1366 lines
55 KiB
Python
1366 lines
55 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById
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import hashlib
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from ccxt.base.types import Any, Balances, Int, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import ExchangeError
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import BadRequest
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from ccxt.base.errors import NotSupported
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from ccxt.base.errors import RateLimitExceeded
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from ccxt.base.errors import ExchangeNotAvailable
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from ccxt.base.errors import RequestTimeout
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class coinex(ccxt.async_support.coinex):
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def describe(self) -> Any:
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return self.deep_extend(super(coinex, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchBidsAsks': True,
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'watchTicker': True,
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'watchTickers': True,
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'watchTrades': True,
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'watchTradesForSymbols': True,
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'watchMyTrades': True,
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'watchOrders': True,
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'watchOrderBook': True,
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'watchOrderBookForSymbols': True,
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'watchOHLCV': False,
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'fetchOHLCVWs': False,
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},
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'urls': {
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'api': {
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'ws': {
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'spot': 'wss://socket.coinex.com/v2/spot/',
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'swap': 'wss://socket.coinex.com/v2/futures/',
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},
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},
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},
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'options': {
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'ws': {
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'gunzip': True,
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},
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'timeframes': {
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'1m': 60,
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'3m': 180,
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'5m': 300,
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'15m': 900,
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'30m': 1800,
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'1h': 3600,
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'2h': 7200,
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'4h': 14400,
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'6h': 21600,
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'12h': 43200,
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'1d': 86400,
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'3d': 259200,
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'1w': 604800,
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},
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'account': 'spot',
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'watchOrderBook': {
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'limits': [5, 10, 20, 50],
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'defaultLimit': 50,
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'aggregations': ['1000', '100', '10', '1', '0', '0.1', '0.01', '0.001', '0.0001', '0.00001', '0.000001', '0.0000001', '0.00000001', '0.000000001', '0.0000000001', '0.00000000001'],
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'defaultAggregation': '0',
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},
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},
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'streaming': {
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},
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'exceptions': {
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'exact': {
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'20001': BadRequest, # Invalid argument
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'20002': NotSupported, # Method unavailable
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'21001': AuthenticationError, # Authentication required
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'21002': AuthenticationError, # Incorrect signature
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'23001': RequestTimeout, # Request service timeout
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'23002': RateLimitExceeded, # Requests too frequently
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'24001': ExchangeError, # Internal error
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'24002': ExchangeNotAvailable, # Service unavailable temporarily
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'30001': BadRequest, # Invalid argument
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'30002': NotSupported, # Method unavailable
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'31001': AuthenticationError, # Authentication required
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'31002': AuthenticationError, # Incorrect signature
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'33001': RequestTimeout, # Request service timeout
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'33002': RateLimitExceeded, # Requests too frequently
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'34001': ExchangeError, # Internal error
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'34002': ExchangeNotAvailable, # Service unavailable temporarily
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},
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'broad': {},
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},
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})
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def request_id(self):
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requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
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self.options['requestId'] = requestId
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return requestId
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def handle_ticker(self, client: Client, message):
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#
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# spot
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#
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# {
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# "method": "state.update",
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# "data": {
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# "state_list": [
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# {
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# "market": "LATUSDT",
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# "last": "0.008157",
