1055 lines
46 KiB
Python
1055 lines
46 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, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import 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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class oxfun(ccxt.async_support.oxfun):
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def describe(self) -> Any:
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return self.deep_extend(super(oxfun, self).describe(), {
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'has': {
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'ws': True,
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'watchTrades': True,
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'watchTradesForSymbols': True,
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'watchOrderBook': True,
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'watchOrderBookForSymbols': True,
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'watchOHLCV': True,
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'watchOHLCVForSymbols': True,
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'watchOrders': True,
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'watchMyTrades': False,
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'watchTicker': True,
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'watchTickers': True,
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'watchBidsAsks': True,
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'watchBalance': True,
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'createOrderWs': True,
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'editOrderWs': True,
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'cancelOrderWs': True,
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'cancelOrdersWs': True,
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},
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'urls': {
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'api': {
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'ws': 'wss://api.ox.fun/v2/websocket',
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'test': 'wss://stgapi.ox.fun/v2/websocket',
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},
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},
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'options': {
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'timeframes': {
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'1m': '60s',
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'3m': '180s',
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'5m': '300s',
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'15m': '900s',
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'30m': '1800s',
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'1h': '3600s',
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'2h': '7200s',
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'4h': '14400s',
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'6h': '21600s',
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'12h': '43200s',
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'1d': '86400s',
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},
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'watchOrderBook': {
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'channel': 'depth', # depth, depthL5, depthL10, depthL25
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},
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},
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'streaming': {
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'ping': self.ping,
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'keepAlive': 50000,
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},
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})
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async def subscribe_multiple(self, messageHashes, argsArray, params={}):
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url = self.urls['api']['ws']
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request: dict = {
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'op': 'subscribe',
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'args': argsArray,
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}
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return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes)
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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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watches information on multiple trades made in a market
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https://docs.ox.fun/?json#trade
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:param str symbol: unified market symbol of the market trades were made in
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:param int [since]: the earliest time in ms to fetch orders for
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:param int [limit]: the maximum number of trade structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
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"""
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return await self.watch_trades_for_symbols([symbol], since, limit, params)
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async def watch_trades_for_symbols(self, symbols: List[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://docs.ox.fun/?json#trade
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:param str[] symbols:
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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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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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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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symbols = self.market_symbols(symbols, None, False)
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args = []
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messageHashes = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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messageHash = 'trades' + ':' + symbol
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messageHashes.append(messageHash)
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marketId = self.market_id(symbol)
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arg = 'trade:' + marketId
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args.append(arg)
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trades = await self.subscribe_multiple(messageHashes, args, params)
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if self.newUpdates:
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first = self.safe_dict(trades, 0, {})
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tradeSymbol = self.safe_string(first, 'symbol')
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limit = trades.getLimit(tradeSymbol, limit)
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return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
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def handle_trades(self, client: Client, message):
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#
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# {
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# table: 'trade',
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# data: [
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# {
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# side: 'SELL',
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# quantity: '0.074',
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# matchType: 'TAKER',
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# price: '3079.5',
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# marketCode: 'ETH-USD-SWAP-LIN',
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# tradeId: '400017157974517783',
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# timestamp: '1716124156643'
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# }
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# ]
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# }
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#
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data = self.safe_list(message, 'data', [])
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for i in range(0, len(data)):
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trade = self.safe_dict(data, i, {})
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parsedTrade = self.parse_ws_trade(trade)
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symbol = self.safe_string(parsedTrade, 'symbol')
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messageHash = 'trades:' + symbol
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if not (symbol in self.trades):
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tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
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self.trades[symbol] = ArrayCache(tradesLimit)
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stored = self.trades[symbol]
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stored.append(parsedTrade)
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client.resolve(stored, messageHash)
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def parse_ws_trade(self, trade, market=None) -> Trade:
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#
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# {
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# side: 'SELL',
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# quantity: '0.074',
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# matchType: 'TAKER',
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# price: '3079.5',
