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

1241 lines
52 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, Bool, Int, Market, 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 backpack(ccxt.async_support.backpack):
def describe(self) -> Any:
return self.deep_extend(super(backpack, self).describe(), {
'has': {
'ws': True,
'watchBalance': False,
'watchBidsAsks': True,
'watchMyTrades': False,
'watchOHLCV': True,
'watchOHLCVForSymbols': True,
'watchOrderBook': True,
'watchOrderBookForSymbols': True,
'watchOrders': True,
'watchPositions': True,
'watchTicker': True,
'watchTickers': True,
'watchTrades': True,
'watchTradesForSymbols': True,
'unwatchBidsAsks': True,
'unwatchOHLCV': True,
'unwatchOHLCVForSymbols': True,
'unwatchOrderBook': True,
'unwatchOrderBookForSymbols': True,
'unwatchTicker': True,
'unwatchTickers': True,
'unWatchTrades': True,
'unWatchTradesForSymbols': True,
'unWatchOrders': True,
'unWatchPositions': True,
},
'urls': {
'api': {
'ws': {
'public': 'wss://ws.backpack.exchange',
'private': 'wss://ws.backpack.exchange',
},
},
},
'options': {
'timeframes': {
},
},
'streaming': {
'ping': self.ping,
'keepAlive': 119000,
},
})
async def watch_public(self, topics, messageHashes, params={}, unwatch=False):
await self.load_markets()
url = self.urls['api']['ws']['public']
method = 'UNSUBSCRIBE' if unwatch else 'SUBSCRIBE'
request: dict = {
'method': method,
'params': topics,
}
message = self.deep_extend(request, params)
if unwatch:
self.handle_unsubscriptions(url, messageHashes, message)
return None
return await self.watch_multiple(url, messageHashes, message, messageHashes)
async def watch_private(self, topics, messageHashes, params={}, unwatch=False):
self.check_required_credentials()
url = self.urls['api']['ws']['private']
instruction = 'subscribe'
ts = str(self.nonce())
method = 'UNSUBSCRIBE' if unwatch else 'SUBSCRIBE'
recvWindow = self.safe_string_2(self.options, 'recvWindow', 'X-Window', '5000')
payload = 'instruction=' + instruction + '&' + 'timestamp=' + ts + '&window=' + recvWindow
secretBytes = self.base64_to_binary(self.secret)
seed = self.array_slice(secretBytes, 0, 32)
signature = self.eddsa(self.encode(payload), seed, 'ed25519')
request: dict = {
'method': method,
'params': topics,
'signature': [self.apiKey, signature, ts, recvWindow],
}
message = self.deep_extend(request, params)
if unwatch:
self.handle_unsubscriptions(url, messageHashes, message)
return None
return await self.watch_multiple(url, messageHashes, message, messageHashes)
def handle_unsubscriptions(self, url: str, messageHashes: List[str], message: dict):
client = self.client(url)
self.watch_multiple(url, messageHashes, message, messageHashes)
for i in range(0, len(messageHashes)):
messageHash = messageHashes[i]
subMessageHash = messageHash.replace('unsubscribe:', '')
self.clean_unsubscription(client, subMessageHash, messageHash)
if messageHash.find('ticker') >= 0:
symbol = messageHash.replace('unsubscribe:ticker:', '')
if symbol in self.tickers:
del self.tickers[symbol]
elif messageHash.find('bidask') >= 0:
symbol = messageHash.replace('unsubscribe:bidask:', '')
if symbol in self.bidsasks:
del self.bidsasks[symbol]
elif messageHash.find('candles') >= 0:
splitHashes = messageHash.split(':')
symbol = self.safe_string(splitHashes, 2)
timeframe = self.safe_string(splitHashes, 3)
if symbol in self.ohlcvs:
if timeframe in self.ohlcvs[symbol]:
del self.ohlcvs[symbol][timeframe]
elif messageHash.find('orderbook') >= 0:
symbol = messageHash.replace('unsubscribe:orderbook:', '')
if symbol in self.orderbooks:
del self.orderbooks[symbol]
elif messageHash.find('trades') >= 0:
symbol = messageHash.replace('unsubscribe:trades:', '')
if symbol in self.trades:
del self.trades[symbol]
elif messageHash.find('orders') >= 0:
if messageHash == 'unsubscribe:orders':
cache = self.orders
keys = list(cache.keys())
for j in range(0, len(keys)):
symbol = keys[j]
del self.orders[symbol]
else:
symbol = messageHash.replace('unsubscribe:orders:', '')
if symbol in self.orders:
del self.orders[symbol]
elif messageHash.find('positions') >= 0:
if messageHash == 'unsubscribe:positions':
cache = self.positions
keys = list(cache.keys())
for j in range(0, len(keys)):
symbol = keys[j]
del self.positions[symbol]
else:
symbol = messageHash.replace('unsubscribe:positions:', '')
if symbol in self.positions:
del self.positions[symbol]
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.backpack.exchange/#tag/Streams/Public/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)
symbol = market['symbol']
topic = 'ticker' + '.' + market['id']
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://docs.backpack.exchange/#tag/Streams/Public/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>`
"""
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://docs.backpack.exchange/#tag/Streams/Public/Ticker
: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)
messageHashes = []
topics = []
for i in range(0, len(symbols)):
symbol = symbols[i]
marketId = self.market_id(symbol)
messageHashes.append('ticker:' + symbol)
topics.append('ticker.' + marketId)
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:
"""
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
https://docs.backpack.exchange/#tag/Streams/Public/Ticker
: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('ticker.' + marketId)
messageHashes.append('unsubscribe:ticker:' + symbol)
return await self.watch_public(topics, messageHashes, params, True)
def handle_ticker(self, client: Client, message):
#
# {
# data: {
# E: '1754176123312507',
# V: '19419526.742584',
# c: '3398.57',
# e: 'ticker',
# h: '3536.65',
# l: '3371.8',
# n: 17152,
# o: '3475.45',
# s: 'ETH_USDC',
# v: '5573.5827'
# },
# stream: 'bookTicker.ETH_USDC'
# }
#
ticker = self.safe_dict(message, 'data', {})
marketId = self.safe_string(ticker, 's')
market = self.safe_market(marketId)
symbol = self.safe_symbol(marketId, market)
parsedTicker = self.parse_ws_ticker(ticker, market)
messageHash = 'ticker' + ':' + symbol
self.tickers[symbol] = parsedTicker
client.resolve(parsedTicker, messageHash)
def parse_ws_ticker(self, ticker: dict, market: Market = None) -> Ticker:
#
# {
# E: '1754178406415232',
# V: '19303818.6923',
# c: '3407.54',
# e: 'ticker',
# h: '3536.65',
# l: '3369.18',
# n: 17272,
# o: '3481.71',
# s: 'ETH_USDC',
# v: '5542.3911'
# }
#
microseconds = self.safe_integer(ticker, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
marketId = self.safe_string(ticker, 's')
market = self.safe_market(marketId, market)
symbol = self.safe_symbol(marketId, market)
last = self.safe_string(ticker, 'c')
open = self.safe_string(ticker, 'o')
return self.safe_ticker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'high': self.safe_number(ticker, 'h'),
'low': self.safe_number(ticker, 'l'),
'bid': None,
'bidVolume': None,
'ask': None,
'askVolume': None,
'vwap': None,
'open': open,
'close': last,
'last': last,
'previousClose': None,
'change': None,
'percentage': None,
'average': None,
'baseVolume': self.safe_string(ticker, 'v'),
'quoteVolume': self.safe_string(ticker, 'V'),
'info': ticker,
}, market)
async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
"""
watches best bid & ask for symbols
https://docs.backpack.exchange/#tag/Streams/Public/Book-ticker
: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('bookTicker.' + marketId)
messageHashes.append('bidask:' + symbol)
await self.watch_public(topics, messageHashes, params)
return self.filter_by_array(self.bidsasks, 'symbol', symbols)
async def un_watch_bids_asks(self, symbols: Strings = None, params={}) -> Any:
"""
unWatches best bid & ask for symbols
: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('bookTicker.' + marketId)
messageHashes.append('unsubscribe:bidask:' + symbol)
return await self.watch_public(topics, messageHashes, params, True)
def handle_bid_ask(self, client: Client, message):
#
# {
# data: {
# A: '0.4087',
# B: '0.0020',
# E: '1754517402450016',
# T: '1754517402449064',
# a: '3667.50',
# b: '3667.49',
# e: 'bookTicker',
# s: 'ETH_USDC',
# u: 1328288557
# },
# stream: 'bookTicker.ETH_USDC'
# }
data = self.safe_dict(message, 'data', {})
