1187 lines
51 KiB
Python
1187 lines
51 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache
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from ccxt.base.types import Any, Balances, Int, Liquidation, Order, OrderBook, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.precise import Precise
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class lighter(ccxt.async_support.lighter):
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def describe(self) -> Any:
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return self.deep_extend(super(lighter, self).describe(), {
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'has': {
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'ws': True,
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'watchTicker': True,
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'watchMarkPrice': True,
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'watchMarkPrices': True,
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'watchTickers': True,
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'watchBidsAsks': False,
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'watchOrderBook': True,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchOrderBookForSymbols': False,
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'watchBalance': True,
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'watchLiquidations': True,
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'watchLiquidationsForSymbols': False,
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'watchMyLiquidations': False,
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'watchMyLiquidationsForSymbols': False,
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'watchOHLCV': False,
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'watchOHLCVForSymbols': False,
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'watchOrders': True,
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'watchMyTrades': True,
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'watchPositions': False,
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'watchFundingRate': False,
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'watchFundingRates': False,
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'unWatchOrderBook': True,
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'unWatchTicker': True,
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'unWatchTickers': True,
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'unWatchTrades': True,
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'unWatchMyTrades': True,
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'unWatchMarkPrice': True,
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'unWatchMarkPrices': True,
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'unWatchOrders': True,
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},
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'urls': {
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'api': {
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'ws': 'wss://mainnet.zklighter.elliot.ai/stream',
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},
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'test': {
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'ws': 'wss://testnet.zklighter.elliot.ai/stream',
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},
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},
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'options': {},
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})
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def get_message_hash(self, unifiedChannel: str, symbol: Str = None, extra: Str = None):
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hash = unifiedChannel
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if symbol is not None:
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hash += '::' + symbol
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else:
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hash += 's' # tickers, orderbooks, ohlcvs ...
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if extra is not None:
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hash += '::' + extra
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return hash
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async def subscribe_public(self, messageHash, params={}):
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url = self.urls['api']['ws']
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request: dict = {
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'type': 'subscribe',
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}
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subscription: dict = {
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'messageHash': messageHash,
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'params': params,
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}
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return await self.watch(url, messageHash, self.extend(request, params), messageHash, subscription)
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async def subscribe_public_multiple(self, messageHashes, params={}):
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url = self.urls['api']['ws']
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request: dict = {
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'type': 'subscribe',
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}
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subscription: dict = {
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'messageHashes': messageHashes,
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'params': params,
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}
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return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes, subscription)
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async def unsubscribe(self, messageHash, params={}):
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url = self.urls['api']['ws']
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request: dict = {
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'type': 'unsubscribe',
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}
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subscription: dict = {
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'messageHash': messageHash,