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# marketCode: 'ETH-USD-SWAP-LIN',
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# tradeId: '400017157974517783',
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# timestamp: '1716124156643'
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# }
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#
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marketId = self.safe_string(trade, 'marketCode')
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market = self.safe_market(marketId, market)
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timestamp = self.safe_integer(trade, 'timestamp')
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return self.safe_trade({
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'info': trade,
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'symbol': market['symbol'],
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'id': self.safe_string(trade, 'tradeId'),
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'order': None,
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'type': None,
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'takerOrMaker': self.safe_string_lower(trade, 'matchType'),
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'side': self.safe_string_lower(trade, 'side'),
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'price': self.safe_number(trade, 'price'),
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'amount': self.safe_number(trade, 'quantity'),
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'cost': None,
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'fee': None,
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})
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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://docs.ox.fun/?json#candles
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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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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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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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timeframes = self.safe_dict(self.options, 'timeframes', {})
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interval = self.safe_string(timeframes, timeframe, timeframe)
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args = 'candles' + interval + ':' + market['id']
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messageHash = 'ohlcv:' + symbol + ':' + timeframe
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url = self.urls['api']['ws']
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request: dict = {
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'op': 'subscribe',
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'args': [args],
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}
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ohlcvs = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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if self.newUpdates:
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limit = ohlcvs.getLimit(symbol, limit)
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return self.filter_by_since_limit(ohlcvs, since, limit, 0, True)
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async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}):
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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://docs.ox.fun/?json#candles
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:param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']]
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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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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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symbolsLength = len(symbolsAndTimeframes)
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if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list):
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raise ArgumentsRequired(self.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT:OX', '1m'], ['OX/USDT', '5m']]")
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await self.load_markets()
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args = []
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messageHashes = []
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timeframes = self.safe_dict(self.options, 'timeframes', {})
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for i in range(0, len(symbolsAndTimeframes)):
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symbolAndTimeframe = symbolsAndTimeframes[i]
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sym = symbolAndTimeframe[0]
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tf = symbolAndTimeframe[1]
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marketId = self.market_id(sym)
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interval = self.safe_string(timeframes, tf, tf)
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arg = 'candles' + interval + ':' + marketId
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args.append(arg)
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messageHash = 'multi:ohlcv:' + sym + ':' + tf
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messageHashes.append(messageHash)
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symbol, timeframe, candles = await self.subscribe_multiple(messageHashes, args, params)
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if self.newUpdates:
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limit = candles.getLimit(symbol, limit)
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filtered = self.filter_by_since_limit(candles, since, limit, 0, True)
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return self.create_ohlcv_object(symbol, timeframe, filtered)
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def handle_ohlcv(self, client: Client, message):
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#
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# {
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# "table": "candles60s",
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# "data": [
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# {
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# "marketCode": "BTC-USD-SWAP-LIN",
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# "candle": [
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# "1594313762698", #timestamp
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# "9633.1", #open
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# "9693.9", #high
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# "9238.1", #low
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# "9630.2", #close
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# "45247", #volume in OX
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# "5.3" #volume in Contracts
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# ]
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# }
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# ]
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# }
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#
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table = self.safe_string(message, 'table')
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parts = table.split('candles')
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timeframeId = self.safe_string(parts, 1, '')
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timeframe = self.find_timeframe(timeframeId)
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messageData = self.safe_list(message, 'data', [])
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data = self.safe_dict(messageData, 0, {})
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marketId = self.safe_string(data, 'marketCode')
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market = self.safe_market(marketId)
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symbol = self.safe_symbol(marketId, market)
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if not (symbol in self.ohlcvs):
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self.ohlcvs[symbol] = {}
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if not (timeframe in self.ohlcvs[symbol]):
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limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
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self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
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candle = self.safe_list(data, 'candle', [])
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parsed = self.parse_ws_ohlcv(candle, market)
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stored = self.ohlcvs[symbol][timeframe]
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stored.append(parsed)
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messageHash = 'ohlcv:' + symbol + ':' + timeframe
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client.resolve(stored, messageHash)
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# for multiOHLCV we need special object, to other "multi"
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# methods, because OHLCV response item does not contain symbol
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# or timeframe, thus otherwise it would be unrecognizable
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messageHashForMulti = 'multi:' + messageHash
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client.resolve([symbol, timeframe, stored], messageHashForMulti)