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# "open": "0.008286",
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# "close": "0.008157",
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# "high": "0.008390",
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# "low": "0.008106",
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# "volume": "807714.49139758",
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# "volume_sell": "286170.69645599",
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# "volume_buy": "266161.23236408",
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# "value": "6689.21644207",
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# "period": 86400
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# },
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# ]
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# },
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# "id": null
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# }
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#
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# swap
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#
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# {
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# "method": "state.update",
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# "data": {
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# "state_list": [
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# {
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# "market": "ETHUSD_SIGNPRICE",
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# "last": "1892.29",
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# "open": "1884.62",
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# "close": "1892.29",
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# "high": "1894.09",
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# "low": "1863.72",
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# "volume": "0",
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# "value": "0",
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# "volume_sell": "0",
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# "volume_buy": "0",
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# "open_interest_size": "0",
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# "insurance_fund_size": "0",
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# "latest_funding_rate": "0",
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# "next_funding_rate": "0",
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# "latest_funding_time": 0,
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# "next_funding_time": 0,
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# "period": 86400
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# },
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# ]
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# ],
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# "id": null
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# }
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#
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defaultType = self.safe_string(self.options, 'defaultType')
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data = self.safe_dict(message, 'data', {})
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rawTickers = self.safe_list(data, 'state_list', [])
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newTickers = {}
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for i in range(0, len(rawTickers)):
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entry = rawTickers[i]
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marketId = self.safe_string(entry, 'market')
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symbol = self.safe_symbol(marketId, None, None, defaultType)
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market = self.safe_market(marketId, None, None, defaultType)
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parsedTicker = self.parse_ws_ticker(entry, market)
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self.tickers[symbol] = parsedTicker
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newTickers[symbol] = parsedTicker
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messageHashes = self.find_message_hashes(client, 'tickers::')
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for i in range(0, len(messageHashes)):
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messageHash = messageHashes[i]
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parts = messageHash.split('::')
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symbolsString = parts[1]
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symbols = symbolsString.split(',')
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tickers = self.filter_by_array(newTickers, 'symbol', symbols)
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tickersSymbols = list(tickers.keys())
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numTickers = len(tickersSymbols)
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if numTickers > 0:
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client.resolve(tickers, messageHash)
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client.resolve(newTickers, 'tickers')
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def parse_ws_ticker(self, ticker, market=None):
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#
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# spot
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#
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# {
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# "market": "LATUSDT",
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# "last": "0.008157",
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# "open": "0.008286",
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# "close": "0.008157",
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# "high": "0.008390",
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# "low": "0.008106",
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# "volume": "807714.49139758",
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# "volume_sell": "286170.69645599",
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# "volume_buy": "266161.23236408",
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# "value": "6689.21644207",
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# "period": 86400
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# }
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#
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# swap
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#
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# {
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# "market": "ETHUSD_SIGNPRICE",
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# "last": "1892.29",
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# "open": "1884.62",
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# "close": "1892.29",
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# "high": "1894.09",
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# "low": "1863.72",
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# "volume": "0",
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# "value": "0",
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# "volume_sell": "0",
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# "volume_buy": "0",
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# "open_interest_size": "0",
