1001 lines
43 KiB
Python
1001 lines
43 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 ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
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import hashlib
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from ccxt.base.types import Any, Balances, Int, Market, Order, OrderBook, Position, Str, Strings, Ticker, Tickers
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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 ArgumentsRequired
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from ccxt.base.precise import Precise
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class bydfi(ccxt.async_support.bydfi):
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def describe(self) -> Any:
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return self.deep_extend(super(bydfi, self).describe(), {
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'has': {
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'ws': True,
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'watchBalance': True,
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'watchBidsAsks': False,
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'watchMyTrades': False,
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'watchOHLCV': True,
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'watchOHLCVForSymbols': True,
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'watchOrderBook': True,
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'watchOrderBookForSymbols': True,
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'watchOrders': True,
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'watchOrdersForSymbols': True,
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'watchPositions': True,
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'watchTicker': True,
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'watchTickers': True,
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'watchTrades': False,
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'watchTradesForSymbols': False,
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'unwatchBidsAsks': False,
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'unwatchOHLCV': True,
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'unwatchOHLCVForSymbols': True,
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'unwatchOrderBook': True,
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'unwatchOrderBookForSymbols': True,
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'unwatchTicker': True,
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'unwatchTickers': True,
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'unWatchTrades': False,
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'unWatchTradesForSymbols': False,
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'unWatchOrders': False,
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'unWatchOrdersForSymbols': False,
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'unWatchPositions': False,
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},
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'urls': {
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'api': {
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'ws': 'wss://stream.bydfi.com/v1/public/fapi',
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},
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},
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'options': {
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'watchOrderBookForSymbols': {
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'depth': '100', # 10, 50, 100
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'frequency': '1000ms', # 100ms, 1000ms
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},
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'watchBalance': {
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'fetchBalanceSnapshot': False, # or True
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'awaitBalanceSnapshot': True, # whether to wait for the balance snapshot before providing updates
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},
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'timeframes': {
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'1m': '1m',
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'3m': '3m',
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'5m': '5m',
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'15m': '15m',
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'30m': '30m',
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'1h': '1h',
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'2h': '2h',
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'4h': '4h',
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'6h': '6h',
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'8h': '8h',
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'12h': '12h',
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'1d': '1d',
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'1w': '1w',
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'1M': '1M',
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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': 119000, # 2 minutes
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},
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})
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def ping(self, client: Client):
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return {
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'id': self.request_id(),
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'method': 'ping',