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'params': params,
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}
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return await self.watch(url, messageHash, self.extend(request, params), messageHash, subscription)
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async def subscribe_private(self, messageHash, params={}):
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await self.preLoadLighterLibrary()
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params['auth'] = self.createAuth(params)
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return await self.subscribe_public(messageHash, params)
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def handle_delta(self, bookside, delta):
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price = self.safe_float(delta, 'price')
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amount = self.safe_float(delta, 'size')
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bookside.store(price, amount)
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def handle_deltas(self, bookside, deltas):
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for i in range(0, len(deltas)):
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self.handle_delta(bookside, deltas[i])
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def handle_order_book_message(self, client: Client, message, orderbook):
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data = self.safe_dict(message, 'order_book', {})
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self.handle_deltas(orderbook['asks'], self.safe_list(data, 'asks', []))
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self.handle_deltas(orderbook['bids'], self.safe_list(data, 'bids', []))
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orderbook['nonce'] = self.safe_integer(data, 'offset')
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timestamp = self.safe_integer(message, 'timestamp')
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orderbook['timestamp'] = timestamp
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orderbook['datetime'] = self.iso8601(timestamp)
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return orderbook
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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": "order_book:0",
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# "offset": 11413309,
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# "order_book": {
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# "code": 0,
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# "asks": [
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# {
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# "price": "2979.64",
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# "size": "61.9487"
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# }
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# ],
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# "bids": [
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# {
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# "price": "2979.36",
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# "size": "0.0000"
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# }
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# ],
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# "offset": 11413309,
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# "nonce": 3107818665
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# },
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# "timestamp": 1763448665923,
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# "type": "update/order_book"
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# }
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#
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data = self.safe_dict(message, 'order_book', {})
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channel = self.safe_string(message, 'channel', '')
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parts = channel.split(':')
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marketId = 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, 'timestamp')
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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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type = self.safe_string(message, 'type', '')
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if type == 'subscribed/order_book':
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parsed = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'price', 'size')
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parsed['nonce'] = self.safe_integer(data, 'offset')
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orderbook.reset(parsed)
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elif type == 'update/order_book':
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self.handle_order_book_message(client, message, orderbook)
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messageHash = self.get_message_hash('orderbook', symbol)
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client.resolve(orderbook, 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://apidocs.lighter.xyz/docs/websocket-reference#order-book
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:param str symbol: unified symbol of the market to fetch the order book for
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:param int [limit]: the maximum amount of order book entries to return
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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market = self.market(symbol)
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request: dict = {
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'channel': 'order_book/' + market['id'],
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}
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messageHash = self.get_message_hash('orderbook', symbol)
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orderbook = await self.subscribe_public(messageHash, self.extend(request, params))
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return orderbook.limit()
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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://apidocs.lighter.xyz/docs/websocket-reference#order-book
