2410 lines
104 KiB
Python
2410 lines
104 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, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
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import hashlib
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from ccxt.base.types import Any, Balances, Bool, Int, Market, Order, OrderBook, Position, Str, Strings, Ticker, 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 BadSymbol
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from ccxt.base.errors import NetworkError
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from ccxt.base.errors import InvalidNonce
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from ccxt.base.errors import ChecksumError
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class htx(ccxt.async_support.htx):
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def describe(self) -> Any:
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return self.deep_extend(super(htx, self).describe(), {
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'has': {
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'ws': True,
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'createOrderWs': False,
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'editOrderWs': False,
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'fetchOpenOrdersWs': False,
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'fetchOrderWs': False,
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'cancelOrderWs': False,
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'cancelOrdersWs': False,
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'cancelAllOrdersWs': False,
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'fetchTradesWs': False,
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'fetchBalanceWs': False,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchTickers': False,
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'watchTicker': True,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchMyTrades': True,
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'watchBalance': True,
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'watchOHLCV': True,
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'unwatchTicker': True,
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'unwatchOHLCV': True,
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'unwatchTrades': True,
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'unwatchOrderBook': True,
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},
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'urls': {
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'api': {
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'ws': {
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'api': {
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'spot': {
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'public': 'wss://{hostname}/ws',
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'private': 'wss://{hostname}/ws/v2',
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'feed': 'wss://{hostname}/feed',
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},
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'future': {
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'linear': {
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'public': 'wss://api.hbdm.com/linear-swap-ws',
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'private': 'wss://api.hbdm.com/linear-swap-notification',
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},
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'inverse': {
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'public': 'wss://api.hbdm.com/ws',
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'private': 'wss://api.hbdm.com/notification',
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},
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},
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'swap': {
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'inverse': {
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'public': 'wss://api.hbdm.com/swap-ws',
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'private': 'wss://api.hbdm.com/swap-notification',
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},
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'linear': {
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'public': 'wss://api.hbdm.com/linear-swap-ws',
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'private': 'wss://api.hbdm.com/linear-swap-notification',
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},
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},
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},
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# these settings work faster for clients hosted on AWS
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'api-aws': {
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'spot': {
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'public': 'wss://api-aws.huobi.pro/ws',
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'private': 'wss://api-aws.huobi.pro/ws/v2',
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'feed': 'wss://{hostname}/feed',
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},
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'future': {
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'linear': {
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'public': 'wss://api.hbdm.vn/linear-swap-ws',
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'private': 'wss://api.hbdm.vn/linear-swap-notification',
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},
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'inverse': {
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'public': 'wss://api.hbdm.vn/ws',
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'private': 'wss://api.hbdm.vn/notification',
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},
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},
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'swap': {
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'linear': {
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'public': 'wss://api.hbdm.vn/linear-swap-ws',
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'private': 'wss://api.hbdm.vn/linear-swap-notification',
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},
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'inverse': {
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'public': 'wss://api.hbdm.vn/swap-ws',
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'private': 'wss://api.hbdm.vn/swap-notification',
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},
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},
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},
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},
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},
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},
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'options': {
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'tradesLimit': 1000,
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'OHLCVLimit': 1000,
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'api': 'api', # or api-aws for clients hosted on AWS
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'watchOrderBook': {
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'maxRetries': 3,
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'checksum': True,
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'depth': 150, # 150 or 20
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},
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'ws': {
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'gunzip': True,
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},
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'watchTicker': {
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'name': 'market.{marketId}.detail', # 'market.{marketId}.bbo' or 'market.{marketId}.ticker'
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},
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},
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'exceptions': {
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'ws': {
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'exact': {
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'bad-request': BadRequest, # { ts: 1586323747018, status: 'error', 'err-code': 'bad-request', err-msg': 'invalid mbp.150.symbol linkusdt', id: '2'}
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'2002': AuthenticationError, # {action: 'sub', code: 2002, ch: 'accounts.update#2', message: 'invalid.auth.state'}
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'2021': BadRequest,
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'2001': BadSymbol, # {action: 'sub', code: 2001, ch: 'orders#2ltcusdt', message: 'invalid.symbol'}
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'2011': BadSymbol, # {op: 'sub', cid: '1649149285', topic: 'orders_cross.ltc-usdt', 'err-code': 2011, 'err-msg': "Contract doesn't exist.", ts: 1649149287637}
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'2040': BadRequest, # {op: 'sub', cid: '1649152947', 'err-code': 2040, 'err-msg': 'Missing required parameter.', ts: 1649152948684}
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'4007': BadRequest, # {op: 'sub', cid: '1', topic: 'accounts_unify.USDT', 'err-code': 4007, 'err-msg': 'Non - single account user is not available, please check through the cross and isolated account asset interface', ts: 1698419318540}
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},
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},
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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 str(requestId)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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options = self.safe_dict(self.options, 'watchTicker', {})
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topic = self.safe_string(options, 'name', 'market.{marketId}.detail')
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if topic == 'market.{marketId}.ticker' and market['type'] != 'spot':
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raise BadRequest(self.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead')
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messageHash = self.implode_params(topic, {'marketId': market['id']})
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url = self.get_url_by_market_type(market['type'], market['linear'])
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return await self.subscribe_public(url, symbol, messageHash, None, params)
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async def un_watch_ticker(self, symbol: str, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53561-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33ab2-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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topic = 'ticker'
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options = self.safe_dict(self.options, 'watchTicker', {})
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channel = self.safe_string(options, 'name', 'market.{marketId}.detail')
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if channel == 'market.{marketId}.ticker' and market['type'] != 'spot':
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raise BadRequest(self.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead')
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subMessageHash = self.implode_params(channel, {'marketId': market['id']})
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return await self.unsubscribe_public(market, subMessageHash, topic, params)
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def handle_ticker(self, client: Client, message):
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#
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# "market.btcusdt.detail"
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# {
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# "ch": "market.btcusdt.detail",
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# "ts": 1583494163784,
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# "tick": {
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# "id": 209988464418,
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# "low": 8988,
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# "high": 9155.41,
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# "open": 9078.91,
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# "close": 9136.46,
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# "vol": 237813910.5928412,
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# "amount": 26184.202558551195,
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# "version": 209988464418,
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# "count": 265673
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# }
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# }
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# "market.btcusdt.bbo"
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# {
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# "ch": "market.btcusdt.bbo",
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# "ts": 1671941599613,
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# "tick": {
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# "seqId": 161499562790,
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# "ask": 16829.51,
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# "askSize": 0.707776,
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# "bid": 16829.5,
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# "bidSize": 1.685945,
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# "quoteTime": 1671941599612,
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# "symbol": "btcusdt"
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# }
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# }
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#
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tick = self.safe_value(message, 'tick', {})
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ch = self.safe_string(message, 'ch')
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parts = ch.split('.')
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marketId = self.safe_string(parts, 1)
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market = self.safe_market(marketId)
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ticker = self.parse_ticker(tick, market)
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timestamp = self.safe_value(message, 'ts')
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ticker['timestamp'] = timestamp
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ticker['datetime'] = self.iso8601(timestamp)
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symbol = ticker['symbol']
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self.tickers[symbol] = ticker
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client.resolve(ticker, ch)
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return message
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async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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get the list of most recent trades for a particular symbol
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market to fetch trades for
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:param int [since]: timestamp in ms of the earliest trade to fetch
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:param int [limit]: the maximum amount of trades to fetch
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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=public-trades>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'market.' + market['id'] + '.trade.detail'
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url = self.get_url_by_market_type(market['type'], market['linear'])
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trades = await self.subscribe_public(url, symbol, messageHash, None, params)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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async def un_watch_trades(self, symbol: str, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53b69-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33c21-77ae-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33cfe-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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topic = 'trades'
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options = self.safe_dict(self.options, 'watchTrades', {})
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channel = self.safe_string(options, 'name', 'market.{marketId}.trade.detail')
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subMessageHash = self.implode_params(channel, {'marketId': market['id']})
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return await self.unsubscribe_public(market, subMessageHash, topic, params)
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def handle_trades(self, client: Client, message):
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#
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# {
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# "ch": "market.btcusdt.trade.detail",
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# "ts": 1583495834011,
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# "tick": {
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# "id": 105004645372,
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# "ts": 1583495833751,
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# "data": [
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# {
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# "id": 1.050046453727319e+22,
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# "ts": 1583495833751,
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# "tradeId": 102090727790,
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# "amount": 0.003893,
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# "price": 9150.01,
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# "direction": "sell"
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# }
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# ]
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# }
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# }
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#
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tick = self.safe_value(message, 'tick', {})
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data = self.safe_value(tick, 'data', {})
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ch = self.safe_string(message, 'ch')
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parts = ch.split('.')
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marketId = self.safe_string(parts, 1)
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market = self.safe_market(marketId)
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symbol = market['symbol']
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tradesCache = self.safe_value(self.trades, symbol)
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if tradesCache is None:
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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tradesCache = ArrayCache(limit)
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self.trades[symbol] = tradesCache
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for i in range(0, len(data)):
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trade = self.parse_trade(data[i], market)
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tradesCache.append(trade)
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client.resolve(tradesCache, ch)
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return message
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async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market to fetch OHLCV data for
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:param str timeframe: the length of time each candle represents
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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interval = self.safe_string(self.timeframes, timeframe, timeframe)
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messageHash = 'market.' + market['id'] + '.kline.' + interval
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url = self.get_url_by_market_type(market['type'], market['linear'])
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ohlcv = await self.subscribe_public(url, symbol, messageHash, None, params)
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if self.newUpdates:
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limit = ohlcv.getLimit(symbol, limit)
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return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
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async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> Any:
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"""
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unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://www.htx.com/en-us/opend/newApiPages/?id=7ec53241-7773-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c3346a-77ae-11ed-9966-0242ac110003
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https://www.htx.com/en-us/opend/newApiPages/?id=28c33563-77ae-11ed-9966-0242ac110003
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:param str symbol: unified symbol of the market
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:param str timeframe: the length of time each candle represents
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param dict [params.timezone]: if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00'
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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await self.load_markets()
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market = self.market(symbol)
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interval = self.safe_string(self.timeframes, timeframe, timeframe)
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subMessageHash = 'market.' + market['id'] + '.kline.' + interval
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topic = 'ohlcv'
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params['symbolsAndTimeframes'] = [[market['symbol'], timeframe]]
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return await self.unsubscribe_public(market, subMessageHash, topic, params)
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def handle_ohlcv(self, client: Client, message):
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#
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# {
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# "ch": "market.btcusdt.kline.1min",
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# "ts": 1583501786794,
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# "tick": {
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# "id": 1583501760,
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# "open": 9094.5,
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# "close": 9094.51,
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# "low": 9094.5,
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# "high": 9094.51,
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# "amount": 0.44639786263800907,
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# "vol": 4059.76919054,
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# "count": 16
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# }
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# }
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#
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ch = self.safe_string(message, 'ch')
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parts = ch.split('.')