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}
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def request_id(self):
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self.lock_id()
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reqid = self.sum(self.safe_integer(self.options, 'reqid', 0), 1)
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self.options['reqid'] = reqid
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self.unlock_id()
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return reqid
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async def watch_public(self, messageHashes, channels, params={}, subscription={}):
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url = self.urls['api']['ws']
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id = self.request_id()
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subscriptionParams: dict = {
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'id': id,
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}
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unsubscribe = self.safe_bool(params, 'unsubscribe', False)
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method = 'SUBSCRIBE'
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if unsubscribe:
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method = 'UNSUBSCRIBE'
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params = self.omit(params, 'unsubscribe')
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subscriptionParams['unsubscribe'] = True
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subscriptionParams['messageHashes'] = messageHashes
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message: dict = {
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'id': id,
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'method': method,
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'params': channels,
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}
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return await self.watch_multiple(url, messageHashes, self.deep_extend(message, params), messageHashes, self.extend(subscriptionParams, subscription))
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async def watch_private(self, messageHashes, params={}):
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self.check_required_credentials()
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url = self.urls['api']['ws']
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subHash = 'private'
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client = self.client(url)
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privateSubscription = self.safe_value(client.subscriptions, subHash)
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subscription: dict = {}
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if privateSubscription is None:
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id = self.request_id()
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timestamp = str(self.milliseconds())
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payload = self.apiKey + timestamp
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signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'hex')
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request: dict = {
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'id': id,
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'method': 'LOGIN',
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'params': {
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'apiKey': self.apiKey,
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'timestamp': timestamp,
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'sign': signature,
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},
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}
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params = self.deep_extend(request, params)
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subscription['id'] = id
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return await self.watch_multiple(url, messageHashes, params, ['private'], subscription)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://developers.bydfi.com/en/futures/websocket-market#ticker-by-symbol
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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marketId = market['id']
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messageHash = 'ticker::' + symbol
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channel = marketId + '@ticker'
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return await self.watch_public([messageHash], [channel], params)
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async def un_watch_ticker(self, symbol: str, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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https://developers.bydfi.com/en/futures/websocket-market#ticker-by-symbol
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
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"""
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return await self.un_watch_tickers([symbol], params)
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://developers.bydfi.com/en/futures/websocket-market#ticker-by-symbol
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https://developers.bydfi.com/en/futures/websocket-market#market-wide-ticker
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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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: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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symbols = self.market_symbols(symbols, None, True)
