Initial commit: 首次建仓，建立目录结构
This commit is contained in:
821
dashboard/venv/lib/python3.12/site-packages/ccxt/pro/bitrue.py
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821
dashboard/venv/lib/python3.12/site-packages/ccxt/pro/bitrue.py
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@ -0,0 +1,821 @@
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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, ArrayCacheBySymbolById, ArrayCacheByTimestamp
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from ccxt.base.types import Any, Balances, Int, Order, OrderBook, Str, 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 NotSupported
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class bitrue(ccxt.async_support.bitrue):
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def describe(self) -> Any:
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return self.deep_extend(super(bitrue, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchTicker': True,
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'watchTickers': False,
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'watchTrades': True,
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'watchMyTrades': False,
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'watchOrders': True,
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'watchOrderBook': True,
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'watchOHLCV': True,
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},
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'urls': {
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'api': {
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'open': 'https://open.bitrue.com',
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'ws': {
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'public': 'wss://ws.bitrue.com/market/ws',
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'futurePublic': 'wss://fmarket-ws.bitrue.com/kline-api/ws',
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'private': 'wss://wsapi.bitrue.com',
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},
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},
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},
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'api': {
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'open': {
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'v1': {
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'private': {
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'post': {
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'poseidon/api/v1/listenKey': 1,
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},
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'put': {
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'poseidon/api/v1/listenKey/{listenKey}': 1,
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},
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'delete': {
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'poseidon/api/v1/listenKey/{listenKey}': 1,
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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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'listenKeyRefreshRate': 1800000, # 30 mins
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'ws': {
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'gunzip': True,
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},
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'futuresTimeframes': {
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'1m': '1min',
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'5m': '5min',
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'15m': '15min',
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'30m': '30min',
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'1h': '60min',
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'2h': '2h',
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'4h': '4h',
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'1d': '1day',
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'1w': '1week',
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},
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},
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})
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async def watch_balance(self, params={}) -> Balances:
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"""
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watch balance and get the amount of funds available for trading or funds locked in orders
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https://github.com/Bitrue-exchange/Spot-official-api-docs#balance-update
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
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"""
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url = await self.authenticate()
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messageHash = 'balance'
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message: dict = {
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'event': 'sub',
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'params': {
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'channel': 'user_balance_update',
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},
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}
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request = self.deep_extend(message, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_balance(self, client: Client, message):
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#
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# {
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# "e": "BALANCE",
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# "x": "OutboundAccountPositionTradeEvent",
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# "E": 1657799510175,
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# "I": "302274978401288200",
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# "i": 1657799510175,
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# "B": [{
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# "a": "btc",
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# "F": "0.0006000000000000",
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# "T": 1657799510000,
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# "f": "0.0006000000000000",
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# "t": 0
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# },
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# {
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# "a": "usdt",