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def parse_ws_ohlcv(self, ohlcv, market: Market = None) -> list:
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#
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# [
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# "1594313762698", #timestamp
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# "9633.1", #open
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# "9693.9", #high
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# "9238.1", #low
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# "9630.2", #close
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# "45247", #volume in OX
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# "5.3" #volume in Contracts
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# ]
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#
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return [
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self.safe_integer(ohlcv, 0),
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self.safe_number(ohlcv, 1),
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self.safe_number(ohlcv, 2),
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self.safe_number(ohlcv, 3),
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self.safe_number(ohlcv, 4),
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self.safe_number(ohlcv, 6),
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]
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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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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://docs.ox.fun/?json#fixed-size-order-book
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https://docs.ox.fun/?json#full-order-book
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:param str symbol: unified symbol of the market to fetch the order book for
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:param int [limit]: the maximum amount of order book entries to return
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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return await self.watch_order_book_for_symbols([symbol], limit, params)
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async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://docs.ox.fun/?json#fixed-size-order-book
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https://docs.ox.fun/?json#full-order-book
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:param str[] symbols: unified array of symbols
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:param int [limit]: the maximum amount of order book entries to return
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols)
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channel = 'depth'
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options = self.safe_dict(self.options, 'watchOrderBook', {})
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defaultChannel = self.safe_string(options, 'channel')
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if defaultChannel is not None:
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channel = defaultChannel
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elif limit is not None:
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if limit <= 5:
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channel = 'depthL5'
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elif limit <= 10:
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channel = 'depthL10'
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elif limit <= 25:
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channel = 'depthL25'
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args = []
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messageHashes = []
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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messageHash = 'orderbook:' + symbol
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messageHashes.append(messageHash)
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marketId = self.market_id(symbol)
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arg = channel + ':' + marketId
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args.append(arg)
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orderbook = await self.subscribe_multiple(messageHashes, args, params)
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return orderbook.limit()
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def handle_order_book(self, client: Client, message):
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#
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# {
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# "table": "depth",
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# "data": {
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# "seqNum": "100170478917895032",
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# "asks": [
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# [0.01, 100500],
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# ...
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# ],
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# "bids": [
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# [69.69696, 69],
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# ...
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# ],
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# "checksum": 261021645,
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# "marketCode": "OX-USDT",
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# "timestamp": 1716204786184
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# },
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# "action": "partial"
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# }
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#
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data = self.safe_dict(message, 'data', {})
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marketId = self.safe_string(data, 'marketCode')
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symbol = self.safe_symbol(marketId)
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timestamp = self.safe_integer(data, 'timestamp')
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messageHash = 'orderbook:' + symbol
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if not (symbol in self.orderbooks):
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self.orderbooks[symbol] = self.order_book({})
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orderbook = self.orderbooks[symbol]
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snapshot = self.parse_order_book(data, symbol, timestamp, 'asks', 'bids')
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orderbook.reset(snapshot)
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orderbook['nonce'] = self.safe_integer(data, 'seqNum')
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self.orderbooks[symbol] = orderbook
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client.resolve(orderbook, messageHash)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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https://docs.ox.fun/?json#ticker
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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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: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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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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ticker = await self.watch_tickers([symbol], params)
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return self.safe_value(ticker, symbol)
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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https://docs.ox.fun/?json#ticker
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watches 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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:param str[] [symbols]: 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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:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
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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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allSymbols = (symbols is None)
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sym = symbols
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args = []
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if allSymbols:
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sym = self.symbols
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args.append('ticker:all')
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messageHashes = []
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for i in range(0, len(sym)):
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symbol = sym[i]
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messageHash = 'tickers' + ':' + symbol
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messageHashes.append(messageHash)
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marketId = self.market_id(symbol)
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if not allSymbols:
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args.append('ticker:' + marketId)
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newTicker = await self.subscribe_multiple(messageHashes, args, params)
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if self.newUpdates:
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result = {}
|
|
result[newTicker['symbol']] = newTicker
|
|
return result
|
|
return self.filter_by_array(self.tickers, 'symbol', symbols)
|
|
|
|
def handle_ticker(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "table": "ticker",
