bitmart 0.0.116__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- bitmart/__init__.py +7 -0
- bitmart/ccxt/__init__.py +102 -0
- bitmart/ccxt/abstract/bitmart.py +117 -0
- bitmart/ccxt/async_support/__init__.py +81 -0
- bitmart/ccxt/async_support/base/__init__.py +1 -0
- bitmart/ccxt/async_support/base/exchange.py +2315 -0
- bitmart/ccxt/async_support/base/throttler.py +88 -0
- bitmart/ccxt/async_support/base/ws/__init__.py +38 -0
- bitmart/ccxt/async_support/base/ws/cache.py +219 -0
- bitmart/ccxt/async_support/base/ws/client.py +350 -0
- bitmart/ccxt/async_support/base/ws/functions.py +59 -0
- bitmart/ccxt/async_support/base/ws/future.py +46 -0
- bitmart/ccxt/async_support/base/ws/order_book.py +78 -0
- bitmart/ccxt/async_support/base/ws/order_book_side.py +174 -0
- bitmart/ccxt/async_support/bitmart.py +5361 -0
- bitmart/ccxt/base/__init__.py +27 -0
- bitmart/ccxt/base/decimal_to_precision.py +178 -0
- bitmart/ccxt/base/errors.py +273 -0
- bitmart/ccxt/base/exchange.py +7642 -0
- bitmart/ccxt/base/precise.py +297 -0
- bitmart/ccxt/base/types.py +619 -0
- bitmart/ccxt/bitmart.py +5361 -0
- bitmart/ccxt/pro/__init__.py +66 -0
- bitmart/ccxt/pro/bitmart.py +1917 -0
- bitmart/ccxt/static_dependencies/README.md +1 -0
- bitmart/ccxt/static_dependencies/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/__init__.py +6 -0
- bitmart/ccxt/static_dependencies/bip/addr/P2PKH_addr.py +205 -0
- bitmart/ccxt/static_dependencies/bip/addr/__init__.py +5 -0
- bitmart/ccxt/static_dependencies/bip/addr/addr_dec_utils.py +125 -0
- bitmart/ccxt/static_dependencies/bip/addr/addr_key_validator.py +162 -0
- bitmart/ccxt/static_dependencies/bip/addr/iaddr_decoder.py +48 -0
- bitmart/ccxt/static_dependencies/bip/addr/iaddr_encoder.py +50 -0
- bitmart/ccxt/static_dependencies/bip/base58/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/base58/base58.py +207 -0
- bitmart/ccxt/static_dependencies/bip/base58/base58_ex.py +25 -0
- bitmart/ccxt/static_dependencies/bip/base58/base58_xmr.py +155 -0
- bitmart/ccxt/static_dependencies/bip/bech32/__init__.py +4 -0
- bitmart/ccxt/static_dependencies/bip/bech32/bch_bech32.py +220 -0
- bitmart/ccxt/static_dependencies/bip/bech32/bech32.py +235 -0
- bitmart/ccxt/static_dependencies/bip/bech32/bech32_base.py +246 -0
- bitmart/ccxt/static_dependencies/bip/bech32/bech32_ex.py +25 -0
- bitmart/ccxt/static_dependencies/bip/bech32/segwit_bech32.py +173 -0
- bitmart/ccxt/static_dependencies/bip/bip32/__init__.py +14 -0
- bitmart/ccxt/static_dependencies/bip/bip32/base/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/bip32/base/bip32_base.py +581 -0
- bitmart/ccxt/static_dependencies/bip/bip32/base/ibip32_key_derivator.py +83 -0
- bitmart/ccxt/static_dependencies/bip/bip32/base/ibip32_mst_key_generator.py +47 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_const.py +35 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_ex.py +29 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_key_data.py +500 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_key_net_ver.py +83 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_key_ser.py +294 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_keys.py +457 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_path.py +247 -0
- bitmart/ccxt/static_dependencies/bip/bip32/bip32_utils.py +72 -0
- bitmart/ccxt/static_dependencies/bip/bip32/kholaw/__init__.py +4 -0
- bitmart/ccxt/static_dependencies/bip/bip32/kholaw/bip32_kholaw_ed25519.py +82 -0
- bitmart/ccxt/static_dependencies/bip/bip32/kholaw/bip32_kholaw_ed25519_key_derivator.py +118 -0
- bitmart/ccxt/static_dependencies/bip/bip32/kholaw/bip32_kholaw_key_derivator_base.py +204 -0
- bitmart/ccxt/static_dependencies/bip/bip32/kholaw/bip32_kholaw_mst_key_generator.py +119 -0
- bitmart/ccxt/static_dependencies/bip/bip32/slip10/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/bip32/slip10/bip32_slip10_key_derivator.py +200 -0
- bitmart/ccxt/static_dependencies/bip/bip32/slip10/bip32_slip10_mst_key_generator.py +168 -0
- bitmart/ccxt/static_dependencies/bip/bip32/slip10/bip32_slip10_secp256k1.py +82 -0
- bitmart/ccxt/static_dependencies/bip/bip44/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/bip44/bip44.py +265 -0
- bitmart/ccxt/static_dependencies/bip/bip44_base/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/bip44_base/bip44_base.py +624 -0
- bitmart/ccxt/static_dependencies/bip/bip44_base/bip44_base_ex.py +25 -0
- bitmart/ccxt/static_dependencies/bip/bip44_base/bip44_keys.py +225 -0
- bitmart/ccxt/static_dependencies/bip/coin_conf/__init__.py +2 -0
- bitmart/ccxt/static_dependencies/bip/coin_conf/coin_conf.py +68 -0
- bitmart/ccxt/static_dependencies/bip/coin_conf/coins_conf.py +890 -0
- bitmart/ccxt/static_dependencies/bip/conf/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip44/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip44/bip44_coins.py +126 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip44/bip44_conf.py +1360 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip44/bip44_conf_getter.py +153 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip49/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip49/bip49_coins.py +53 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip49/bip49_conf.py +366 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip49/bip49_conf_getter.py +80 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip84/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip84/bip84_coins.py +39 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip84/bip84_conf.py +113 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip84/bip84_conf_getter.py +66 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip86/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip86/bip86_coins.py +37 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip86/bip86_conf.py +83 -0
- bitmart/ccxt/static_dependencies/bip/conf/bip86/bip86_conf_getter.py +64 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/__init__.py +8 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/atom_addr.py +104 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/bip_bitcoin_cash_conf.py +106 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/bip_coin_conf.py +217 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/bip_coins.py +28 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/bip_conf_const.py +30 -0
- bitmart/ccxt/static_dependencies/bip/conf/common/bip_litecoin_conf.py +121 -0
- bitmart/ccxt/static_dependencies/bip/ecc/__init__.py +42 -0
- bitmart/ccxt/static_dependencies/bip/ecc/common/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/ecc/common/dummy_point.py +219 -0
- bitmart/ccxt/static_dependencies/bip/ecc/common/ikeys.py +263 -0
- bitmart/ccxt/static_dependencies/bip/ecc/common/ipoint.py +190 -0
- bitmart/ccxt/static_dependencies/bip/ecc/conf.py +28 -0