marketId = self.safe_string(data, 's')
market = self.safe_market(marketId)
symbol = self.safe_symbol(marketId, market)
parsedBidAsk = self.parse_ws_bid_ask(data, market)
messageHash = 'bidask' + ':' + symbol
self.bidsasks[symbol] = parsedBidAsk
client.resolve(parsedBidAsk, messageHash)
def parse_ws_bid_ask(self, ticker, market=None):
#
# {
# A: '0.4087',
# B: '0.0020',
# E: '1754517402450016',
# T: '1754517402449064',
# a: '3667.50',
# b: '3667.49',
# e: 'bookTicker',
# s: 'ETH_USDC',
# u: 1328288557
# }
#
marketId = self.safe_string(ticker, 's')
market = self.safe_market(marketId, market)
symbol = self.safe_string(market, 'symbol')
microseconds = self.safe_integer(ticker, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
ask = self.safe_string(ticker, 'a')
askVolume = self.safe_string(ticker, 'A')
bid = self.safe_string(ticker, 'b')
bidVolume = self.safe_string(ticker, 'B')
return self.safe_ticker({
'symbol': symbol,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'ask': ask,
'askVolume': askVolume,
'bid': bid,
'bidVolume': bidVolume,
'info': ticker,
}, market)
async def watch_ohlcv(self, symbol: str, timeframe='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://docs.backpack.exchange/#tag/Streams/Public/K-Line
: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://docs.backpack.exchange/#tag/Streams/Public/K-Line
: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://docs.backpack.exchange/#tag/Streams/Public/K-Line
: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 ['ETH/USDC', '1m']")
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('kline.' + interval + '.' + market['id'])
messageHashes.append('candles:' + market['symbol'] + ':' + interval)
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://docs.backpack.exchange/#tag/Streams/Public/K-Line
: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 ['ETH/USDC', '1m']")
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('kline.' + interval + '.' + market['id'])
messageHashes.append('unsubscribe:candles:' + market['symbol'] + ':' + interval)
return await self.watch_public(topics, messageHashes, params, True)
def handle_ohlcv(self, client: Client, message):
#
# {
# data: {
# E: '1754519557526056',
# T: '2025-08-07T00:00:00',
# X: False,
# c: '3680.520000000',
# e: 'kline',
# h: '3681.370000000',
# l: '3667.650000000',
# n: 255,
# o: '3670.150000000',
# s: 'ETH_USDC',
# t: '2025-08-06T22:00:00',
# v: '62.2621000'
# },
# stream: 'kline.2h.ETH_USDC'
# }
#
data = self.safe_dict(message, 'data', {})
marketId = self.safe_string(data, 's')
market = self.market(marketId)
symbol = market['symbol']
stream = self.safe_string(message, 'stream')
parts = stream.split('.')
timeframe = self.safe_string(parts, 1)
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_ws_ohlcv(data)
ohlcv.append(parsed)
messageHash = 'candles:' + symbol + ':' + timeframe
client.resolve([symbol, timeframe, ohlcv], messageHash)
def parse_ws_ohlcv(self, ohlcv, market=None) -> list:
#
# {
# E: '1754519557526056',
# T: '2025-08-07T00:00:00',
# X: False,
# c: '3680.520000000',
# e: 'kline',
# h: '3681.370000000',
# l: '3667.650000000',
# n: 255,
# o: '3670.150000000',
# s: 'ETH_USDC',
# t: '2025-08-06T22:00:00',
# v: '62.2621000'
# },
#
return [
self.parse8601(self.safe_string(ohlcv, 'T')),
self.safe_number(ohlcv, 'o'),
self.safe_number(ohlcv, 'h'),
self.safe_number(ohlcv, 'l'),
self.safe_number(ohlcv, 'c'),
self.safe_number(ohlcv, 'v'),
]
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.backpack.exchange/#tag/Streams/Public/Trade
: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://docs.backpack.exchange/#tag/Streams/Public/Trade
: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://docs.backpack.exchange/#tag/Streams/Public/Trade
: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('trade.' + marketId)