|
|
# "data": [
|
|
# {
|
|
# "last": "3088.6",
|
|
# "open24h": "3087.2",
|
|
# "high24h": "3142.0",
|
|
# "low24h": "3053.9",
|
|
# "volume24h": "450512672.1800",
|
|
# "currencyVolume24h": "1458.579",
|
|
# "openInterest": "3786.801",
|
|
# "marketCode": "ETH-USD-SWAP-LIN",
|
|
# "timestamp": "1716212747050",
|
|
# "lastQty": "0.813",
|
|
# "markPrice": "3088.6",
|
|
# "lastMarkPrice": "3088.6",
|
|
# "indexPrice": "3086.5"
|
|
# },
|
|
# ...
|
|
# ]
|
|
# }
|
|
#
|
|
data = self.safe_list(message, 'data', [])
|
|
for i in range(0, len(data)):
|
|
rawTicker = self.safe_dict(data, i, {})
|
|
ticker = self.parse_ticker(rawTicker)
|
|
symbol = ticker['symbol']
|
|
messageHash = 'tickers:' + symbol
|
|
self.tickers[symbol] = ticker
|
|
client.resolve(ticker, messageHash)
|
|
|
|
async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
|
|
"""
|
|
|
|
https://docs.ox.fun/?json#best-bid-ask
|
|
|
|
watches best bid & ask for symbols
|
|
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, False)
|
|
messageHashes = []
|
|
args = []
|
|
for i in range(0, len(symbols)):
|
|
market = self.market(symbols[i])
|
|
args.append('bestBidAsk:' + market['id'])
|
|
messageHashes.append('bidask:' + market['symbol'])
|
|
newTickers = await self.subscribe_multiple(messageHashes, args, params)
|
|
if self.newUpdates:
|
|
tickers: dict = {}
|
|
tickers[newTickers['symbol']] = newTickers
|
|
return tickers
|
|
return self.filter_by_array(self.bidsasks, 'symbol', symbols)
|
|
|
|
def handle_bid_ask(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "table": "bestBidAsk",
|
|
# "data": {
|
|
# "ask": [
|
|
# 19045.0,
|
|
# 1.0
|
|
# ],
|
|
# "checksum": 3790706311,
|
|
# "marketCode": "BTC-USD-SWAP-LIN",
|
|
# "bid": [
|
|
# 19015.0,
|
|
# 1.0
|
|
# ],
|
|
# "timestamp": "1665456882928"
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
parsedTicker = self.parse_ws_bid_ask(data)
|
|
symbol = parsedTicker['symbol']
|
|
self.bidsasks[symbol] = parsedTicker
|
|
messageHash = 'bidask:' + symbol
|
|
client.resolve(parsedTicker, messageHash)
|
|
|
|
def parse_ws_bid_ask(self, ticker, market=None):
|
|
marketId = self.safe_string(ticker, 'marketCode')
|
|
market = self.safe_market(marketId, market)
|
|
symbol = self.safe_string(market, 'symbol')
|
|
timestamp = self.safe_integer(ticker, 'timestamp')
|
|
ask = self.safe_list(ticker, 'ask', [])
|
|
bid = self.safe_list(ticker, 'bid', [])
|
|
return self.safe_ticker({
|
|
'symbol': symbol,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'ask': self.safe_number(ask, 0),
|
|
'askVolume': self.safe_number(ask, 1),
|
|
'bid': self.safe_number(bid, 0),
|
|
'bidVolume': self.safe_number(bid, 1),
|
|
'info': ticker,
|
|
}, market)
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
|
|
https://docs.ox.fun/?json#balance-channel
|
|
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
|
|
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
self.authenticate()
|
|
args = 'balance:all'
|
|
messageHash = 'balance'
|
|
url = self.urls['api']['ws']
|
|
request: dict = {
|
|
'op': 'subscribe',
|
|
'args': [args],
|
|
}
|
|
return await self.watch(url, messageHash, self.extend(request, params), messageHash)
|
|
|
|
def handle_balance(self, client, message):