- bitmart/ccxt/static_dependencies/bip/ecc/curve/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/ecc/curve/elliptic_curve.py +121 -0
- bitmart/ccxt/static_dependencies/bip/ecc/curve/elliptic_curve_getter.py +74 -0
- bitmart/ccxt/static_dependencies/bip/ecc/curve/elliptic_curve_types.py +37 -0
- bitmart/ccxt/static_dependencies/bip/ecc/ecdsa/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/ecc/ecdsa/ecdsa_keys.py +36 -0
- bitmart/ccxt/static_dependencies/bip/ecc/secp256k1/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/ecc/secp256k1/secp256k1.py +36 -0
- bitmart/ccxt/static_dependencies/bip/ecc/secp256k1/secp256k1_const.py +59 -0
- bitmart/ccxt/static_dependencies/bip/ecc/secp256k1/secp256k1_keys_ecdsa.py +248 -0
- bitmart/ccxt/static_dependencies/bip/ecc/secp256k1/secp256k1_point_ecdsa.py +234 -0
- bitmart/ccxt/static_dependencies/bip/slip/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip173/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip173/slip173.py +60 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip32/__init__.py +4 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip32/slip32.py +322 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip32/slip32_key_net_ver.py +62 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip44/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/slip/slip44/slip44.py +81 -0
- bitmart/ccxt/static_dependencies/bip/utils/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/bip/utils/conf/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/utils/conf/coin_names.py +59 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/__init__.py +10 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/aes_ecb.py +152 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/blake2.py +191 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/chacha20_poly1305.py +101 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/hash160.py +57 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/hmac.py +118 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/pbkdf2.py +66 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/ripemd.py +58 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/scrypt.py +66 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/sha2.py +182 -0
- bitmart/ccxt/static_dependencies/bip/utils/crypto/sha3.py +99 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/__init__.py +7 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/algo.py +108 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/base32.py +151 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/bit.py +115 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/bytes.py +200 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/data_bytes.py +181 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/integer.py +97 -0
- bitmart/ccxt/static_dependencies/bip/utils/misc/string.py +54 -0
- bitmart/ccxt/static_dependencies/bip/utils/typing/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/utils/typing/literal.py +27 -0
- bitmart/ccxt/static_dependencies/bip/wif/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/bip/wif/wif.py +144 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/amino/amino_pb2.py +31 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/base/v1beta1/coin_pb2.py +47 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/crypto/multisig/keys_pb2.py +33 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/crypto/multisig/v1beta1/multisig_pb2.py +33 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/crypto/secp256k1/keys_pb2.py +34 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/msg/v1/msg_pb2.py +27 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/tx/signing/v1beta1/signing_pb2.py +38 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos/tx/v1beta1/tx_pb2.py +75 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/cosmos_proto/cosmos_pb2.py +36 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/accountplus_pb2.py +31 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/genesis_pb2.py +40 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/models_pb2.py +26 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/params_pb2.py +29 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/query_pb2.py +57 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/accountplus/tx_pb2.py +51 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/block_rate_limit_config_pb2.py +37 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/clob_pair_pb2.py +41 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/equity_tier_limit_config_pb2.py +35 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/finalize_block_pb2.py +27 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/liquidations_config_pb2.py +39 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/liquidations_pb2.py +38 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/matches_pb2.py +55 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/mev_pb2.py +49 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/operation_pb2.py +32 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/order_pb2.py +86 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/order_removals_pb2.py +32 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/process_proposer_matches_events_pb2.py +42 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/query_pb2.py +124 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/streaming_pb2.py +29 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/clob/tx_pb2.py +117 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/sending/genesis_pb2.py +26 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/sending/query_pb2.py +26 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/sending/transfer_pb2.py +61 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/sending/tx_pb2.py +37 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/asset_position_pb2.py +29 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/genesis_pb2.py +30 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/perpetual_position_pb2.py +33 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/query_pb2.py +63 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/streaming_pb2.py +31 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/dydxprotocol/subaccounts/subaccount_pb2.py +33 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/gogoproto/gogo_pb2.py +102 -0
- bitmart/ccxt/static_dependencies/dydx_v4_client/registry.py +38 -0
- bitmart/ccxt/static_dependencies/ecdsa/__init__.py +14 -0
- bitmart/ccxt/static_dependencies/ecdsa/_version.py +520 -0
- bitmart/ccxt/static_dependencies/ecdsa/curves.py +56 -0
- bitmart/ccxt/static_dependencies/ecdsa/der.py +221 -0
- bitmart/ccxt/static_dependencies/ecdsa/ecdsa.py +310 -0
- bitmart/ccxt/static_dependencies/ecdsa/ellipticcurve.py +1039 -0
- bitmart/ccxt/static_dependencies/ecdsa/keys.py +343 -0
- bitmart/ccxt/static_dependencies/ecdsa/numbertheory.py +531 -0