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# "T": 0,
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# "L": "0.0000000000000000",
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# "l": "-11.8705317318000000",
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# "t": 1657799510000
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# }
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# ],
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# "u": 1814396
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# }
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#
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# {
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# "e": "BALANCE",
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# "x": "OutboundAccountPositionOrderEvent",
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# "E": 1670051332478,
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# "I": "353662845694083072",
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# "i": 1670051332478,
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# "B": [
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# {
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# "a": "eth",
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# "F": "0.0400000000000000",
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# "T": 1670051332000,
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# "f": "-0.0100000000000000",
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# "L": "0.0100000000000000",
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# "l": "0.0100000000000000",
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# "t": 1670051332000
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# }
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# ],
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# "u": 2285311
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# }
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#
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balances = self.safe_value(message, 'B', [])
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self.parse_ws_balances(balances)
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messageHash = 'balance'
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client.resolve(self.balance, messageHash)
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def parse_ws_balances(self, balances):
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#
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# [{
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# "a": "btc",
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# "F": "0.0006000000000000",
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# "T": 1657799510000,
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# "f": "0.0006000000000000",
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# "t": 0
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# },
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# {
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# "a": "usdt",
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# "T": 0,
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# "L": "0.0000000000000000",
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# "l": "-11.8705317318000000",
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# "t": 1657799510000
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# }]
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#
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self.balance['info'] = balances
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for i in range(0, len(balances)):
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balance = balances[i]
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currencyId = self.safe_string(balance, 'a')
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code = self.safe_currency_code(currencyId)
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account = self.account()
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free = self.safe_string(balance, 'F')
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used = self.safe_string(balance, 'L')
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balanceUpdateTime = self.safe_integer(balance, 'T', 0)
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lockBalanceUpdateTime = self.safe_integer(balance, 't', 0)
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updateFree = balanceUpdateTime != 0
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updateUsed = lockBalanceUpdateTime != 0
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if updateFree or updateUsed:
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if updateFree:
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account['free'] = free
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if updateUsed:
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account['used'] = used
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self.balance[code] = account
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self.balance = self.safe_balance(self.balance)
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async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
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"""
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watches information on user orders
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https://github.com/Bitrue-exchange/Spot-official-api-docs#order-update
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:param str symbol:
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:param int [since]: timestamp in ms of the earliest order
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:param int [limit]: the maximum amount of orders 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 structure <https://docs.ccxt.com/?id=order-structure>` indexed by market symbols
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"""
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await self.load_markets()
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if symbol is not None:
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market = self.market(symbol)
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symbol = market['symbol']
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url = await self.authenticate()
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messageHash = 'orders'
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message: dict = {
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'event': 'sub',