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messageHashes = []
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messageHash = 'ticker::'
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channels = []
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channel = '@ticker'
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if symbols is None:
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messageHashes.append(messageHash + 'all')
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channels.append('not ticker@arr')
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else:
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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marketId = self.market_id(symbol)
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messageHashes.append(messageHash + symbol)
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channels.append(marketId + channel)
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await self.watch_public(messageHashes, channels, params)
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return self.filter_by_array(self.tickers, 'symbol', symbols)
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async def un_watch_tickers(self, symbols: Strings = None, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://developers.bydfi.com/en/futures/websocket-market#ticker-by-symbol
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https://developers.bydfi.com/en/futures/websocket-market#market-wide-ticker
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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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:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
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"""
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symbols = self.market_symbols(symbols, None, True)
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messageHashes = []
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messageHash = 'unsubscribe::ticker::'
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channels = []
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channel = '@ticker'
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subscription: dict = {
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'topic': 'ticker',
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}
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if symbols is None:
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# all tickers and tickers for specific symbols are different channels
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# we need to unsubscribe from all ticker channels
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subHashes = self.get_message_hashes_for_tickers_unsubscription()
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subscription['subHashIsPrefix'] = True
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for i in range(0, len(subHashes)):
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subHash = self.safe_string(subHashes, i)
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if subHash is not None:
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parts = subHash.split('::')
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symbol = self.safe_string(parts, 1)
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if symbol == 'all':
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continue
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marketId = self.market_id(symbol)
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channels.append(marketId + channel)
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messageHashes.append(messageHash)
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channels.append('not ticker@arr')
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else:
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for i in range(0, len(symbols)):
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symbol = symbols[i]
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marketId = self.market_id(symbol)
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messageHashes.append(messageHash + symbol)
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channels.append(marketId + channel)
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subscription['symbols'] = symbols
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params = self.extend(params, {'unsubscribe': True})
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return await self.watch_public(messageHashes, channels, params, subscription)
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def get_message_hashes_for_tickers_unsubscription(self):
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url = self.urls['api']['ws']['public']
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client = self.client(url)
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subscriptions = client.subscriptions
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messageHashes = []
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keys = list(subscriptions.keys())
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for i in range(0, len(keys)):
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key = keys[i]
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if key.find('ticker::') == 0:
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messageHashes.append(key)
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return messageHashes