- bitmart/ccxt/static_dependencies/ecdsa/rfc6979.py +100 -0
- bitmart/ccxt/static_dependencies/ecdsa/util.py +266 -0
- bitmart/ccxt/static_dependencies/ethereum/__init__.py +7 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/__init__.py +16 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/abi.py +19 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/base.py +152 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/codec.py +217 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/constants.py +3 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/decoding.py +565 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/encoding.py +720 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/exceptions.py +139 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/grammar.py +443 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/packed.py +13 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/py.typed +0 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/registry.py +643 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/tools/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/tools/_strategies.py +230 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/utils/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/utils/numeric.py +83 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/utils/padding.py +27 -0
- bitmart/ccxt/static_dependencies/ethereum/abi/utils/string.py +19 -0
- bitmart/ccxt/static_dependencies/ethereum/account/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/ethereum/account/encode_typed_data/__init__.py +4 -0
- bitmart/ccxt/static_dependencies/ethereum/account/encode_typed_data/encoding_and_hashing.py +239 -0
- bitmart/ccxt/static_dependencies/ethereum/account/encode_typed_data/helpers.py +40 -0
- bitmart/ccxt/static_dependencies/ethereum/account/messages.py +263 -0
- bitmart/ccxt/static_dependencies/ethereum/account/py.typed +0 -0
- bitmart/ccxt/static_dependencies/ethereum/hexbytes/__init__.py +5 -0
- bitmart/ccxt/static_dependencies/ethereum/hexbytes/_utils.py +54 -0
- bitmart/ccxt/static_dependencies/ethereum/hexbytes/main.py +65 -0
- bitmart/ccxt/static_dependencies/ethereum/hexbytes/py.typed +0 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/__init__.py +63 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/abi.py +6 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/bls.py +7 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/discovery.py +5 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/encoding.py +7 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/enums.py +17 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/ethpm.py +9 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/evm.py +20 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/networks.py +1122 -0
- bitmart/ccxt/static_dependencies/ethereum/typing/py.typed +0 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/__init__.py +115 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/abi.py +72 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/address.py +171 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/applicators.py +151 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/conversions.py +190 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/currency.py +107 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/curried/__init__.py +269 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/debug.py +20 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/decorators.py +132 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/encoding.py +6 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/exceptions.py +4 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/functional.py +75 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/hexadecimal.py +74 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/humanize.py +188 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/logging.py +159 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/module_loading.py +31 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/numeric.py +43 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/py.typed +0 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/toolz.py +76 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/types.py +54 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/typing/__init__.py +18 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/typing/misc.py +14 -0
- bitmart/ccxt/static_dependencies/ethereum/utils/units.py +31 -0
- bitmart/ccxt/static_dependencies/keccak/__init__.py +3 -0
- bitmart/ccxt/static_dependencies/keccak/keccak.py +197 -0
- bitmart/ccxt/static_dependencies/lark/__init__.py +38 -0
- bitmart/ccxt/static_dependencies/lark/__pyinstaller/__init__.py +6 -0
- bitmart/ccxt/static_dependencies/lark/__pyinstaller/hook-lark.py +14 -0
- bitmart/ccxt/static_dependencies/lark/ast_utils.py +59 -0
- bitmart/ccxt/static_dependencies/lark/common.py +86 -0
- bitmart/ccxt/static_dependencies/lark/exceptions.py +292 -0
- bitmart/ccxt/static_dependencies/lark/grammar.py +130 -0
- bitmart/ccxt/static_dependencies/lark/grammars/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/lark/grammars/common.lark +59 -0
- bitmart/ccxt/static_dependencies/lark/grammars/lark.lark +62 -0
- bitmart/ccxt/static_dependencies/lark/grammars/python.lark +302 -0
- bitmart/ccxt/static_dependencies/lark/grammars/unicode.lark +7 -0
- bitmart/ccxt/static_dependencies/lark/indenter.py +143 -0
- bitmart/ccxt/static_dependencies/lark/lark.py +658 -0
- bitmart/ccxt/static_dependencies/lark/lexer.py +678 -0
- bitmart/ccxt/static_dependencies/lark/load_grammar.py +1428 -0
- bitmart/ccxt/static_dependencies/lark/parse_tree_builder.py +391 -0
- bitmart/ccxt/static_dependencies/lark/parser_frontends.py +257 -0
- bitmart/ccxt/static_dependencies/lark/parsers/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/lark/parsers/cyk.py +340 -0
- bitmart/ccxt/static_dependencies/lark/parsers/earley.py +314 -0
- bitmart/ccxt/static_dependencies/lark/parsers/earley_common.py +42 -0
- bitmart/ccxt/static_dependencies/lark/parsers/earley_forest.py +801 -0
- bitmart/ccxt/static_dependencies/lark/parsers/grammar_analysis.py +203 -0
- bitmart/ccxt/static_dependencies/lark/parsers/lalr_analysis.py +332 -0
- bitmart/ccxt/static_dependencies/lark/parsers/lalr_interactive_parser.py +158 -0
- bitmart/ccxt/static_dependencies/lark/parsers/lalr_parser.py +122 -0
- bitmart/ccxt/static_dependencies/lark/parsers/lalr_parser_state.py +110 -0
- bitmart/ccxt/static_dependencies/lark/parsers/xearley.py +165 -0
- bitmart/ccxt/static_dependencies/lark/py.typed +0 -0
- bitmart/ccxt/static_dependencies/lark/reconstruct.py +107 -0
- bitmart/ccxt/static_dependencies/lark/tools/__init__.py +70 -0
- bitmart/ccxt/static_dependencies/lark/tools/nearley.py +202 -0
- bitmart/ccxt/static_dependencies/lark/tools/serialize.py +32 -0
- bitmart/ccxt/static_dependencies/lark/tools/standalone.py +196 -0