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# "insurance_fund_size": "0",
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# "latest_funding_rate": "0",
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# "next_funding_rate": "0",
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# "latest_funding_time": 0,
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# "next_funding_time": 0,
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# "period": 86400
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# }
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#
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defaultType = self.safe_string(self.options, 'defaultType')
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marketId = self.safe_string(ticker, 'market')
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return self.safe_ticker({
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'symbol': self.safe_symbol(marketId, market, None, defaultType),
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'timestamp': None,
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'datetime': None,
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'high': self.safe_string(ticker, 'high'),
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'low': self.safe_string(ticker, 'low'),
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'bid': None,
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'bidVolume': self.safe_string(ticker, 'volume_buy'),
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'ask': None,
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'askVolume': self.safe_string(ticker, 'volume_sell'),
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'vwap': None,
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'open': self.safe_string(ticker, 'open'),
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'close': self.safe_string(ticker, 'close'),
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'last': self.safe_string(ticker, 'last'),
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'previousClose': None,
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'change': None,
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'percentage': None,
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'average': None,
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'baseVolume': self.safe_string(ticker, 'volume'),
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'quoteVolume': self.safe_string(ticker, 'value'),
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'info': ticker,
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}, market)
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async def watch_balance(self, params={}) -> Balances:
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"""
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watch balance and get the amount of funds available for trading or funds locked in orders
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https://docs.coinex.com/api/v2/assets/balance/ws/spot_balance
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https://docs.coinex.com/api/v2/assets/balance/ws/futures_balance
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
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"""
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await self.load_markets()
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type = None
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type, params = self.handle_market_type_and_params('watchBalance', None, params, 'spot')
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await self.authenticate(type)
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url = self.urls['api']['ws'][type]
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# coinex throws a closes the websocket when subscribing over 1422 currencies, therefore we filter out inactive currencies
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activeCurrencies = self.filter_by(self.currencies_by_id, 'active', True)
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activeCurrenciesById = self.index_by(activeCurrencies, 'id')
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currencies = list(activeCurrenciesById.keys())
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if currencies is None:
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currencies = []
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messageHash = 'balances'
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if type == 'spot':
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messageHash += ':spot'
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else:
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messageHash += ':swap'
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subscribe: dict = {
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'method': 'balance.subscribe',
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'params': {'ccy_list': currencies},
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'id': self.request_id(),
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}
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request = self.deep_extend(subscribe, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_balance(self, client: Client, message):
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#
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# spot
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#
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# {
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# "method": "balance.update",
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# "data": {
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# "balance_list": [
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# {
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# "margin_market": "BTCUSDT",
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# "ccy": "BTC",
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# "available": "44.62207740",
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# "frozen": "0.00000000",
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# "updated_at": 1689152421692
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# },
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# ]
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# },
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# "id": null
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# }
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#
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# swap
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#
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# {
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# "method": "balance.update",
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# "data": {
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# "balance_list": [
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# {
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# "ccy": "USDT",
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# "available": "97.92470982756335000001",
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# "frozen": "0.00000000000000000000",
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# "margin": "0.61442700000000000000",
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# "transferrable": "97.92470982756335000001",
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# "unrealized_pnl": "-0.00807000000000000000",
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# "equity": "97.92470982756335000001"