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def handle_ticker(self, client: Client, message):
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#
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# {
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# "s": "KAS-USDT",
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# "c": 0.04543,
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# "e": "24hrTicker",
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# "E": 1766528295905,
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# "v": 98278925,
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# "h": 0.04685,
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# "l": 0.04404,
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# "o": 0.04657
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# }
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#
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ticker = self.parse_ticker(message)
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symbol = ticker['symbol']
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messageHash = 'ticker::' + symbol
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self.tickers[symbol] = ticker
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client.resolve(self.tickers[symbol], messageHash)
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client.resolve(self.tickers, 'ticker::all')
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async def watch_ohlcv(self, symbol: str, timeframe='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, close price, and the volume of a market
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https://developers.bydfi.com/en/futures/websocket-market#candlestick-data
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:param str symbol: unified symbol of the market to fetch OHLCV data for
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:param str timeframe: the length of time each candle represents
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:param int [since]: timestamp in ms of the earliest candle to fetch
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:param int [limit]: the maximum amount of candles to fetch
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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result = await self.watch_ohlcv_for_symbols([[symbol, timeframe]], since, limit, params)
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return result[symbol][timeframe]
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async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> Any:
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"""
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watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://developers.bydfi.com/en/futures/websocket-market#candlestick-data
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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 dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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return await self.un_watch_ohlcv_for_symbols([[symbol, timeframe]], params)
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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, close price, and the volume of a market
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https://developers.bydfi.com/en/futures/websocket-market#candlestick-data
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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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: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 ['ETH/USDC', '1m']")
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await self.load_markets()
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channels = []
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messageHashes = []
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for i in range(0, len(symbolsAndTimeframes)):
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symbolAndTimeframe = symbolsAndTimeframes[i]
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marketId = self.safe_string(symbolAndTimeframe, 0)
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market = self.market(marketId)
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tf = self.safe_string(symbolAndTimeframe, 1)
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timeframes = self.safe_dict(self.options, 'timeframes', {})
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interval = self.safe_string(timeframes, tf, tf)
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channels.append(market['id'] + '@kline_' + interval)
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messageHashes.append('ohlcv::' + market['symbol'] + '::' + interval)
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symbol, timeframe, candles = await self.watch_public(messageHashes, channels, 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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async def un_watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], params={}) -> Any:
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"""
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unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
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https://developers.bydfi.com/en/futures/websocket-market#candlestick-data
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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 dict [params]: extra parameters specific to the exchange API endpoint
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:returns int[][]: A list of candles ordered, open, high, low, close, volume