- bitmart/ccxt/static_dependencies/lark/tree.py +267 -0
- bitmart/ccxt/static_dependencies/lark/tree_matcher.py +186 -0
- bitmart/ccxt/static_dependencies/lark/tree_templates.py +180 -0
- bitmart/ccxt/static_dependencies/lark/utils.py +343 -0
- bitmart/ccxt/static_dependencies/lark/visitors.py +596 -0
- bitmart/ccxt/static_dependencies/marshmallow/__init__.py +81 -0
- bitmart/ccxt/static_dependencies/marshmallow/base.py +65 -0
- bitmart/ccxt/static_dependencies/marshmallow/class_registry.py +94 -0
- bitmart/ccxt/static_dependencies/marshmallow/decorators.py +231 -0
- bitmart/ccxt/static_dependencies/marshmallow/error_store.py +60 -0
- bitmart/ccxt/static_dependencies/marshmallow/exceptions.py +71 -0
- bitmart/ccxt/static_dependencies/marshmallow/fields.py +2114 -0
- bitmart/ccxt/static_dependencies/marshmallow/orderedset.py +89 -0
- bitmart/ccxt/static_dependencies/marshmallow/py.typed +0 -0
- bitmart/ccxt/static_dependencies/marshmallow/schema.py +1228 -0
- bitmart/ccxt/static_dependencies/marshmallow/types.py +12 -0
- bitmart/ccxt/static_dependencies/marshmallow/utils.py +378 -0
- bitmart/ccxt/static_dependencies/marshmallow/validate.py +678 -0
- bitmart/ccxt/static_dependencies/marshmallow/warnings.py +2 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/__init__.py +1047 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/collection_field.py +51 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/lazy_class_attribute.py +45 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/mypy.py +71 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/py.typed +0 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/typing.py +14 -0
- bitmart/ccxt/static_dependencies/marshmallow_dataclass/union_field.py +82 -0
- bitmart/ccxt/static_dependencies/marshmallow_oneofschema/__init__.py +1 -0
- bitmart/ccxt/static_dependencies/marshmallow_oneofschema/one_of_schema.py +193 -0
- bitmart/ccxt/static_dependencies/marshmallow_oneofschema/py.typed +0 -0
- bitmart/ccxt/static_dependencies/mnemonic/__init__.py +4 -0
- bitmart/ccxt/static_dependencies/mnemonic/mnemonic.py +282 -0
- bitmart/ccxt/static_dependencies/mnemonic/py.typed +1 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/chinese_simplified.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/chinese_traditional.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/czech.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/english.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/french.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/italian.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/japanese.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/korean.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/portuguese.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/russian.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/spanish.txt +2048 -0
- bitmart/ccxt/static_dependencies/mnemonic/wordlist/turkish.txt +2048 -0
- bitmart/ccxt/static_dependencies/msgpack/__init__.py +55 -0
- bitmart/ccxt/static_dependencies/msgpack/_cmsgpack.pyx +11 -0
- bitmart/ccxt/static_dependencies/msgpack/_packer.pyx +374 -0
- bitmart/ccxt/static_dependencies/msgpack/_unpacker.pyx +547 -0
- bitmart/ccxt/static_dependencies/msgpack/buff_converter.h +8 -0
- bitmart/ccxt/static_dependencies/msgpack/exceptions.py +48 -0
- bitmart/ccxt/static_dependencies/msgpack/ext.py +168 -0
- bitmart/ccxt/static_dependencies/msgpack/fallback.py +951 -0
- bitmart/ccxt/static_dependencies/msgpack/pack.h +89 -0
- bitmart/ccxt/static_dependencies/msgpack/pack_template.h +820 -0
- bitmart/ccxt/static_dependencies/msgpack/sysdep.h +194 -0
- bitmart/ccxt/static_dependencies/msgpack/unpack.h +391 -0
- bitmart/ccxt/static_dependencies/msgpack/unpack_define.h +95 -0
- bitmart/ccxt/static_dependencies/msgpack/unpack_template.h +464 -0
- bitmart/ccxt/static_dependencies/parsimonious/__init__.py +10 -0
- bitmart/ccxt/static_dependencies/parsimonious/exceptions.py +105 -0
- bitmart/ccxt/static_dependencies/parsimonious/expressions.py +479 -0
- bitmart/ccxt/static_dependencies/parsimonious/grammar.py +487 -0
- bitmart/ccxt/static_dependencies/parsimonious/nodes.py +325 -0
- bitmart/ccxt/static_dependencies/parsimonious/utils.py +40 -0
- bitmart/ccxt/static_dependencies/starknet/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v0/__init__.py +2 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v0/model.py +44 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v0/parser.py +216 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v0/schemas.py +72 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v0/shape.py +63 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/__init__.py +2 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/core_structures.json +14 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/model.py +39 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/parser.py +220 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/parser_transformer.py +179 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/schemas.py +66 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v1/shape.py +47 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/__init__.py +2 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/model.py +89 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/parser.py +293 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/parser_transformer.py +192 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/schemas.py +132 -0
- bitmart/ccxt/static_dependencies/starknet/abi/v2/shape.py +107 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/data_types.py +123 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/deprecated_parse/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/deprecated_parse/cairo_types.py +77 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser.py +46 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser_transformer.py +138 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/felt.py +64 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/type_parser.py +121 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/v1/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/v1/type_parser.py +59 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/v2/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/cairo/v2/type_parser.py +77 -0
- bitmart/ccxt/static_dependencies/starknet/ccxt_utils.py +7 -0
- bitmart/ccxt/static_dependencies/starknet/common.py +15 -0
- bitmart/ccxt/static_dependencies/starknet/constants.py +39 -0
- bitmart/ccxt/static_dependencies/starknet/hash/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/hash/address.py +79 -0
- bitmart/ccxt/static_dependencies/starknet/hash/compiled_class_hash_objects.py +111 -0
- bitmart/ccxt/static_dependencies/starknet/hash/selector.py +16 -0
- bitmart/ccxt/static_dependencies/starknet/hash/storage.py +12 -0