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# },
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# ]
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# },
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# "id": null
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# }
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#
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if self.balance is None:
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self.balance = {}
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data = self.safe_dict(message, 'data', {})
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balances = self.safe_list(data, 'balance_list', [])
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firstEntry = balances[0]
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updated = self.safe_integer(firstEntry, 'updated_at')
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unrealizedPnl = self.safe_string(firstEntry, 'unrealized_pnl')
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isSpot = (updated is not None)
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isSwap = (unrealizedPnl is not None)
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info = None
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account = None
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rawBalances = []
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if isSpot:
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account = 'spot'
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for i in range(0, len(balances)):
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rawBalances = self.array_concat(rawBalances, balances)
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info = rawBalances
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if isSwap:
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account = 'swap'
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for i in range(0, len(balances)):
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rawBalances = self.array_concat(rawBalances, balances)
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info = rawBalances
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for i in range(0, len(rawBalances)):
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entry = rawBalances[i]
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self.parse_ws_balance(entry, account)
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messageHash = None
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if account is not None:
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if self.safe_value(self.balance, account) is None:
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self.balance[account] = {}
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self.balance[account]['info'] = info
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self.balance[account] = self.safe_balance(self.balance[account])
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messageHash = 'balances:' + account
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client.resolve(self.balance[account], messageHash)
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def parse_ws_balance(self, balance, accountType=None):
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#
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# spot
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#
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# {
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# "margin_market": "BTCUSDT",
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# "ccy": "BTC",
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# "available": "44.62207740",
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# "frozen": "0.00000000",
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# "updated_at": 1689152421692
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# }
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#
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# swap
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#
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# {
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# "ccy": "USDT",
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# "available": "97.92470982756335000001",
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# "frozen": "0.00000000000000000000",
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# "margin": "0.61442700000000000000",
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# "transferrable": "97.92470982756335000001",
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# "unrealized_pnl": "-0.00807000000000000000",
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# "equity": "97.92470982756335000001"
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# }
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#
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account = self.account()
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currencyId = self.safe_string(balance, 'ccy')
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code = self.safe_currency_code(currencyId)
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account['free'] = self.safe_string(balance, 'available')
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account['used'] = self.safe_string(balance, 'frozen')
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if accountType is not None:
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if self.safe_value(self.balance, accountType) is None:
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self.balance[accountType] = {}
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self.balance[accountType][code] = account
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else:
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self.balance[code] = account
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async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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watches information on multiple trades made by the user
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https://docs.coinex.com/api/v2/spot/deal/ws/user-deals
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https://docs.coinex.com/api/v2/futures/deal/ws/user-deals
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:param str [symbol]: unified symbol of the market the trades were made in
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:param int [since]: the earliest time in ms to watch trades
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:param int [limit]: the maximum number of trade structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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await self.load_markets()
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market = None
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if symbol is not None:
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market = self.market(symbol)
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symbol = market['symbol']
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type = None
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type, params = self.handle_market_type_and_params('watchMyTrades', market, params, 'spot')
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await self.authenticate(type)
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url = self.urls['api']['ws'][type]
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subscribedSymbols = []
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messageHash = 'myTrades'