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"""
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symbolsLength = len(symbolsAndTimeframes)
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if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list):
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raise ArgumentsRequired(self.id + " unWatchOHLCVForSymbols() requires a an array of symbols and timeframes, like ['ETH/USDC', '1m']")
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await self.load_markets()
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channels = []
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messageHashes = []
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for i in range(0, len(symbolsAndTimeframes)):
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symbolAndTimeframe = symbolsAndTimeframes[i]
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marketId = self.safe_string(symbolAndTimeframe, 0)
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market = self.market(marketId)
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tf = self.safe_string(symbolAndTimeframe, 1)
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interval = self.safe_string(self.timeframes, tf, tf)
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channels.append(market['id'] + '@kline_' + interval)
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messageHashes.append('unsubscribe::ohlcv::' + market['symbol'] + '::' + interval)
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params = self.extend(params, {'unsubscribe': True})
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subscription: dict = {
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'topic': 'ohlcv',
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'symbolsAndTimeframes': symbolsAndTimeframes,
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}
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return await self.watch_public(messageHashes, channels, params, subscription)
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def handle_ohlcv(self, client: Client, message):
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#
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# {
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# "s": "ETH-USDC",
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# "c": 2956.13,
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# "t": 1766506860000,
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# "T": 1766506920000,
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# "e": "kline",
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# "v": 3955,
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# "h": 2956.41,
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# "i": "1m",
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# "l": 2956.05,
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# "o": 2956.05
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# }
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#
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marketId = self.safe_string(message, 's')
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market = self.safe_market(marketId)
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symbol = market['symbol']
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interval = self.safe_string(message, 'i')
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timeframes = self.safe_dict(self.options, 'timeframes', {})
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timeframe = self.find_timeframe(interval, timeframes)
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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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stored = ArrayCacheByTimestamp(limit)
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self.ohlcvs[symbol][timeframe] = stored
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ohlcv = self.ohlcvs[symbol][timeframe]
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parsed = self.parse_ws_ohlcv(message)
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ohlcv.append(parsed)
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messageHash = 'ohlcv::' + symbol + '::' + timeframe
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client.resolve([symbol, timeframe, ohlcv], 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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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://developers.bydfi.com/en/futures/websocket-market#limited-depth-information
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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(default and maxi is 100)
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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 un_watch_order_book(self, symbol: str, params={}) -> Any:
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"""
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unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://developers.bydfi.com/en/futures/websocket-market#limited-depth-information
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:param str symbol: unified array of symbols
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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.un_watch_order_book_for_symbols([symbol], 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://developers.bydfi.com/en/futures/websocket-market#limited-depth-information
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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(default and max is 100)