|
|
#
|
|
# {
|
|
# "table": "balance",
|
|
# "accountId": "106464",
|
|
# "timestamp": "1716549132780",
|
|
# "tradeType": "PORTFOLIO",
|
|
# "data": [
|
|
# {
|
|
# "instrumentId": "xOX",
|
|
# "total": "23.375591220",
|
|
# "available": "23.375591220",
|
|
# "reserved": "0",
|
|
# "quantityLastUpdated": "1716509744262",
|
|
# "locked": "0"
|
|
# },
|
|
# ...
|
|
# ]
|
|
# }
|
|
#
|
|
balances = self.safe_list(message, 'data')
|
|
timestamp = self.safe_integer(message, 'timestamp')
|
|
self.balance['info'] = message
|
|
self.balance['timestamp'] = timestamp
|
|
self.balance['datetime'] = self.iso8601(timestamp)
|
|
for i in range(0, len(balances)):
|
|
balance = self.safe_dict(balances, i, {})
|
|
currencyId = self.safe_string(balance, 'instrumentId')
|
|
code = self.safe_currency_code(currencyId)
|
|
if not (code in self.balance):
|
|
self.balance[code] = self.account()
|
|
account = self.balance[code]
|
|
account['total'] = self.safe_string(balance, 'total')
|
|
account['used'] = self.safe_string(balance, 'reserved')
|
|
account['free'] = self.safe_string(balance, 'available')
|
|
self.balance[code] = account
|
|
self.balance = self.safe_balance(self.balance)
|
|
client.resolve(self.balance, 'balance')
|
|
|
|
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
"""
|
|
|
|
https://docs.ox.fun/?json#position-channel
|
|
|
|
watch all open positions
|
|
:param str[]|None symbols: list of unified market symbols
|
|
@param since
|
|
@param limit
|
|
:param dict params: extra parameters specific to the exchange API endpoint
|
|
:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
|
|
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
allSymbols = (symbols is None)
|
|
sym = symbols
|
|
args = []
|
|
if allSymbols:
|
|
sym = self.symbols
|
|
args.append('position:all')
|
|
messageHashes = []
|
|
for i in range(0, len(sym)):
|
|
symbol = sym[i]
|
|
messageHash = 'positions' + ':' + symbol
|
|
messageHashes.append(messageHash)
|
|
marketId = self.market_id(symbol)
|
|
if not allSymbols:
|
|
args.append('position:' + marketId)
|
|
newPositions = await self.subscribe_multiple(messageHashes, args, params)
|
|
if self.newUpdates:
|
|
return newPositions
|
|
return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
|
|
|
|
def handle_positions(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "table": "position",
|
|
# "accountId": "106464",
|
|
# "timestamp": "1716550771582",
|
|
# "data": [
|
|
# {
|
|
# "instrumentId": "ETH-USD-SWAP-LIN",
|
|
# "quantity": "0.01",
|
|
# "lastUpdated": "1716550757299",
|
|
# "contractValCurrency": "ETH",
|
|
# "entryPrice": "3709.6",
|
|
# "positionPnl": "-5.000",
|
|
# "estLiquidationPrice": "743.4",
|
|
# "margin": "0",
|
|
# "leverage": "0"
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
if self.positions is None:
|
|
self.positions = ArrayCacheBySymbolBySide()
|
|
cache = self.positions
|
|
data = self.safe_list(message, 'data', [])
|
|
for i in range(0, len(data)):
|
|
rawPosition = self.safe_dict(data, i, {})
|
|
position = self.parse_ws_position(rawPosition)
|
|
symbol = position['symbol']
|
|
messageHash = 'positions:' + symbol
|
|
cache.append(position)
|
|
client.resolve(position, messageHash)
|
|
|
|
def parse_ws_position(self, position, market: Market = None):
|
|
#
|
|
# {
|
|
# "instrumentId": "ETH-USD-SWAP-LIN",
|
|
# "quantity": "0.01",
|
|
# "lastUpdated": "1716550757299",
|
|
# "contractValCurrency": "ETH",
|
|
# "entryPrice": "3709.6",
|
|
# "positionPnl": "-5.000",
|
|
# "estLiquidationPrice": "743.4",
|
|
# "margin": "0", # Currently always reports 0
|
|
# "leverage": "0" # Currently always reports 0
|
|
# }
|
|
#
|
|
marketId = self.safe_string(position, 'instrumentId')
|
|
market = self.safe_market(marketId, market)
|
|
return self.safe_position({
|
|
'info': position,
|
|
'id': None,
|
|
'symbol': market['symbol'],