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if market is not None:
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messageHash += ':' + symbol
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subscribedSymbols.append(market['id'])
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else:
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if type == 'spot':
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messageHash += ':spot'
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else:
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messageHash += ':swap'
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message: dict = {
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'method': 'user_deals.subscribe',
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'params': {'market_list': subscribedSymbols},
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'id': self.request_id(),
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}
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request = self.deep_extend(message, params)
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trades = await self.watch(url, messageHash, request, messageHash)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
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def handle_my_trades(self, client: Client, message):
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#
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# {
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# "method": "user_deals.update",
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# "data": {
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# "deal_id": 3514376759,
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# "created_at": 1689152421692,
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# "market": "BTCUSDT",
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# "side": "buy",
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# "order_id": 8678890,
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# "margin_market": "BTCUSDT",
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# "price": "30718.42",
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# "amount": "0.00000325",
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# "role": "taker",
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# "fee": "0.0299",
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# "fee_ccy": "USDT"
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# },
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# "id": null
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# }
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#
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data = self.safe_dict(message, 'data', {})
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marketId = self.safe_string(data, 'market')
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isSpot = client.url.find('spot') > -1
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defaultType = 'spot' if isSpot else 'swap'
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market = self.safe_market(marketId, None, None, defaultType)
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symbol = market['symbol']
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messageHash = 'myTrades:' + symbol
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messageWithType = 'myTrades:' + market['type']
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stored = self.safe_value(self.trades, symbol)
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if stored is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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stored = ArrayCache(limit)
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self.trades[symbol] = stored
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parsed = self.parse_ws_trade(data, market)
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stored.append(parsed)
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self.trades[symbol] = stored
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client.resolve(self.trades[symbol], messageWithType)
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client.resolve(self.trades[symbol], messageHash)
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def handle_trades(self, client: Client, message):
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#
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# spot
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#
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# {
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# "method": "deals.update",
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# "data": {
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# "market": "BTCUSDT",
|
|
# "deal_list": [
|
|
# {
|
|
# "deal_id": 3514376759,
|
|
# "created_at": 1689152421692,
|
|
# "side": "buy",
|
|
# "price": "30718.42",
|
|
# "amount": "0.00000325"
|
|
# },
|
|
# ]
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
# swap
|
|
#
|
|
# {
|
|
# "method": "deals.update",
|
|
# "data": {
|
|
# "market": "BTCUSDT",
|
|
# "deal_list": [
|
|
# {
|
|
# "deal_id": 3514376759,
|
|
# "created_at": 1689152421692,
|
|
# "side": "buy",
|
|
# "price": "30718.42",
|
|
# "amount": "0.00000325"
|
|
# },
|
|
# ]
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
trades = self.safe_list(data, 'deal_list', [])
|
|
marketId = self.safe_string(data, 'market')
|
|
isSpot = client.url.find('spot') > -1
|
|
defaultType = 'spot' if isSpot else 'swap'
|
|
market = self.safe_market(marketId, None, None, defaultType)
|
|
symbol = market['symbol']
|
|
messageHash = 'trades:' + symbol
|
|
stored = self.safe_value(self.trades, symbol)
|
|
if stored is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
stored = ArrayCache(limit)
|
|
self.trades[symbol] = stored
|
|
for i in range(0, len(trades)):
|
|
trade = trades[i]
|
|
parsed = self.parse_ws_trade(trade, market)
|
|
stored.append(parsed)
|
|
self.trades[symbol] = stored
|
|
client.resolve(self.trades[symbol], messageHash)
|
|
|
|
def parse_ws_trade(self, trade, market=None):
|
|
#
|
|
# spot watchTrades
|
|
#
|
|
# {
|
|
# "deal_id": 3514376759,
|
|
# "created_at": 1689152421692,
|
|
# "side": "buy",
|
|
# "price": "30718.42",
|
|
# "amount": "0.00000325"
|
|
# }
|
|
#
|
|
# swap watchTrades
|
|
#
|
|
# {
|
|
# "deal_id": 3514376759,
|
|
# "created_at": 1689152421692,
|
|
# "side": "buy",
|
|
# "price": "30718.42",
|
|
# "amount": "0.00000325"
|
|
# }
|
|
#
|
|
# spot and swap watchMyTrades
|
|
#
|
|
# {
|
|
# "deal_id": 3514376759,
|
|
# "created_at": 1689152421692,
|
|
# "market": "BTCUSDT",
|
|
# "side": "buy",
|
|
# "order_id": 8678890,
|
|
# "margin_market": "BTCUSDT",
|
|
# "price": "30718.42",
|
|
# "amount": "0.00000325",
|
|
# "role": "taker",
|
|
# "fee": "0.0299",
|
|
# "fee_ccy": "USDT"
|
|
# }
|
|
#
|
|
timestamp = self.safe_integer(trade, 'created_at')
|
|
isSpot = ('margin_market' in trade)
|
|
defaultType = 'spot' if isSpot else 'swap'
|
|
marketId = self.safe_string(trade, 'market')
|
|
market = self.safe_market(marketId, market, None, defaultType)
|
|
fee: dict = {}
|
|
feeCost = self.omit_zero(self.safe_string(trade, 'fee'))
|
|
if feeCost is not None:
|
|
feeCurrencyId = self.safe_string(trade, 'fee_ccy', market['quote'])
|
|
fee = {
|
|
'currency': self.safe_currency_code(feeCurrencyId),
|
|
'cost': feeCost,
|
|
}
|
|
return self.safe_trade({
|
|
'id': self.safe_string(trade, 'deal_id'),
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': self.safe_symbol(marketId, market, None, defaultType),
|
|
'order': self.safe_string(trade, 'order_id'),
|
|