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marketId = self.safe_string(parts, 1)
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market = self.safe_market(marketId)
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symbol = market['symbol']
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interval = self.safe_string(parts, 3)
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timeframe = self.find_timeframe(interval)
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self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
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stored = self.safe_value(self.ohlcvs[symbol], timeframe)
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if stored is None:
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limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
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stored = ArrayCacheByTimestamp(limit)
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self.ohlcvs[symbol][timeframe] = stored
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tick = self.safe_value(message, 'tick')
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parsed = self.parse_ohlcv(tick, market)
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stored.append(parsed)
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client.resolve(stored, ch)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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"""
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https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
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https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
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https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
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|
|
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
:param str symbol: unified symbol of the market to fetch the order book for
|
|
:param int [limit]: the maximum amount of order book entries to return
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
allowedLimits = [5, 20, 150, 400]
|
|
# 2) 5-level/20-level incremental MBP is a tick by tick feed,
|
|
# which means whenever there is an order book change at that level, it pushes an update
|
|
# 150-levels/400-level incremental MBP feed is based on the gap
|
|
# between two snapshots at 100ms interval.
|
|
options = self.safe_dict(self.options, 'watchOrderBook', {})
|
|
if limit is None:
|
|
limit = self.safe_integer(options, 'depth', 150)
|
|
if not self.in_array(limit, allowedLimits):
|
|
raise ExchangeError(self.id + ' watchOrderBook market accepts limits of 5, 20, 150 or 400 only')
|
|
messageHash = None
|
|
if market['spot']:
|
|
messageHash = 'market.' + market['id'] + '.mbp.' + self.number_to_string(limit)
|
|
else:
|
|
messageHash = 'market.' + market['id'] + '.depth.size_' + self.number_to_string(limit) + '.high_freq'
|
|
url = self.get_url_by_market_type(market['type'], market['linear'], False, True)
|
|
method = self.handle_order_book_subscription
|
|
if not market['spot']:
|
|
params = self.extend(params)
|
|
params['data_type'] = 'incremental'
|
|
method = None
|
|
orderbook = await self.subscribe_public(url, symbol, messageHash, method, params)
|
|
return orderbook.limit()
|
|
|
|
async def un_watch_order_book(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unsubscribe from the orderbook channel
|
|
|
|
https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
|
|
https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
|
|
https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
|
|
|
|
:param str symbol: unified symbol of the market to fetch the order book for
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param int [params.limit]: orderbook limit, default is None
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
topic = 'orderbook'
|
|
options = self.safe_dict(self.options, 'watchOrderBook', {})
|
|
depth = self.safe_integer(options, 'depth', 150)
|
|
subMessageHash = None
|
|
if market['spot']:
|
|
subMessageHash = 'market.' + market['id'] + '.mbp.' + self.number_to_string(depth)
|
|
else:
|
|
subMessageHash = 'market.' + market['id'] + '.depth.size_' + self.number_to_string(depth) + '.high_freq'
|
|
if not (market['spot']):
|
|
params['data_type'] = 'incremental'
|
|
return await self.unsubscribe_public(market, subMessageHash, topic, params)
|
|
|
|
def handle_order_book_snapshot(self, client: Client, message, subscription):
|
|
#
|
|
# {
|
|
# "id": 1583473663565,
|
|
# "rep": "market.btcusdt.mbp.150",
|
|
# "status": "ok",
|
|
# "ts": 1698359289261,
|
|
# "data": {
|
|
# "seqNum": 104999417756,
|
|
# "bids": [
|
|
# [9058.27, 0],
|
|
# [9058.43, 0],
|
|
# [9058.99, 0],
|
|
# ],
|
|
# "asks": [
|
|
# [9084.27, 0.2],
|
|
# [9085.69, 0],
|
|
# [9085.81, 0],
|
|
# ]
|
|
# }
|
|
# }
|
|
#
|
|
symbol = self.safe_string(subscription, 'symbol')
|
|
messageHash = self.safe_string(subscription, 'messageHash')
|
|
id = self.safe_string(message, 'id')
|
|
lastTimestamp = self.safe_integer(subscription, 'lastTimestamp')
|
|
try:
|
|
orderbook = self.orderbooks[symbol]
|
|
data = self.safe_value(message, 'data')
|
|
messages = orderbook.cache
|
|
firstMessage = self.safe_value(messages, 0, {})
|
|
snapshot = self.parse_order_book(data, symbol)
|
|
tick = self.safe_value(firstMessage, 'tick')
|
|
sequence = self.safe_integer(tick, 'prevSeqNum')
|
|
nonce = self.safe_integer(data, 'seqNum')
|
|
snapshot['nonce'] = nonce
|
|
snapshotTimestamp = self.safe_integer(message, 'ts')
|
|
subscription['lastTimestamp'] = snapshotTimestamp
|
|
snapshotLimit = self.safe_integer(subscription, 'limit')
|
|
snapshotOrderBook = self.order_book(snapshot, snapshotLimit)
|
|
client.resolve(snapshotOrderBook, id)
|
|
if (sequence is None) or (nonce < sequence):
|
|
maxAttempts = self.handle_option('watchOrderBook', 'maxRetries', 3)
|
|
numAttempts = self.safe_integer(subscription, 'numAttempts', 0)
|
|
# retry to synchronize if we have not reached maxAttempts yet
|
|
if numAttempts < maxAttempts:
|
|
# safety guard
|
|
if messageHash in client.subscriptions:
|
|
numAttempts = self.sum(numAttempts, 1)
|
|
delayTime = self.sum(1000, lastTimestamp - snapshotTimestamp)
|
|
subscription['numAttempts'] = numAttempts
|
|
client.subscriptions[messageHash] = subscription
|
|
self.delay(delayTime, self.watch_order_book_snapshot, client, message, subscription)
|
|
else:
|
|
# raise upon failing to synchronize in maxAttempts
|
|
raise InvalidNonce(self.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + ' in ' + str(maxAttempts) + ' attempts')
|
|
else:
|
|
orderbook.reset(snapshot)
|
|
# unroll the accumulated deltas
|
|
for i in range(0, len(messages)):
|
|
self.handle_order_book_message(client, messages[i])
|
|
orderbook.cache = []
|
|
self.orderbooks[symbol] = orderbook
|
|
client.resolve(orderbook, messageHash)
|
|
except Exception as e:
|
|
del client.subscriptions[messageHash]
|
|
del self.orderbooks[symbol]
|
|
client.reject(e, messageHash)
|
|
|
|
async def watch_order_book_snapshot(self, client, message, subscription):
|
|
messageHash = self.safe_string(subscription, 'messageHash')
|
|
symbol = self.safe_string(subscription, 'symbol')
|
|
limit = self.safe_integer(subscription, 'limit')
|
|
timestamp = self.safe_integer(message, 'ts')
|
|
params = self.safe_value(subscription, 'params')
|
|
attempts = self.safe_integer(subscription, 'numAttempts', 0)
|
|
market = self.market(symbol)
|
|
url = self.get_url_by_market_type(market['type'], market['linear'], False, True)
|
|
requestId = self.request_id()
|
|
request: dict = {
|
|
'req': messageHash,
|
|
'id': requestId,
|
|
}
|
|
# self is a temporary subscription by a specific requestId
|
|
# it has a very short lifetime until the snapshot is received over ws
|
|
snapshotSubscription: dict = {
|
|
'id': requestId,
|
|
'messageHash': messageHash,
|
|
'symbol': symbol,
|
|
'limit': limit,
|
|
'params': params,
|
|
'numAttempts': attempts,
|
|
'lastTimestamp': timestamp,
|
|
'method': self.handle_order_book_snapshot,
|
|
}
|
|
try:
|
|
orderbook = await self.watch(url, requestId, request, requestId, snapshotSubscription)
|
|
return orderbook.limit()
|
|
except Exception as e:
|
|
del client.subscriptions[messageHash]
|
|
client.reject(e, messageHash)
|
|
return None
|
|
|
|
def handle_delta(self, bookside, delta):
|
|
price = self.safe_float(delta, 0)
|
|
amount = self.safe_float(delta, 1)
|
|
bookside.store(price, amount)
|
|
|
|
def handle_deltas(self, bookside, deltas):
|
|
for i in range(0, len(deltas)):
|
|
self.handle_delta(bookside, deltas[i])
|
|
|
|
def handle_order_book_message(self, client: Client, message):
|
|
# spot markets
|
|
#
|
|
# {
|
|
# "ch": "market.btcusdt.mbp.150",
|
|
# "ts": 1583472025885,
|
|
# "tick": {
|
|
# "seqNum": 104998984994,
|
|
# "prevSeqNum": 104998984977,
|
|
# "bids": [
|
|
# [9058.27, 0],
|
|
# [9058.43, 0],
|
|
# [9058.99, 0],
|
|
# ],
|
|
# "asks": [
|
|
# [9084.27, 0.2],
|
|
# [9085.69, 0],
|
|
# [9085.81, 0],
|
|
# ]
|
|
# }
|
|
# }
|
|
#
|
|
# non-spot market update
|
|
#
|
|
# {
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "tick":{
|
|
# "asks":[],
|
|
# "bids":[
|
|
# [43445.74,1],
|
|
# [43444.48,0],
|
|
# [40593.92,9]
|
|
# ],
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "event":"update",
|
|
# "id":152727500274,
|
|
# "mrid":152727500274,
|
|
# "ts":1645023376098,
|
|
# "version":37536690
|
|
# },
|
|
# "ts":1645023376098
|
|
# }
|
|
# non-spot market snapshot
|
|
#
|
|
# {
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "tick":{
|
|
# "asks":[
|
|
# [43445.74,1],
|
|
# [43444.48,0],
|
|
# [40593.92,9]
|
|
# ],
|
|
# "bids":[
|
|
# [43445.74,1],
|
|
# [43444.48,0],
|
|
# [40593.92,9]
|
|
# ],
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "event":"snapshot",
|
|
# "id":152727500274,
|
|
# "mrid":152727500274,
|
|
# "ts":1645023376098,
|
|
# "version":37536690
|
|
# },
|
|
# "ts":1645023376098
|
|
# }
|
|
#
|
|
ch = self.safe_value(message, 'ch')
|
|
parts = ch.split('.')