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'params': {
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'channel': 'user_order_update',
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},
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}
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request = self.deep_extend(message, params)
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orders = await self.watch(url, messageHash, request, messageHash)
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if self.newUpdates:
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limit = orders.getLimit(symbol, limit)
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return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
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def handle_order(self, client: Client, message):
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#
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# {
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# "e": "ORDER",
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# "i": 16122802798,
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# "E": 1657882521876,
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# "I": "302623154710888464",
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# "u": 1814396,
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# "s": "btcusdt",
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# "S": 2,
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# "o": 1,
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# "q": "0.0005",
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# "p": "60000",
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# "X": 0,
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# "x": 1,
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# "z": "0",
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# "n": "0",
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# "N": "usdt",
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# "O": 1657882521876,
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# "L": "0",
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# "l": "0",
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# "Y": "0"
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# }
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#
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parsed = self.parse_ws_order(message)
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if self.orders is None:
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limit = self.safe_integer(self.options, 'ordersLimit', 1000)
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self.orders = ArrayCacheBySymbolById(limit)
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orders = self.orders
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orders.append(parsed)
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messageHash = 'orders'
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client.resolve(self.orders, messageHash)
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def parse_ws_order(self, order, market=None):
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#
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# {
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# "e": "ORDER",
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# "i": 16122802798,
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# "E": 1657882521876,
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# "I": "302623154710888464",
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# "u": 1814396,
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# "s": "btcusdt",
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# "S": 2,
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# "o": 1,
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# "q": "0.0005",
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# "p": "60000",
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# "X": 0,
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# "x": 1,
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# "z": "0",
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# "n": "0",
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# "N": "usdt",
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# "O": 1657882521876,
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# "L": "0",
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# "l": "0",
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# "Y": "0"
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# }
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#
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timestamp = self.safe_integer(order, 'E')
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marketId = self.safe_string_upper(order, 's')
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typeId = self.safe_string(order, 'o')
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sideId = self.safe_integer(order, 'S')
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# 1: buy
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# 2: sell
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side = 'buy' if (sideId == 1) else 'sell'
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statusId = self.safe_string(order, 'X')
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feeCurrencyId = self.safe_string(order, 'N')
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return self.safe_order({
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'info': order,
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'id': self.safe_string(order, 'i'),
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'clientOrderId': self.safe_string(order, 'c'),
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'timestamp': timestamp,
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'datetime': self.iso8601(timestamp),
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'lastTradeTimestamp': self.safe_integer(order, 'T'),
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'symbol': self.safe_symbol(marketId, market),
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'type': self.parse_ws_order_type(typeId),
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'timeInForce': None,
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'postOnly': None,
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'side': side,
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'price': self.safe_string(order, 'p'),
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'triggerPrice': None,
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'amount': self.safe_string(order, 'q'),
