Initial commit: 首次建仓，建立目录结构
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# -*- 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, ArrayCacheBySymbolBySide
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from ccxt.base.types import Any, Int, OrderBook, Position, Strings, 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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class aftermath(ccxt.async_support.aftermath):
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def describe(self) -> Any:
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return self.deep_extend(super(aftermath, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': False,
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'watchMyTrades': False,
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'watchOHLCV': False,
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'watchOrderBook': True,
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'watchOrders': False,
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'watchTicker': False,
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'watchTickers': False,
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'watchBidsAsks': False,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchPositions': True,
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},
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'urls': {
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'api': {
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'ws': {
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'swap': 'wss://aftermath.finance/iperps-api/ccxt/stream',
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},
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},
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'test': {
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'ws': {
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'swap': 'wss://testnet.aftermath.finance/iperps-api/ccxt/stream',
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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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'ordersLimit': 1000,
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'watchPositions': {
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'fetchPositionsSnapshot': True, # or False
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'awaitPositionsSnapshot': True, # whether to wait for the positions snapshot before providing updates
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},
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},
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'streaming': {
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'keepAlive': 59000,
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},
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'exceptions': {
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},
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})
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async def watch_public(self, suffix, messageHash, message):
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url = self.urls['api']['ws']['swap'] + '/' + suffix
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return await self.watch(url, messageHash, self.json(message), messageHash, message)
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async def watch_public_multiple(self, suffix, messageHashes, message):
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url = self.urls['api']['ws']['swap'] + '/' + suffix
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return await self.watch_multiple(url, messageHashes, self.json(message), messageHashes, 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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watches information on multiple trades made in a market
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https://testnet.aftermath.finance/docs/#/CCXT/service%3A%3Ahandlers%3A%3Accxt%3A%3Astream%3A%3Atrades
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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 trades 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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:returns dict[]: a list of `trade structures <https://docs.ccxt.com/?id=trade-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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topic = market['id'] + '@trade'
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request: dict = {
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'chId': market['id'],
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}
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message = self.extend(request, params)
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trades = await self.watch_public('trades', topic, message)
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if self.newUpdates:
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limit = trades.getLimit(market['symbol'], limit)
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return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
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def handle_trade(self, client: Client, message):
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#
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# {
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# "amount": 0.1,
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# "cost": 0.1,
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# "datetime": "string",
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# "fee": null,
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# "id": "string",
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# "order": "string",
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# "price": 0.1,
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# "side": null,
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# "symbol": "string",
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# "takerOrMaker": null,
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# "timestamp": null,
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# "type": "string"
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# }
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#
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trade = self.parse_trade(message)
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symbol = trade['symbol']
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market = self.market(symbol)
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if not (symbol in self.trades):
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limit = self.safe_integer(self.options, 'tradesLimit', 1000)
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stored = ArrayCache(limit)
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self.trades[symbol] = stored
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messageHash = market['id'] + '@trade'
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trades = self.trades[symbol]
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trades.append(trade)
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self.trades[symbol] = trades
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client.resolve(trades, messageHash)
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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://testnet.aftermath.finance/docs/#/CCXT/service%3A%3Ahandlers%3A%3Accxt%3A%3Astream%3A%3Aorderbook
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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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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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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topic = market['id'] + '@orderbook'
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request: dict = {
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'chId': market['id'],
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}
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message = self.extend(request, params)
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orderbook = await self.watch_public('orderbook', topic, message)
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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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# "asks": [
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# []
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# ],
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# "bids": [
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# []
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# ],
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# "datetime": "string",
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# "nonce": 9007199254740991,
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# "symbol": "string",
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# "timestamp": 9007199254740991
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# }
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#
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symbol = self.safe_string(message, 'symbol')
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market = self.market(symbol)
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topic = market['id'] + '@orderbook'
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if not (symbol in self.orderbooks):
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defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
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subscription = client.subscriptions[topic]
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limit = self.safe_integer(subscription, 'limit', defaultLimit)
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self.orderbooks[symbol] = self.order_book({}, limit)
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subscription['limit'] = limit
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self.spawn(self.fetch_order_book_snapshot, client, message, subscription)
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else:
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orderbook = self.orderbooks[symbol]
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prevNonce = self.safe_integer(orderbook, 'nonce')
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nonce = self.safe_integer(message, 'nonce')
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if nonce == (prevNonce + 1):
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self.handle_order_book_message(client, message, orderbook)
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client.resolve(orderbook, topic)
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async def fetch_order_book_snapshot(self, client, message, subscription):
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symbol = self.safe_string(message, 'symbol')
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market = self.market(symbol)
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messageHash = market['id'] + '@orderbook'
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try:
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defaultLimit = self.safe_integer(self.options, 'watchOrderBookLimit', 1000)
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limit = self.safe_integer(subscription, 'limit', defaultLimit)
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params = self.safe_dict(subscription, 'params')
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snapshot = await self.fetch_rest_order_book_safe(symbol, limit, params)
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if self.safe_value(self.orderbooks, symbol) is None:
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# if the orderbook is dropped before the snapshot is received
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return
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orderbook = self.orderbooks[symbol]
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orderbook.reset(snapshot)
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self.orderbooks[symbol] = orderbook
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client.resolve(orderbook, messageHash)
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except Exception as e:
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del client.subscriptions[messageHash]