|
|
marketId = self.safe_string(parts, 1)
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
orderbook = self.orderbooks[symbol]
|
|
tick = self.safe_value(message, 'tick', {})
|
|
seqNum = self.safe_integer(tick, 'seqNum')
|
|
prevSeqNum = self.safe_integer(tick, 'prevSeqNum')
|
|
event = self.safe_string(tick, 'event')
|
|
version = self.safe_integer(tick, 'version')
|
|
timestamp = self.safe_integer(message, 'ts')
|
|
if event == 'snapshot':
|
|
snapshot = self.parse_order_book(tick, symbol, timestamp)
|
|
orderbook.reset(snapshot)
|
|
orderbook['nonce'] = version
|
|
if (prevSeqNum is not None) and prevSeqNum > orderbook['nonce']:
|
|
checksum = self.handle_option('watchOrderBook', 'checksum', True)
|
|
if checksum:
|
|
raise ChecksumError(self.id + ' ' + self.orderbook_checksum_message(symbol))
|
|
spotConditon = market['spot'] and (prevSeqNum == orderbook['nonce'])
|
|
nonSpotCondition = market['contract'] and (version - 1 == orderbook['nonce'])
|
|
if spotConditon or nonSpotCondition:
|
|
asks = self.safe_value(tick, 'asks', [])
|
|
bids = self.safe_value(tick, 'bids', [])
|
|
self.handle_deltas(orderbook['asks'], asks)
|
|
self.handle_deltas(orderbook['bids'], bids)
|
|
orderbook['nonce'] = seqNum if spotConditon else version
|
|
orderbook['timestamp'] = timestamp
|
|
orderbook['datetime'] = self.iso8601(timestamp)
|
|
|
|
def handle_order_book(self, client: Client, message):
|
|
#
|
|
# deltas
|
|
#
|
|
# spot markets
|
|
#
|
|
# {
|
|
# "ch": "market.btcusdt.mbp.150",
|
|
# "ts": 1583472025885,
|
|
# "tick": {
|
|
# "seqNum": 104998984994,
|
|
# "prevSeqNum": 104998984977,
|
|
# "bids": [
|
|
# [9058.27, 0],
|
|
# [9058.43, 0],
|
|
# [9058.99, 0],
|
|
# ],
|
|
# "asks": [
|
|
# [9084.27, 0.2],
|
|
# [9085.69, 0],
|
|
# [9085.81, 0],
|
|
# ]
|
|
# }
|
|
# }
|
|
#
|
|
# non spot markets
|
|
#
|
|
# {
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "tick":{
|
|
# "asks":[],
|
|
# "bids":[
|
|
# [43445.74,1],
|
|
# [43444.48,0],
|
|
# [40593.92,9]
|
|
# ],
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "event":"update",
|
|
# "id":152727500274,
|
|
# "mrid":152727500274,
|
|
# "ts":1645023376098,
|
|
# "version":37536690
|
|
# },
|
|
# "ts":1645023376098
|
|
# }
|
|
#
|
|
messageHash = self.safe_string(message, 'ch')
|
|
tick = self.safe_dict(message, 'tick')
|
|
event = self.safe_string(tick, 'event')
|
|
ch = self.safe_string(message, 'ch')
|
|
parts = ch.split('.')
|
|
marketId = self.safe_string(parts, 1)
|
|
symbol = self.safe_symbol(marketId)
|
|
if not (symbol in self.orderbooks):
|
|
size = self.safe_string(parts, 3)
|
|
sizeParts = size.split('_')
|
|
limit = self.safe_integer(sizeParts, 1)
|
|
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
orderbook = self.orderbooks[symbol]
|
|
if (event is None) and (orderbook['nonce'] is None):
|
|
orderbook.cache.append(message)
|
|
else:
|
|
self.handle_order_book_message(client, message)
|
|
client.resolve(orderbook, messageHash)
|
|
|
|
def handle_order_book_subscription(self, client: Client, message, subscription):
|
|
symbol = self.safe_string(subscription, 'symbol')
|
|
market = self.market(symbol)
|
|
limit = self.safe_integer(subscription, 'limit')
|
|
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
if market['spot']:
|
|
self.spawn(self.watch_order_book_snapshot, client, message, subscription)
|
|
|
|
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
watches information on multiple trades made by the user
|
|
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=7ec53dd5-7773-11ed-9966-0242ac110003
|
|
|
|
:param str symbol: unified market symbol of the market trades were made in
|
|
:param int [since]: the earliest time in ms to fetch trades for
|
|
:param int [limit]: the maximum number of trade structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
|
"""
|
|
self.check_required_credentials()
|
|
await self.load_markets()
|
|
type = None
|
|
marketId = '*' # wildcard
|
|
market = None
|
|
messageHash = None
|
|
channel = None
|
|
trades = None
|
|
subType = None
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
type = market['type']
|
|
subType = 'linear' if market['linear'] else 'inverse'
|
|
marketId = market['lowercaseId']
|
|
else:
|
|
type = self.safe_string(self.options, 'defaultType', 'spot')
|
|
type = self.safe_string(params, 'type', type)
|
|
subType = self.safe_string_2(self.options, 'subType', 'defaultSubType', 'linear')
|
|
subType = self.safe_string(params, 'subType', subType)
|
|
params = self.omit(params, ['type', 'subType'])
|
|
if type == 'spot':
|
|
mode = None
|
|
if mode is None:
|
|
mode = self.safe_string_2(self.options, 'watchMyTrades', 'mode', '0')
|
|
mode = self.safe_string(params, 'mode', mode)
|
|
params = self.omit(params, 'mode')
|
|
messageHash = 'trade.clearing' + '#' + marketId + '#' + mode
|
|
channel = messageHash
|
|
else:
|
|
channelAndMessageHash = self.get_order_channel_and_message_hash(type, subType, market, params)
|
|
channel = self.safe_string(channelAndMessageHash, 0)
|
|
orderMessageHash = self.safe_string(channelAndMessageHash, 1)
|
|
# we will take advantage of the order messageHash because already handles stuff
|
|
# like symbol/margin/subtype/type variations
|
|
messageHash = orderMessageHash + ':' + 'trade'
|
|
trades = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
if self.newUpdates:
|
|
limit = trades.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
|
|
def get_order_channel_and_message_hash(self, type, subType, market=None, params={}):
|
|
messageHash = None
|
|
channel = None
|
|
orderType = self.safe_string(self.options, 'orderType', 'orders') # orders or matchOrders
|
|
orderType = self.safe_string(params, 'orderType', orderType)
|
|
params = self.omit(params, 'orderType')
|
|
marketCode = market['lowercaseId'].lower() if (market is not None) else None
|
|
baseId = market['baseId'] if (market is not None) else None
|
|
prefix = orderType
|
|
messageHash = prefix
|
|
if subType == 'linear':
|
|
# USDT Margined Contracts Example: LTC/USDT:USDT
|
|
marginMode = self.safe_string(params, 'margin', 'cross')
|
|
marginPrefix = prefix + '_cross' if (marginMode == 'cross') else prefix
|
|
messageHash = marginPrefix
|
|
if marketCode is not None:
|
|
messageHash += '.' + marketCode
|
|
channel = messageHash
|
|
else:
|
|
channel = marginPrefix + '.' + '*'
|
|
elif type == 'future':
|
|
# inverse futures Example: BCH/USD:BCH-220408
|
|
if baseId is not None:
|
|
channel = prefix + '.' + baseId.lower()
|
|
messageHash = channel
|
|
else:
|
|
channel = prefix + '.' + '*'
|
|
else:
|
|
# inverse swaps: Example: BTC/USD:BTC
|
|
if marketCode is not None:
|
|
channel = prefix + '.' + marketCode
|
|
messageHash = channel
|
|
else:
|
|
channel = prefix + '.' + '*'
|
|
return [channel, messageHash]
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=7ec53c8f-7773-11ed-9966-0242ac110003
|
|
|
|
: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()
|
|
type = None
|
|
subType = None
|
|
market = None
|
|
suffix = '*' # wildcard
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
type = market['type']
|
|
suffix = market['lowercaseId']
|
|
subType = 'linear' if market['linear'] else 'inverse'
|
|
else:
|
|
type = self.safe_string(self.options, 'defaultType', 'spot')
|
|
type = self.safe_string(params, 'type', type)
|
|
subType = self.safe_string_2(self.options, 'subType', 'defaultSubType', 'linear')
|
|
subType = self.safe_string(params, 'subType', subType)
|
|
params = self.omit(params, ['type', 'subType'])
|
|
messageHash = None
|
|
channel = None
|
|
if type == 'spot':
|
|
messageHash = 'orders' + '#' + suffix
|
|
channel = messageHash
|
|
else:
|
|
channelAndMessageHash = self.get_order_channel_and_message_hash(type, subType, market, params)
|
|
channel = self.safe_string(channelAndMessageHash, 0)
|
|
messageHash = self.safe_string(channelAndMessageHash, 1)
|
|
orders = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
|
|
|
|
def handle_order(self, client: Client, message):
|
|
#
|
|
# spot
|
|
#
|
|
# for new order creation
|
|
#
|
|
# {
|
|
# "action":"push",
|
|
# "ch":"orders#btcusdt", # or "orders#*" for global subscriptions
|
|
# "data": {
|
|
# "orderStatus": "submitted",
|
|
# "eventType": "creation",
|
|
# "totalTradeAmount": 0 # for "submitted" order status
|
|
# "orderCreateTime": 1645116048355, # only when `submitted` status
|
|
# "orderSource": "spot-web",
|
|
# "accountId": 44234548,
|
|
# "orderPrice": "100",
|
|
# "orderSize": "0.05",
|
|
# "symbol": "ethusdt",
|
|
# "type": "buy-limit",
|
|
# "orderId": "478861479986886",
|
|
# "clientOrderId": '',
|
|
# }
|
|
# }
|
|
#
|
|
# for filled order, additional fields are present:
|
|
#
|
|
# "orderStatus": "filled",
|
|
# "eventType": "trade",
|
|
# "totalTradeAmount": "5.9892649859",
|
|
# "tradePrice": "0.676669",
|
|
# "tradeVolume": "8.8511",
|
|
# "tradeTime": 1760427775894,
|
|
# "aggressor": False,
|
|
# "execAmt": "8.8511",
|
|
# "tradeId": 100599712781,
|
|
# "remainAmt": "0",
|
|
#
|
|
# spot wrapped trade
|
|
#
|
|
# {
|
|
# "action": "push",
|
|
# "ch": "orders#ltcusdt",
|
|
# "data": {
|
|
# "tradePrice": "130.01",
|
|
# "tradeVolume": "0.0385",
|
|
# "tradeTime": 1648714741525,
|
|
# "aggressor": True,
|
|
# "execAmt": "0.0385",
|
|
# "orderSource": "spot-web",
|
|
# "orderSize": "0.0385",
|
|
# "remainAmt": "0",
|
|
# "tradeId": 101541578884,
|
|
# "symbol": "ltcusdt",
|
|
# "type": "sell-market",
|
|
# "eventType": "trade",
|
|
# "clientOrderId": '',
|
|
# "orderStatus": "filled",
|
|
# "orderId": 509835753860328
|
|
# }
|
|
# }
|
|
#
|
|
# non spot order
|
|
#
|
|
# {
|
|