'type': None,
|
|
'side': self.safe_string(trade, 'side'),
|
|
'takerOrMaker': self.safe_string(trade, 'role'),
|
|
'price': self.safe_string(trade, 'price'),
|
|
'amount': self.safe_string(trade, 'amount'),
|
|
'cost': None,
|
|
'fee': fee,
|
|
}, market)
|
|
|
|
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.coinex.com/api/v2/spot/market/ws/market
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-state
|
|
|
|
: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)
|
|
tickers = await self.watch_tickers([symbol], params)
|
|
return tickers[market['symbol']]
|
|
|
|
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.coinex.com/api/v2/spot/market/ws/market
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-state
|
|
|
|
: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 dictionary of `ticker structures <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
marketIds = self.market_ids(symbols)
|
|
market = None
|
|
messageHashes = []
|
|
symbolsDefined = (symbols is not None)
|
|
if symbolsDefined:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
messageHashes.append('tickers::' + market['symbol'])
|
|
else:
|
|
marketIds = []
|
|
messageHashes.append('tickers')
|
|
type = None
|
|
type, params = self.handle_market_type_and_params('watchTickers', market, params)
|
|
url = self.urls['api']['ws'][type]
|
|
subscriptionHashes = ['all@ticker']
|
|
subscribe: dict = {
|
|
'method': 'state.subscribe',
|
|
'params': {'market_list': marketIds},
|
|
'id': self.request_id(),
|
|
}
|
|
result = await self.watch_multiple(url, messageHashes, self.deep_extend(subscribe, params), subscriptionHashes)
|
|
if self.newUpdates:
|
|
return result
|
|
return self.filter_by_array(self.tickers, 'symbol', symbols)
|
|
|
|
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://docs.coinex.com/api/v2/spot/market/ws/market-deals
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-deals
|
|
|
|
: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>`
|
|
"""
|
|
params['callerMethodName'] = 'watchTrades'
|
|
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]:
|
|
"""
|
|
watch the most recent trades for a list of symbols
|
|
|
|
https://docs.coinex.com/api/v2/spot/market/ws/market-deals
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-deals
|
|
|
|
:param str[] symbols: unified symbols of the markets 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>`
|
|
"""
|
|
await self.load_markets()
|
|
subscribedSymbols = []
|
|
messageHashes = []
|
|
market = None
|
|
callerMethodName = None
|
|
callerMethodName, params = self.handle_param_string(params, 'callerMethodName', 'watchTradesForSymbols')
|
|
symbolsDefined = (symbols is not None)
|
|
if symbolsDefined:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
subscribedSymbols.append(market['id'])
|
|
messageHashes.append('trades:' + market['symbol'])
|
|
else:
|
|
messageHashes.append('trades')
|
|
type = None
|
|
type, params = self.handle_market_type_and_params(callerMethodName, market, params)
|
|
url = self.urls['api']['ws'][type]
|
|
# subscriptionHashes = ['trades']
|
|
subscribe: dict = {
|
|
'method': 'deals.subscribe',
|
|
'params': {'market_list': subscribedSymbols},
|
|
'id': self.request_id(),
|
|
}
|
|
trades = await self.watch_multiple(url, messageHashes, self.deep_extend(subscribe, params), messageHashes)
|
|
if self.newUpdates:
|
|
return trades
|
|
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
|
|
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://docs.coinex.com/api/v2/spot/market/ws/market-depth
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-depth
|
|
|
|
: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()
|
|
watchOrderBookSubscriptions: dict = {}
|
|
messageHashes = []
|
|
market = None
|
|
type = None
|
|
callerMethodName = None
|
|
callerMethodName, params = self.handle_param_string(params, 'callerMethodName', 'watchOrderBookForSymbols')
|
|
options = self.safe_dict(self.options, 'watchOrderBook', {})
|
|
limits = self.safe_list(options, 'limits', [])
|
|
if limit is None:
|
|
limit = self.safe_integer(options, 'defaultLimit', 50)
|
|
if not self.in_array(limit, limits):
|
|
raise NotSupported(self.id + ' watchOrderBookForSymbols() limit must be one of ' + ', '.join(limits))
|
|
defaultAggregation = self.safe_string(options, 'defaultAggregation', '0')
|
|
aggregations = self.safe_list(options, 'aggregations', [])
|
|
aggregation = self.safe_string(params, 'aggregation', defaultAggregation)
|
|
if not self.in_array(aggregation, aggregations):
|
|
raise NotSupported(self.id + ' watchOrderBookForSymbols() aggregation must be one of ' + ', '.join(aggregations))
|
|
params = self.omit(params, 'aggregation')
|
|
symbolsDefined = (symbols is not None)
|
|
if not symbolsDefined:
|
|
raise ArgumentsRequired(self.id + ' watchOrderBookForSymbols() requires a symbol argument')
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
messageHashes.append('orderbook:' + market['symbol'])
|
|
watchOrderBookSubscriptions[symbol] = [market['id'], limit, aggregation, True]
|
|
type, params = self.handle_market_type_and_params(callerMethodName, market, params)
|
|
marketList = list(watchOrderBookSubscriptions.values())
|
|
subscribe: dict = {
|
|
'method': 'depth.subscribe',
|
|
'params': {'market_list': marketList},
|
|
'id': self.request_id(),
|
|
}
|
|
# subscriptionHashes = self.hash(self.encode(self.json(watchOrderBookSubscriptions)), 'sha256')
|
|
url = self.urls['api']['ws'][type]
|
|
orderbooks = await self.watch_multiple(url, messageHashes, self.deep_extend(subscribe, params), messageHashes)
|
|
if self.newUpdates:
|
|
return orderbooks
|
|
return orderbooks.limit()
|
|
|
|
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.coinex.com/api/v2/spot/market/ws/market-depth
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-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
|
|
"""
|
|
params['callerMethodName'] = 'watchOrderBook'
|
|
return await self.watch_order_book_for_symbols([symbol], limit, params)
|
|
|
|
def handle_delta(self, bookside, delta):
|
|
bidAsk = self.parse_bid_ask(delta, 0, 1)
|
|
bookside.storeArray(bidAsk)
|
|
|
|
def handle_deltas(self, bookside, deltas):
|
|
for i in range(0, len(deltas)):
|
|
self.handle_delta(bookside, deltas[i])
|
|
|
|
def handle_order_book(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "method": "depth.update",
|
|
# "data": {
|
|
# "market": "BTCUSDT",
|
|
# "is_full": True,
|
|
# "depth": {
|
|
# "asks": [
|
|
# [
|
|
# "30740.00",
|
|
# "0.31763545"
|
|
# ],
|
|
# ],
|
|
# "bids": [
|
|
# [
|
|
# "30736.00",
|
|
# "0.04857373"
|
|
# ],
|
|
# ],
|
|
# "last": "30746.28",
|
|
# "updated_at": 1689152421692,
|
|
# "checksum": 2578768879
|
|
# }
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
isSpot = client.url.find('spot') > -1
|
|
defaultType = 'spot' if isSpot else 'swap'
|
|
data = self.safe_dict(message, 'data', {})
|
|
depth = self.safe_dict(data, 'depth', {})
|
|
marketId = self.safe_string(data, 'market')
|
|
market = self.safe_market(marketId, None, None, defaultType)
|
|
symbol = market['symbol']
|
|
name = 'orderbook'
|
|
messageHash = name + ':' + symbol
|
|
timestamp = self.safe_integer(depth, 'updated_at')
|
|
currentOrderBook = self.safe_value(self.orderbooks, symbol)
|
|
fullOrderBook = self.safe_bool(data, 'is_full', False)
|
|
if fullOrderBook:
|
|
snapshot = self.parse_order_book(depth, symbol, timestamp)
|
|
if currentOrderBook is None:
|
|
self.orderbooks[symbol] = self.order_book(snapshot)
|
|
else:
|
|
orderbook = self.orderbooks[symbol]
|
|
orderbook.reset(snapshot)
|
|
else:
|
|
asks = self.safe_list(depth, 'asks', [])
|
|
bids = self.safe_list(depth, 'bids', [])
|
|