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|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, False)
|
|
depth = '100'
|
|
depth, params = self.handle_option_and_params(params, 'watchOrderBookForSymbols', 'depth', depth)
|
|
frequency = '100ms'
|
|
frequency, params = self.handle_option_and_params(params, 'watchOrderBookForSymbols', 'frequency', frequency)
|
|
channelSuffix = ''
|
|
if frequency == '100ms':
|
|
channelSuffix = '@100ms'
|
|
channels = []
|
|
messageHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
channels.append(market['id'] + '@depth' + depth + channelSuffix)
|
|
messageHashes.append('orderbook::' + symbol)
|
|
orderbook = await self.watch_public(messageHashes, channels, params)
|
|
return orderbook.limit()
|
|
|
|
async def un_watch_order_book_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
"""
|
|
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
|
|
https://developers.bydfi.com/en/futures/websocket-market#limited-depth-information
|
|
|
|
:param str[] symbols: unified array of symbols
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.method]: either '/market/level2' or '/spotMarket/level2Depth5' or '/spotMarket/level2Depth50' default is '/market/level2'
|
|
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, False)
|
|
depth = '100'
|
|
depth, params = self.handle_option_and_params(params, 'watchOrderBookForSymbols', 'depth', depth)
|
|
frequency = '100ms'
|
|
frequency, params = self.handle_option_and_params(params, 'watchOrderBookForSymbols', 'frequency', frequency)
|
|
channelSuffix = ''
|
|
if frequency == '100ms':
|
|
channelSuffix = '@100ms'
|
|
channels = []
|
|
messageHashes = []
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
market = self.market(symbol)
|
|
channels.append(market['id'] + '@depth' + depth + channelSuffix)
|
|
messageHashes.append('unsubscribe::orderbook::' + symbol)
|
|
subscription: dict = {
|
|
'topic': 'orderbook',
|
|
'symbols': symbols,
|
|
}
|
|
params = self.extend(params, {'unsubscribe': True})
|
|
return await self.watch_public(messageHashes, channels, params, subscription)
|
|
|
|
def handle_order_book(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "a": [[150000, 15], ...],
|
|
# "b": [[90450.7, 3615], ...],
|
|
# "s": "BTC-USDT",
|
|
# "e": "depthUpdate",
|
|
# "E": 1766577624512
|
|
# }
|
|
#
|
|
marketId = self.safe_string(message, 's')
|
|
symbol = self.safe_symbol(marketId)
|
|
timestamp = self.safe_integer(message, 'E')
|
|
if not (symbol in self.orderbooks):
|
|
self.orderbooks[symbol] = self.order_book()
|
|
orderbook = self.orderbooks[symbol]
|
|
parsed = self.parse_order_book(message, symbol, timestamp, 'b', 'a')
|
|
orderbook.reset(parsed)
|
|
messageHash = 'orderbook::' + symbol
|
|
self.orderbooks[symbol] = orderbook
|
|
client.resolve(orderbook, messageHash)
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://developers.bydfi.com/en/futures/websocket-account#order-trade-update-push
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
|
|
"""
|
|
symbols = None
|
|
if symbol is not None:
|
|
symbols = [symbol]
|
|
return await self.watch_orders_for_symbols(symbols, since, limit, params)
|
|
|
|
async def watch_orders_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://developers.bydfi.com/en/futures/websocket-account#order-trade-update-push
|
|
|
|
:param str[] symbols: unified symbol of the market to fetch orders for
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of trade structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, True)
|
|
messageHashes = []
|
|
if symbols is None:
|
|
messageHashes.append('orders')
|
|
else:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append('orders::' + symbol)
|
|
orders = await self.watch_private(messageHashes, params)
|
|
if self.newUpdates:
|
|
first = self.safe_value(orders, 0)
|
|
tradeSymbol = self.safe_string(first, 'symbol')
|
|
limit = orders.getLimit(tradeSymbol, limit)
|
|
return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
|
|
|
|
def handle_order(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "T": 1766588450558,
|
|
# "E": 1766588450685,
|
|
# "e": "ORDER_TRADE_UPDATE",
|
|
# "o": {
|
|
# "S": "BUY",
|
|
# "ap": "0",
|
|
# "cpt": False,
|
|
# "ct": "future",
|
|
# "ev": "0",
|
|
# "fee": "0",
|
|
# "lv": 2,
|
|
# "mt": "isolated",
|
|
# "o": "7409609004526010368",
|
|
# "p": "1000",
|
|
# "ps": "BOTH",
|
|
# "pt": "ONE_WAY",
|
|
# "ro": False,
|
|
# "s": "ETH-USDC",
|
|
# "st": "NEW",
|
|
# "t": "LIMIT",
|
|
# "tp": "0",
|
|
# "u": "0.001",
|
|
# "v": "2"
|
|
# }
|
|
# }
|
|
#
|
|
rawOrder = self.safe_dict(message, 'o', {})
|
|
marketId = self.safe_string(rawOrder, 's')
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
messageHash = 'orders'
|
|
symbolMessageHash = messageHash + '::' + symbol
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
orders = self.orders
|
|
order = self.parse_ws_order(rawOrder, market)
|
|
lastUpdateTimestamp = self.safe_integer(message, 'T')
|
|
order['lastUpdateTimestamp'] = lastUpdateTimestamp
|
|
orders.append(order)
|
|
client.resolve(orders, messageHash)
|
|
client.resolve(orders, symbolMessageHash)
|
|
|
|
def parse_ws_order(self, order: dict, market: Market = None) -> Order:
|
|
#
|
|
# {
|
|
# "S": "BUY",
|
|
# "ap": "0",
|
|
# "cpt": False,
|
|
# "ct": "future",
|
|
# "ev": "0",
|
|
# "fee": "0",
|
|
# "lv": 2,
|
|
# "mt": "isolated",
|
|
# "o": "7409609004526010368",
|
|
# "p": "1000",
|
|
# "ps": "BOTH",
|
|
# "pt": "ONE_WAY",
|
|
# "ro": False,
|
|
# "s": "ETH-USDC",
|
|
# "st": "NEW",
|
|
# "t": "LIMIT",
|
|
# "tp": "0",
|
|
# "u": "0.001",
|
|
# "v": "2"
|
|
# }
|
|
#
|
|
marketId = self.safe_string(order, 's')
|
|
market = self.safe_market(marketId, market)
|
|