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:param str symbol: unified symbol of the market
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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market = self.market(symbol)
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request: dict = {
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'channel': 'order_book/' + market['id'],
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}
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messageHash = self.get_message_hash('unsubscribe', symbol)
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return await self.unsubscribe(messageHash, self.extend(request, params))
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def handle_ticker(self, client: Client, message):
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#
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# watchTicker
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# {
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# "channel": "market_stats:0",
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# "market_stats": {
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# "market_id": 0,
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# "index_price": "3015.56",
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# "mark_price": "3013.91",
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# "open_interest": "122736286.659423",
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# "open_interest_limit": "72057594037927936.000000",
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# "funding_clamp_small": "0.0500",
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# "funding_clamp_big": "4.0000",
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# "last_trade_price": "3013.13",
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# "current_funding_rate": "0.0012",
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# "funding_rate": "0.0012",
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# "funding_timestamp": 1763532000004,
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# "daily_base_token_volume": 643235.2763,
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# "daily_quote_token_volume": 1983505435.673896,
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# "daily_price_low": 2977.42,
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# "daily_price_high": 3170.81,
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# "daily_price_change": -0.3061987051035322
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# },
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# "type": "update/market_stats"
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# }
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#
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# watchTickers
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# {
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# "channel": "market_stats:all",
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# "market_stats": {
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# "96": {
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# "market_id": 96,
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# "index_price": "1.15901",
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# "mark_price": "1.15954",
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# "open_interest": "19392952.260530",
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# "open_interest_limit": "50000000000000.000000",
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# "funding_clamp_small": "0.0500",
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# "funding_clamp_big": "4.0000",
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# "last_trade_price": "1.15955",
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# "current_funding_rate": "0.0000",
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# "funding_rate": "0.0000",
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# "funding_timestamp": 1763532000004,
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# "daily_base_token_volume": 117634224.1,
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# "daily_quote_token_volume": 136339744.383989,
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# "daily_price_low": 1.15774,
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# "daily_price_high": 1.16105,
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# "daily_price_change": -0.004311757299805109
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# }
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# },
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# "type": "update/market_stats"
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# }
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#
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data = self.safe_dict(message, 'market_stats', {})
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channel = self.safe_string(message, 'channel')
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if channel == 'market_stats:all':
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marketIds = list(data.keys())
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for i in range(0, len(marketIds)):
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marketId = marketIds[i]
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market = self.safe_market(marketId)
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symbol = market['symbol']
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ticker = self.parse_ticker(data[marketId], market)
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self.tickers[symbol] = ticker
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client.resolve(ticker, self.get_message_hash('ticker', symbol))
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client.resolve(ticker, self.get_message_hash('ticker'))
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else:
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marketId = self.safe_string(data, 'market_id')
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market = self.safe_market(marketId)
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symbol = market['symbol']
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ticker = self.parse_ticker(data, market)
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self.tickers[symbol] = ticker