|
|
'notional': None,
|
|
'marginMode': 'cross',
|
|
'liquidationPrice': self.safe_number(position, 'estLiquidationPrice'),
|
|
'entryPrice': self.safe_number(position, 'entryPrice'),
|
|
'unrealizedPnl': self.safe_number(position, 'positionPnl'),
|
|
'realizedPnl': None,
|
|
'percentage': None,
|
|
'contracts': self.safe_number(position, 'quantity'),
|
|
'contractSize': None,
|
|
'markPrice': None,
|
|
'lastPrice': None,
|
|
'side': None,
|
|
'hedged': None,
|
|
'timestamp': None,
|
|
'datetime': None,
|
|
'lastUpdateTimestamp': self.safe_integer(position, 'lastUpdated'),
|
|
'maintenanceMargin': None,
|
|
'maintenanceMarginPercentage': None,
|
|
'collateral': None,
|
|
'initialMargin': None,
|
|
'initialMarginPercentage': None,
|
|
'leverage': None,
|
|
'marginRatio': None,
|
|
'stopLossPrice': None,
|
|
'takeProfitPrice': None,
|
|
})
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://docs.ox.fun/?json#order-channel
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
messageHash = 'orders'
|
|
args = 'order:'
|
|
market = self.safe_market(symbol)
|
|
if symbol is None:
|
|
args += 'all'
|
|
else:
|
|
messageHash += ':' + symbol
|
|
args += ':' + market['id']
|
|
request: dict = {
|
|
'op': 'subscribe',
|
|
'args': [
|
|
args,
|
|
],
|
|
}
|
|
url = self.urls['api']['ws']
|
|
orders = await self.watch(url, messageHash, request, messageHash)
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
def handle_orders(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "table": "order",
|
|
# "data": [
|
|
# {
|
|
# "accountId": "106464",
|
|
# "clientOrderId": "1716713676233",
|
|
# "orderId": "1000116921319",
|
|
# "price": "1000.0",
|
|
# "quantity": "0.01",
|
|
# "amount": "0.0",
|
|
# "side": "BUY",
|
|
# "status": "OPEN",
|
|
# "marketCode": "ETH-USD-SWAP-LIN",
|
|
# "timeInForce": "MAKER_ONLY",
|
|
# "timestamp": "1716713677834",
|
|
# "remainQuantity": "0.01",
|
|
# "limitPrice": "1000.0",
|
|
# "notice": "OrderOpened",
|
|
# "orderType": "LIMIT",
|
|
# "isTriggered": "false",
|
|
# "displayQuantity": "0.01"
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
data = self.safe_list(message, 'data', [])
|
|
messageHash = 'orders'
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
orders = self.orders
|
|
for i in range(0, len(data)):
|
|
order = self.safe_dict(data, i, {})
|
|
parsedOrder = self.parse_order(order)
|
|
orders.append(parsedOrder)
|
|
messageHash += ':' + parsedOrder['symbol']
|
|
client.resolve(self.orders, messageHash)
|
|
|
|
async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order:
|
|
"""
|
|
|
|
https://docs.ox.fun/?json#order-commands
|
|
|
|
create a trade order
|
|
:param str symbol: unified symbol of the market to create an order in
|
|
:param str type: 'market', 'limit', 'STOP_LIMIT' or 'STOP_MARKET'
|
|
:param str side: 'buy' or 'sell'
|
|
:param float amount: how much of currency you want to trade in units of base currency
|
|
:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param int [params.clientOrderId]: a unique id for the order
|
|
:param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
|
|
:param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
|
|
:param float [params.cost]: the quote quantity that can be used alternative for the amount for market buy orders
|
|
:param float [params.triggerPrice]: The price at which a trigger order is triggered at
|
|
:param float [params.limitPrice]: Limit price for the STOP_LIMIT order
|
|
:param bool [params.postOnly]: if True, the order will only be posted if it will be a maker order
|
|
:param str [params.timeInForce]: GTC(default), IOC, FOK, PO, MAKER_ONLY or MAKER_ONLY_REPRICE(reprices order to the best maker only price if the specified price were to lead to a taker trade)
|
|