messageHashes.append('trades:' + 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://docs.backpack.exchange/#tag/Streams/Public/Trade
: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('trade.' + marketId)
messageHashes.append('unsubscribe:trades:' + symbol)
return await self.watch_public(topics, messageHashes, params, True)
def handle_trades(self, client: Client, message):
#
# {
# data: {
# E: '1754601477746429',
# T: '1754601477744000',
# a: '5121860761',
# b: '5121861755',
# e: 'trade',
# m: False,
# p: '3870.25',
# q: '0.0008',
# s: 'ETH_USDC_PERP',
# t: 10782547
# },
# stream: 'trade.ETH_USDC_PERP'
# }
#
data = self.safe_dict(message, 'data', {})
marketId = self.safe_string(data, 's')
market = self.market(marketId)
symbol = market['symbol']
if not (symbol in self.trades):
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
stored = ArrayCache(limit)
self.trades[symbol] = stored
cache = self.trades[symbol]
trade = self.parse_ws_trade(data, market)
cache.append(trade)
messageHash = 'trades:' + symbol
client.resolve(cache, messageHash)
client.resolve(cache, 'trades')
def parse_ws_trade(self, trade, market=None):
#
# {
# E: '1754601477746429',
# T: '1754601477744000',
# a: '5121860761',
# b: '5121861755',
# e: 'trade',
# m: False,
# p: '3870.25',
# q: '0.0008',
# s: 'ETH_USDC_PERP',
# t: 10782547
# }
#
microseconds = self.safe_integer(trade, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
id = self.safe_string(trade, 't')
marketId = self.safe_string(trade, 's')
market = self.safe_market(marketId, market)
isMaker = self.safe_bool(trade, 'm')
side = 'sell' if isMaker else 'buy'
takerOrMaker = 'maker' if isMaker else 'taker'
price = self.safe_string(trade, 'p')
amount = self.safe_string(trade, 'q')
orderId = None
if side == 'buy':
orderId = self.safe_string(trade, 'b')
else:
orderId = self.safe_string(trade, 'a')
return self.safe_trade({
'info': trade,
'id': id,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'symbol': market['symbol'],
'order': orderId,
'type': None,
'side': side,
'takerOrMaker': takerOrMaker,
'price': price,
'amount': amount,
'cost': None,
'fee': {
'currency': None,
'cost': None,
},
}, market)
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.backpack.exchange/#tag/Streams/Public/Depth
: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 watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
"""
https://docs.backpack.exchange/#tag/Streams/Public/Depth
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
: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
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
"""
await self.load_markets()
symbols = self.market_symbols(symbols, None, False)
marketIds = self.market_ids(symbols)
messageHashes = []
topics = []
for i in range(0, len(symbols)):
symbol = symbols[i]
messageHashes.append('orderbook:' + symbol)
marketId = marketIds[i]
topic = 'depth.' + marketId
topics.append(topic)
orderbook = await self.watch_public(topics, messageHashes, params)
return orderbook.limit() # todo check if limit is needed
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
: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 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
:param str[] symbols: unified array of symbols
:param dict [params]: extra parameters specific to the exchange API endpoint
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
"""
await self.load_markets()
symbols = self.market_symbols(symbols, None, False)
marketIds = self.market_ids(symbols)
messageHashes = []
topics = []
for i in range(0, len(symbols)):
symbol = symbols[i]
messageHashes.append('unsubscribe:orderbook:' + symbol)
marketId = marketIds[i]
topic = 'depth.' + marketId
topics.append(topic)
return await self.watch_public(topics, messageHashes, params, True)
def handle_order_book(self, client: Client, message):
#
# initial snapshot is fetched with ccxt's fetchOrderBook
# the feed does not include a snapshot, just the deltas
#
# {
# "data": {
# "E": "1754903057555305",
# "T": "1754903057554352",
# "U": 1345937436,
# "a": [],
# "b": [],
# "e": "depth",
# "s": "ETH_USDC",
# "u": 1345937436
# },
# "stream": "depth.ETH_USDC"
# }
#
data = self.safe_dict(message, 'data', {})