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client.resolve(ticker, self.get_message_hash('ticker', symbol))
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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://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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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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request: dict = {
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'channel': 'market_stats/' + market['id'],
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}
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messageHash = self.get_message_hash('ticker', symbol)
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return await self.subscribe_public(messageHash, self.extend(request, params))
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async def un_watch_ticker(self, symbol: str, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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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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request: dict = {
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'channel': 'market_stats/' + market['id'],
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}
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messageHash = self.get_message_hash('unsubscribe', symbol)
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return await self.unsubscribe(messageHash, self.extend(request, params))
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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:param str[] [symbols]: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
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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)
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request: dict = {
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'channel': 'market_stats/all',
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}
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messageHashes = []
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symbolsLength = 0
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if symbols is not None:
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symbolsLength = len(symbols)
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if symbolsLength == 0:
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messageHashes.append(self.get_message_hash('ticker'))
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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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messageHashes.append(self.get_message_hash('ticker', symbol))
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newTicker = await self.subscribe_public_multiple(messageHashes, self.extend(request, params))
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if self.newUpdates:
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result = {}
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result[newTicker['symbol']] = newTicker
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return result
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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://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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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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request: dict = {
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'channel': 'market_stats/all',
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}
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messageHash = self.get_message_hash('unsubscribe')
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return await self.unsubscribe(messageHash, self.extend(request, params))
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async def watch_mark_price(self, symbol: str, params={}) -> Ticker:
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"""
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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watches a mark price
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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.watch_ticker(symbol, params)
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async def watch_mark_prices(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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watches mark prices
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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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return await self.watch_tickers(symbols, params)
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async def un_watch_mark_price(self, symbol: str, params={}) -> Any:
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"""
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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unWatches a mark price
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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_ticker(symbol, params)
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async def un_watch_mark_prices(self, symbols: Strings = None, params={}) -> Any:
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"""
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https://apidocs.lighter.xyz/docs/websocket-reference#market-stats
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unWatches mark prices
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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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return await self.un_watch_tickers(symbols, params)
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def parse_ws_trade(self, trade, market=None):
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#
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# {
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# "trade_id": 526801155,
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# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
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# "type": "trade",
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# "market_id": 0,
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# "size": "0.0346",
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# "price": "3028.85",
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# "usd_amount": "104.798210",