- bitmart/ccxt/static_dependencies/starknet/hash/utils.py +78 -0
- bitmart/ccxt/static_dependencies/starknet/models/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/models/typed_data.py +45 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/__init__.py +24 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/_calldata_reader.py +40 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/_context.py +142 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/__init__.py +10 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/_common.py +82 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/array_serializer.py +43 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/bool_serializer.py +37 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/byte_array_serializer.py +66 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/cairo_data_serializer.py +71 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/enum_serializer.py +71 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/felt_serializer.py +50 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/named_tuple_serializer.py +58 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/option_serializer.py +43 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/output_serializer.py +40 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/payload_serializer.py +72 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/struct_serializer.py +36 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/tuple_serializer.py +36 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/uint256_serializer.py +76 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/uint_serializer.py +100 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/data_serializers/unit_serializer.py +32 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/errors.py +10 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/factory.py +229 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/function_serialization_adapter.py +110 -0
- bitmart/ccxt/static_dependencies/starknet/serialization/tuple_dataclass.py +59 -0
- bitmart/ccxt/static_dependencies/starknet/utils/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starknet/utils/constructor_args_translator.py +86 -0
- bitmart/ccxt/static_dependencies/starknet/utils/iterable.py +13 -0
- bitmart/ccxt/static_dependencies/starknet/utils/schema.py +13 -0
- bitmart/ccxt/static_dependencies/starknet/utils/typed_data.py +182 -0
- bitmart/ccxt/static_dependencies/starkware/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starkware/crypto/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/starkware/crypto/fast_pedersen_hash.py +50 -0
- bitmart/ccxt/static_dependencies/starkware/crypto/math_utils.py +78 -0
- bitmart/ccxt/static_dependencies/starkware/crypto/signature.py +2344 -0
- bitmart/ccxt/static_dependencies/starkware/crypto/utils.py +63 -0
- bitmart/ccxt/static_dependencies/sympy/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/sympy/core/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/sympy/core/intfunc.py +35 -0
- bitmart/ccxt/static_dependencies/sympy/external/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/sympy/external/gmpy.py +345 -0
- bitmart/ccxt/static_dependencies/sympy/external/importtools.py +187 -0
- bitmart/ccxt/static_dependencies/sympy/external/ntheory.py +637 -0
- bitmart/ccxt/static_dependencies/sympy/external/pythonmpq.py +341 -0
- bitmart/ccxt/static_dependencies/toolz/__init__.py +26 -0
- bitmart/ccxt/static_dependencies/toolz/_signatures.py +784 -0
- bitmart/ccxt/static_dependencies/toolz/_version.py +520 -0
- bitmart/ccxt/static_dependencies/toolz/compatibility.py +30 -0
- bitmart/ccxt/static_dependencies/toolz/curried/__init__.py +101 -0
- bitmart/ccxt/static_dependencies/toolz/curried/exceptions.py +22 -0
- bitmart/ccxt/static_dependencies/toolz/curried/operator.py +22 -0
- bitmart/ccxt/static_dependencies/toolz/dicttoolz.py +339 -0
- bitmart/ccxt/static_dependencies/toolz/functoolz.py +1049 -0
- bitmart/ccxt/static_dependencies/toolz/itertoolz.py +1057 -0
- bitmart/ccxt/static_dependencies/toolz/recipes.py +46 -0
- bitmart/ccxt/static_dependencies/toolz/utils.py +9 -0
- bitmart/ccxt/static_dependencies/typing_inspect/__init__.py +0 -0
- bitmart/ccxt/static_dependencies/typing_inspect/typing_inspect.py +851 -0
- bitmart-0.0.116.dist-info/METADATA +342 -0
- bitmart-0.0.116.dist-info/RECORD +466 -0
- bitmart-0.0.116.dist-info/WHEEL +4 -0
|
@@ -0,0 +1,1917 @@
|
|
|
1
|
+
# -*- coding: utf-8 -*-
|
|
2
|
+
|
|
3
|
+
# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
|
|
4
|
+
# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
|
|
5
|
+
|
|
6
|
+
import ccxt.async_support
|
|
7
|
+
from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
|
|
8
|
+
from ccxt.async_support.base.ws.order_book_side import Asks, Bids
|
|
9
|
+
import hashlib
|
|
10
|
+
from ccxt.base.types import Any, Balances, Bool, Int, Market, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
|
|
11
|
+
from ccxt.async_support.base.ws.client import Client
|
|
12
|
+
from typing import List
|
|
13
|
+
from ccxt.base.errors import ExchangeError
|
|
14
|
+
from ccxt.base.errors import AuthenticationError
|
|
15
|
+
from ccxt.base.errors import NotSupported
|
|
16
|
+
|
|
17
|
+
|
|
18
|
+
from ccxt.async_support import bitmart as bitmartAsync
|
|
19
|
+
|
|
20
|
+
|
|
21
|
+
class bitmart(bitmartAsync):
|
|
22
|
+
|
|
23
|
+
def describe(self) -> Any:
|
|
24
|
+
return self.deep_extend(super(bitmart, self).describe(), {
|
|
25
|
+
'has': {
|
|
26
|
+
'createOrderWs': False,
|
|
27
|
+
'editOrderWs': False,
|
|
28
|
+
'fetchOpenOrdersWs': False,
|
|
29
|
+
'fetchOrderWs': False,
|
|
30
|
+
'cancelOrderWs': False,
|
|
31
|
+
'cancelOrdersWs': False,
|
|
32
|
+
'cancelAllOrdersWs': False,
|
|
33
|
+
'ws': True,
|
|
34
|
+
'watchBalance': True,
|
|
35
|
+
'watchTicker': True,
|
|
36
|
+
'watchTickers': True,
|
|
37
|
+
'watchBidsAsks': True,
|
|
38
|
+
'watchOrderBook': True,
|
|
39
|
+
'watchOrderBookForSymbols': True,
|
|
40
|
+
'watchOrders': True,
|
|
41
|
+
'watchTrades': True,
|
|
42
|
+
'watchTradesForSymbols': True,
|
|
43
|
+
'watchOHLCV': True,
|
|
44
|
+
'watchPosition': 'emulated',
|
|
45
|
+
'watchPositions': True,
|
|
46
|
+
'unWatchBidsAsks': False, # the same channel
|
|
47
|
+
'unWatchOHLCV': True,
|
|
48
|
+
'unWatchOrderBook': True,
|
|
49
|
+
'unWatchOrderBookForSymbols': True,
|
|
50
|
+
'unWatchOrders': True,
|
|
51
|
+
'unWatchPositions': True,
|
|
52
|
+
'unWatchTicker': True,
|
|
53
|
+
'unWatchTickers': True,
|
|
54
|
+
'unWatchTrades': True,
|
|
55
|
+
'unWatchTradesForSymbols': True,
|
|
56
|
+
},
|
|
57
|
+
'urls': {
|
|
58
|
+
'api': {
|
|
59
|
+
'ws': {
|
|
60
|
+
'spot': {
|
|
61
|
+
'public': 'wss://ws-manager-compress.{hostname}/api?protocol=1.1',
|
|
62
|
+
'private': 'wss://ws-manager-compress.{hostname}/user?protocol=1.1',
|
|
63
|
+
},
|
|
64
|
+
'swap': {
|
|
65
|
+
'public': 'wss://openapi-ws-v2.{hostname}/api?protocol=1.1',
