del self.orderbooks[symbol]
self.orderbooks[symbol] = self.order_book({})
if self.options['defaultType'] == 'swap' or market['contract']:
self.spawn(self.fetch_order_book_snapshot_custom, symbol)
else:
self.spawn(self.watch_order_book_snapshot, symbol)
async def pong(self, client, message):
#
# {m: "ping", hp: 3}
#
try:
await client.send({'op': 'pong', 'hp': self.safe_integer(message, 'hp')})
except Exception as e:
error = NetworkError(self.id + ' handlePing failed with error ' + self.json(e))
client.reset(error)
def handle_ping(self, client: Client, message):
self.spawn(self.pong, client, message)
async def authenticate(self, url, params={}):
self.check_required_credentials()
messageHash = 'authenticated'
client = self.client(url)
future = self.safe_value(client.subscriptions, messageHash)
if future is None:
timestamp = str(self.milliseconds())
urlParts = url.split('/')
partsLength = len(urlParts)
path = self.safe_string(urlParts, partsLength - 1)
version = self.safe_string(urlParts, partsLength - 2)
auth = timestamp + '+' + version + '/' + path
secret = self.base64_to_binary(self.secret)
signature = self.hmac(self.encode(auth), secret, hashlib.sha256, 'base64')
request: dict = {
'op': 'auth',
'id': str(self.nonce()),
't': timestamp,
'key': self.apiKey,
'sig': signature,
}
future = await self.watch(url, messageHash, self.extend(request, params), messageHash)
client.subscriptions[messageHash] = future
return future