self.handle_deltas(currentOrderBook['asks'], asks)
|
|
self.handle_deltas(currentOrderBook['bids'], bids)
|
|
currentOrderBook['nonce'] = timestamp
|
|
currentOrderBook['timestamp'] = timestamp
|
|
currentOrderBook['datetime'] = self.iso8601(timestamp)
|
|
self.orderbooks[symbol] = currentOrderBook
|
|
# self.checkOrderBookChecksum(self.orderbooks[symbol])
|
|
client.resolve(self.orderbooks[symbol], 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://docs.coinex.com/api/v2/spot/order/ws/user-order
|
|
https://docs.coinex.com/api/v2/futures/order/ws/user-order
|
|
|
|
: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
|
|
:param bool [params.trigger]: if the orders to watch are trigger orders or not
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
trigger = self.safe_bool_2(params, 'trigger', 'stop')
|
|
params = self.omit(params, ['trigger', 'stop'])
|
|
messageHash = 'orders'
|
|
market = None
|
|
marketList = None
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
type = None
|
|
type, params = self.handle_market_type_and_params('watchOrders', market, params, 'spot')
|
|
await self.authenticate(type)
|
|
if symbol is not None:
|
|
marketList = [market['id']]
|
|
messageHash += ':' + symbol
|
|
else:
|
|
marketList = []
|
|
if type == 'spot':
|
|
messageHash += ':spot'
|
|
else:
|
|
messageHash += ':swap'
|
|
method = None
|
|
if trigger:
|
|
method = 'stop.subscribe'
|
|
else:
|
|
method = 'order.subscribe'
|
|
message: dict = {
|
|
'method': method,
|
|
'params': {'market_list': marketList},
|
|
'id': self.request_id(),
|
|
}
|
|
url = self.urls['api']['ws'][type]
|
|
request = self.deep_extend(message, params)
|
|
orders = await self.watch(url, messageHash, request, messageHash, request)
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
def handle_orders(self, client: Client, message):
|
|
#
|
|
# spot
|
|
#
|
|
# {
|
|
# "method": "order.update",
|
|
# "data": {
|
|
# "event": "put",
|
|
# "order": {
|
|
# "order_id": 12750,
|
|
# "market": "BTCUSDT",
|
|
# "margin_market": "BTCUSDT",
|
|
# "type": "limit",
|
|
# "side": "buy",
|
|
# "price": "5999.00",
|
|
# "amount": "1.50000000",
|
|
# "unfill_amount": "1.50000000",
|
|
# "fill_value": "1.50000000",
|
|
# "taker_fee_rate": "0.0001",
|
|
# "maker_fee_rate": "0.0001",
|
|
# "base_ccy_fee": "0.0001",
|
|
# "quote_ccy_fee": "0.0001",
|
|
# "discount_ccy_fee": "0.0001",
|
|
# "last_fill_amount": "0",
|
|
# "last_fill_price": "0",
|
|
# "client_id": "buy1_1234",
|
|
# "created_at": 1689152421692,
|
|
# "updated_at": 1689152421692,
|
|
# }
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
# spot stop
|
|
#
|
|
# {
|
|
# "method": "stop.update",
|
|
# "data": {
|
|
# "event": 1,
|
|
# "stop": {
|
|
# "stop_id": 102067022299,
|
|
# "market": "BTCUSDT",
|
|
# "margin_market": "BTCUSDT",
|
|
# "type": "limit",
|
|
# "side": "buy",
|
|
# "price": "20000.00",
|
|
# "amount": "0.10000000",
|
|
# "trigger_price": "20000.00",
|
|
# "trigger_direction": "lower",
|
|
# "taker_fee_rate": "0.0016",
|
|
# "maker_fee_rate": "0.0016",
|
|
# "status": "active_success",
|
|
# "client_id": "",
|
|
# "created_at": 1689152996689,
|
|
# "updated_at": 1689152996689,
|
|
# }
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
# swap
|
|
#
|
|
# {
|
|
# "method": "order.update",
|
|
# "data": {
|
|
# "event": "put",
|
|
# "order": {
|
|
# "order_id": 98388656341,
|
|
# "stop_id": 0,
|
|
# "market": "BTCUSDT",
|
|
# "side": "buy",
|
|
# "type": "limit",
|
|
# "amount": "0.0010",
|
|
# "price": "50000.00",
|
|
# "unfilled_amount": "0.0010",
|
|
# "filled_amount": "0",
|
|
# "filled_value": "0",
|
|
# "fee": "0",
|
|
# "fee_ccy": "USDT",
|
|
# "taker_fee_rate": "0.00046",
|
|
# "maker_fee_rate": "0.00000000000000000000",
|
|
# "client_id": "",
|
|
# "last_filled_amount": "0.0010",
|
|
# "last_filled_price": "30721.35",
|
|
# "created_at": 1689145715129,
|
|
# "updated_at": 1689145715129
|
|
# }
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
# swap stop
|
|
#
|
|
# {
|
|
# "method": "stop.update",
|
|
# "data": {
|
|
# "event": "put",
|
|
# "stop": {
|
|
# "stop_id": 98389557871,
|
|
# "market": "BTCUSDT",
|
|
# "side": "sell",
|
|
# "type": "limit",
|
|
# "price": "20000.00",
|
|
# "amount": "0.0100",
|
|
# "trigger_price": "20000.00",
|
|
# "trigger_direction": "higer",
|
|
# "trigger_price_type": "index_price",
|
|
# "taker_fee_rate": "0.00046",
|
|
# "maker_fee_rate": "0.00026",
|
|
# "client_id": "",
|
|
# "created_at": 1689146382674,
|
|
# "updated_at": 1689146382674
|
|
# }
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
order = self.safe_dict_2(data, 'order', 'stop', {})
|
|
parsedOrder = self.parse_ws_order(order)
|
|
symbol = parsedOrder['symbol']
|
|
market = self.market(symbol)
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
orders = self.orders
|
|
orders.append(parsedOrder)
|
|
messageHash = 'orders'
|
|
messageWithType = messageHash + ':' + market['type']
|
|
client.resolve(self.orders, messageWithType)
|
|
messageHash += ':' + symbol
|
|
client.resolve(self.orders, messageHash)
|
|
|
|
def parse_ws_order(self, order, market=None):
|
|
#
|
|
# spot
|
|
#
|
|
# {
|
|
# "order_id": 12750,
|
|
# "market": "BTCUSDT",
|
|
# "margin_market": "BTCUSDT",
|
|
# "type": "limit",
|
|
# "side": "buy",
|
|
# "price": "5999.00",
|
|
# "amount": "1.50000000",
|
|
# "unfill_amount": "1.50000000",
|
|
# "fill_value": "1.50000000",
|
|
# "taker_fee_rate": "0.0001",
|
|
# "maker_fee_rate": "0.0001",
|
|
# "base_ccy_fee": "0.0001",
|
|
# "quote_ccy_fee": "0.0001",
|
|
# "discount_ccy_fee": "0.0001",
|
|
# "last_fill_amount": "0",
|
|
# "last_fill_price": "0",
|
|
# "client_id": "buy1_1234",
|
|
# "created_at": 1689152421692,
|
|
# "updated_at": 1689152421692,
|
|
# }
|
|
#
|
|
# spot stop
|
|
#
|
|
# {
|
|
# "stop_id": 102067022299,
|
|
# "market": "BTCUSDT",
|
|
# "margin_market": "BTCUSDT",
|
|
# "type": "limit",
|
|
# "side": "buy",
|
|
# "price": "20000.00",
|
|
# "amount": "0.10000000",
|
|
# "trigger_price": "20000.00",
|
|
# "trigger_direction": "lower",
|
|
# "taker_fee_rate": "0.0016",
|
|
# "maker_fee_rate": "0.0016",
|
|
# "status": "active_success",
|
|
# "client_id": "",
|
|
# "created_at": 1689152996689,
|
|
# "updated_at": 1689152996689,
|
|
# }
|
|
#
|
|
# swap
|
|
#
|
|
# {
|
|
# "order_id": 98388656341,
|
|
# "stop_id": 0,
|
|
# "market": "BTCUSDT",
|
|
# "side": "buy",
|
|
# "type": "limit",
|
|
# "amount": "0.0010",
|
|
# "price": "50000.00",
|
|
# "unfilled_amount": "0.0010",
|
|
# "filled_amount": "0",
|
|
# "filled_value": "0",
|
|
# "fee": "0",
|
|
# "fee_ccy": "USDT",
|
|
# "taker_fee_rate": "0.00046",
|
|
# "maker_fee_rate": "0.00000000000000000000",
|
|
# "client_id": "",
|
|
# "last_filled_amount": "0.0010",
|
|
# "last_filled_price": "30721.35",
|
|
# "created_at": 1689145715129,
|
|
# "updated_at": 1689145715129
|
|
# }
|
|
#
|
|
# swap stop
|
|
#
|
|
# {
|
|
# "stop_id": 98389557871,
|
|
# "market": "BTCUSDT",
|
|
# "side": "sell",
|
|
# "type": "limit",
|
|
# "price": "20000.00",
|
|
# "amount": "0.0100",
|
|
# "trigger_price": "20000.00",
|
|
# "trigger_direction": "higer",
|
|
# "trigger_price_type": "index_price",
|
|
# "taker_fee_rate": "0.00046",
|
|
# "maker_fee_rate": "0.00026",
|
|
# "client_id": "",
|
|
# "created_at": 1689146382674,
|
|
# "updated_at": 1689146382674
|
|
# }
|
|
#
|
|
timestamp = self.safe_integer(order, 'created_at')
|
|
marketId = self.safe_string(order, 'market')
|
|
status = self.safe_string(order, 'status')
|
|
isSpot = ('margin_market' in order)
|
|
defaultType = 'spot' if isSpot else 'swap'
|
|
market = self.safe_market(marketId, market, None, defaultType)
|
|
fee = None
|
|
feeCost = self.omit_zero(self.safe_string_2(order, 'fee', 'quote_ccy_fee'))