|
|
66
|
+
'private': 'wss://openapi-ws-v2.{hostname}/user?protocol=1.1',
|
|
67
|
+
},
|
|
68
|
+
},
|
|
69
|
+
},
|
|
70
|
+
},
|
|
71
|
+
'options': {
|
|
72
|
+
'defaultType': 'spot',
|
|
73
|
+
'watchBalance': {
|
|
74
|
+
'fetchBalanceSnapshot': True, # or False
|
|
75
|
+
'awaitBalanceSnapshot': False, # whether to wait for the balance snapshot before providing updates
|
|
76
|
+
},
|
|
77
|
+
#
|
|
78
|
+
# orderbook channels can have:
|
|
79
|
+
# - 'depth5', 'depth20', 'depth50' # these endpoints emit full Orderbooks once in every 500ms
|
|
80
|
+
# - 'depth/increase100' # self endpoint is preferred, because it emits once in 100ms. however, when self value is chosen, it only affects spot-market, but contracts markets automatically `depth50` will be being used
|
|
81
|
+
'watchOrderBook': {
|
|
82
|
+
'depth': 'depth/increase100',
|
|
83
|
+
},
|
|
84
|
+
'watchOrderBookForSymbols': {
|
|
85
|
+
'depth': 'depth/increase100',
|
|
86
|
+
},
|
|
87
|
+
'watchTrades': {
|
|
88
|
+
'ignoreDuplicates': True,
|
|
89
|
+
},
|
|
90
|
+
'ws': {
|
|
91
|
+
'inflate': True,
|
|
92
|
+
},
|
|
93
|
+
'timeframes': {
|
|
94
|
+
'1m': '1m',
|
|
95
|
+
'3m': '3m',
|
|
96
|
+
'5m': '5m',
|
|
97
|
+
'15m': '15m',
|
|
98
|
+
'30m': '30m',
|
|
99
|
+
'45m': '45m',
|
|
100
|
+
'1h': '1H',
|
|
101
|
+
'2h': '2H',
|
|
102
|
+
'3h': '3H',
|
|
103
|
+
'4h': '4H',
|
|
104
|
+
'1d': '1D',
|
|
105
|
+
'1w': '1W',
|
|
106
|
+
'1M': '1M',
|
|
107
|
+
},
|
|
108
|
+
},
|
|
109
|
+
'streaming': {
|
|
110
|
+
'keepAlive': 15000,
|
|
111
|
+
},
|
|
112
|
+
})
|
|
113
|
+
|
|
114
|
+
async def subscribe(self, channel, symbol, type, params={}):
|
|
115
|
+
market = self.market(symbol)
|
|
116
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['public'])
|
|
117
|
+
request = {}
|
|
118
|
+
messageHash = None
|
|
119
|
+
unsubscribe = self.safe_bool(params, 'unsubscribe', False)
|
|
120
|
+
prefix = ''
|
|
121
|
+
requestOp = 'subscribe'
|
|
122
|
+
if unsubscribe:
|
|
123
|
+
params = self.omit(params, 'unsubscribe')
|
|
124
|
+
prefix = 'unsubscribe::'
|
|
125
|
+
requestOp = 'unsubscribe'
|
|
126
|
+
if type == 'spot':
|
|
127
|
+
messageHash = 'spot/' + channel + ':' + market['id']
|
|
128
|
+
request = {
|
|
129
|
+
'op': requestOp,
|
|
130
|
+
'args': [messageHash],
|
|
131
|
+
}
|
|
132
|
+
else:
|
|
133
|
+
messageHash = 'futures/' + channel + ':' + market['id']
|
|
134
|
+
speed = self.safe_string(params, 'speed')
|
|
135
|
+
if speed is not None:
|
|
136
|
+
params = self.omit(params, 'speed')
|
|
137
|
+
messageHash += ':' + speed
|
|
138
|
+
request = {
|
|
139
|
+
'action': requestOp,
|
|
140
|
+
'args': [messageHash],
|
|
141
|
+
}
|
|
142
|
+
messageHash = prefix + messageHash
|
|
143
|
+
return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
144
|
+
|
|
145
|
+
async def subscribe_multiple(self, channel: str, type: str, symbols: Strings = None, params={}):
|
|
146
|
+
symbols = self.market_symbols(symbols, type, False, True)
|
|
147
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['public'])
|
|
148
|
+
channelType = 'spot' if (type == 'spot') else 'futures'
|
|
149
|
+
actionType = 'op' if (type == 'spot') else 'action'
|
|
150
|
+
rawSubscriptions = []
|
|
151
|
+
messageHashes = []
|
|
152
|
+
subHashes = []
|
|
153
|
+
unsubscribe = self.safe_bool(params, 'unsubscribe', False)
|
|
154
|
+
prefix = ''
|
|
155
|
+
requestOp = 'subscribe'
|
|
156
|
+
if unsubscribe:
|
|
157
|
+
params = self.omit(params, 'unsubscribe')
|
|
158
|
+
prefix = 'unsubscribe::'
|
|
159
|
+
requestOp = 'unsubscribe'
|
|
160
|
+
for i in range(0, len(symbols)):
|
|
161
|
+
market = self.market(symbols[i])
|
|
162
|
+
message = channelType + '/' + channel + ':' + market['id']
|
|
163
|
+
subHash = prefix + message
|
|
164
|
+
messageHash = prefix + channel + ':' + market['symbol']
|
|
165
|
+
rawSubscriptions.append(message)
|
|
166
|
+
subHashes.append(subHash)
|
|
167
|
+
messageHashes.append(messageHash)
|
|
168
|
+
# exclusion, futures "tickers" need one generic request for all symbols
|
|
169
|
+
# if (type != 'spot') and (channel == 'ticker'):
|
|
170
|
+
# rawSubscriptions = [channelType + '/' + channel]
|
|
171
|
+
# }
|
|
172
|
+
# Exchange update from 2025-02-11 supports subscription by trading pair for swap
|
|
173
|
+
request: dict = {
|
|
174
|
+
'args': rawSubscriptions,
|
|
175
|
+
}
|
|
176
|
+
request[actionType] = requestOp
|
|
177
|
+
return await self.watch_multiple(url, messageHashes, self.deep_extend(request, params), subHashes)
|
|
178
|
+
|
|
179
|
+
async def watch_balance(self, params={}) -> Balances:
|
|
180
|
+
"""
|
|
181
|
+
|
|
182
|
+
https://developer-pro.bitmart.com/en/spot/#private-balance-change
|
|
183
|
+
https://developer-pro.bitmart.com/en/futuresv2/#private-assets-channel
|
|
184
|
+
|
|
185
|
+
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
186
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
187
|
+
:returns dict: a `balance structure <https://docs.ccxt.com/?id=balance-structure>`
|
|
188
|
+
"""
|
|
189
|
+
await self.load_markets()
|
|
190
|
+
type = 'spot'
|
|
191
|
+
type, params = self.handle_market_type_and_params('watchBalance', None, params)
|
|
192
|
+
await self.authenticate(type, params)
|
|
193
|
+
request = {}
|
|
194
|
+
if type == 'spot':
|
|
195
|
+
request = {
|
|
196
|
+
'op': 'subscribe',
|
|
197
|
+
'args': ['spot/user/balance:BALANCE_UPDATE'],
|
|
198
|
+
}
|
|
199
|
+
else:
|
|
200
|
+
request = {
|
|
201
|
+
'action': 'subscribe',
|
|
202
|
+
'args': ['futures/asset:USDT', 'futures/asset:BTC', 'futures/asset:ETH'],
|
|
203
|
+
}
|
|
204
|
+
messageHash = 'balance:' + type
|
|
205
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['private'])
|
|
206
|
+
client = self.client(url)
|
|
207
|
+
self.set_balance_cache(client, type, messageHash)
|
|
208
|
+
fetchBalanceSnapshot = None
|
|
209
|
+
awaitBalanceSnapshot = None
|
|
210
|
+
fetchBalanceSnapshot, params = self.handle_option_and_params(params, 'watchBalance', 'fetchBalanceSnapshot', True)
|
|
211
|
+
awaitBalanceSnapshot, params = self.handle_option_and_params(params, 'watchBalance', 'awaitBalanceSnapshot', False)
|
|
212
|
+
if fetchBalanceSnapshot and awaitBalanceSnapshot:
|
|
213
|
+
await client.future(type + ':fetchBalanceSnapshot')
|
|
214
|
+
return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
215
|
+
|
|
216
|
+
def set_balance_cache(self, client: Client, type, subscribeHash):
|
|
217
|
+
if subscribeHash in client.subscriptions:
|
|
218
|
+
return
|
|
219
|
+
options = self.safe_dict(self.options, 'watchBalance')
|
|
220
|
+
snapshot = self.safe_bool(options, 'fetchBalanceSnapshot', True)
|
|
221
|
+
if snapshot:
|
|
222
|
+
messageHash = type + ':' + 'fetchBalanceSnapshot'
|
|
223
|
+
if not (messageHash in client.futures):
|
|
224
|
+
client.future(messageHash)
|
|
225
|
+
self.spawn(self.load_balance_snapshot, client, messageHash, type)