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# "ask_id": 281475673670566,
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# "bid_id": 562949291740362,
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# "ask_client_id": 76303170,
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# "bid_client_id": 27601,
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# "ask_account_id": 99349,
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# "bid_account_id": 243008,
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# "is_maker_ask": False,
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# "block_height": 102322769,
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# "timestamp": 1763623734215,
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# "taker_position_size_before": "0.0346",
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# "taker_entry_quote_before": "104.359926",
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# "taker_initial_margin_fraction_before": 500,
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# "taker_position_sign_changed": True,
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# "maker_fee": 20,
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# "maker_position_size_before": "2.1277",
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# "maker_entry_quote_before": "6444.179555",
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# "maker_initial_margin_fraction_before": 200
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# }
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#
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timestamp = self.safe_integer(trade, 'timestamp')
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tradeId = self.safe_string(trade, 'trade_id')
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priceString = self.safe_string(trade, 'price')
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amountString = self.safe_string(trade, 'size')
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isMakerAsk = self.safe_bool(trade, 'is_maker_ask')
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side = 'buy' if isMakerAsk else 'sell'
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return self.safe_trade({
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'info': trade,
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'id': tradeId,
|
|
'order': None,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': self.safe_symbol(None, market),
|
|
'type': None,
|
|
'side': side,
|
|
'takerOrMaker': 'taker',
|
|
'price': priceString,
|
|
'amount': amountString,
|
|
'cost': self.safe_string(trade, 'usd_amount'),
|
|
'fee': None,
|
|
}, market)
|
|
|
|
def handle_trades(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "trade:0",
|
|
# "liquidation_trades": [],
|
|
# "nonce": 3159738569,
|
|
# "trades": [
|
|
# {
|
|
# "trade_id": 526801155,
|
|
# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
|
|
# "type": "trade",
|
|
# "market_id": 0,
|
|
# "size": "0.0346",
|
|
# "price": "3028.85",
|
|
# "usd_amount": "104.798210",
|
|
# "ask_id": 281475673670566,
|
|
# "bid_id": 562949291740362,
|
|
# "ask_client_id": 76303170,
|
|
# "bid_client_id": 27601,
|
|
# "ask_account_id": 99349,
|
|
# "bid_account_id": 243008,
|
|
# "is_maker_ask": False,
|
|
# "block_height": 102322769,
|
|
# "timestamp": 1763623734215,
|
|
# "taker_position_size_before": "0.0346",
|
|
# "taker_entry_quote_before": "104.359926",
|
|
# "taker_initial_margin_fraction_before": 500,
|
|
# "taker_position_sign_changed": True,
|
|
# "maker_fee": 20,
|
|
# "maker_position_size_before": "2.1277",
|
|
# "maker_entry_quote_before": "6444.179555",
|
|
# "maker_initial_margin_fraction_before": 200
|
|
# }
|
|
# ],
|
|
# "type": "subscribed/trade"
|
|
# }
|
|
#
|
|
liquidationData = self.safe_list(message, 'liquidation_trades', [])
|
|
liquidationDataLength = len(liquidationData)
|
|
if liquidationDataLength > 0:
|
|
self.handle_liquidation(client, message)
|
|
data = self.safe_list(message, 'trades', [])
|
|
channel = self.safe_string(message, 'channel', '')
|
|
parts = channel.split(':')
|
|
marketId = parts[1]
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
stored = self.safe_value(self.trades, symbol)
|
|
if stored is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
stored = ArrayCache(limit)
|
|
self.trades[symbol] = stored
|
|
dataLength = len(data)
|
|
for i in range(0, dataLength):
|
|
iReversed = dataLength - 1 - i
|
|
trade = self.parse_ws_trade(data[iReversed], market)
|
|
stored.append(trade)
|
|
messageHash = self.get_message_hash('trade', symbol)
|
|
client.resolve(stored, messageHash)
|
|
|
|
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
get the list of most recent trades for a particular symbol
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#trade
|
|
|
|
: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)
|
|
request: dict = {
|
|
'channel': 'trade/' + market['id'],
|
|
}
|
|
messageHash = self.get_message_hash('trade', market['symbol'])
|
|
trades = await self.subscribe_public(messageHash, self.extend(request, params))
|
|
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
|
|
async def un_watch_trades(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unsubscribe from the trades channel
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#trade
|
|
|
|
:param str symbol: unified symbol of the market to fetch trades for
|
|
: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)
|
|
request: dict = {
|
|
'channel': 'trade/' + market['id'],
|
|
}
|
|
messageHash = self.get_message_hash('unsubscribe', symbol)
|
|
return await self.unsubscribe(messageHash, self.extend(request, params))
|
|
|
|
def parse_ws_order_trade(self, trade, market=None):
|
|
#
|
|
# {
|
|
# "trade_id": 526801155,
|
|
# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
|
|
# "type": "trade",
|
|
# "market_id": 0,
|
|
# "size": "0.0346",
|
|
# "price": "3028.85",
|
|
# "usd_amount": "104.798210",
|
|
# "ask_id": 281475673670566,
|
|
# "bid_id": 562949291740362,
|
|
# "ask_client_id": 76303170,
|
|
# "bid_client_id": 27601,
|
|
# "ask_account_id": 99349,
|
|
# "bid_account_id": 243008,
|
|
# "is_maker_ask": False,
|
|
# "block_height": 102322769,
|
|
# "timestamp": 1763623734215,
|
|
# "taker_position_size_before": "0.0346",
|
|
# "taker_entry_quote_before": "104.359926",
|
|
# "taker_initial_margin_fraction_before": 500,
|
|
# "taker_position_sign_changed": True,
|