marketId = self.safe_string(data, 's')
symbol = self.safe_symbol(marketId)
if not (symbol in self.orderbooks):
self.orderbooks[symbol] = self.order_book()
storedOrderBook = self.orderbooks[symbol]
nonce = self.safe_integer(storedOrderBook, 'nonce')
deltaNonce = self.safe_integer(data, 'u')
messageHash = 'orderbook:' + symbol
if nonce is None:
cacheLength = len(storedOrderBook.cache)
# the rest API is very delayed
# usually it takes at least 9 deltas to resolve
snapshotDelay = self.handle_option('watchOrderBook', 'snapshotDelay', 10)
if cacheLength == snapshotDelay:
self.spawn(self.load_order_book, client, messageHash, symbol, None, {})
storedOrderBook.cache.append(data)
return
elif nonce > deltaNonce:
return
self.handle_delta(storedOrderBook, data)
client.resolve(storedOrderBook, messageHash)
def handle_delta(self, orderbook, delta):
timestamp = self.parse_to_int(self.safe_integer(delta, 'T') / 1000)
orderbook['timestamp'] = timestamp
orderbook['datetime'] = self.iso8601(timestamp)
orderbook['nonce'] = self.safe_integer(delta, 'u')
bids = self.safe_list(delta, 'b', [])
asks = self.safe_list(delta, 'a', [])
storedBids = orderbook['bids']
storedAsks = orderbook['asks']
self.handle_bid_asks(storedBids, bids)
self.handle_bid_asks(storedAsks, asks)
def handle_bid_asks(self, bookSide, bidAsks):
for i in range(0, len(bidAsks)):
bidAsk = self.parse_bid_ask(bidAsks[i])
bookSide.storeArray(bidAsk)
def get_cache_index(self, orderbook, cache):
#
# {"E":"1759338824897386","T":"1759338824895616","U":1662976171,"a":[],"b":[["117357.0","0.00000"]],"e":"depth","s":"BTC_USDC_PERP","u":1662976171}
firstDelta = self.safe_dict(cache, 0)
nonce = self.safe_integer(orderbook, 'nonce')
firstDeltaStart = self.safe_integer(firstDelta, 'U')
if nonce < firstDeltaStart - 1:
return -1
for i in range(0, len(cache)):
delta = cache[i]
deltaStart = self.safe_integer(delta, 'U')
deltaEnd = self.safe_integer(delta, 'u')
if (nonce >= deltaStart - 1) and (nonce < deltaEnd):
return i
return len(cache)
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://docs.backpack.exchange/#tag/Streams/Private/Order-update
: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']
topic = 'account.orderUpdate'
messageHash = 'orders'
if market is not None:
topic = 'account.orderUpdate.' + market['id']
messageHash = 'orders:' + symbol
orders = await self.watch_private([topic], [messageHash], params)
if self.newUpdates:
limit = orders.getLimit(symbol, limit)
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
async def un_watch_orders(self, symbol: Str = None, params={}) -> Any:
"""
unWatches information on multiple orders made by the user
https://docs.backpack.exchange/#tag/Streams/Private/Order-update
:param str [symbol]: unified market symbol of the market orders were made in
: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']
topic = 'account.orderUpdate'
messageHash = 'unsubscribe:orders'
if market is not None:
topic = 'account.orderUpdate.' + market['id']
messageHash = 'unsubscribe:orders:' + symbol
return await self.watch_private([topic], [messageHash], params, True)
def handle_order(self, client: Client, message):
#
# {
# data: {
# E: '1754939110175843',
# O: 'USER',
# Q: '4.30',
# S: 'Bid',
# T: '1754939110174703',
# V: 'RejectTaker',
# X: 'New',
# Z: '0',
# e: 'orderAccepted',
# f: 'GTC',
# i: '5406825793',
# o: 'MARKET',
# q: '0.0010',
# r: False,
# s: 'ETH_USDC',
# t: null,
# z: '0'
# },
# stream: 'account.orderUpdate.ETH_USDC'
# }
#
messageHash = 'orders'
data = self.safe_dict(message, 'data', {})
marketId = self.safe_string(data, 's')
market = self.safe_market(marketId)
symbol = market['symbol']
parsed = self.parse_ws_order(data, market)
orders = self.orders
if orders is None:
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
orders = ArrayCacheBySymbolById(limit)
self.orders = orders
orders.append(parsed)
client.resolve(orders, messageHash)