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'cost': self.safe_string(order, 'Y'),
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'average': None,
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'filled': self.safe_string(order, 'z'),
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'remaining': None,
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'status': self.parse_ws_order_status(statusId),
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'fee': {
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'currency': self.safe_currency_code(feeCurrencyId),
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'cost': self.safe_number(order, 'n'),
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},
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}, market)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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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 = 'orderbook:' + symbol
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url = None
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channel = None
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cbId = None
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if market['swap']:
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baseIdLower = self.safe_string_lower(market, 'baseId')
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quoteIdLower = self.safe_string_lower(market, 'quoteId')
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wsId = 'e_' + baseIdLower + quoteIdLower
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channel = 'market_' + wsId + '_depth_step0'
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cbId = wsId
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url = self.urls['api']['ws']['futurePublic']
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else:
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marketIdLowercase = market['id'].lower()
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channel = 'market_' + marketIdLowercase + '_simple_depth_step0'
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cbId = marketIdLowercase
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url = self.urls['api']['ws']['public']
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message: dict = {
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'event': 'sub',
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'params': {
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'cb_id': cbId,
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'channel': channel,
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},
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}
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request = self.deep_extend(message, params)
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return await self.watch(url, messageHash, request, messageHash)
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def handle_order_book(self, client: Client, message):
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#
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# {
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# "channel": "market_ethbtc_simple_depth_step0",
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# "ts": 1670056708670,
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# "tick": {
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# "buys": [
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# [
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# "0.075170",
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# "67.153"
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# ],
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# [
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# "0.075169",
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# "17.195"
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# ],
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# [
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# "0.075166",
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# "29.788"
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# ],
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# ]
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# "asks": [
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# [
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# "0.075171",
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# "0.256"
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# ],
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# [
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# "0.075172",
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# "0.160"
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# ],
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||||
# ]
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# }
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# }
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#
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channel = self.safe_string(message, 'channel')
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parts = channel.split('_')
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channelKind = self.safe_string(parts, 1)
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isFutures = (channelKind == 'e')
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market = None
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if isFutures:
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wsBaseQuote = self.safe_string_lower(parts, 2)
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market = self.find_swap_market_by_ws_base_quote(wsBaseQuote)
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else:
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marketId = self.safe_string_upper(parts, 1)
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market = self.safe_market(marketId)
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symbol = market['symbol']
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timestamp = self.safe_integer(message, 'ts')
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tick = self.safe_value(message, 'tick', {})
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parseable = tick
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if isFutures:
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rawAsks = self.safe_list(tick, 'asks', [])
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rawBuys = self.safe_list(tick, 'buys', [])
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parseable = {