|
# "maker_fee": 20,
|
|
# "maker_position_size_before": "2.1277",
|
|
# "maker_entry_quote_before": "6444.179555",
|
|
# "maker_initial_margin_fraction_before": 200
|
|
# }
|
|
#
|
|
timestamp = self.safe_integer(trade, 'timestamp')
|
|
tradeId = self.safe_string(trade, 'trade_id')
|
|
priceString = self.safe_string(trade, 'price')
|
|
amountString = self.safe_string(trade, 'size')
|
|
costString = self.safe_string(trade, 'usd_amount')
|
|
isMakerAsk = self.safe_bool(trade, 'is_maker_ask')
|
|
side = 'buy' if isMakerAsk else 'sell'
|
|
accountIndex = self.safe_integer(trade, 'accountIndex')
|
|
order = None
|
|
takerOrMaker = None
|
|
if accountIndex is not None:
|
|
if self.safe_integer(trade, 'bid_account_id') == accountIndex:
|
|
order = self.safe_string(trade, 'bid_id')
|
|
takerOrMaker = 'taker' if isMakerAsk else 'maker'
|
|
elif self.safe_integer(trade, 'ask_account_id') == accountIndex:
|
|
order = self.safe_string(trade, 'ask_id')
|
|
takerOrMaker = 'maker' if isMakerAsk else 'taker'
|
|
fee = None
|
|
if takerOrMaker is not None:
|
|
feeRateRaw = self.safe_string(trade, 'maker_fee') if (takerOrMaker == 'maker') else self.safe_string(trade, 'taker_fee')
|
|
feeRate = Precise.string_div(feeRateRaw, '1000000') if (feeRateRaw is not None) else '0'
|
|
feeAmount = Precise.string_mul(costString, feeRate)
|
|
fee = {
|
|
'cost': feeAmount,
|
|
'currency': 'USDC',
|
|
'rate': feeRate,
|
|
}
|
|
return self.safe_trade({
|
|
'info': trade,
|
|
'id': tradeId,
|
|
'order': order,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': self.safe_symbol(None, market),
|
|
'type': None,
|
|
'side': side,
|
|
'takerOrMaker': takerOrMaker,
|
|
'price': priceString,
|
|
'amount': amountString,
|
|
'cost': costString,
|
|
'fee': fee,
|
|
}, market)
|
|
|
|
def handle_my_trades(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "account_all_trades:723310",
|
|
# "trades": {
|
|
# 13: [{
|
|
# "trade_id": 526801155,
|
|
# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
|
|
# "type": "trade",
|
|
# "market_id": 0,
|
|
# "size": "0.0346",
|
|
# "price": "3028.85",
|
|
# "usd_amount": "104.798210",
|
|
# "ask_id": 281475673670566,
|
|
# "bid_id": 562949291740362,
|
|
# "ask_client_id": 76303170,
|
|
# "bid_client_id": 27601,
|
|
# "ask_account_id": 99349,
|
|
# "bid_account_id": 243008,
|
|
# "is_maker_ask": False,
|
|
# "block_height": 102322769,
|
|
# "timestamp": 1763623734215,
|
|
# "taker_position_size_before": "0.0346",
|
|
# "taker_entry_quote_before": "104.359926",
|
|
# "taker_initial_margin_fraction_before": 500,
|
|
# "taker_position_sign_changed": True,
|
|
# "maker_fee": 20,
|
|
# "maker_position_size_before": "2.1277",
|
|
# "maker_entry_quote_before": "6444.179555",
|
|
# "maker_initial_margin_fraction_before": 200
|
|
# }]
|
|
# },
|
|
# "type": "update/account_all_trades"
|
|
# }
|
|
#
|
|
channel = self.safe_string(message, 'channel', '')
|
|
parts = channel.split(':')
|
|
accountIndex = parts[1]
|
|
data = self.safe_dict(message, 'trades', {})
|
|
marketIds = list(data.keys())
|
|
idsLength = len(marketIds)
|
|
if idsLength == 0:
|
|
return False # nothing to process
|
|
if self.myTrades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
self.myTrades = ArrayCache(limit)
|
|
stored = self.myTrades
|
|
messageHash = self.get_message_hash('myTrades')
|
|
for i in range(0, len(marketIds)):
|
|
marketId = marketIds[i]
|
|
market = self.safe_market(marketId)
|
|
trades = self.safe_list(data, marketId, [])
|
|
tradesLength = len(trades)
|
|
for j in range(0, tradesLength):
|
|
jReversed = tradesLength - 1 - j
|
|
tradeRaw = trades[jReversed]
|
|
tradeRaw['accountIndex'] = accountIndex
|
|
trade = self.parse_ws_order_trade(tradeRaw, market)
|
|
stored.append(trade)
|
|
symbol = trade['symbol']
|
|
if symbol is not None:
|
|
symbolSpecificMessageHash = self.get_message_hash('myTrades', symbol)
|
|
client.resolve(stored, symbolSpecificMessageHash)
|
|
client.resolve(stored, messageHash)
|
|
return True
|
|
|
|
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
"""
|
|
subscribe to recent trades of an account.
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#account-all-trades
|
|
|
|
:param str [symbol]: unified market symbol
|
|
: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()
|
|
accountIndex = None
|
|
accountIndex, params = await self.handleAccountIndex(params, 'watchMyTrades', 'accountIndex', 'account_index')
|
|
messageHash = self.get_message_hash('myTrades')
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = self.get_message_hash('myTrades', symbol)
|
|
request: dict = {
|
|
'channel': 'account_all_trades/' + self.number_to_string(accountIndex),
|
|
}
|
|
trades = await self.subscribe_public(messageHash, self.extend(request, params))
|
|
if self.newUpdates:
|
|
limit = trades.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
|
|
async def un_watch_my_trades(self, symbol: Str = None, params={}) -> Any:
|
|
"""
|
|
unsubscribe from the account trades channel
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#account-all-trades
|
|
|
|
:param str [symbol]: unified market symbol
|
|
: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>`
|
|
"""
|
|
accountIndex = None
|
|
accountIndex, params = await self.handleAccountIndex(params, 'unWatchMyTrades', 'accountIndex', 'account_index')
|
|
messageHash = self.get_message_hash('unsubscribe', 'myTrades')
|
|
if symbol is not None:
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = self.get_message_hash('unsubscribe', symbol)
|
|
request: dict = {
|
|
'channel': 'account_all_trades/' + accountIndex,
|
|
}
|
|
return await self.unsubscribe(messageHash, self.extend(request, params))
|
|
|
|
def parse_ws_liquidation(self, liquidation, market=None):
|
|
#
|
|
# {
|
|
# "trade_id": 526801155,
|
|
# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
|
|
# "type": "liquidation",
|
|
# "market_id": 0,
|
|
# "size": "0.0346",
|
|
# "price": "3028.85",
|
|
# "usd_amount": "104.798210",
|
|
# "ask_id": 281475673670566,
|
|
# "bid_id": 562949291740362,
|
|
# "ask_client_id": 76303170,
|
|
# "bid_client_id": 27601,
|
|
# "ask_account_id": 99349,
|
|
# "bid_account_id": 243008,
|
|
# "is_maker_ask": False,
|
|
# "block_height": 102322769,
|
|
# "timestamp": 1763623734215,
|
|
# "taker_position_size_before": "0.0346",
|
|
# "taker_entry_quote_before": "104.359926",
|
|
# "taker_initial_margin_fraction_before": 500,
|
|
# "taker_position_sign_changed": True,
|
|
# "maker_fee": 20,
|
|