symbolSpecificMessageHash = messageHash + ':' + symbol
client.resolve(orders, symbolSpecificMessageHash)
def parse_ws_order(self, order, market=None):
#
# {
# E: '1754939110175879',
# L: '4299.16',
# N: 'ETH',
# O: 'USER',
# Q: '4.30',
# S: 'Bid',
# T: '1754939110174705',
# V: 'RejectTaker',
# X: 'Filled',
# Z: '4.299160',
# e: 'orderFill',
# f: 'GTC',
# i: '5406825793',
# l: '0.0010',
# m: False,
# n: '0.000001',
# o: 'MARKET',
# q: '0.0010',
# r: False,
# s: 'ETH_USDC',
# t: 2888471,
# z: '0.0010'
# },
#
id = self.safe_string(order, 'i')
clientOrderId = self.safe_string(order, 'c')
microseconds = self.safe_integer(order, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
status = self.parse_ws_order_status(self.safe_string(order, 'X'), market)
marketId = self.safe_string(order, 's')
market = self.safe_market(marketId, market)
symbol = market['symbol']
type = self.safe_string_lower(order, 'o')
timeInForce = self.safe_string(order, 'f')
side = self.parse_ws_order_side(self.safe_string(order, 'S'))
price = self.safe_string(order, 'p')
triggerPrice = self.safe_number(order, 'P')
amount = self.safe_string(order, 'q')
cost = self.safe_string(order, 'Z')
filled = self.safe_string(order, 'l')
fee = None
feeCurrency = self.safe_string(order, 'N')
if feeCurrency is not None:
fee = {
'currency': feeCurrency,
'cost': None,
}
return self.safe_order({
'id': id,
'clientOrderId': clientOrderId,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'lastTradeTimestamp': None,
'status': status,
'symbol': symbol,
'type': type,
'timeInForce': timeInForce,
'side': side,
'price': price,
'stopPrice': None,
'triggerPrice': triggerPrice,
'average': None,
'amount': amount,
'cost': cost,
'filled': filled,
'remaining': None,
'fee': fee,
'trades': None,
'info': order,
}, market)
def parse_ws_order_status(self, status, market=None):
statuses: dict = {
'New': 'open',
'Filled': 'closed',
'Cancelled': 'canceled',
'Expired': 'canceled',
'PartiallyFilled': 'open',
'TriggerPending': 'open',
'TriggerFailed': 'rejected',
}
return self.safe_string(statuses, status, status)
def parse_ws_order_side(self, side: Str):
sides: dict = {
'Bid': 'buy',
'Ask': 'sell',
}
return self.safe_string(sides, side, side)
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
"""
watch all open positions
https://docs.backpack.exchange/#tag/Streams/Private/Position-update
:param str[] [symbols]: list of unified market symbols to watch positions for
:param int [since]: the earliest time in ms to fetch positions for
:param int [limit]: the maximum number of positions to retrieve
: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()
symbols = self.market_symbols(symbols)
messageHashes = []
topics = []
if symbols is not None:
for i in range(0, len(symbols)):
symbol = symbols[i]
messageHashes.append('positions' + ':' + symbol)
topics.append('account.positionUpdate.' + self.market_id(symbol))
else:
messageHashes.append('positions')
topics.append('account.positionUpdate')
positions = await self.watch_private(topics, messageHashes, params)
if self.newUpdates:
return positions
return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
async def un_watch_positions(self, symbols: Strings = None, params={}) -> List[Any]:
"""
unWatches from the stream channel
https://docs.backpack.exchange/#tag/Streams/Private/Position-update
:param str[] [symbols]: list of unified market symbols to watch positions for
: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()
symbols = self.market_symbols(symbols)
messageHashes = []
topics = []
if symbols is not None:
for i in range(0, len(symbols)):
symbol = symbols[i]
messageHashes.append('unsubscribe:positions' + ':' + symbol)
topics.append('account.positionUpdate.' + self.market_id(symbol))
else:
messageHashes.append('unsubscribe:positions')
topics.append('account.positionUpdate')
return await self.watch_private(topics, messageHashes, params, True)
def handle_positions(self, client, message):