# "contract_type": "swap",
|
|
# "pair": "LTC-USDT",
|
|
# "business_type": "swap",
|
|
# "op": "notify",
|
|
# "topic": "orders_cross.ltc-usdt",
|
|
# "ts": 1650354508696,
|
|
# "symbol": "LTC",
|
|
# "contract_code": "LTC-USDT",
|
|
# "volume": 1,
|
|
# "price": 110.34,
|
|
# "order_price_type": "lightning",
|
|
# "direction": "sell",
|
|
# "offset": "close",
|
|
# "status": 6,
|
|
# "lever_rate": 1,
|
|
# "order_id": "966002354015051776",
|
|
# "order_id_str": "966002354015051776",
|
|
# "client_order_id": null,
|
|
# "order_source": "web",
|
|
# "order_type": 1,
|
|
# "created_at": 1650354508649,
|
|
# "trade_volume": 1,
|
|
# "trade_turnover": 11.072,
|
|
# "fee": -0.005536,
|
|
# "trade_avg_price": 110.72,
|
|
# "margin_frozen": 0,
|
|
# "profit": -0.045,
|
|
# "trade": [
|
|
# {
|
|
# "trade_fee": -0.005536,
|
|
# "fee_asset": "USDT",
|
|
# "real_profit": 0.473,
|
|
# "profit": -0.045,
|
|
# "trade_id": 86678766507,
|
|
# "id": "86678766507-966002354015051776-1",
|
|
# "trade_volume": 1,
|
|
# "trade_price": 110.72,
|
|
# "trade_turnover": 11.072,
|
|
# "created_at": 1650354508656,
|
|
# "role": "taker"
|
|
# }
|
|
# ],
|
|
# "canceled_at": 0,
|
|
# "fee_asset": "USDT",
|
|
# "margin_asset": "USDT",
|
|
# "uid": "359305390",
|
|
# "liquidation_type": "0",
|
|
# "margin_mode": "cross",
|
|
# "margin_account": "USDT",
|
|
# "is_tpsl": 0,
|
|
# "real_profit": 0.473,
|
|
# "trade_partition": "USDT",
|
|
# "reduce_only": 1
|
|
# }
|
|
#
|
|
#
|
|
messageHash = self.safe_string_2(message, 'ch', 'topic')
|
|
data = self.safe_value(message, 'data')
|
|
marketId = self.safe_string(message, 'contract_code')
|
|
if marketId is None:
|
|
marketId = self.safe_string(data, 'symbol')
|
|
market = self.safe_market(marketId)
|
|
parsedOrder = None
|
|
if data is not None:
|
|
# spot updates
|
|
eventType = self.safe_string(data, 'eventType')
|
|
if eventType == 'trade':
|
|
# when a spot order is filled we get an update message
|
|
# with the trade info
|
|
parsedTrade = self.parse_order_trade(data, market)
|
|
# inject trade in existing order by faking an order object
|
|
orderId = self.safe_string(parsedTrade, 'order')
|
|
trades = [parsedTrade]
|
|
status = self.parse_order_status(self.safe_string_2(data, 'orderStatus', 'status', 'closed'))
|
|
filled = self.safe_string(data, 'execAmt')
|
|
remaining = self.safe_string(data, 'remainAmt')
|
|
order: dict = {
|
|
'id': orderId,
|
|
'trades': trades,
|
|
'status': status,
|
|
'symbol': market['symbol'],
|
|
'filled': self.parse_number(filled),
|
|
'remaining': self.parse_number(remaining),
|
|
'price': self.safe_number(data, 'orderPrice'),
|
|
'amount': self.safe_number(data, 'orderSize'),
|
|
'info': data,
|
|
}
|
|
parsedOrder = order
|
|
else:
|
|
parsedOrder = self.parse_ws_order(data, market)
|
|
else:
|
|
# contract branch
|
|
parsedOrder = self.parse_ws_order(message, market)
|
|
rawTrades = self.safe_value(message, 'trade', [])
|
|
tradesLength = len(rawTrades)
|
|
if tradesLength > 0:
|
|
tradesObject: dict = {
|
|
'trades': rawTrades,
|
|
'ch': messageHash,
|
|
'symbol': marketId,
|
|
}
|
|
# inject order params in every trade
|
|
extendTradeParams: dict = {
|
|
'order': self.safe_string(parsedOrder, 'id'),
|
|
'type': self.safe_string(parsedOrder, 'type'),
|
|
'side': self.safe_string(parsedOrder, 'side'),
|
|
}
|
|
# trades arrive inside an order update
|
|
# we're forwarding them to handleMyTrade
|
|
# so they can be properly resolved
|
|
self.handle_my_trade(client, tradesObject, extendTradeParams)
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
cachedOrders = self.orders
|
|
cachedOrders.append(parsedOrder)
|
|
client.resolve(self.orders, messageHash)
|
|
# when we make a global subscription(for contracts only) our message hash can't have a symbol/currency attached
|
|
# so we're removing it here
|
|
genericMessageHash = messageHash.replace('.' + market['lowercaseId'], '')
|
|
lowerCaseBaseId = self.safe_string_lower(market, 'baseId')
|
|
genericMessageHash = genericMessageHash.replace('.' + lowerCaseBaseId, '')
|
|
client.resolve(self.orders, genericMessageHash)
|
|
|
|
def parse_ws_order(self, order, market=None):
|
|
#
|
|
# spot
|
|
#
|
|
# {
|
|
# "orderSource": "spot-web",
|
|
# "orderCreateTime": 1645116048355, # creating only
|
|
# "accountId": 44234548,
|
|
# "orderPrice": "100",
|
|
# "orderSize": "0.05",
|
|
# "orderValue": "3.71676361", # market-buy only
|
|
# "symbol": "ethusdt",
|
|
# "type": "buy-limit",
|
|
# "orderId": "478861479986886",
|
|
# "eventType": "creation",
|
|
# "clientOrderId": '',
|
|
# "orderStatus": "submitted"
|
|
# "lastActTime":1645118621810 # except creating
|
|
# "execAmt":"0"
|
|
# }
|
|
#
|
|
# swap order
|
|
#
|
|
# {
|
|
# "contract_type": "swap",
|
|
# "pair": "LTC-USDT",
|
|
# "business_type": "swap",
|
|
# "op": "notify",
|
|
# "topic": "orders_cross.ltc-usdt",
|
|
# "ts": 1648717911384,
|
|
# "symbol": "LTC",
|
|
# "contract_code": "LTC-USDT",
|
|
# "volume": 1,
|
|
# "price": 129.13,
|
|
# "order_price_type": "lightning",
|
|
# "direction": "sell",
|
|
# "offset": "close",
|
|
# "status": 6,
|
|
# "lever_rate": 5,
|
|
# "order_id": "959137967397068800",
|
|
# "order_id_str": "959137967397068800",
|
|
# "client_order_id": null,
|
|
# "order_source": "web",
|
|
# "order_type": 1,
|
|
# "created_at": 1648717911344,
|
|
# "trade_volume": 1,
|
|
# "trade_turnover": 12.952,
|
|
# "fee": -0.006476,
|
|
# "trade_avg_price": 129.52,
|
|
# "margin_frozen": 0,
|
|
# "profit": -0.005,
|
|
# "trade": [
|
|
# {
|
|
# "trade_fee": -0.006476,
|
|
# "fee_asset": "USDT",
|
|
# "real_profit": -0.005,
|
|
# "profit": -0.005,
|
|
# "trade_id": 83619995370,
|
|
# "id": "83619995370-959137967397068800-1",
|
|
# "trade_volume": 1,
|
|
# "trade_price": 129.52,
|
|
# "trade_turnover": 12.952,
|
|
# "created_at": 1648717911352,
|
|
# "role": "taker"
|
|
# }
|
|
# ],
|
|
# "canceled_at": 0,
|
|
# "fee_asset": "USDT",
|
|
# "margin_asset": "USDT",
|
|
# "uid": "359305390",
|
|
# "liquidation_type": "0",
|
|
# "margin_mode": "cross",
|
|
# "margin_account": "USDT",
|
|
# "is_tpsl": 0,
|
|
# "real_profit": -0.005,
|
|
# "trade_partition": "USDT",
|
|
# "reduce_only": 1
|
|
# }
|
|
#
|
|
# {
|
|
# "op":"notify",
|
|
# "topic":"orders.ada",
|
|
# "ts":1604388667226,
|
|
# "symbol":"ADA",
|
|
# "contract_type":"quarter",
|
|
# "contract_code":"ADA201225",
|
|
# "volume":1,
|
|
# "price":0.0905,
|
|
# "order_price_type":"post_only",
|
|
# "direction":"sell",
|
|
# "offset":"open",
|
|
# "status":6,
|
|
# "lever_rate":20,
|
|
# "order_id":773207641127878656,
|
|
# "order_id_str":"773207641127878656",
|
|
# "client_order_id":null,
|
|
# "order_source":"web",
|
|
# "order_type":1,
|
|
# "created_at":1604388667146,
|
|
# "trade_volume":1,
|
|
# "trade_turnover":10,
|
|
# "fee":-0.022099447513812154,
|
|
# "trade_avg_price":0.0905,
|
|
# "margin_frozen":0,
|
|
# "profit":0,
|
|
# "trade":[],
|
|
# "canceled_at":0,
|
|
# "fee_asset":"ADA",
|
|
# "uid":"123456789",
|
|
# "liquidation_type":"0",
|
|
# "is_tpsl": 0,
|
|
# "real_profit": 0
|
|
# }
|
|
#
|
|
lastTradeTimestamp = self.safe_integer_2(order, 'lastActTime', 'ts')
|
|
created = self.safe_integer(order, 'orderCreateTime')
|
|
marketId = self.safe_string_2(order, 'contract_code', 'symbol')
|
|
market = self.safe_market(marketId, market)
|
|
symbol = self.safe_symbol(marketId, market)
|
|
amount = self.safe_string_2(order, 'orderSize', 'volume')
|
|
status = self.parse_order_status(self.safe_string_2(order, 'orderStatus', 'status'))
|
|
id = self.safe_string_2(order, 'orderId', 'order_id')
|
|
clientOrderId = self.safe_string_2(order, 'clientOrderId', 'client_order_id')
|
|
price = self.safe_string_2(order, 'orderPrice', 'price')
|
|
filled = self.safe_string(order, 'execAmt')
|
|
typeSide = self.safe_string(order, 'type')
|
|
feeCost = self.safe_string(order, 'fee')
|
|
fee = None
|
|
if feeCost is not None:
|
|
feeCurrencyId = self.safe_string(order, 'fee_asset')
|
|
fee = {
|
|
'cost': feeCost,
|
|
'currency': self.safe_currency_code(feeCurrencyId),
|
|
}
|
|
avgPrice = self.safe_string(order, 'trade_avg_price')
|
|
rawTrades = self.safe_value(order, 'trade')
|
|
typeSideParts = []
|
|
if typeSide is not None:
|
|
typeSideParts = typeSide.split('-')
|
|
type = self.safe_string_lower(typeSideParts, 1)
|
|
if type is None:
|
|
type = self.safe_string(order, 'order_price_type')
|
|
side = self.safe_string_lower(typeSideParts, 0)
|
|
if side is None:
|
|
side = self.safe_string(order, 'direction')
|
|
cost = self.safe_string(order, 'orderValue')
|
|
return self.safe_order({
|
|
'info': order,
|
|
'id': id,
|
|
'clientOrderId': clientOrderId,
|
|
'timestamp': created,
|
|
'datetime': self.iso8601(created),
|
|
'lastTradeTimestamp': lastTradeTimestamp,
|
|
'status': status,
|
|
'symbol': symbol,
|
|
'type': type,
|
|
'timeInForce': None,
|
|
'postOnly': None,
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'filled': filled,
|
|
'remaining': None,
|
|
'cost': cost,
|
|
'fee': fee,
|
|
'average': avgPrice,
|
|
'trades': rawTrades,
|
|
}, market)
|
|
|
|
def parse_order_trade(self, trade, market=None):
|
|
# spot private wrapped trade
|
|
#
|
|
# {
|
|
# "tradePrice": "130.01",
|
|
# "tradeVolume": "0.0385",
|
|
# "tradeTime": 1648714741525,
|
|
# "aggressor": True,
|
|
# "execAmt": "0.0385",
|
|
# "orderSource": "spot-web",
|
|
# "orderSize": "0.0385",
|
|
# "remainAmt": "0",
|
|
# "tradeId": 101541578884,
|
|
# "symbol": "ltcusdt",
|
|
# "type": "sell-market",
|
|
# "eventType": "trade",
|
|
# "clientOrderId": '',
|
|
# "orderStatus": "filled",
|
|
# "orderId": 509835753860328
|
|
# }
|
|
#
|