|
|
226
|
+
self.balance[type] = {}
|
|
227
|
+
# without self comment, transpilation breaks for some reason...
|
|
228
|
+
|
|
229
|
+
async def load_balance_snapshot(self, client, messageHash, type):
|
|
230
|
+
response = await self.fetch_balance({'type': type})
|
|
231
|
+
self.balance[type] = self.extend(response, self.safe_value(self.balance, type, {}))
|
|
232
|
+
# don't remove the future from the .futures cache
|
|
233
|
+
if messageHash in client.futures:
|
|
234
|
+
future = client.futures[messageHash]
|
|
235
|
+
future.resolve()
|
|
236
|
+
client.resolve(self.balance[type], 'balance:' + type)
|
|
237
|
+
|
|
238
|
+
def handle_balance(self, client: Client, message):
|
|
239
|
+
#
|
|
240
|
+
# spot
|
|
241
|
+
# {
|
|
242
|
+
# "data":[
|
|
243
|
+
# {
|
|
244
|
+
# "balance_details":[
|
|
245
|
+
# {
|
|
246
|
+
# "av_bal":"0.206000000000000000000000000000",
|
|
247
|
+
# "ccy":"LTC",
|
|
248
|
+
# "fz_bal":"0.100000000000000000000000000000"
|
|
249
|
+
# }
|
|
250
|
+
# ],
|
|
251
|
+
# "event_time":"1701632345416",
|
|
252
|
+
# "event_type":"TRANSACTION_COMPLETED"
|
|
253
|
+
# }
|
|
254
|
+
# ],
|
|
255
|
+
# "table":"spot/user/balance"
|
|
256
|
+
# }
|
|
257
|
+
# swap
|
|
258
|
+
# {
|
|
259
|
+
# group: 'futures/asset:USDT',
|
|
260
|
+
# data: {
|
|
261
|
+
# currency: 'USDT',
|
|
262
|
+
# available_balance: '37.19688649135',
|
|
263
|
+
# position_deposit: '0.788687546',
|
|
264
|
+
# frozen_balance: '0'
|
|
265
|
+
# }
|
|
266
|
+
# }
|
|
267
|
+
#
|
|
268
|
+
channel = self.safe_string_2(message, 'table', 'group')
|
|
269
|
+
data = self.safe_value(message, 'data')
|
|
270
|
+
if data is None:
|
|
271
|
+
return
|
|
272
|
+
isSpot = (channel.find('spot') >= 0)
|
|
273
|
+
type = 'spot' if isSpot else 'swap'
|
|
274
|
+
self.balance[type]['info'] = message
|
|
275
|
+
if isSpot:
|
|
276
|
+
if not isinstance(data, list):
|
|
277
|
+
return
|
|
278
|
+
for i in range(0, len(data)):
|
|
279
|
+
timestamp = self.safe_integer(message, 'event_time')
|
|
280
|
+
self.balance[type]['timestamp'] = timestamp
|
|
281
|
+
self.balance[type]['datetime'] = self.iso8601(timestamp)
|
|
282
|
+
balanceDetails = self.safe_list(data[i], 'balance_details', [])
|
|
283
|
+
for ii in range(0, len(balanceDetails)):
|
|
284
|
+
rawBalance = balanceDetails[i]
|
|
285
|
+
account = self.account()
|
|
286
|
+
currencyId = self.safe_string(rawBalance, 'ccy')
|
|
287
|
+
code = self.safe_currency_code(currencyId)
|
|
288
|
+
account['free'] = self.safe_string(rawBalance, 'av_bal')
|
|
289
|
+
account['used'] = self.safe_string(rawBalance, 'fz_bal')
|
|
290
|
+
self.balance[type][code] = account
|
|
291
|
+
else:
|
|
292
|
+
currencyId = self.safe_string(data, 'currency')
|
|
293
|
+
code = self.safe_currency_code(currencyId)
|
|
294
|
+
account = self.account()
|
|
295
|
+
account['free'] = self.safe_string(data, 'available_balance')
|
|
296
|
+
account['used'] = self.safe_string(data, 'frozen_balance')
|
|
297
|
+
self.balance[type][code] = account
|
|
298
|
+
self.balance[type] = self.safe_balance(self.balance[type])
|
|
299
|
+
messageHash = 'balance:' + type
|
|
300
|
+
client.resolve(self.balance[type], messageHash)
|
|
301
|
+
|
|
302
|
+
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
303
|
+
"""
|
|
304
|
+
|
|
305
|
+
https://developer-pro.bitmart.com/en/spot/#public-trade-channel
|
|
306
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-trade-channel
|
|
307
|
+
|
|
308
|
+
get the list of most recent trades for a particular symbol
|
|
309
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
|
310
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
311
|
+
:param int [limit]: the maximum amount of trades to fetch
|
|
312
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
313
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/?id=public-trades>`
|
|
314
|
+
"""
|
|
315
|
+
return await self.watch_trades_for_symbols([symbol], since, limit, params)
|
|
316
|
+
|
|
317
|
+
async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
318
|
+
"""
|
|
319
|
+
|
|
320
|
+
https://developer-pro.bitmart.com/en/spot/#public-trade-channel
|
|
321
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-trade-channel
|
|
322
|
+
|
|
323
|
+
get the list of most recent trades for a list of symbols
|
|
324
|
+
:param str[] symbols: unified symbol of the market to fetch trades for
|
|
325
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
326
|
+
:param int [limit]: the maximum amount of trades to fetch
|
|
327
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
328
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/?id=public-trades>`
|
|
329
|
+
"""
|
|
330
|
+
await self.load_markets()
|
|
331
|
+
marketType = None
|
|
332
|
+
symbols, marketType, params = self.get_params_for_multiple_sub('watchTradesForSymbols', symbols, limit, params)
|
|
333
|
+
channelName = 'trade'
|
|
334
|
+
trades = await self.subscribe_multiple(channelName, marketType, symbols, params)
|
|
335
|
+
if self.newUpdates:
|
|
336
|
+
first = self.safe_dict(trades, 0)
|
|
337
|
+
tradeSymbol = self.safe_string(first, 'symbol')
|
|
338
|
+
limit = trades.getLimit(tradeSymbol, limit)
|
|
339
|
+
result = self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
340
|
+
if self.handle_option('watchTrades', 'ignoreDuplicates', True):
|
|
341
|
+
filtered = self.remove_repeated_trades_from_array(result)