:param str [params.selfTradePreventionMode]: NONE, EXPIRE_MAKER, EXPIRE_TAKER or EXPIRE_BOTH for more info check here {@link https://docs.ox.fun/?json#self-trade-prevention-modes}
|
|
:param str [params.displayQuantity]: for an iceberg order, pass both quantity and displayQuantity fields in the order request
|
|
:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
messageHash = str(self.nonce())
|
|
request: dict = {
|
|
'op': 'placeorder',
|
|
'tag': messageHash,
|
|
}
|
|
params = self.omit(params, 'tag')
|
|
orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params)
|
|
timestamp = self.safe_integer(orderRequest, 'timestamp')
|
|
if timestamp is None:
|
|
orderRequest['timestamp'] = self.milliseconds()
|
|
request['data'] = orderRequest
|
|
url = self.urls['api']['ws']
|
|
return await self.watch(url, messageHash, request, messageHash)
|
|
|
|
async def edit_order_ws(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}) -> Order:
|
|
"""
|
|
edit a trade order
|
|
|
|
https://docs.ox.fun/?json#modify-order
|
|
|
|
:param str id: order id
|
|
:param str symbol: unified symbol of the market to create an order in
|
|
:param str type: 'market' or 'limit'
|
|
:param str side: 'buy' or 'sell'
|
|
:param float amount: how much of the currency you want to trade in units of the base currency
|
|
:param float|None [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected.
|
|
:param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used.
|
|
:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
messageHash = str(self.nonce())
|
|
request: dict = {
|
|
'op': 'modifyorder',
|
|
'tag': messageHash,
|
|
}
|
|
params = self.omit(params, 'tag')
|
|
orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params)
|
|
orderRequest = self.extend(orderRequest, {'orderId': id})
|
|
timestamp = self.safe_integer(orderRequest, 'timestamp')
|
|
if timestamp is None:
|
|
orderRequest['timestamp'] = self.milliseconds()
|
|
request['data'] = orderRequest
|
|
url = self.urls['api']['ws']
|
|
return await self.watch(url, messageHash, request, messageHash)
|
|
|
|
def handle_place_orders(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "event": "placeorder",
|
|
# "submitted": True,
|
|
# "tag": "1716934577",
|
|
# "timestamp": "1716932973899",
|
|
# "data": {
|
|
# "marketCode": "ETH-USD-SWAP-LIN",
|
|
# "side": "BUY",
|
|
# "orderType": "LIMIT",
|
|
# "quantity": "0.010",
|
|
# "timeInForce": "GTC",
|
|
# "price": "400.0",
|
|
# "limitPrice": "400.0",
|
|
# "orderId": "1000117429736",
|
|
# "source": 13
|
|
# }
|
|
# }
|
|
#
|
|
#
|
|
# Failure response format
|
|
# {
|
|
# "event": "placeorder",
|
|
# "submitted": False,
|
|
# "message": "JSON data format is invalid",
|
|
# "code": "20009",
|
|
# "timestamp": "1716932877381"
|
|
# }
|
|
#
|
|
messageHash = self.safe_string(message, 'tag')
|
|
submitted = self.safe_bool(message, 'submitted')
|
|
# filter out partial errors
|
|
if not submitted:
|
|
method = self.safe_string(message, 'event')
|
|
stringMsg = self.json(message)
|
|
code = self.safe_integer(message, 'code')
|
|
self.handle_errors(code, '', client.url, method, {}, stringMsg, message, {}, {})
|
|
data = self.safe_value(message, 'data', {})
|
|
order = self.parse_order(data)
|
|
client.resolve(order, messageHash)
|
|
|
|
async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order:
|
|
"""
|
|
|
|
https://docs.ox.fun/?json#cancel-order
|
|
|
|
cancels an open order
|
|
:param str id: order id
|
|
:param str symbol: unified market symbol, default is None
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
if symbol is None:
|
|
raise ArgumentsRequired(self.id + ' cancelOrderWs() requires a symbol argument')
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
messageHash = str(self.nonce())
|
|
data: dict = {
|
|
'marketCode': self.market_id(symbol),
|
|
'orderId': id,
|
|
}
|
|
request: dict = {
|
|
'op': 'cancelorder',
|
|
'tag': messageHash,
|
|