rawStatus = self.safe_string(order, 'st')
|
|
rawType = self.safe_string(order, 't')
|
|
fee = None
|
|
feeCost = self.safe_string(order, 'fee')
|
|
if feeCost is not None:
|
|
fee = {
|
|
'cost': Precise.string_abs(feeCost),
|
|
'currency': market['quote'],
|
|
}
|
|
return self.safe_order({
|
|
'info': order,
|
|
'id': self.safe_string(order, 'o'),
|
|
'clientOrderId': self.safe_string(order, 'cid'),
|
|
'timestamp': None,
|
|
'datetime': None,
|
|
'lastTradeTimestamp': None,
|
|
'lastUpdateTimestamp': None,
|
|
'status': self.parse_order_status(rawStatus),
|
|
'symbol': market['symbol'],
|
|
'type': self.parseOrderType(rawType),
|
|
'timeInForce': None,
|
|
'postOnly': None,
|
|
'reduceOnly': self.safe_bool(order, 'ro'),
|
|
'side': self.safe_string_lower(order, 'S'),
|
|
'price': self.safe_string(order, 'p'),
|
|
'triggerPrice': None,
|
|
'stopLossPrice': None,
|
|
'takeProfitPrice': None,
|
|
'amount': self.safe_string(order, 'v'),
|
|
'filled': self.safe_string(order, 'ev'),
|
|
'remaining': self.safe_string(order, 'qty'),
|
|
'cost': None,
|
|
'trades': None,
|
|
'fee': fee,
|
|
'average': self.omit_zero(self.safe_string(order, 'ap')),
|
|
}, market)
|
|
|
|
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
"""
|
|
watch all open positions
|
|
|
|
https://developers.bydfi.com/en/futures/websocket-account#balance-and-position-update-push
|
|
|
|
:param str[] [symbols]: list of unified market symbols
|
|
:param int [since]: the earliest time in ms to fetch positions for
|
|
:param int [limit]: the maximum number of positions to retrieve
|
|
:param dict params: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
symbols = self.market_symbols(symbols, None, True)
|
|
messageHashes = []
|
|
messageHash = 'positions'
|
|
if symbols is None:
|
|
messageHashes.append(messageHash)
|
|
else:
|
|
for i in range(0, len(symbols)):
|
|
symbol = symbols[i]
|
|
messageHashes.append(messageHash + '::' + symbol)
|
|
positions = await self.watch_private(messageHashes, params)
|
|
if self.newUpdates:
|
|
return positions
|
|
return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True)
|
|
|
|
def handle_positions(self, client, message):
|
|
#
|
|
# {
|
|
# "a": {
|
|
# "B": [
|
|
# {
|
|
# "a": "USDC",
|
|
# "ba": "0",
|
|
# "im": "1.46282986",
|
|
# "om": "0",
|
|
# "tfm": "1.46282986",
|
|
# "wb": "109.86879703"
|
|
# }
|
|
# ],
|
|
# "m": "ORDER",
|
|
# "p": [
|
|
# {
|
|
# "S": "1",
|
|
# "ap": "2925.81666667",
|
|
# "c": "USDC",
|
|
# "ct": "FUTURE",
|
|
# "l": 2,
|
|
# "lq": "1471.1840621072728637",
|
|
# "lv": "0",
|
|
# "ma": "0",
|
|
# "mt": "ISOLATED",
|
|
# "pm": "1.4628298566666665",
|
|
# "pt": "ONEWAY",
|
|
# "rp": "-0.00036721",
|
|
# "s": "ETH-USDC",
|
|
# "t": "0",
|
|
# "uq": "0.001",
|
|
# "v": "1"
|
|
# }
|
|
# ]
|
|
# },
|
|
# "T": 1766592694451,
|
|
# "E": 1766592694554,
|
|
# "e": "ACCOUNT_UPDATE"
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'a', {})
|
|
positionsData = self.safe_list(data, 'p', [])
|
|
rawPosition = self.safe_dict(positionsData, 0, {})
|
|
marketId = self.safe_string(rawPosition, 's')
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
messageHash = 'positions'
|
|
symbolMessageHash = messageHash + '::' + symbol
|
|
if self.positions is None:
|
|
self.positions = ArrayCacheBySymbolBySide()
|
|
cache = self.positions
|
|
parsedPosition = self.parse_ws_position(rawPosition, market)
|
|
timestamp = self.safe_integer(message, 'T')
|
|
parsedPosition['timestamp'] = timestamp
|
|
parsedPosition['datetime'] = self.iso8601(timestamp)
|
|
cache.append(parsedPosition)
|
|
client.resolve([parsedPosition], messageHash)
|
|
client.resolve([parsedPosition], symbolMessageHash)
|
|
|
|
def parse_ws_position(self, position, market=None):
|
|
#
|
|
# {
|
|
# "S": "1",
|
|
# "ap": "2925.81666667",
|
|
# "c": "USDC",
|
|
# "ct": "FUTURE",
|
|
# "l": 2,
|
|
# "lq": "1471.1840621072728637",
|
|
# "lv": "0",
|
|
# "ma": "0",
|
|
# "mt": "ISOLATED",
|
|
# "pm": "1.4628298566666665",
|
|
# "pt": "ONEWAY",
|
|
# "rp": "-0.00036721",
|
|
# "s": "ETH-USDC",
|
|
# "t": "0",
|
|
# "uq": "0.001",
|
|
# "v": "1"
|
|
# }
|
|
#
|
|
marketId = self.safe_string(position, 's')
|
|
market = self.safe_market(marketId, market)
|
|
rawPositionSide = self.safe_string(position, 'S')
|
|
positionMode = self.safe_string(position, 'pt')
|
|
return self.safe_position({
|
|
'info': position,
|
|
'id': self.safe_string(position, 'id'),
|
|
'symbol': market['symbol'],
|
|
'entryPrice': self.parse_number(self.safe_string(position, 'ap')),
|
|
'markPrice': None,
|
|
'lastPrice': None,
|
|
'notional': None,
|
|
'collateral': None,
|
|
'unrealizedPnl': None,
|
|
'realizedPnl': self.parse_number(self.safe_string(position, 'rp')),
|
|
'side': self.parse_ws_position_side(rawPositionSide),
|
|
'contracts': self.parse_number(self.safe_string(position, 'v')),
|
|
'contractSize': self.parse_number(self.safe_string(position, 'uq')),
|
|
'timestamp': None,
|
|
'datetime': None,
|
|
'lastUpdateTimestamp': None,
|
|
'hedged': (positionMode != 'ONEWAY'),
|
|
'maintenanceMargin': None,
|
|
'maintenanceMarginPercentage': None,
|
|
'initialMargin': self.parse_number(self.safe_string(position, 'pm')),
|
|
'initialMarginPercentage': None,
|
|
'leverage': self.safe_integer(position, 'l'),
|
|
'liquidationPrice': self.parse_number(self.safe_string(position, 'lq')),
|
|
'marginRatio': None,
|
|
'marginMode': self.safe_string_lower(position, 'mt'),
|
|
'percentage': None,
|
|
})
|
|
|
|
def parse_ws_position_side(self, rawPositionSide: Str) -> Str:
|
|
sides = {
|
|
'1': 'long',
|
|
'2': 'short',
|
|
}
|
|
return self.safe_string(sides, rawPositionSide, rawPositionSide)
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
|
|