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'asks': self.parse_contract_bids_asks(rawAsks, symbol),
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'buys': self.parse_contract_bids_asks(rawBuys, symbol),
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}
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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(parseable, symbol, timestamp, 'buys', 'asks')
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orderbook.reset(snapshot)
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messageHash = 'orderbook:' + symbol
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client.resolve(orderbook, messageHash)
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def find_swap_market_by_ws_base_quote(self, wsBaseQuote: str):
|
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symbols = list(self.markets.keys())
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||||
for i in range(0, len(symbols)):
|
||||
candidate = self.markets[symbols[i]]
|
||||
if not candidate['swap']:
|
||||
continue
|
||||
baseId = self.safe_string_lower(candidate, 'baseId', '')
|
||||
quoteId = self.safe_string_lower(candidate, 'quoteId', '')
|
||||
if baseId + quoteId == wsBaseQuote:
|
||||
return candidate
|
||||
return None
|
||||
|
||||
def parse_contract_bids_asks(self, bidsAsks, symbol: str):
|
||||
result = []
|
||||
for i in range(0, len(bidsAsks)):
|
||||
level = bidsAsks[i]
|
||||
price = self.safe_number(level, 0)
|
||||
rawAmount = self.safe_number(level, 1)
|
||||
amount = self.convert_from_raw_quantity(symbol, rawAmount)
|
||||
result.append([price, amount])
|
||||
return result
|
||||
|
||||
def convert_from_raw_quantity(self, symbol: str, rawQuantity):
|
||||
if rawQuantity is None:
|
||||
return None
|
||||
market = self.market(symbol)
|
||||
if not market['contract']:
|
||||
return rawQuantity
|
||||
contractSize = self.safe_number(market, 'contractSize', 1)
|
||||
return rawQuantity * contractSize
|
||||
|
||||
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
||||
"""
|
||||
watches public trades for a swap(futures) market
|
||||
|
||||
https://www.bitrue.com/api_docs_includes_file/futures/index.html#websocket-market-data
|
||||
|
||||
:param str symbol: unified symbol of the market to fetch trades for
|
||||
:param int [since]: timestamp in ms of the earliest trade to fetch
|
||||
:param int [limit]: the maximum amount of trades to fetch
|
||||
:param dict [params]: extra parameters specific to the exchange API endpoint
|
||||
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
||||
"""
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
symbol = market['symbol']
|
||||
if not market['swap']:
|
||||
raise NotSupported(self.id + ' watchTrades is only supported for swap markets')
|
||||
baseIdLower = self.safe_string_lower(market, 'baseId')
|
||||
quoteIdLower = self.safe_string_lower(market, 'quoteId')
|
||||
wsId = 'e_' + baseIdLower + quoteIdLower
|
||||
channel = 'market_' + wsId + '_trade_ticker'
|
||||
messageHash = 'trades:' + symbol
|
||||
url = self.urls['api']['ws']['futurePublic']
|
||||
message: dict = {
|
||||
'event': 'sub',
|
||||
'params': {
|
||||
'cb_id': wsId,
|
||||
'channel': channel,
|
||||
},
|
||||
}
|
||||
request = self.deep_extend(message, params)
|
||||
trades = await self.watch(url, messageHash, request, messageHash)
|
||||
if self.newUpdates:
|
||||
limit = trades.getLimit(symbol, limit)
|
||||
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
||||
|
||||
def handle_trades(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "event_rep": "",
|
||||
# "channel": "market_e_btcusdt_trade_ticker",
|
||||
# "ts": 1721743391000,
|
||||
# "status": "ok",
|
||||
# "tick": {
|
||||
# "data": [
|
||||
# {
|
||||
# "amount": "1666656191.2",
|
||||
# "ds": "2024-07-23 22:03:11",
|
||||
# "price": "66008.8",
|
||||
# "side": "SELL",
|
||||
# "ts": 1721743391398,
|
||||
# "vol": "25249"
|
||||
# }
|
||||
# ]
|
||||
# }
|
||||
# }
|
||||
#
|
||||
channel = self.safe_string(message, 'channel')
|
||||
parts = channel.split('_')
|
||||
wsBaseQuote = self.safe_string_lower(parts, 2)
|
||||
market = self.find_swap_market_by_ws_base_quote(wsBaseQuote)
|
||||
if market is None:
|
||||
return
|
||||
symbol = market['symbol']
|
||||
tick = self.safe_value(message, 'tick', {})
|
||||
data = self.safe_list(tick, 'data', [])
|
||||
appended = False
|
||||
stored = self.safe_value(self.trades, symbol)
|
||||
for i in range(0, len(data)):
|
||||
if stored is None:
|
||||
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
||||
stored = ArrayCache(limit)
|
||||
self.trades[symbol] = stored
|
||||
trade = self.parse_ws_trade(data[i], market)
|
||||
stored.append(trade)
|
||||
appended = True
|
||||
if appended:
|
||||
messageHash = 'trades:' + symbol
|
||||
client.resolve(stored, messageHash)
|
||||
|
||||
def parse_ws_trade(self, trade, market=None):
|
||||
symbol = market['symbol']
|
||||
timestamp = self.safe_integer(trade, 'ts')
|
||||
sideLower = self.safe_string_lower(trade, 'side')
|
||||
priceString = self.safe_string(trade, 'price')
|
||||
rawVol = self.safe_number(trade, 'vol')
|
||||
baseAmount = self.convert_from_raw_quantity(symbol, rawVol)
|
||||
return self.safe_trade({
|
||||
'info': trade,
|
||||
'id': None,
|
||||
'timestamp': timestamp,
|
||||
'datetime': self.iso8601(timestamp),
|
||||
'symbol': symbol,
|
||||
'order': None,
|
||||
'type': None,
|
||||
'side': sideLower,
|
||||
'takerOrMaker': 'taker',
|
||||
'price': priceString,
|
||||
'amount': self.number_to_string(baseAmount),
|
||||
'cost': None,
|
||||
'fee': None,
|
||||
}, market)
|
||||
|
||||
async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
||||
"""
|
||||
watches OHLCV candles for a swap(futures) market
|
||||
|
||||
https://www.bitrue.com/api_docs_includes_file/futures/index.html#websocket-market-data
|
||||
|
||||
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
||||
:param str timeframe: the length of time each candle represents
|
||||
:param int [since]: timestamp in ms of the earliest candle to fetch
|
||||
:param int [limit]: the maximum amount of candles to fetch
|
||||
:param dict [params]: extra parameters specific to the exchange API endpoint
|
||||
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
||||
"""
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
symbol = market['symbol']
|
||||
if not market['swap']:
|
||||
raise NotSupported(self.id + ' watchOHLCV is only supported for swap markets')
|
||||
futuresTimeframes = self.safe_dict(self.options, 'futuresTimeframes', {})
|
||||
interval = self.safe_string(futuresTimeframes, timeframe)
|
||||
if interval is None:
|
||||