|
market = self.safe_market(None, market)
|
|
symbol = market['symbol']
|
|
tradeId = self.safe_string(trade, 'tradeId')
|
|
price = self.safe_string(trade, 'tradePrice')
|
|
amount = self.safe_string(trade, 'tradeVolume')
|
|
order = self.safe_string(trade, 'orderId')
|
|
timestamp = self.safe_integer(trade, 'tradeTime')
|
|
type = self.safe_string(trade, 'type')
|
|
side = None
|
|
if type is not None:
|
|
typeParts = type.split('-')
|
|
side = typeParts[0]
|
|
type = typeParts[1]
|
|
aggressor = self.safe_value(trade, 'aggressor')
|
|
takerOrMaker = None
|
|
if aggressor is not None:
|
|
takerOrMaker = 'taker' if aggressor else 'maker'
|
|
return self.safe_trade({
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': symbol,
|
|
'id': tradeId,
|
|
'order': order,
|
|
'type': type,
|
|
'takerOrMaker': takerOrMaker,
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': None,
|
|
'fee': None,
|
|
}, market)
|
|
|
|
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
"""
|
|
|
|
https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7de1c-77b5-11ed-9966-0242ac110003
|
|
https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7df0f-77b5-11ed-9966-0242ac110003
|
|
https://www.huobi.com/en-in/opend/newApiPages/?id=28c34a7d-77ae-11ed-9966-0242ac110003
|
|
https://www.huobi.com/en-in/opend/newApiPages/?id=5d5156b5-77b6-11ed-9966-0242ac110003
|
|
|
|
watch all open positions. Note: huobi has one channel for each marginMode and type
|
|
:param str[]|None symbols: list of unified market symbols
|
|
@param since
|
|
@param limit
|
|
:param dict params: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
market = None
|
|
messageHash = ''
|
|
if not self.is_empty(symbols):
|
|
market = self.get_market_from_symbols(symbols)
|
|
messageHash = '::' + ','.join(symbols)
|
|
type = None
|
|
subType = None
|
|
if market is not None:
|
|
type = market['type']
|
|
subType = 'linear' if market['linear'] else 'inverse'
|
|
else:
|
|
type, params = self.handle_market_type_and_params('watchPositions', market, params)
|
|
if type == 'spot':
|
|
type = 'future'
|
|
subType, params = self.handle_option_and_params(params, 'watchPositions', 'subType', subType)
|
|
symbols = self.market_symbols(symbols)
|
|
marginMode = None
|
|
marginMode, params = self.handle_margin_mode_and_params('watchPositions', params, 'cross')
|
|
isLinear = (subType == 'linear')
|
|
url = self.get_url_by_market_type(type, isLinear, True)
|
|
messageHash = marginMode + ':positions' + messageHash
|
|
channel = 'positions_cross.*' if (marginMode == 'cross') else 'positions.*'
|
|
newPositions = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
if self.newUpdates:
|
|
return newPositions
|
|
return self.filter_by_symbols_since_limit(self.positions[url][marginMode], symbols, since, limit, False)
|
|
|
|
def handle_positions(self, client, message):
|
|
#
|
|
# {
|
|
# op: 'notify',
|
|
# topic: 'positions_cross',
|
|
# ts: 1696767149650,
|
|
# event: 'snapshot',
|
|
# data: [
|
|
# {
|
|
# contract_type: 'swap',
|
|
# pair: 'BTC-USDT',
|
|
# business_type: 'swap',
|
|
# liquidation_price: null,
|
|
# symbol: 'BTC',
|
|
# contract_code: 'BTC-USDT',
|
|
# volume: 1,
|
|
# available: 1,
|
|
# frozen: 0,
|
|
# cost_open: 27802.2,
|
|
# cost_hold: 27802.2,
|
|
# profit_unreal: 0.0175,
|
|
# profit_rate: 0.000629446590557581,
|
|
# profit: 0.0175,
|
|
# margin_asset: 'USDT',
|
|
# position_margin: 27.8197,
|
|
# lever_rate: 1,
|
|
# direction: 'buy',
|
|
# last_price: 27819.7,
|
|
# margin_mode: 'cross',
|
|
# margin_account: 'USDT',
|
|
# trade_partition: 'USDT',
|
|
# position_mode: 'dual_side'
|
|
# },
|
|
# ]
|
|
# }
|
|
#
|
|
url = client.url
|
|
topic = self.safe_string(message, 'topic', '')
|
|
marginMode = 'cross' if (topic == 'positions_cross') else 'isolated'
|
|
if self.positions is None:
|
|
self.positions = {}
|
|
clientPositions = self.safe_value(self.positions, url)
|
|
if clientPositions is None:
|
|
self.positions[url] = {}
|
|
clientMarginModePositions = self.safe_value(clientPositions, marginMode)
|
|
if clientMarginModePositions is None:
|
|
self.positions[url][marginMode] = ArrayCacheBySymbolBySide()
|
|
cache = self.positions[url][marginMode]
|
|
rawPositions = self.safe_value(message, 'data', [])
|
|
newPositions = []
|
|
timestamp = self.safe_integer(message, 'ts')
|
|
for i in range(0, len(rawPositions)):
|
|
rawPosition = rawPositions[i]
|
|
position = self.parse_position(rawPosition)
|
|
position['timestamp'] = timestamp
|
|
position['datetime'] = self.iso8601(timestamp)
|
|
newPositions.append(position)
|
|
cache.append(position)
|
|
messageHashes = self.find_message_hashes(client, marginMode + ':positions::')
|
|
for i in range(0, len(messageHashes)):
|
|
messageHash = messageHashes[i]
|
|
parts = messageHash.split('::')
|
|
symbolsString = parts[1]
|
|
symbols = symbolsString.split(',')
|
|
positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
|
|
if not self.is_empty(positions):
|
|
client.resolve(positions, messageHash)
|
|
client.resolve(newPositions, marginMode + ':positions')
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=7ec52e28-7773-11ed-9966-0242ac110003
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=10000084-77b7-11ed-9966-0242ac110003
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=8cb7dcca-77b5-11ed-9966-0242ac110003
|
|
https://www.htx.com/en-us/opend/newApiPages/?id=28c34995-77ae-11ed-9966-0242ac110003
|
|
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
|
"""
|
|
type = None
|
|
type, params = self.handle_market_type_and_params('watchBalance', None, params)
|
|
subType = None
|
|
subType, params = self.handle_sub_type_and_params('watchBalance', None, params, 'linear')
|
|
isUnifiedAccount = self.safe_value_2(params, 'isUnifiedAccount', 'unified', False)
|
|
params = self.omit(params, ['isUnifiedAccount', 'unified'])
|
|
await self.load_markets()
|
|
messageHash = None
|
|
channel = None
|
|
marginMode = None
|
|
if type == 'spot':
|
|
mode = self.safe_string_2(self.options, 'watchBalance', 'mode', '2')
|
|
mode = self.safe_string(params, 'mode', mode)
|
|
messageHash = 'accounts.update' + '#' + mode
|
|
channel = messageHash
|
|
else:
|
|
symbol = self.safe_string(params, 'symbol')
|
|
currency = self.safe_string(params, 'currency')
|
|
market = self.market(symbol) if (symbol is not None) else None
|
|
currencyCode = self.currency(currency) if (currency is not None) else None
|
|
marginMode = self.safe_string(params, 'margin', 'cross')
|
|
params = self.omit(params, ['currency', 'symbol', 'margin'])
|
|
prefix = 'accounts'
|
|
messageHash = prefix
|
|
if subType == 'linear':
|
|
if isUnifiedAccount:
|
|
# usdt contracts account
|
|
prefix = 'accounts_unify'
|
|
messageHash = prefix
|
|
channel = prefix + '.' + 'usdt'
|
|
else:
|
|
# usdt contracts account
|
|
prefix = prefix + '_cross' if (marginMode == 'cross') else prefix
|
|
messageHash = prefix
|
|
if marginMode == 'isolated':
|
|
# isolated margin only allows filtering by symbol3
|
|
if symbol is not None:
|
|
messageHash += '.' + market['id']
|
|
channel = messageHash
|
|
else:
|
|
# subscribe to all
|
|
channel = prefix + '.' + '*'
|
|
else:
|
|
# cross margin
|
|
if currencyCode is not None:
|
|
channel = prefix + '.' + currencyCode['id']
|
|
messageHash = channel
|
|
else:
|
|
# subscribe to all
|
|
channel = prefix + '.' + '*'
|
|
elif type == 'future':
|
|
# inverse futures account
|
|
if currencyCode is not None:
|
|
messageHash += '.' + currencyCode['id']
|
|
channel = messageHash
|
|
else:
|
|
# subscribe to all
|
|
channel = prefix + '.' + '*'
|
|
else:
|
|
# inverse swaps account
|
|
if market is not None:
|
|
messageHash += '.' + market['id']
|
|
channel = messageHash
|
|
else:
|
|
# subscribe to all
|
|
channel = prefix + '.' + '*'
|
|
subscriptionParams: dict = {
|
|
'type': type,
|
|
'subType': subType,
|
|
'margin': marginMode,
|
|
}
|
|
# we are differentiating the channel from the messageHash for global subscriptions(*)
|
|
# because huobi returns a different topic than the topic sent. Example: we send
|
|
# "accounts.*" and "accounts" is returned so we're setting channel = "accounts.*" and
|
|
# messageHash = "accounts" allowing handleBalance to freely resolve the topic in the message
|
|
return await self.subscribe_private(channel, messageHash, type, subType, params, subscriptionParams)
|
|
|
|
def handle_balance(self, client: Client, message):
|
|
# spot
|
|
#
|
|
# {
|
|
# "action": "push",
|
|
# "ch": "accounts.update#0",
|
|
# "data": {
|
|
# "currency": "btc",
|
|
# "accountId": 123456,
|
|
# "balance": "23.111",
|
|
# "available": "2028.699426619837209087",
|
|
# "changeType": "transfer",
|
|
# "accountType":"trade",
|
|
# "seqNum": "86872993928",
|
|
# "changeTime": 1568601800000
|
|
# }
|
|
# }
|
|
#
|
|
# inverse future
|
|
#
|
|
# {
|
|
# "op":"notify",
|
|
# "topic":"accounts.ada",
|
|
# "ts":1604388667226,
|
|
# "event":"order.match",
|
|
# "data":[
|
|
# {
|
|
# "symbol":"ADA",
|
|
# "margin_balance":446.417641681222726716,
|
|
# "margin_static":445.554085945257745136,
|
|
# "margin_position":11.049723756906077348,
|
|
# "margin_frozen":0,
|
|
# "margin_available":435.367917924316649368,
|
|
# "profit_real":21.627049781983019459,
|
|
# "profit_unreal":0.86355573596498158,
|
|
# "risk_rate":40.000796572150656768,
|
|
# "liquidation_price":0.018674308027108984,
|
|
# "withdraw_available":423.927036163274725677,
|
|
# "lever_rate":20,
|
|
# "adjust_factor":0.4
|
|
# }
|
|
# ],
|
|
# "uid":"123456789"
|
|
# }
|
|
#
|
|
# usdt / linear future, swap
|
|
#
|
|
# {
|
|
# "op":"notify",
|
|