|
|
if feeCost is not None:
|
|
feeCurrencyId = self.safe_string(order, 'fee_ccy', market['quote'])
|
|
fee = {
|
|
'currency': self.safe_currency_code(feeCurrencyId),
|
|
'cost': feeCost,
|
|
}
|
|
return self.safe_order({
|
|
'info': order,
|
|
'id': self.safe_string_2(order, 'order_id', 'stop_id'),
|
|
'clientOrderId': self.safe_string(order, 'client_id'),
|
|
'datetime': self.iso8601(timestamp),
|
|
'timestamp': timestamp,
|
|
'lastTradeTimestamp': self.safe_integer(order, 'updated_at'),
|
|
'symbol': market['symbol'],
|
|
'type': self.safe_string(order, 'type'),
|
|
'timeInForce': None,
|
|
'postOnly': None,
|
|
'side': self.safe_string(order, 'side'),
|
|
'price': self.safe_string(order, 'price'),
|
|
'stopPrice': self.safe_string(order, 'trigger_price'),
|
|
'triggerPrice': self.safe_string(order, 'trigger_price'),
|
|
'amount': self.safe_string(order, 'amount'),
|
|
'filled': self.safe_string_2(order, 'filled_amount', 'fill_value'),
|
|
'remaining': self.safe_string_2(order, 'unfilled_amount', 'unfill_amount'),
|
|
'cost': None,
|
|
'average': None,
|
|
'status': self.parse_ws_order_status(status),
|
|
'fee': fee,
|
|
'trades': None,
|
|
}, market)
|
|
|
|
def parse_ws_order_status(self, status):
|
|
statuses: dict = {
|
|
'active_success': 'open',
|
|
'active_fail': 'canceled',
|
|
'cancel': 'canceled',
|
|
}
|
|
return self.safe_string(statuses, status, status)
|
|
|
|
async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
|
|
"""
|
|
watches best bid & ask for symbols
|
|
|
|
https://docs.coinex.com/api/v2/spot/market/ws/market-bbo
|
|
https://docs.coinex.com/api/v2/futures/market/ws/market-bbo
|
|
|
|
: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()
|
|
marketIds = self.market_ids(symbols)
|
|
messageHashes = []
|
|
market = None
|
|
symbolsDefined = (symbols is not None)
|
|
if symbolsDefined:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
messageHashes.append('bidsasks:' + market['symbol'])
|
|
else:
|
|
messageHashes.append('bidsasks')
|
|
type = None
|
|
type, params = self.handle_market_type_and_params('watchBidsAsks', market, params)
|
|
url = self.urls['api']['ws'][type]
|
|
subscriptionHashes = ['all@bidsasks']
|
|
subscribe: dict = {
|
|
'method': 'bbo.subscribe',
|
|
'params': {'market_list': marketIds},
|
|
'id': self.request_id(),
|
|
}
|
|
result = await self.watch_multiple(url, messageHashes, self.deep_extend(subscribe, params), subscriptionHashes)
|
|
if self.newUpdates:
|
|
return result
|
|
return self.filter_by_array(self.bidsasks, 'symbol', symbols)
|
|
|
|
def handle_bid_ask(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "method": "bbo.update",
|
|
# "data": {
|
|
# "market": "BTCUSDT",
|
|
# "updated_at": 1656660154,
|
|
# "best_bid_price": "20000",
|
|
# "best_bid_size": "0.1",
|
|
# "best_ask_price": "20001",
|
|
# "best_ask_size": "0.15"
|
|
# },
|
|
# "id": null
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
parsedTicker = self.parse_ws_bid_ask(data)
|
|
symbol = parsedTicker['symbol']
|
|
self.bidsasks[symbol] = parsedTicker
|
|
messageHash = 'bidsasks:' + symbol
|
|
client.resolve(parsedTicker, messageHash)
|
|
|
|
def parse_ws_bid_ask(self, ticker, market=None):
|
|
#
|
|
# {
|
|
# "market": "BTCUSDT",
|
|
# "updated_at": 1656660154,
|
|
# "best_bid_price": "20000",
|
|
# "best_bid_size": "0.1",
|
|
# "best_ask_price": "20001",
|
|
# "best_ask_size": "0.15"
|
|
# }
|
|
#
|
|
defaultType = self.safe_string(self.options, 'defaultType')
|
|
marketId = self.safe_string(ticker, 'market')
|
|
market = self.safe_market(marketId, market, None, defaultType)
|
|
timestamp = self.safe_integer(ticker, 'updated_at')
|
|
return self.safe_ticker({
|
|
'symbol': self.safe_symbol(marketId, market, None, defaultType),
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'ask': self.safe_number(ticker, 'best_ask_price'),
|
|
'askVolume': self.safe_number(ticker, 'best_ask_size'),
|
|
'bid': self.safe_number(ticker, 'best_bid_price'),
|
|
'bidVolume': self.safe_number(ticker, 'best_bid_size'),
|
|
'info': ticker,
|
|
}, market)
|
|
|
|
def handle_message(self, client: Client, message):
|
|
method = self.safe_string(message, 'method')
|
|
error = self.safe_string(message, 'message')
|
|
if error is not None:
|
|
self.handle_errors(1, '', client.url, method, {}, self.json(error), message, {}, {})
|
|
handlers: dict = {
|
|
'state.update': self.handle_ticker,
|
|
'balance.update': self.handle_balance,
|
|
'deals.update': self.handle_trades,
|
|
'user_deals.update': self.handle_my_trades,
|
|
'depth.update': self.handle_order_book,
|
|
'order.update': self.handle_orders,
|
|
'stop.update': self.handle_orders,
|
|
'bbo.update': self.handle_bid_ask,
|
|
}
|
|
handler = self.safe_value(handlers, method)
|
|
if handler is not None:
|
|
handler(client, message)
|
|
return
|
|
self.handle_subscription_status(client, message)
|
|
|
|
def handle_errors(self, code: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody):
|
|
if response is None:
|
|
return None
|
|
#
|
|
# {"id": 1, "code": 20001, "message": "invalid argument"}
|
|
# {"id": 2, "code": 21001, "message": "require auth"}
|
|
# {"id": 1, "code": 21002, "message": "Signature Incorrect"}
|
|
#
|
|
message = self.safe_string_lower(response, 'message')
|
|
isErrorMessage = (message is not None) and (message != 'ok')
|
|
errorCode = self.safe_string(response, 'code')
|
|
isErrorCode = (errorCode is not None) and (errorCode != '0')
|
|
if isErrorCode or isErrorMessage:
|
|
feedback = self.id + ' ' + body
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
|
|
self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback)
|
|
raise ExchangeError(feedback)
|
|
return None
|
|
|
|
def handle_authentication_message(self, client: Client, message):
|
|
#
|
|
# success
|
|
#
|
|
# {
|
|
# "id": 1,
|
|
# "code": 0,
|
|
# "message": "OK"
|
|
# }
|
|
#
|
|
# fail
|
|
#
|
|
# {
|
|
# "id": 1,
|
|
# "code": 21002,
|
|
# "message": ""
|
|
# }
|
|
#
|
|
status = self.safe_string_lower(message, 'message')
|
|
errorCode = self.safe_string(message, 'code')
|
|
messageHash = 'authenticated'
|
|
if (status == 'ok') or (errorCode == '0'):
|
|
future = self.safe_value(client.futures, messageHash)
|
|
future.resolve(True)
|
|
else:
|
|
error = AuthenticationError(self.json(message))
|
|
client.reject(error, messageHash)
|
|
if messageHash in client.subscriptions:
|
|
del client.subscriptions[messageHash]
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
id = self.safe_integer(message, 'id')
|
|
subscription = self.safe_value(client.subscriptions, id)
|
|
if subscription is not None:
|
|
futureIndex = self.safe_string(subscription, 'future')
|
|
future = self.safe_value(client.futures, futureIndex)
|
|
if future is not None:
|
|
future.resolve(True)
|
|
del client.subscriptions[id]
|
|
|
|
async def authenticate(self, type: str):
|
|
url = self.urls['api']['ws'][type]
|
|
client = self.client(url)
|
|
time = self.milliseconds()
|
|
timestamp = str(time)
|
|
messageHash = 'authenticated'
|
|
future = client.reusableFuture(messageHash)
|
|
authenticated = self.safe_value(client.subscriptions, messageHash)
|
|
if authenticated is not None:
|
|
return await future
|
|
requestId = self.request_id()
|
|
subscribe: dict = {
|
|
'id': requestId,
|
|
'future': messageHash,
|
|
}
|
|
hmac = self.hmac(self.encode(timestamp), self.encode(self.secret), hashlib.sha256, 'hex')
|
|
request: dict = {
|
|
'id': requestId,
|
|
'method': 'server.sign',
|
|
'params': {
|
|
'access_id': self.apiKey,
|
|
'signed_str': hmac.lower(),
|
|
'timestamp': time,
|
|
},
|
|
}
|
|
self.watch(url, messageHash, request, requestId, subscribe)
|
|
client.subscriptions[messageHash] = True
|
|
return await future
|