raise NotSupported(self.id + ' watchOHLCV does not support timeframe ' + timeframe)
|
||||
baseIdLower = self.safe_string_lower(market, 'baseId')
|
||||
quoteIdLower = self.safe_string_lower(market, 'quoteId')
|
||||
wsId = 'e_' + baseIdLower + quoteIdLower
|
||||
channel = 'market_' + wsId + '_kline_' + interval
|
||||
messageHash = 'ohlcv:' + symbol + ':' + timeframe
|
||||
url = self.urls['api']['ws']['futurePublic']
|
||||
message: dict = {
|
||||
'event': 'sub',
|
||||
'params': {
|
||||
'cb_id': wsId,
|
||||
'channel': channel,
|
||||
},
|
||||
}
|
||||
request = self.deep_extend(message, params)
|
||||
ohlcv = await self.watch(url, messageHash, request, messageHash)
|
||||
if self.newUpdates:
|
||||
limit = ohlcv.getLimit(symbol, limit)
|
||||
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
||||
|
||||
def handle_ohlcv(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "channel": "market_e_btcusdt_kline_1min",
|
||||
# "data": [],
|
||||
# "tick": {
|
||||
# "amount": 396539282326.3,
|
||||
# "close": 19517.1,
|
||||
# "ds": "2022-07-13 14:00:00",
|
||||
# "high": 19556.5,
|
||||
# "id": 1657692000,
|
||||
# "low": 19465.1,
|
||||
# "open": 19507.3,
|
||||
# "vol": 20325940
|
||||
# },
|
||||
# "ts": 1657696418000,
|
||||
# "status": "ok"
|
||||
# }
|
||||
#
|
||||
channel = self.safe_string(message, 'channel')
|
||||
parts = channel.split('_')
|
||||
wsBaseQuote = self.safe_string_lower(parts, 2)
|
||||
market = self.find_swap_market_by_ws_base_quote(wsBaseQuote)
|
||||
if market is None:
|
||||
return
|
||||
symbol = market['symbol']
|
||||
wsInterval = self.safe_string(parts, 4)
|
||||
futuresTimeframes = self.safe_dict(self.options, 'futuresTimeframes', {})
|
||||
timeframe = self.find_timeframe(wsInterval, futuresTimeframes)
|
||||
tick = self.safe_value(message, 'tick')
|
||||
if tick is None:
|
||||
return
|
||||
parsed = self.parse_ws_ohlcv(tick, market)
|
||||
if not (symbol in self.ohlcvs):
|
||||
self.ohlcvs[symbol] = {}
|
||||
if not (timeframe in self.ohlcvs[symbol]):
|
||||
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
||||
self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit)
|
||||
stored = self.ohlcvs[symbol][timeframe]
|
||||
stored.append(parsed)
|
||||
messageHash = 'ohlcv:' + symbol + ':' + timeframe
|
||||
client.resolve(stored, messageHash)
|
||||
|
||||
def parse_ws_ohlcv(self, tick, market=None) -> list:
|
||||
symbol = market['symbol']
|
||||
idSeconds = self.safe_integer(tick, 'id')
|
||||
timestamp = None if (idSeconds is None) else idSeconds * 1000
|
||||
open = self.safe_number(tick, 'open')
|
||||
high = self.safe_number(tick, 'high')
|
||||
low = self.safe_number(tick, 'low')
|
||||
close = self.safe_number(tick, 'close')
|
||||
rawVol = self.safe_number(tick, 'vol')
|
||||
baseVolume = self.convert_from_raw_quantity(symbol, rawVol)
|
||||
return [timestamp, open, high, low, close, baseVolume]
|
||||
|
||||
async def watch_ticker(self, symbol: str, params={}) -> Ticker:
|
||||
"""
|
||||
watches a 24h ticker for a swap(futures) market
|
||||
|
||||
https://www.bitrue.com/api_docs_includes_file/futures/index.html#websocket-market-data
|
||||
|
||||
:param str symbol: unified symbol of the market to fetch the ticker for
|
||||
:param dict [params]: extra parameters specific to the exchange API endpoint
|
||||
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
||||
"""
|
||||
await self.load_markets()
|
||||
market = self.market(symbol)
|
||||
symbol = market['symbol']
|
||||
if not market['swap']:
|
||||
raise NotSupported(self.id + ' watchTicker is only supported for swap markets')
|
||||
baseIdLower = self.safe_string_lower(market, 'baseId')
|
||||
quoteIdLower = self.safe_string_lower(market, 'quoteId')
|
||||
wsId = 'e_' + baseIdLower + quoteIdLower
|
||||
channel = 'market_' + wsId + '_ticker'
|
||||
messageHash = 'ticker:' + symbol
|
||||
url = self.urls['api']['ws']['futurePublic']
|
||||
message: dict = {
|
||||
'event': 'sub',
|
||||
'params': {
|
||||
'cb_id': wsId,
|
||||
'channel': channel,
|
||||
},
|
||||
}
|
||||
request = self.deep_extend(message, params)
|
||||
return await self.watch(url, messageHash, request, messageHash)
|
||||
|
||||
def handle_ticker(self, client: Client, message):
|
||||
#
|
||||
# {
|
||||
# "channel": "market_e_btcusdt_ticker",
|
||||
# "ts": 1506584998239,
|
||||
# "tick": {
|
||||
# "amount": 123.1221,
|
||||
# "vol": 1212.12211,
|
||||
# "open": 2233.22,
|
||||
# "close": 1221.11,
|
||||
# "high": 22322.22,
|
||||
# "low": 2321.22,
|
||||
# "rose": -0.2922
|
||||
# },
|
||||
# "status": "ok"
|
||||
# }
|
||||
#
|
||||
channel = self.safe_string(message, 'channel')
|
||||
parts = channel.split('_')
|
||||
wsBaseQuote = self.safe_string_lower(parts, 2)
|
||||
market = self.find_swap_market_by_ws_base_quote(wsBaseQuote)
|
||||
if market is None:
|
||||
return
|
||||
symbol = market['symbol']
|
||||
tick = self.safe_value(message, 'tick')
|
||||
if tick is None:
|
||||
return
|
||||
timestamp = self.safe_integer(message, 'ts')
|
||||
parsed = self.parse_ws_ticker(tick, market, timestamp)
|
||||
self.tickers[symbol] = parsed
|
||||
messageHash = 'ticker:' + symbol
|
||||
client.resolve(parsed, messageHash)
|
||||
|
||||
def parse_ws_ticker(self, tick, market, timestamp: Int = None) -> Ticker:
|
||||
symbol = market['symbol']
|
||||
rawVol = self.safe_number(tick, 'vol')
|
||||
rawAmount = self.safe_number(tick, 'amount')
|
||||
baseVolume = self.convert_from_raw_quantity(symbol, rawVol)
|
||||
quoteVolume = self.convert_from_raw_quantity(symbol, rawAmount)
|
||||
close = self.safe_number(tick, 'close')
|
||||
rose = self.safe_number(tick, 'rose')
|
||||
percentage = None if (rose is None) else rose * 100
|
||||
return self.safe_ticker({
|
||||
'info': tick,
|
||||
'symbol': symbol,
|
||||
'timestamp': timestamp,
|
||||
'datetime': self.iso8601(timestamp),
|
||||
'high': self.safe_number(tick, 'high'),
|
||||
'low': self.safe_number(tick, 'low'),
|
||||
'bid': None,
|
||||
'bidVolume': None,
|
||||
'ask': None,
|
||||
'askVolume': None,
|
||||
'vwap': None,
|
||||
'open': self.safe_number(tick, 'open'),
|
||||
'close': close,
|
||||
'last': close,
|
||||
'previousClose': None,
|
||||
'change': None,
|
||||
'percentage': percentage,
|
||||
'average': None,
|
||||
'baseVolume': baseVolume,
|
||||
'quoteVolume': quoteVolume,
|
||||
}, market)
|
||||
|
||||
def parse_ws_order_type(self, typeId):
|
||||
types: dict = {
|
||||
'1': 'limit',
|
||||
'2': 'market',
|
||||
'3': 'limit',
|
||||
}
|
||||
return self.safe_string(types, typeId, typeId)
|
||||
|
||||
def parse_ws_order_status(self, status):
|
||||
statuses: dict = {
|
||||
'0': 'open', # The order has not been accepted by the engine.