# "topic":"accounts.btc-usdt", # or "accounts" for global subscriptions
|
|
# "ts":1603711370689,
|
|
# "event":"order.open",
|
|
# "data":[
|
|
# {
|
|
# "margin_mode":"cross",
|
|
# "margin_account":"USDT",
|
|
# "margin_asset":"USDT",
|
|
# "margin_balance":30.959342395,
|
|
# "margin_static":30.959342395,
|
|
# "margin_position":0,
|
|
# "margin_frozen":10,
|
|
# "profit_real":0,
|
|
# "profit_unreal":0,
|
|
# "withdraw_available":20.959342395,
|
|
# "risk_rate":153.796711975,
|
|
# "position_mode":"dual_side",
|
|
# "contract_detail":[
|
|
# {
|
|
# "symbol":"LTC",
|
|
# "contract_code":"LTC-USDT",
|
|
# "margin_position":0,
|
|
# "margin_frozen":0,
|
|
# "margin_available":20.959342395,
|
|
# "profit_unreal":0,
|
|
# "liquidation_price":null,
|
|
# "lever_rate":1,
|
|
# "adjust_factor":0.01,
|
|
# "contract_type":"swap",
|
|
# "pair":"LTC-USDT",
|
|
# "business_type":"swap",
|
|
# "trade_partition":"USDT"
|
|
# },
|
|
# ],
|
|
# "futures_contract_detail":[],
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
# inverse future
|
|
#
|
|
# {
|
|
# "op":"notify",
|
|
# "topic":"accounts.ada",
|
|
# "ts":1604388667226,
|
|
# "event":"order.match",
|
|
# "data":[
|
|
# {
|
|
# "symbol":"ADA",
|
|
# "margin_balance":446.417641681222726716,
|
|
# "margin_static":445.554085945257745136,
|
|
# "margin_position":11.049723756906077348,
|
|
# "margin_frozen":0,
|
|
# "margin_available":435.367917924316649368,
|
|
# "profit_real":21.627049781983019459,
|
|
# "profit_unreal":0.86355573596498158,
|
|
# "risk_rate":40.000796572150656768,
|
|
# "liquidation_price":0.018674308027108984,
|
|
# "withdraw_available":423.927036163274725677,
|
|
# "lever_rate":20,
|
|
# "adjust_factor":0.4
|
|
# }
|
|
# ],
|
|
# "uid":"123456789"
|
|
# }
|
|
#
|
|
channel = self.safe_string(message, 'ch')
|
|
data = self.safe_value(message, 'data', [])
|
|
timestamp = self.safe_integer(data, 'changeTime', self.safe_integer(message, 'ts'))
|
|
self.balance['timestamp'] = timestamp
|
|
self.balance['datetime'] = self.iso8601(timestamp)
|
|
self.balance['info'] = data
|
|
if channel is not None:
|
|
# spot balance
|
|
currencyId = self.safe_string(data, 'currency')
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['free'] = self.safe_string(data, 'available')
|
|
account['total'] = self.safe_string(data, 'balance')
|
|
self.balance[code] = account
|
|
self.balance = self.safe_balance(self.balance)
|
|
client.resolve(self.balance, channel)
|
|
else:
|
|
# contract balance
|
|
dataLength = len(data)
|
|
if dataLength == 0:
|
|
return
|
|
first = self.safe_value(data, 0, {})
|
|
topic = self.safe_string(message, 'topic')
|
|
splitTopic = topic.split('.')
|
|
messageHash = self.safe_string(splitTopic, 0)
|
|
subscription = self.safe_value_2(client.subscriptions, messageHash, messageHash + '.*')
|
|
if subscription is None:
|
|
# if subscription not found means that we subscribed to a specific currency/symbol
|
|
# and we use the first data entry to find it
|
|
# Example: topic = 'accounts'
|
|
# client.subscription hash = 'accounts.usdt'
|
|
# we do 'accounts' + '.' + data[0]]['margin_asset'] to get it
|
|
currencyId = self.safe_string_2(first, 'margin_asset', 'symbol')
|
|
messageHash += '.' + currencyId.lower()
|
|
subscription = self.safe_value(client.subscriptions, messageHash)
|
|
type = self.safe_string(subscription, 'type')
|
|
subType = self.safe_string(subscription, 'subType')
|
|
if topic == 'accounts_unify':
|
|
# {
|
|
# "margin_asset": "USDT",
|
|
# "margin_static": 10,
|
|
# "cross_margin_static": 10,
|
|
# "margin_balance": 10,
|
|
# "cross_profit_unreal": 0,
|
|
# "margin_frozen": 0,
|
|
# "withdraw_available": 10,
|
|
# "cross_risk_rate": null,
|
|
# "cross_swap": [],
|
|
# "cross_future": [],
|
|
# "isolated_swap": []
|
|
# }
|
|
marginAsset = self.safe_string(first, 'margin_asset')
|
|
code = self.safe_currency_code(marginAsset)
|
|
marginFrozen = self.safe_string(first, 'margin_frozen')
|
|
unifiedAccount = self.account()
|
|
unifiedAccount['free'] = self.safe_string(first, 'withdraw_available')
|
|
unifiedAccount['used'] = marginFrozen
|
|
self.balance[code] = unifiedAccount
|
|
self.balance = self.safe_balance(self.balance)
|
|
client.resolve(self.balance, 'accounts_unify')
|
|
elif subType == 'linear':
|
|
margin = self.safe_string(subscription, 'margin')
|
|
if margin == 'cross':
|
|
fieldName = 'futures_contract_detail' if (type == 'future') else 'contract_detail'
|
|
balances = self.safe_value(first, fieldName, [])
|
|
balancesLength = len(balances)
|
|
if balancesLength > 0:
|
|
for i in range(0, len(balances)):
|
|
balance = balances[i]
|
|
marketId = self.safe_string_2(balance, 'contract_code', 'margin_account')
|
|
market = self.safe_market(marketId)
|
|
currencyId = self.safe_string(balance, 'margin_asset')
|
|
currency = self.safe_currency(currencyId)
|
|
code = self.safe_string(market, 'settle', currency['code'])
|
|
# the exchange outputs positions for delisted markets
|
|
# https://www.huobi.com/support/en-us/detail/74882968522337
|
|
# we skip it if the market was delisted
|
|
if code is not None:
|
|
account = self.account()
|
|
account['free'] = self.safe_string_2(balance, 'margin_balance', 'margin_available')
|
|
account['used'] = self.safe_string(balance, 'margin_frozen')
|
|
accountsByCode: dict = {}
|
|
accountsByCode[code] = account
|
|
symbol = market['symbol']
|
|
self.balance[symbol] = self.safe_balance(accountsByCode)
|
|
else:
|
|
# isolated margin
|
|
for i in range(0, len(data)):
|
|
isolatedBalance = data[i]
|
|
account = self.account()
|
|
account['free'] = self.safe_string(isolatedBalance, 'margin_balance', 'margin_available')
|
|
account['used'] = self.safe_string(isolatedBalance, 'margin_frozen')
|
|
currencyId = self.safe_string_2(isolatedBalance, 'margin_asset', 'symbol')
|
|
code = self.safe_currency_code(currencyId)
|
|
self.balance[code] = account
|
|
self.balance = self.safe_balance(self.balance)
|
|
else:
|
|
# inverse branch
|
|
for i in range(0, len(data)):
|
|
balance = data[i]
|
|
currencyId = self.safe_string(balance, 'symbol')
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['free'] = self.safe_string(balance, 'margin_available')
|
|
account['used'] = self.safe_string(balance, 'margin_frozen')
|
|
self.balance[code] = account
|
|
self.balance = self.safe_balance(self.balance)
|
|
client.resolve(self.balance, messageHash)
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "id": 1583414227,
|
|
# "status": "ok",
|
|
# "subbed": "market.btcusdt.mbp.150",
|
|
# "ts": 1583414229143
|
|
# }
|
|
#
|
|
# unsubscribe
|
|
# {
|
|
# "id": "2",
|
|
# "status": "ok",
|
|
# "unsubbed": "market.BTC-USDT-251003.detail",
|
|
# "ts": 1759329276980
|
|
# }
|
|
#
|
|
id = self.safe_string(message, 'id')
|
|
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
subscription = self.safe_dict(subscriptionsById, id)
|
|
if subscription is not None:
|
|
method = self.safe_value(subscription, 'method')
|
|
if method is not None:
|
|
method(client, message, subscription)
|
|
# return; commented out to clean up
|
|
# clean up
|
|
if id in client.subscriptions:
|
|
del client.subscriptions[id]
|
|
if 'unsubbed' in message:
|
|
self.handle_un_subscription(client, subscription)
|
|
|
|
def handle_un_subscription(self, client: Client, subscription: dict):
|
|
messageHashes = self.safe_list(subscription, 'messageHashes', [])
|
|
subMessageHashes = self.safe_list(subscription, 'subMessageHashes', [])
|
|
for i in range(0, len(messageHashes)):
|
|
unsubHash = messageHashes[i]
|
|
subHash = subMessageHashes[i]
|
|
self.clean_unsubscription(client, subHash, unsubHash)
|
|
self.clean_cache(subscription)
|
|
|
|
def handle_system_status(self, client: Client, message):
|
|
#
|
|
# todo: answer the question whether handleSystemStatus should be renamed
|
|
# and unified for any usage pattern that
|
|
# involves system status and maintenance updates
|
|
#
|
|
# {
|
|
# "id": "1578090234088", # connectId
|
|
# "type": "welcome",
|
|
# }
|
|
#
|
|
return message
|
|
|
|
def handle_subject(self, client: Client, message):
|
|
# spot
|
|
# {
|
|
# "ch": "market.btcusdt.mbp.150",
|
|
# "ts": 1583472025885,
|
|
# "tick": {
|
|
# "seqNum": 104998984994,
|
|
# "prevSeqNum": 104998984977,
|
|
# "bids": [
|
|
# [9058.27, 0],
|
|
# [9058.43, 0],
|
|
# [9058.99, 0],
|
|
# ],
|
|
# "asks": [
|
|
# [9084.27, 0.2],
|
|
# [9085.69, 0],
|
|
# [9085.81, 0],
|
|
# ]
|
|
# }
|
|
# }
|
|
# non spot
|
|
#
|
|
# {
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "tick":{
|
|
# "asks":[],
|
|
# "bids":[
|
|
# [43445.74,1],
|
|
# [43444.48,0],
|
|
# [40593.92,9]
|
|
# ],
|
|
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
# "event":"update",
|
|
# "id":152727500274,
|
|
# "mrid":152727500274,
|
|
# "ts":1645023376098,
|
|
# "version":37536690
|
|
# },
|
|
# "ts":1645023376098
|
|
# }
|
|
#
|
|
# spot private trade
|
|
#
|
|
# {
|
|
# "action":"push",
|
|
# "ch":"trade.clearing#ltcusdt#1",
|
|
# "data":{
|
|
# "eventType":"trade",
|
|
# "symbol":"ltcusdt",
|
|
# # ...
|
|
# },
|
|
# }
|
|
#
|
|
# spot order
|
|
#
|
|
# {
|
|
# "action":"push",
|
|
# "ch":"orders#btcusdt",
|
|
# "data": {
|
|
# "orderSide":"buy",
|
|
# "lastActTime":1583853365586,
|
|
# "clientOrderId":"abc123",
|
|
# "orderStatus":"rejected",
|
|
# "symbol":"btcusdt",
|
|
# "eventType":"trigger",
|
|
# "errCode": 2002,
|
|
# "errMessage":"invalid.client.order.id(NT)"
|
|
# }
|
|
# }
|
|
#
|
|
# contract order
|
|
#
|
|
# {
|
|
# "op":"notify",
|
|
# "topic":"orders.ada",
|
|
# "ts":1604388667226,
|
|
# # ?
|
|
# }
|
|
#
|
|
ch = self.safe_value(message, 'ch', '')
|
|
parts = ch.split('.')