# "maker_position_size_before": "2.1277",
|
|
# "maker_entry_quote_before": "6444.179555",
|
|
# "maker_initial_margin_fraction_before": 200
|
|
# }
|
|
#
|
|
timestamp = self.safe_integer(liquidation, 'timestamp')
|
|
isMakerAsk = self.safe_bool(liquidation, 'is_maker_ask')
|
|
side = 'buy' if isMakerAsk else 'sell'
|
|
contracts = self.safe_string(liquidation, 'size')
|
|
contractSize = self.safe_string(market, 'contractSize')
|
|
price = self.safe_string(liquidation, 'price')
|
|
baseValue = Precise.string_mul(contracts, contractSize)
|
|
quoteValue = Precise.string_mul(baseValue, price)
|
|
return self.safe_liquidation({
|
|
'info': liquidation,
|
|
'symbol': market['symbol'],
|
|
'contracts': contracts,
|
|
'contractSize': contractSize,
|
|
'price': price,
|
|
'side': side,
|
|
'baseValue': baseValue,
|
|
'quoteValue': quoteValue,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
})
|
|
|
|
def handle_liquidation(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "trade:0",
|
|
# "liquidation_trades": [],
|
|
# "nonce": 3159738569,
|
|
# "trades": [
|
|
# {
|
|
# "trade_id": 526801155,
|
|
# "tx_hash": "1998d9df580acb7540aa141cc369d6ef926d003b3062196d2007bca15f978ab208e0caae4ac5872b",
|
|
# "type": "trade",
|
|
# "market_id": 0,
|
|
# "size": "0.0346",
|
|
# "price": "3028.85",
|
|
# "usd_amount": "104.798210",
|
|
# "ask_id": 281475673670566,
|
|
# "bid_id": 562949291740362,
|
|
# "ask_client_id": 76303170,
|
|
# "bid_client_id": 27601,
|
|
# "ask_account_id": 99349,
|
|
# "bid_account_id": 243008,
|
|
# "is_maker_ask": False,
|
|
# "block_height": 102322769,
|
|
# "timestamp": 1763623734215,
|
|
# "taker_position_size_before": "0.0346",
|
|
# "taker_entry_quote_before": "104.359926",
|
|
# "taker_initial_margin_fraction_before": 500,
|
|
# "taker_position_sign_changed": True,
|
|
# "maker_fee": 20,
|
|
# "maker_position_size_before": "2.1277",
|
|
# "maker_entry_quote_before": "6444.179555",
|
|
# "maker_initial_margin_fraction_before": 200
|
|
# }
|
|
# ],
|
|
# "type": "subscribed/trade"
|
|
# }
|
|
#
|
|
data = self.safe_list(message, 'liquidation_trades', [])
|
|
channel = self.safe_string(message, 'channel', '')
|
|
parts = channel.split(':')
|
|
marketId = parts[1]
|
|
market = self.safe_market(marketId)
|
|
symbol = market['symbol']
|
|
stored = self.safe_value(self.liquidations, symbol)
|
|
if stored is None:
|
|
limit = self.safe_integer(self.options, 'liquidationsLimit', 1000)
|
|
self.liquidations = ArrayCache(limit)
|
|
stored = self.liquidations
|
|
dataLength = len(data)
|
|
for i in range(0, dataLength):
|
|
iReversed = dataLength - 1 - i
|
|
liquidation = self.parse_ws_liquidation(data[iReversed], market)
|
|
stored.append(liquidation)
|
|
messageHash = self.get_message_hash('liquidations', symbol)
|
|
client.resolve(stored, messageHash)
|
|
|
|
async def watch_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Liquidation]:
|
|
"""
|
|
watch the public liquidations of a trading pair
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#trade
|
|
|
|
: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)
|
|
request: dict = {
|
|
'channel': 'trade/' + market['id'],
|
|
}
|
|
messageHash = self.get_message_hash('liquidations', symbol)
|
|
return await self.subscribe_public(messageHash, self.extend(request, params))
|
|
|
|
async def watch_balance(self, params={}) -> Balances:
|
|
"""
|
|
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#account-all-assets
|
|
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.type]: 'spot' or 'swap', default is 'swap'
|
|
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
defaultType = self.safe_string_2(self.options, 'watchBalance', 'defaultType', 'spot')
|
|
type = None
|
|
type, params = self.handle_param_string(params, 'type', defaultType)
|
|
accountIndex = None
|
|
accountIndex, params = await self.handleAccountIndex(params, 'watchBalance', 'accountIndex', 'account_index')
|
|
messageHash = self.get_message_hash('balances', None, type)
|
|
request = {}
|
|
if type == 'spot':
|
|
request['channel'] = 'account_all_assets/' + self.number_to_string(accountIndex)
|
|
return await self.subscribe_private(messageHash, self.extend(request, params))
|
|
else:
|
|
request['channel'] = 'user_stats/' + self.number_to_string(accountIndex)
|
|
return await self.subscribe_public(messageHash, self.extend(request, params))
|
|
|
|
def handle_balance(self, client: Client, message):
|
|
#
|
|
# spot balance
|
|
# {
|
|
# "assets": {
|
|
# "1": {
|
|
# "symbol": "ETH",
|
|
# "asset_id": 1,
|
|
# "balance": "7.1072",
|
|
# "locked_balance": "0.0000"
|
|
# },
|
|
# "3": {
|
|
# "symbol": "USDC",
|
|
# "asset_id": 3,
|
|
# "balance": "6343.581906",
|
|
# "locked_balance": "297.000000"
|
|
# }
|
|
# },
|
|
# "channel": "account_all_assets:1234",
|
|
# "timestamp": 1773158679717,
|
|
# "type": "update/account_all_assets"
|
|
# }
|
|
#
|
|
# swap balance
|
|
# {
|
|
# "channel": "user_stats:10",
|
|
# "stats": {
|
|
# "collateral": "5000.00",
|
|
# "portfolio_value": "15000.00",
|
|
# "leverage": "3.0",
|
|
# "available_balance": "2000.00",
|
|
# "margin_usage": "0.80",
|
|
# "buying_power": "4000.00",
|
|
# "account_trading_mode": 1,
|
|
# "cross_stats":{
|
|
# "collateral":"0.000000",
|
|
# "portfolio_value":"0.000000",
|
|
# "leverage":"0.00",
|
|
# "available_balance":"0.000000",
|
|
# "margin_usage":"0.00",
|
|
# "buying_power":"0"
|
|
# },
|
|
# "total_stats":{
|
|
# "collateral":"0.000000",
|
|
# "portfolio_value":"0.000000",
|
|
# "leverage":"0.00",
|
|
# "available_balance":"0.000000",
|
|
# "margin_usage":"0.00",
|
|
# "buying_power":"0"
|
|
# }
|
|
# },
|
|
# "timestamp": 1773158679717,
|
|
# "type": "update/user_stats"
|
|
# }
|
|
#
|
|
channel = self.safe_string(message, 'channel', '')
|
|
type = 'spot'
|
|
if channel.find('user_stats:') >= 0:
|
|
type = 'swap'
|
|
balance = self.safe_dict(self.balance, type, {})
|
|
if type == 'spot':
|
|
assets = self.safe_dict(message, 'assets', {})
|
|
assetIds = list(assets.keys())
|
|
for i in range(0, len(assetIds)):
|
|
assetId = assetIds[i]
|
|
asset = assets[assetId]
|
|
codeId = self.safe_string(asset, 'symbol')
|
|
code = self.safe_currency_code(codeId)
|
|
account = self.account()
|
|
account['used'] = self.safe_string(asset, 'locked_balance')
|
|
account['total'] = self.safe_string(asset, 'balance')
|
|
balance[code] = account
|
|
else:
|
|
stats = self.safe_dict(message, 'stats', {})
|
|
account = self.account()
|
|
account['free'] = self.safe_string(stats, 'available_balance')
|
|