'data': data,
|
|
}
|
|
url = self.urls['api']['ws']
|
|
return await self.watch(url, messageHash, request, messageHash)
|
|
|
|
async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
|
|
"""
|
|
|
|
https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order
|
|
|
|
cancel multiple orders
|
|
:param str[] ids: order ids
|
|
:param str symbol: unified market symbol, default is None
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: an list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
idsLength: number = len(ids)
|
|
if idsLength > 20:
|
|
raise BadRequest(self.id + ' cancelOrdersWs() accepts up to 20 ids at a time')
|
|
if symbol is None:
|
|
raise ArgumentsRequired(self.id + ' cancelOrdersWs() requires a symbol argument')
|
|
await self.load_markets()
|
|
await self.authenticate()
|
|
messageHash = str(self.nonce())
|
|
marketId = self.market_id(symbol)
|
|
dataArray = []
|
|
for i in range(0, idsLength):
|
|
data: dict = {
|
|
'instId': marketId,
|
|
'ordId': ids[i],
|
|
}
|
|
dataArray.append(data)
|
|
request: dict = {
|
|
'op': 'cancelorders',
|
|
'tag': messageHash,
|
|
'dataArray': dataArray,
|
|
}
|
|
url = self.urls['api']['ws']
|
|
return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
|
|
async def authenticate(self, params={}):
|
|
url = self.urls['api']['ws']
|
|
client = self.client(url)
|
|
messageHash = 'authenticated'
|
|
future = client.reusableFuture(messageHash)
|
|
authenticated = self.safe_dict(client.subscriptions, messageHash)
|
|
if authenticated is None:
|
|
self.check_required_credentials()
|
|
timestamp = self.milliseconds()
|
|
payload = str(timestamp) + 'GET/auth/self/verify'
|
|
signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64')
|
|
request: dict = {
|
|
'op': 'login',
|
|
'data': {
|
|
'apiKey': self.apiKey,
|
|
'timestamp': timestamp,
|
|
'signature': signature,
|
|
},
|
|
}
|
|
message = self.extend(request, params)
|
|
self.watch(url, messageHash, message, messageHash)
|
|
return await future
|
|
|
|
def handle_authentication_message(self, client: Client, message):
|
|
authenticated = self.safe_bool(message, 'success', False)
|
|
messageHash = 'authenticated'
|
|
if authenticated:
|
|
# we resolve the future here permanently so authentication only happens once
|
|
future = self.safe_dict(client.futures, messageHash)
|
|
future.resolve(True)
|
|
else:
|
|
error = AuthenticationError(self.json(message))
|
|
client.reject(error, messageHash)
|
|
if messageHash in client.subscriptions:
|
|
del client.subscriptions[messageHash]
|
|
|
|
def ping(self, client: Client):
|
|
return 'ping'
|
|
|
|
def handle_pong(self, client: Client, message):
|
|
client.lastPong = self.milliseconds()
|
|
return message
|
|
|
|
def handle_message(self, client: Client, message):
|
|
if message == 'pong':
|
|
self.handle_pong(client, message)
|
|
return
|
|
table = self.safe_string(message, 'table')
|
|
data = self.safe_list(message, 'data', [])
|
|
event = self.safe_string(message, 'event')
|
|
if (table is not None) and (data is not None):
|
|
if table == 'trade':
|
|
self.handle_trades(client, message)
|
|
if table == 'ticker':
|
|
self.handle_ticker(client, message)
|
|
if table.find('candles') > -1:
|
|
self.handle_ohlcv(client, message)
|
|
if table.find('depth') > -1:
|
|
self.handle_order_book(client, message)
|
|
if table.find('balance') > -1:
|
|
self.handle_balance(client, message)
|
|
if table.find('position') > -1:
|
|
self.handle_positions(client, message)
|
|
if table.find('order') > -1:
|
|
self.handle_orders(client, message)
|
|
if table == 'bestBidAsk':
|
|
self.handle_bid_ask(client, message)
|
|
else:
|
|
if event == 'login':
|
|
self.handle_authentication_message(client, message)
|
|
if (event == 'placeorder') or (event == 'modifyorder') or (event == 'cancelorder'):
|
|
self.handle_place_orders(client, message)
|