|
|
type = self.safe_string(parts, 0)
|
|
if type == 'market':
|
|
methodName = self.safe_string(parts, 2)
|
|
methods: dict = {
|
|
'depth': self.handle_order_book,
|
|
'mbp': self.handle_order_book,
|
|
'detail': self.handle_ticker,
|
|
'bbo': self.handle_ticker,
|
|
'ticker': self.handle_ticker,
|
|
'trade': self.handle_trades,
|
|
'kline': self.handle_ohlcv,
|
|
}
|
|
method = self.safe_value(methods, methodName)
|
|
if method is not None:
|
|
method(client, message)
|
|
return
|
|
# private spot subjects
|
|
privateParts = ch.split('#')
|
|
privateType = self.safe_string(privateParts, 0, '')
|
|
if privateType == 'trade.clearing':
|
|
self.handle_my_trade(client, message)
|
|
return
|
|
if privateType.find('accounts.update') >= 0:
|
|
self.handle_balance(client, message)
|
|
return
|
|
if privateType == 'orders':
|
|
self.handle_order(client, message)
|
|
return
|
|
# private contract subjects
|
|
op = self.safe_string(message, 'op')
|
|
if op == 'notify':
|
|
topic = self.safe_string(message, 'topic', '')
|
|
if topic.find('orders') >= 0:
|
|
self.handle_order(client, message)
|
|
if topic.find('account') >= 0:
|
|
self.handle_balance(client, message)
|
|
if topic.find('positions') >= 0:
|
|
self.handle_positions(client, message)
|
|
|
|
async def pong(self, client, message):
|
|
#
|
|
# {ping: 1583491673714}
|
|
# {action: "ping", data: {ts: 1645108204665}}
|
|
# {op: "ping", ts: "1645202800015"}
|
|
#
|
|
try:
|
|
ping = self.safe_integer(message, 'ping')
|
|
if ping is not None:
|
|
await client.send({'pong': ping})
|
|
return
|
|
action = self.safe_string(message, 'action')
|
|
if action == 'ping':
|
|
data = self.safe_value(message, 'data')
|
|
pingTs = self.safe_integer(data, 'ts')
|
|
await client.send({'action': 'pong', 'data': {'ts': pingTs}})
|
|
return
|
|
op = self.safe_string(message, 'op')
|
|
if op == 'ping':
|
|
pingTs = self.safe_integer(message, 'ts')
|
|
await client.send({'op': 'pong', 'ts': pingTs})
|
|
except Exception as e:
|
|
error = NetworkError(self.id + ' pong failed ' + self.json(e))
|
|
client.reset(error)
|
|
|
|
def handle_ping(self, client: Client, message):
|
|
self.spawn(self.pong, client, message)
|
|
|
|
def handle_authenticate(self, client: Client, message):
|
|
#
|
|
# spot
|
|
#
|
|
# {
|
|
# "action": "req",
|
|
# "code": 200,
|
|
# "ch": "auth",
|
|
# "data": {}
|
|
# }
|
|
#
|
|
# non spot
|
|
#
|
|
# {
|
|
# "op": "auth",
|
|
# "type": "api",
|
|
# "err-code": 0,
|
|
# "ts": 1645200307319,
|
|
# "data": {"user-id": "35930539"}
|
|
# }
|
|
#
|
|
promise = client.futures['auth']
|
|
promise.resolve(message)
|
|
|
|
def handle_error_message(self, client: Client, message) -> Bool:
|
|
#
|
|
# {
|
|
# "action": "sub",
|
|
# "code": 2002,
|
|
# "ch": "accounts.update#2",
|
|
# "message": "invalid.auth.state"
|
|
# }
|
|
#
|
|
# {
|
|
# "ts": 1586323747018,
|
|
# "status": "error",
|
|
# 'err-code': "bad-request",
|
|
# 'err-msg': "invalid mbp.150.symbol linkusdt",
|
|
# "id": "2"
|
|
# }
|
|
#
|
|
# {
|
|
# "op": "sub",
|
|
# "cid": "1",
|
|
# "topic": "accounts_unify.USDT",
|
|
# "err-code": 4007,
|
|
# 'err-msg': "Non - single account user is not available, please check through the cross and isolated account asset interface",
|
|
# "ts": 1698419490189
|
|
# }
|
|
# {
|
|
# "action":"req",
|
|
# "code":2002,
|
|
# "ch":"auth",
|
|
# "message":"auth.fail"
|
|
# }
|
|
#
|
|
status = self.safe_string(message, 'status')
|
|
if status == 'error':
|
|
id = self.safe_string(message, 'id')
|
|
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
subscription = self.safe_value(subscriptionsById, id)
|
|
if subscription is not None:
|
|
errorCode = self.safe_string(message, 'err-code')
|
|
try:
|
|
self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], errorCode, self.json(message))
|
|
raise ExchangeError(self.json(message))
|
|
except Exception as e:
|
|
messageHash = self.safe_string(subscription, 'messageHash')
|
|
client.reject(e, messageHash)
|
|
client.reject(e, id)
|
|
if id in client.subscriptions:
|
|
del client.subscriptions[id]
|
|
return False
|
|
code = self.safe_string_2(message, 'code', 'err-code')
|
|
if code is not None and ((code != '200') and (code != '0')):
|
|
feedback = self.id + ' ' + self.json(message)
|
|
try:
|
|
self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], code, feedback)
|
|
raise ExchangeError(feedback)
|
|
except Exception as e:
|
|
if isinstance(e, AuthenticationError):
|
|
client.reject(e, 'auth')
|
|
method = 'auth'
|
|
if method in client.subscriptions:
|
|
del client.subscriptions[method]
|
|
return False
|
|
else:
|
|
client.reject(e)
|
|
return True
|
|
|
|
def handle_message(self, client: Client, message):
|
|
if self.handle_error_message(client, message):