https://developers.bydfi.com/en/futures/websocket-account#balance-and-position-update-push
|
|
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
url = self.urls['api']['ws']
|
|
client = self.client(url)
|
|
self.fetch_balance_snapshot(client)
|
|
options = self.safe_dict(self.options, 'watchBalance')
|
|
fetchBalanceSnapshot = self.safe_bool(options, 'fetchBalanceSnapshot', False)
|
|
awaitBalanceSnapshot = self.safe_bool(options, 'awaitBalanceSnapshot', True)
|
|
if fetchBalanceSnapshot and awaitBalanceSnapshot:
|
|
await client.future('fetchBalanceSnapshot')
|
|
messageHash = 'balance'
|
|
return await self.watch_private([messageHash], params)
|
|
|
|
def fetch_balance_snapshot(self, client: Client):
|
|
options = self.safe_value(self.options, 'watchBalance')
|
|
fetchBalanceSnapshot = self.safe_bool(options, 'fetchBalanceSnapshot', False)
|
|
if fetchBalanceSnapshot:
|
|
messageHash = 'fetchBalanceSnapshot'
|
|
if not (messageHash in client.futures):
|
|
client.future(messageHash)
|
|
self.spawn(self.load_balance_snapshot, client, messageHash)
|
|
|
|
async def load_balance_snapshot(self, client, messageHash):
|
|
params: dict = {
|
|
'type': 'swap',
|
|
}
|
|
response = await self.fetch_balance(params)
|
|
self.balance = self.extend(response, self.balance)
|
|
# don't remove the future from the .futures cache
|
|
future = client.futures[messageHash]
|
|
future.resolve()
|
|
client.resolve(self.balance, 'balance')
|
|
|
|
def handle_balance(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "a": {
|
|
# "B": [
|
|
# {
|
|
# "a": "USDC",
|
|
# "ba": "0",
|
|
# "im": "1.46282986",
|
|
# "om": "0",
|
|
# "tfm": "1.46282986",
|
|
# "wb": "109.86879703"
|
|
# }
|
|
# ],
|
|
# "m": "ORDER",
|
|
# "p": [
|
|
# {
|
|
# "S": "1",
|
|
# "ap": "2925.81666667",
|
|
# "c": "USDC",
|
|
# "ct": "FUTURE",
|
|
# "l": 2,
|
|
# "lq": "1471.1840621072728637",
|
|
# "lv": "0",
|
|
# "ma": "0",
|
|
# "mt": "ISOLATED",
|
|
# "pm": "1.4628298566666665",
|
|
# "pt": "ONEWAY",
|
|
# "rp": "-0.00036721",
|
|
# "s": "ETH-USDC",
|
|
# "t": "0",
|
|
# "uq": "0.001",
|
|
# "v": "1"
|
|
# }
|
|
# ]
|
|
# },
|
|
# "T": 1766592694451,
|
|
# "E": 1766592694554,
|
|
# "e": "ACCOUNT_UPDATE"
|
|
# }
|
|
#
|
|
messageHash = 'balance'
|
|
if messageHash in client.futures:
|
|
data = self.safe_dict(message, 'a', {})
|
|
balances = self.safe_list(data, 'B', [])
|
|
timestamp = self.safe_integer(message, 'T')
|
|
result: dict = {
|
|
'info': message,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
}
|
|
for i in range(0, len(balances)):
|
|
balance = balances[i]
|
|
currencyId = self.safe_string(balance, 'a')
|
|
code = self.safe_currency_code(currencyId)
|
|
account = self.account()
|
|
account['total'] = self.safe_string(balance, 'wb')
|
|
account['used'] = self.safe_string(balance, 'tfm')
|
|
result[code] = account
|
|
parsedBalance = self.safe_balance(result)
|
|
self.balance = self.extend(self.balance, parsedBalance)
|
|
client.resolve(self.balance, messageHash)
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "result": True,
|
|
# "id": 1
|
|
# }
|
|
#
|
|
id = self.safe_string(message, 'id')
|
|
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
subscription = self.safe_dict(subscriptionsById, id, {})
|
|
isUnSubMessage = self.safe_bool(subscription, 'unsubscribe', False)
|
|
if isUnSubMessage:
|
|
self.handle_un_subscription(client, subscription)
|
|
return message
|
|
|
|
def handle_un_subscription(self, client: Client, subscription: dict):
|
|
messageHashes = self.safe_list(subscription, 'messageHashes', [])
|
|
subHashIsPrefix = self.safe_bool(subscription, 'subHashIsPrefix', False)
|
|
for i in range(0, len(messageHashes)):
|
|
unsubHash = messageHashes[i]
|
|
subHash = unsubHash.replace('unsubscribe::', '')
|
|
self.clean_unsubscription(client, subHash, unsubHash, subHashIsPrefix)
|
|
self.clean_cache(subscription)
|
|
|
|
def handle_pong(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "id": 1,
|
|
# "result": "pong"
|
|
# }
|
|
#
|
|
client.lastPong = self.milliseconds()
|
|
return message
|
|
|
|
def handle_error_message(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "msg": "Service error",
|
|
# "code": "-1"
|
|
# }
|
|
#
|
|
code = self.safe_string(message, 'code')
|
|
msg = self.safe_string(message, 'msg')
|
|
feedback = self.id + ' ' + self.json(message)
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], msg, feedback)
|
|
self.throw_broadly_matched_exception(self.exceptions['broad'], msg, feedback)
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback)
|
|
raise ExchangeError(feedback)
|
|
|
|
def handle_message(self, client: Client, message):
|
|
code = self.safe_string(message, 'code')
|
|
if code is not None and (code != '0'):
|
|
self.handle_error_message(client, message)
|
|
result = self.safe_string(message, 'result')
|
|
if result == 'pong':
|
|
self.handle_pong(client, message)
|
|
elif result is not None:
|
|
self.handle_subscription_status(client, message)
|
|
else:
|
|
event = self.safe_string(message, 'e')
|
|
if event == '24hrTicker':
|
|
self.handle_ticker(client, message)
|
|
elif event == 'kline':
|
|
self.handle_ohlcv(client, message)
|
|
elif event == 'depthUpdate':
|
|
self.handle_order_book(client, message)
|
|
elif event == 'ORDER_TRADE_UPDATE':
|
|
self.handle_order(client, message)
|
|
elif event == 'ACCOUNT_UPDATE':
|
|
account = self.safe_dict(message, 'a', {})
|
|
balances = self.safe_list(account, 'B', [])
|
|
balancesLength = len(balances)
|
|
if balancesLength > 0:
|
|
self.handle_balance(client, message)
|
|
positions = self.safe_list(account, 'p', [])
|
|
positionsLength = len(positions)
|
|
if positionsLength > 0:
|
|
self.handle_positions(client, message)
|