|
||||
'1': 'open', # The order has been accepted by the engine.
|
||||
'2': 'closed', # The order has been completed.
|
||||
'3': 'open', # A part of the order has been filled.
|
||||
'4': 'canceled', # The order has been canceled.
|
||||
'7': 'open', # Stop order placed.
|
||||
}
|
||||
return self.safe_string(statuses, status, status)
|
||||
|
||||
def handle_ping(self, client: Client, message):
|
||||
self.spawn(self.pong, client, message)
|
||||
|
||||
async def pong(self, client, message):
|
||||
#
|
||||
# {
|
||||
# "ping": 1670057540627
|
||||
# }
|
||||
#
|
||||
time = self.safe_integer(message, 'ping')
|
||||
pong: dict = {
|
||||
'pong': time,
|
||||
}
|
||||
await client.send(pong)
|
||||
|
||||
def handle_message(self, client: Client, message):
|
||||
if 'channel' in message:
|
||||
channel = self.safe_string(message, 'channel')
|
||||
if channel.find('_depth_step') > -1:
|
||||
self.handle_order_book(client, message)
|
||||
elif channel.find('_trade_ticker') > -1:
|
||||
self.handle_trades(client, message)
|
||||
elif channel.find('_kline_') > -1:
|
||||
self.handle_ohlcv(client, message)
|
||||
elif channel.find('_ticker') > -1:
|
||||
self.handle_ticker(client, message)
|
||||
elif 'ping' in message:
|
||||
self.handle_ping(client, message)
|
||||
else:
|
||||
event = self.safe_string(message, 'e')
|
||||
handlers: dict = {
|
||||
'BALANCE': self.handle_balance,
|
||||
'ORDER': self.handle_order,
|
||||
}
|
||||
handler = self.safe_value(handlers, event)
|
||||
if handler is not None:
|
||||
handler(client, message)
|
||||
|
||||
async def authenticate(self, params={}):
|
||||
listenKey = self.safe_value(self.options, 'listenKey')
|
||||
if listenKey is None:
|
||||
response = await self.openV1PrivatePostPoseidonApiV1ListenKey(params)
|
||||
#
|
||||
# {
|
||||
# "msg": "succ",
|
||||
# "code": 200,
|
||||
# "data": {
|
||||
# "listenKey": "7d1ec51340f499d85bb33b00a96ef680bda28869d5c3374a444c5ca4847d1bf0"
|
||||
# }
|
||||
# }
|
||||
#
|
||||
data = self.safe_value(response, 'data', {})
|
||||
key = self.safe_string(data, 'listenKey')
|
||||
self.options['listenKey'] = key
|
||||
self.options['listenKeyUrl'] = self.urls['api']['ws']['private'] + '/stream?listenKey=' + key
|
||||
refreshTimeout = self.safe_integer(self.options, 'listenKeyRefreshRate', 1800000)
|
||||
self.delay(refreshTimeout, self.keep_alive_listen_key)
|
||||
return self.options['listenKeyUrl']
|
||||
|
||||
async def keep_alive_listen_key(self, params={}):
|
||||
listenKey = self.safe_string(self.options, 'listenKey')
|
||||
request: dict = {
|
||||
'listenKey': listenKey,
|
||||
}
|
||||
try:
|
||||
await self.openV1PrivatePutPoseidonApiV1ListenKeyListenKey(self.extend(request, params))
|
||||
#
|
||||
# ಠ_ಠ
|
||||
# {
|
||||
# "msg": "succ",
|
||||
# "code": "200"
|
||||
# }
|
||||
#
|
||||
except Exception as error:
|
||||
self.options['listenKey'] = None
|
||||
self.options['listenKeyUrl'] = None
|
||||
return
|
||||
refreshTimeout = self.safe_integer(self.options, 'listenKeyRefreshRate', 1800000)
|
||||
self.delay(refreshTimeout, self.keep_alive_listen_key)
|
||||
Reference in New Issue
Block a user