account['total'] = self.safe_string(stats, 'collateral')
|
|
account['info'] = stats
|
|
balance['USDC'] = account
|
|
timestamp = self.safe_integer(message, 'timestamp')
|
|
balance['timestamp'] = timestamp
|
|
balance['datetime'] = self.iso8601(timestamp)
|
|
self.balance[type] = self.safe_balance(balance)
|
|
messageHash = self.get_message_hash('balances', None, type)
|
|
client.resolve(self.balance[type], messageHash)
|
|
return True
|
|
|
|
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://apidocs.lighter.xyz/docs/websocket-reference#account-all-orders
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
accountIndex = None
|
|
accountIndex, params = await self.handleAccountIndex(params, 'watchOrders', 'accountIndex', 'account_index')
|
|
messageHash = None
|
|
request = {}
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
messageHash = self.get_message_hash('orders', market['symbol'])
|
|
request['channel'] = 'account_orders/' + market['id'] + '/' + self.number_to_string(accountIndex)
|
|
else:
|
|
messageHash = self.get_message_hash('orders')
|
|
request['channel'] = 'account_all_orders/' + self.number_to_string(accountIndex)
|
|
orders = await self.subscribe_private(messageHash, self.extend(request, params))
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
async def un_watch_orders(self, symbol: Str = None, params={}) -> Any:
|
|
"""
|
|
unWatches information on multiple orders made by the user
|
|
|
|
https://apidocs.lighter.xyz/docs/websocket-reference#account-all-orders
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
: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()
|
|
accountIndex = None
|
|
accountIndex, params = await self.handleAccountIndex(params, 'watchOrders', 'accountIndex', 'account_index')
|
|
messageHash = None
|
|
request = {}
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
messageHash = self.get_message_hash('orders', market['symbol'])
|
|
request['channel'] = 'account_orders/' + market['id'] + '/' + self.number_to_string(accountIndex)
|
|
else:
|
|
messageHash = self.get_message_hash('orders')
|
|
request['channel'] = 'account_all_orders/' + self.number_to_string(accountIndex)
|
|
return await self.unsubscribe(messageHash, self.extend(request, params))
|
|
|
|
def handle_orders(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "account": {ACCOUNT_INDEX},
|
|
# "channel": "account_orders:{MARKET_INDEX}",
|
|
# "nonce": INTEGER,
|
|
# "orders": {
|
|
# "{MARKET_INDEX}": [Order] # the only present market index will be the one provided
|
|
# },
|
|
# "type": "update/account_orders"
|
|
# }
|
|
#
|
|
# {
|
|
# "channel": "account_all_orders:{ACCOUNT_ID}",
|
|
# "orders": {
|
|
# "{MARKET_INDEX}": [Order]
|
|
# },
|
|
# "type": "update/account_all_orders"
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'orders', {})
|
|
marketIds = list(data.keys())
|
|
idsLength = len(marketIds)
|
|
if idsLength == 0:
|
|
return False # nothing to process
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCache(limit)
|
|
stored = self.orders
|
|
messageHash = self.get_message_hash('orders')
|
|
for i in range(0, len(marketIds)):
|
|
marketId = marketIds[i]
|
|
market = self.safe_market(marketId)
|
|
orders = self.safe_list(data, marketId, [])
|
|
for j in range(0, len(orders)):
|
|
order = self.parse_order(orders[j], market)
|
|
stored.append(order)
|
|
symbol = order['symbol']
|
|
if symbol is not None:
|
|
symbolSpecificMessageHash = self.get_message_hash('orders', symbol)
|
|
client.resolve(stored, symbolSpecificMessageHash)
|
|
client.resolve(stored, messageHash)
|
|
return True
|
|
|
|
def handle_error_message(self, client, message):
|
|
#
|
|
# {
|
|
# "error": {
|
|
# "code": 30005,
|
|
# "message": "Invalid Channel: (marketId)"
|
|
# }
|
|
# }
|
|
#
|
|
error = self.safe_dict(message, 'error')
|
|
try:
|
|
if error is not None:
|
|
code = self.safe_string(error, 'code')
|
|
if code is not None:
|
|
feedback = self.id + ' ' + self.json(message)
|
|
self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback)
|
|
except Exception as e:
|
|
client.reject(e)
|
|
return True
|
|
|
|
def handle_message(self, client: Client, message):
|
|
if not self.handle_error_message(client, message):
|
|
return
|
|
type = self.safe_string(message, 'type', '')
|
|
if type == 'ping':
|
|
self.handle_ping(client, message)
|
|
return
|
|
channel = self.safe_string(message, 'channel', '')
|
|
if channel.find('order_book:') >= 0:
|
|
self.handle_order_book(client, message)
|
|
return
|
|
if channel.find('market_stats:') >= 0:
|
|
self.handle_ticker(client, message)
|
|
return
|
|
if channel.find('trade:') >= 0:
|
|
self.handle_trades(client, message)
|
|
return
|
|
if channel.find('account_all_trades:') >= 0:
|
|
self.handle_my_trades(client, message)
|
|
return
|
|
if channel.find('account_all_assets:') >= 0:
|
|
self.handle_balance(client, message)
|
|
return
|
|
if channel.find('user_stats:') >= 0:
|
|
self.handle_balance(client, message)
|
|
return
|
|
if channel.find('account_orders:') >= 0:
|
|
self.handle_orders(client, message)
|
|
return
|
|
if channel.find('account_all_orders:') >= 0:
|
|
self.handle_orders(client, message)
|
|
return
|
|
if channel == '':
|
|
self.handle_subscription_status(client, message)
|
|
|
|
def handle_subscription_status(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "session_id": "8d354239-80e0-4b77-8763-87b6fef2f768",
|
|
# "type": "connected"
|
|
# }
|
|
#
|
|
# {
|
|
# "type": "unsubscribed",
|
|
# "channel": "order_book:0"
|
|
# }
|
|
#
|
|
type = self.safe_string(message, 'type', '')
|
|
id = self.safe_string(message, 'session_id')
|
|
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
subscription = self.safe_dict(subscriptionsById, id, {})
|
|
if type == 'unsubscribed':
|
|
self.handle_un_subscription(client, subscription)
|
|
return message
|
|
|
|
def handle_un_subscription(self, client: Client, subscription: dict):
|
|
messageHashes = self.safe_list(subscription, 'messageHashes', [])
|
|
subMessageHashes = self.safe_list(subscription, 'subMessageHashes', [])
|
|
for i in range(0, len(messageHashes)):
|
|
unsubHash = messageHashes[i]
|
|
subHash = subMessageHashes[i]
|
|
self.clean_unsubscription(client, subHash, unsubHash)
|
|
self.clean_cache(subscription)
|
|
|
|
def handle_ping(self, client: Client, message):
|
|
#
|
|
# {"type": "ping"}
|
|
#
|
|
self.spawn(self.pong, client, message)
|
|
|
|
async def pong(self, client, message):
|
|
request: dict = {
|
|
'type': 'pong',
|
|
}
|
|
await client.send(request)
|