#
# {
# data: {
# B: '4236.36',
# E: '1754943862040486',
# M: '4235.88650933',
# P: '-0.000473',
# Q: '0.0010',
# T: '1754943862040487',
# b: '4238.479',
# e: 'positionOpened',
# f: '0.02',
# i: 5411399049,
# l: '0',
# m: '0.0125',
# n: '4.23588650933',
# p: '0',
# q: '0.0010',
# s: 'ETH_USDC_PERP'
# },
# stream: 'account.positionUpdate'
# }
#
messageHash = 'positions'
data = self.safe_dict(message, 'data', {})
if self.positions is None:
self.positions = ArrayCacheBySymbolById()
cache = self.positions
parsedPosition = self.parse_ws_position(data)
microseconds = self.safe_integer(data, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
parsedPosition['timestamp'] = timestamp
parsedPosition['datetime'] = self.iso8601(timestamp)
cache.append(parsedPosition)
symbolSpecificMessageHash = messageHash + ':' + parsedPosition['symbol']
client.resolve([parsedPosition], messageHash)
client.resolve([parsedPosition], symbolSpecificMessageHash)
def parse_ws_position(self, position, market=None):
#
# {
# B: '4236.36',
# E: '1754943862040486',
# M: '4235.88650933',
# P: '-0.000473',
# Q: '0.0010',
# T: '1754943862040487',
# b: '4238.479',
# e: 'positionOpened',
# f: '0.02',
# i: 5411399049,
# l: '0',
# m: '0.0125',
# n: '4.23588650933',
# p: '0',
# q: '0.0010',
# s: 'ETH_USDC_PERP'
# }
#
id = self.safe_string(position, 'i')
marketId = self.safe_string(position, 's')
market = self.safe_market(marketId, market)
symbol = market['symbol']
notional = self.safe_string(position, 'n')
liquidationPrice = self.safe_string(position, 'l')
entryPrice = self.safe_string(position, 'b')
realizedPnl = self.safe_string(position, 'p')
unrealisedPnl = self.safe_string(position, 'P')
contracts = self.safe_string(position, 'Q')
markPrice = self.safe_string(position, 'M')
netQuantity = self.safe_number(position, 'q')
hedged = False
side = 'long'
if netQuantity < 0:
side = 'short'
if netQuantity is None:
hedged = None
side = None
microseconds = self.safe_integer(position, 'E')
timestamp = self.parse_to_int(microseconds / 1000)
maintenanceMarginPercentage = self.safe_number(position, 'm')
initialMarginPercentage = self.safe_number(position, 'f')
return self.safe_position({
'info': position,
'id': id,
'symbol': symbol,
'notional': notional,
'marginMode': None,
'liquidationPrice': liquidationPrice,
'entryPrice': entryPrice,
'realizedPnl': realizedPnl,
'unrealizedPnl': unrealisedPnl,
'percentage': None,
'contracts': contracts,
'contractSize': None,
'markPrice': markPrice,
'side': side,
'hedged': hedged,
'timestamp': timestamp,
'datetime': self.iso8601(timestamp),
'maintenanceMargin': None,
'maintenanceMarginPercentage': maintenanceMarginPercentage,
'collateral': None,
'initialMargin': None,
'initialMarginPercentage': initialMarginPercentage,
'leverage': None,
'marginRatio': None,
})
def handle_message(self, client: Client, message):
if not self.handle_error_message(client, message):
return
data = self.safe_dict(message, 'data')
event = self.safe_string(data, 'e')
if event == 'ticker':
self.handle_ticker(client, message)
elif event == 'bookTicker':
self.handle_bid_ask(client, message)
elif event == 'kline':
self.handle_ohlcv(client, message)
elif event == 'trade':
self.handle_trades(client, message)
elif event == 'depth':
self.handle_order_book(client, message)
elif event == 'orderAccepted' or event == 'orderUpdate' or event == 'orderFill' or event == 'orderCancelled' or event == 'orderExpired' or event == 'orderModified' or event == 'triggerPlaced' or event == 'triggerFailed':
self.handle_order(client, message)
elif event == 'positionAdjusted' or event == 'positionOpened' or event == 'positionClosed' or event == 'positionUpdated':
self.handle_positions(client, message)
def handle_error_message(self, client: Client, message) -> Bool:
#
# {
# id: null,
# error: {
# code: 4006,
# message: 'Invalid stream'
# }
# }
#
error = self.safe_dict(message, 'error', {})
code = self.safe_integer(error, 'code')
try:
if code is not None:
msg = self.safe_string(error, 'message')
raise ExchangeError(self.id + ' ' + msg)
return True
except Exception as e:
client.reject(e)
return True