|
|
#
|
|
# {"id":1583414227,"status":"ok","subbed":"market.btcusdt.mbp.150","ts":1583414229143}
|
|
#
|
|
# first ping format
|
|
#
|
|
# {"ping": 1645106821667}
|
|
#
|
|
# second ping format
|
|
#
|
|
# {"action":"ping","data":{"ts":1645106821667}}
|
|
#
|
|
# third pong format
|
|
#
|
|
#
|
|
# auth spot
|
|
#
|
|
# {
|
|
# "action": "req",
|
|
# "code": 200,
|
|
# "ch": "auth",
|
|
# "data": {}
|
|
# }
|
|
#
|
|
# auth non spot
|
|
#
|
|
# {
|
|
# "op": "auth",
|
|
# "type": "api",
|
|
# "err-code": 0,
|
|
# "ts": 1645200307319,
|
|
# "data": {"user-id": "35930539"}
|
|
# }
|
|
#
|
|
# trade
|
|
#
|
|
# {
|
|
# "action":"push",
|
|
# "ch":"trade.clearing#ltcusdt#1",
|
|
# "data":{
|
|
# "eventType":"trade",
|
|
# # ?
|
|
# }
|
|
# }
|
|
#
|
|
if 'id' in message:
|
|
self.handle_subscription_status(client, message)
|
|
return
|
|
if 'action' in message:
|
|
action = self.safe_string(message, 'action')
|
|
if action == 'ping':
|
|
self.handle_ping(client, message)
|
|
return
|
|
if action == 'sub':
|
|
self.handle_subscription_status(client, message)
|
|
return
|
|
if 'ch' in message:
|
|
if message['ch'] == 'auth':
|
|
self.handle_authenticate(client, message)
|
|
return
|
|
else:
|
|
# route by channel aka topic aka subject
|
|
self.handle_subject(client, message)
|
|
return
|
|
if 'op' in message:
|
|
op = self.safe_string(message, 'op')
|
|
if op == 'ping':
|
|
self.handle_ping(client, message)
|
|
return
|
|
if op == 'auth':
|
|
self.handle_authenticate(client, message)
|
|
return
|
|
if op == 'sub':
|
|
self.handle_subscription_status(client, message)
|
|
return
|
|
if op == 'notify':
|
|
self.handle_subject(client, message)
|
|
return
|
|
if 'ping' in message:
|
|
self.handle_ping(client, message)
|
|
|
|
def handle_my_trade(self, client: Client, message, extendParams={}):
|
|
#
|
|
# spot
|
|
#
|
|
# {
|
|
# "action":"push",
|
|
# "ch":"trade.clearing#ltcusdt#1",
|
|
# "data":{
|
|
# "eventType":"trade",
|
|
# "symbol":"ltcusdt",
|
|
# "orderId":"478862728954426",
|
|
# "orderSide":"buy",
|
|
# "orderType":"buy-market",
|
|
# "accountId":44234548,
|
|
# "source":"spot-web",
|
|
# "orderValue":"5.01724137",
|
|
# "orderCreateTime":1645124660365,
|
|
# "orderStatus":"filled",
|
|
# "feeCurrency":"ltc",
|
|
# "tradePrice":"118.89",
|
|
# "tradeVolume":"0.042200701236437042",
|
|
# "aggressor":true,
|
|
# "tradeId":101539740584,
|
|
# "tradeTime":1645124660368,
|
|
# "transactFee":"0.000041778694224073",
|
|
# "feeDeduct":"0",
|
|
# "feeDeductType":""
|
|
# }
|
|
# }
|
|
#
|
|
# contract
|
|
#
|
|
# {
|
|
# "symbol": "ADA/USDT:USDT"
|
|
# "ch": "orders_cross.ada-usdt"
|
|
# "trades": [
|
|
# {
|
|
# "trade_fee":-0.022099447513812154,
|
|
# "fee_asset":"ADA",
|
|
# "trade_id":113913755890,
|
|
# "id":"113913755890-773207641127878656-1",
|
|
# "trade_volume":1,
|
|
# "trade_price":0.0905,
|
|
# "trade_turnover":10,
|
|
# "created_at":1604388667194,
|
|
# "profit":0,
|
|
# "real_profit": 0,
|
|
# "role":"maker"
|
|
# }
|
|
# ],
|
|
# }
|
|
#
|
|
if self.myTrades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
self.myTrades = ArrayCacheBySymbolById(limit)
|
|
cachedTrades = self.myTrades
|
|
messageHash = self.safe_string(message, 'ch')
|
|
if messageHash is not None:
|
|
data = self.safe_value(message, 'data')
|
|
if data is not None:
|
|
parsed = self.parse_ws_trade(data)
|
|
symbol = self.safe_string(parsed, 'symbol')
|
|
if symbol is not None:
|
|
cachedTrades.append(parsed)
|
|
client.resolve(self.myTrades, messageHash)
|
|
else:
|
|
# self trades object is artificially created
|
|
# in handleOrder
|
|
rawTrades = self.safe_value(message, 'trades', [])
|
|
marketId = self.safe_value(message, 'symbol')
|
|
market = self.market(marketId)
|
|
for i in range(0, len(rawTrades)):
|
|
trade = rawTrades[i]
|
|
parsedTrade = self.parse_trade(trade, market)
|
|
# add extra params(side, type, ...) coming from the order
|
|
parsedTrade = self.extend(parsedTrade, extendParams)
|
|
cachedTrades.append(parsedTrade)
|
|
# messageHash here is the orders one, so
|
|
# we have to recreate the trades messageHash = orderMessageHash + ':' + 'trade'
|
|
tradesHash = messageHash + ':' + 'trade'
|
|
client.resolve(self.myTrades, tradesHash)
|
|
# when we make an global order sub we have to send the channel like self
|
|
# ch = orders_cross.* and we store messageHash = 'orders_cross'
|
|
# however it is returned with the specific order update symbol: ch = orders_cross.btc-usd
|
|
# since self is a global sub, our messageHash does not specify any symbol(ex: orders_cross:trade)
|
|
# so we must remove it
|
|
genericOrderHash = messageHash.replace('.' + market['lowercaseId'], '')
|
|
lowerCaseBaseId = self.safe_string_lower(market, 'baseId')
|
|
genericOrderHash = genericOrderHash.replace('.' + lowerCaseBaseId, '')
|
|
genericTradesHash = genericOrderHash + ':' + 'trade'
|
|
client.resolve(self.myTrades, genericTradesHash)
|
|
|
|
def parse_ws_trade(self, trade, market=None):
|
|
# spot private
|
|
#
|
|
# {
|
|
# "eventType":"trade",
|
|
# "symbol":"ltcusdt",
|
|
# "orderId":"478862728954426",
|
|
# "orderSide":"buy",
|
|
# "orderType":"buy-market",
|
|
# "accountId":44234548,
|
|
# "source":"spot-web",
|
|
# "orderValue":"5.01724137",
|
|
# "orderCreateTime":1645124660365,
|
|
# "orderStatus":"filled",
|
|
# "feeCurrency":"ltc",
|
|
# "tradePrice":"118.89",
|
|
# "tradeVolume":"0.042200701236437042",
|
|
# "aggressor":true,
|
|
# "tradeId":101539740584,
|
|
# "tradeTime":1645124660368,
|
|
# "transactFee":"0.000041778694224073",
|
|
# "feeDeduct":"0",
|
|
# "feeDeductType":""
|
|
# }
|
|
#
|
|
symbol = self.safe_symbol(self.safe_string(trade, 'symbol'))
|
|
side = self.safe_string_2(trade, 'side', 'orderSide')
|
|
tradeId = self.safe_string(trade, 'tradeId')
|
|
price = self.safe_string(trade, 'tradePrice')
|
|
amount = self.safe_string(trade, 'tradeVolume')
|
|
order = self.safe_string(trade, 'orderId')
|
|
timestamp = self.safe_integer(trade, 'tradeTime')
|
|
market = self.market(symbol)
|
|
orderType = self.safe_string(trade, 'orderType')
|
|
aggressor = self.safe_value(trade, 'aggressor')
|
|
takerOrMaker = None
|
|
if aggressor is not None:
|
|
takerOrMaker = 'taker' if aggressor else 'maker'
|
|
type = None
|
|
orderTypeParts = []
|
|
if orderType is not None:
|
|
orderTypeParts = orderType.split('-')
|
|
type = self.safe_string(orderTypeParts, 1)
|
|
fee = None
|
|
feeCurrency = self.safe_currency_code(self.safe_string(trade, 'feeCurrency'))
|
|
if feeCurrency is not None:
|
|
fee = {
|
|
'cost': self.safe_string(trade, 'transactFee'),
|
|
'currency': feeCurrency,
|
|
}
|
|
return self.safe_trade({
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': symbol,
|
|
'id': tradeId,
|
|
'order': order,
|
|
'type': type,
|
|
'takerOrMaker': takerOrMaker,
|
|
'side': side,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': None,
|
|
'fee': fee,
|
|
}, market)
|
|
|
|
def get_url_by_market_type(self, type, isLinear=True, isPrivate=False, isFeed=False):
|
|
api = self.safe_string(self.options, 'api', 'api')
|
|
hostname: dict = {'hostname': self.hostname}
|
|
hostnameURL = None
|
|
url = None
|
|
if type == 'spot':
|
|
if isPrivate:
|
|
hostnameURL = self.urls['api']['ws'][api]['spot']['private']
|
|
else:
|
|
if isFeed:
|
|
hostnameURL = self.urls['api']['ws'][api]['spot']['feed']
|
|
else:
|
|
hostnameURL = self.urls['api']['ws'][api]['spot']['public']
|
|
url = self.implode_params(hostnameURL, hostname)
|
|
else:
|
|
baseUrl = self.urls['api']['ws'][api][type]
|
|
subTypeUrl = baseUrl['linear'] if isLinear else baseUrl['inverse']
|
|
url = subTypeUrl['private'] if isPrivate else subTypeUrl['public']
|
|
return url
|
|
|
|
async def subscribe_public(self, url, symbol, messageHash, method=None, params={}):
|
|
requestId = self.request_id()
|
|
request: dict = {
|
|
'sub': messageHash,
|
|
'id': requestId,
|
|
}
|
|
subscription: dict = {
|
|
'id': requestId,
|
|
'messageHash': messageHash,
|
|
'symbol': symbol,
|
|
'params': params,
|
|
}
|
|
if method is not None:
|
|
subscription['method'] = method
|
|
return await self.watch(url, messageHash, self.extend(request, params), messageHash, subscription)
|
|
|
|
async def unsubscribe_public(self, market: Market, subMessageHash: str, topic: str, params={}):
|
|
requestId = self.request_id()
|
|
request: dict = {
|
|
'unsub': subMessageHash,
|
|
'id': requestId,
|
|
}
|
|
messageHash = 'unsubscribe::' + subMessageHash
|
|
isFeed = (topic == 'orderbook')
|
|
url = self.get_url_by_market_type(market['type'], market['linear'], False, isFeed)
|
|
subscription: dict = {
|
|
'unsubscribe': True,
|
|
'id': requestId,
|
|
'subMessageHashes': [subMessageHash],
|
|
'messageHashes': [messageHash],
|
|
'symbols': [market['symbol']],
|
|
'topic': topic,
|
|
}
|
|
symbolsAndTimeframes = self.safe_list(params, 'symbolsAndTimeframes')
|
|
if symbolsAndTimeframes is not None:
|
|
subscription['symbolsAndTimeframes'] = symbolsAndTimeframes
|
|
params = self.omit(params, 'symbolsAndTimeframes')
|
|
return await self.watch(url, messageHash, self.extend(request, params), messageHash, subscription)
|
|
|
|
async def subscribe_private(self, channel, messageHash, type, subtype, params={}, subscriptionParams={}):
|
|
requestId = self.request_id()
|
|
subscription: dict = {
|
|
'id': requestId,
|
|
'messageHash': messageHash,
|
|
'params': params,
|
|
}
|
|
extendedSubsription = self.extend(subscription, subscriptionParams)
|
|
request = None
|
|
if type == 'spot':
|
|
request = {
|
|
'action': 'sub',
|
|
'ch': channel,
|
|
}
|
|
else:
|
|
request = {
|
|
'op': 'sub',
|
|
'topic': channel,
|
|
'cid': requestId,
|
|
}
|
|
isLinear = subtype == 'linear'
|
|
url = self.get_url_by_market_type(type, isLinear, True)
|
|
hostname = self.urls['hostnames']['spot'] if (type == 'spot') else self.urls['hostnames']['contract']
|
|
authParams: dict = {
|
|
'type': type,
|
|
'url': url,
|
|
'hostname': hostname,
|
|
}
|
|
await self.authenticate(authParams)
|
|
return await self.watch(url, messageHash, self.extend(request, params), channel, extendedSubsription)
|
|
|
|
async def authenticate(self, params={}):
|
|
url = self.safe_string(params, 'url')
|
|
hostname = self.safe_string(params, 'hostname')
|
|
type = self.safe_string(params, 'type')
|
|
if url is None or hostname is None or type is None:
|
|
raise ArgumentsRequired(self.id + ' authenticate requires a url, hostname and type argument')
|
|
self.check_required_credentials()
|
|
messageHash = 'auth'
|
|
relativePath = url.replace('wss://' + hostname, '')
|
|
client = self.client(url)
|
|
future = client.reusableFuture(messageHash)
|
|
authenticated = self.safe_value(client.subscriptions, messageHash)
|
|
if authenticated is None:
|
|
timestamp = self.ymdhms(self.milliseconds(), 'T')
|
|
signatureParams = None
|
|
if type == 'spot':
|
|
signatureParams = {
|
|
'accessKey': self.apiKey,
|
|
'signatureMethod': 'HmacSHA256',
|
|
'signatureVersion': '2.1',
|
|
'timestamp': timestamp,
|
|
}
|
|
else:
|
|
signatureParams = {
|
|
'AccessKeyId': self.apiKey,
|
|
'SignatureMethod': 'HmacSHA256',
|
|
'SignatureVersion': '2',
|
|
'Timestamp': timestamp,
|
|
}
|
|
signatureParams = self.keysort(signatureParams)
|
|
auth = self.urlencode(signatureParams, True) # True required in go
|
|
payload = "\n".join(['GET', hostname, relativePath, auth]) # eslint-disable-line quotes
|
|
signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64')
|
|
request = None
|
|
if type == 'spot':
|
|
newParams: dict = {
|
|
'authType': 'api',
|
|
'accessKey': self.apiKey,
|
|
'signatureMethod': 'HmacSHA256',
|
|
'signatureVersion': '2.1',
|
|
'timestamp': timestamp,
|
|
'signature': signature,
|
|
}
|
|
request = {
|
|
'params': newParams,
|
|
'action': 'req',
|
|
'ch': 'auth',
|
|
}
|
|
else:
|
|
request = {
|
|
'op': 'auth',
|
|
'type': 'api',
|
|
'AccessKeyId': self.apiKey,
|
|
'SignatureMethod': 'HmacSHA256',
|
|
'SignatureVersion': '2',
|
|
'Timestamp': timestamp,
|
|
'Signature': signature,
|
|
}
|
|
requestId = self.request_id()
|
|
subscription: dict = {
|
|
'id': requestId,
|
|
'messageHash': messageHash,
|
|
'params': params,
|
|
}
|
|
self.watch(url, messageHash, request, messageHash, subscription)
|
|
return await future
|