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client.reject(e, messageHash)
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def handle_order_book_message(self, client: Client, message, orderbook):
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self.handle_deltas(orderbook['asks'], self.safe_value(message, 'asks', []))
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self.handle_deltas(orderbook['bids'], self.safe_value(message, 'bids', []))
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timestamp = self.safe_integer(message, 'timestamp')
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nonce = self.safe_integer(message, 'nonce')
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orderbook['timestamp'] = timestamp
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orderbook['datetime'] = self.iso8601(timestamp)
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orderbook['nonce'] = nonce
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return orderbook
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def handle_delta(self, bookside, delta):
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price = self.safe_float_2(delta, 'price', 0)
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amount = self.safe_float_2(delta, 'quantity', 1)
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bookside.store(price, amount)
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def handle_deltas(self, bookside, deltas):
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for i in range(0, len(deltas)):
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self.handle_delta(bookside, deltas[i])
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async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
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"""
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https://testnet.aftermath.finance/docs/#/CCXT/service%3A%3Ahandlers%3A%3Accxt%3A%3Astream%3A%3Apositions
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watch all open positions
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:param str[]|None symbols: list of unified market symbols
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:param int [since]: the earliest time in ms to fetch positions for
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:param int [limit]: the maximum number of position structures to retrieve
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:param dict params: extra parameters specific to the exchange API endpoint
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:param int [params.accountNumber]: account number to query orders for, required
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:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
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"""
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await self.load_markets()
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messageHashes = []
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symbols = self.market_symbols(symbols)
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if not self.is_empty(symbols):
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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messageHashes.append('positions::' + symbol)
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else:
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messageHashes.append('positions')
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accountNumber = self.safe_number(params, 'accountNumber')
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request = {
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'accountNumber': accountNumber,
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}
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message = self.extend(request, params)
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suffix = 'positions'
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url = self.urls['api']['ws']['swap'] + '/' + suffix
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client = self.client(url)
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self.set_positions_cache(client, symbols, params)
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fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', True)
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awaitPositionsSnapshot = self.handle_option('watchPositions', 'awaitPositionsSnapshot', True)
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if fetchPositionsSnapshot and awaitPositionsSnapshot and self.positions is None:
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snapshot = await client.future('fetchPositionsSnapshot')
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return self.filter_by_symbols_since_limit(snapshot, symbols, since, limit, True)
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newPositions = await self.watch_public_multiple(suffix, messageHashes, message)
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if self.newUpdates:
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return newPositions
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return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
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def set_positions_cache(self, client: Client, symbols: Strings = None, params: dict = {}):
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fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', False)
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if fetchPositionsSnapshot:
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messageHash = 'fetchPositionsSnapshot'
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if not (messageHash in client.futures):
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client.future(messageHash)
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self.spawn(self.load_positions_snapshot, client, messageHash, symbols, params)
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else:
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self.positions = ArrayCacheBySymbolBySide()
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async def load_positions_snapshot(self, client, messageHash, symbols, params):
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positions = await self.fetch_positions(symbols, params)
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self.positions = ArrayCacheBySymbolBySide()
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cache = self.positions
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for i in range(0, len(positions)):
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position = positions[i]
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cache.append(position)
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# don't remove the future from the .futures cache
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future = client.futures[messageHash]
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future.resolve(cache)
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client.resolve(cache, 'positions')
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def handle_positions(self, client, message):
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#
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# {
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# "collateral": 0.1,
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# "contractSize": 0.1,
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# "contracts": 0.1,
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# "datetime": "string",
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# "entryPrice": 0.1,
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# "id": "0x895037c09dd1025a136b5a5789c4ea2481176adf4c3b0c3521d5d2039bdfc3ba:123",
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# "initialMargin": 0.1,
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# "initialMarginPercentage": 0.1,
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# "leverage": 0.1,
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# "liquidationPrice": 0.1,
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# "maintenanceMargin": 0.1,
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# "maintenanceMarginPercentage": 0.1,
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# "marginMode": "cross",
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# "marginRatio": 0.1,
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# "notional": 0.1,
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# "side": "long",
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# "symbol": "BTC/USD:USDC",
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# "timestamp": 9007199254740991,
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# "unrealizedPnl": 0.1
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# }
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#
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if self.positions is None:
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self.positions = ArrayCacheBySymbolBySide()
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cache = self.positions
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symbol = self.safe_string(message, 'symbol')
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market = self.safe_market(symbol)
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position = self.parse_position(message, market)
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cache.append(position)
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messageHash = 'positions::' + market['symbol']
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client.resolve(position, messageHash)
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client.resolve([position], 'positions')
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def handle_error_message(self, client: Client, message):
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#
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# User error: Expected Message::Text from client, got Ping(b\"\")
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#
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if isinstance(message, str):
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if message.find('error') >= 0:
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try:
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feedback = self.id + ' ' + message
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self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback)
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raise ExchangeError(message)
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except Exception as error:
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if isinstance(error, AuthenticationError):
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messageHash = 'authenticated'
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client.reject(error, messageHash)
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if messageHash in client.subscriptions:
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del client.subscriptions[messageHash]
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else:
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client.reject(error)
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return True
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return False
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def handle_message(self, client: Client, message):
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if self.handle_error_message(client, message):
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return
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# methods: Dict = {
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# 'trade': self.handle_trade,
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# }
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if 'asks' in message:
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self.handle_order_book(client, message)
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elif 'notional' in message:
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self.handle_positions(client, message)
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else:
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self.handle_trade(client, message)
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