|
|
342
|
+
filtered = self.sort_by(filtered, 'timestamp')
|
|
343
|
+
return filtered
|
|
344
|
+
return result
|
|
345
|
+
|
|
346
|
+
async def un_watch_trades(self, symbol: str, params={}) -> Any:
|
|
347
|
+
"""
|
|
348
|
+
unWatches from the stream channel
|
|
349
|
+
|
|
350
|
+
https://developer-pro.bitmart.com/en/spot/#public-trade-channel
|
|
351
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-trade-channel
|
|
352
|
+
|
|
353
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
|
354
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
355
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
356
|
+
"""
|
|
357
|
+
return await self.un_watch_trades_for_symbols([symbol], params)
|
|
358
|
+
|
|
359
|
+
async def un_watch_trades_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
360
|
+
"""
|
|
361
|
+
unsubscribes from the trades channel
|
|
362
|
+
|
|
363
|
+
https://developer-pro.bitmart.com/en/spot/#public-trade-channel
|
|
364
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-trade-channel
|
|
365
|
+
|
|
366
|
+
:param str[] symbols: unified symbol of the market to fetch trades for
|
|
367
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
368
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
369
|
+
"""
|
|
370
|
+
await self.load_markets()
|
|
371
|
+
marketType = None
|
|
372
|
+
symbols, marketType, params = self.get_params_for_multiple_sub('unWatchTradesForSymbols', symbols, None, params)
|
|
373
|
+
channelName = 'trade'
|
|
374
|
+
params = self.extend(params, {'unsubscribe': True})
|
|
375
|
+
return await self.subscribe_multiple(channelName, marketType, symbols, params)
|
|
376
|
+
|
|
377
|
+
def get_params_for_multiple_sub(self, methodName: str, symbols: List[str], limit: Int = None, params={}):
|
|
378
|
+
symbols = self.market_symbols(symbols, None, False, True)
|
|
379
|
+
length = len(symbols)
|
|
380
|
+
if length > 20:
|
|
381
|
+
raise NotSupported(self.id + ' ' + methodName + '() accepts a maximum of 20 symbols in one request')
|
|
382
|
+
market = self.market(symbols[0])
|
|
383
|
+
marketType = None
|
|
384
|
+
marketType, params = self.handle_market_type_and_params(methodName, market, params)
|
|
385
|
+
return [symbols, marketType, params]
|
|
386
|
+
|
|
387
|
+
async def watch_ticker(self, symbol: str, params={}) -> Ticker:
|
|
388
|
+
"""
|
|
389
|
+
|
|
390
|
+
https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
|
|
391
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
|
|
392
|
+
|
|
393
|
+
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
394
|
+
:param str symbol: unified symbol of the market to fetch the ticker for
|
|
395
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
396
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
|
|
397
|
+
"""
|
|
398
|
+
await self.load_markets()
|
|
399
|
+
symbol = self.symbol(symbol)
|
|
400
|
+
tickers = await self.watch_tickers([symbol], params)
|
|
401
|
+
return tickers[symbol]
|
|
402
|
+
|
|
403
|
+
async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
|
404
|
+
"""
|
|
405
|
+
|
|
406
|
+
https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
|
|
407
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
|
|
408
|
+
|
|
409
|
+
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
|
|
410
|
+
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
411
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
412
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
|
|
413
|
+
"""
|
|
414
|
+
await self.load_markets()
|
|
415
|
+
market = self.get_market_from_symbols(symbols)
|
|
416
|
+
marketType = None
|
|
417
|
+
marketType, params = self.handle_market_type_and_params('watchTickers', market, params)
|
|
418
|
+
ticker = await self.subscribe_multiple('ticker', marketType, symbols, params)
|
|
419
|
+
if self.newUpdates:
|
|
420
|
+
tickers: dict = {}
|
|
421
|
+
tickers[ticker['symbol']] = ticker
|
|
422
|
+
return tickers
|
|
423
|
+
return self.filter_by_array(self.tickers, 'symbol', symbols)
|
|
424
|
+
|
|
425
|
+
async def un_watch_ticker(self, symbol: str, params={}) -> Any:
|
|
426
|
+
"""
|
|
427
|
+
unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
428
|
+
|
|
429
|
+
https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
|
|
430
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
|
|
431
|
+
|
|
432
|
+
:param str symbol: unified symbol of the market to fetch the ticker for
|
|
433
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
434
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
435
|
+
"""
|
|
436
|
+
return await self.un_watch_tickers([symbol], params)
|
|
437
|
+
|
|
438
|
+
async def un_watch_tickers(self, symbols: Strings = None, params={}) -> Any:
|
|
439
|
+
"""
|
|
440
|
+
unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
|
|
441
|
+
|
|
442
|
+
https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
|
|
443
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
|
|
444
|
+
|
|
445
|
+
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
446
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
447
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
448
|
+
"""
|
|
449
|
+
await self.load_markets()
|
|
450
|
+
market = self.get_market_from_symbols(symbols)
|
|
451
|
+
marketType = None
|
|
452
|
+
marketType, params = self.handle_market_type_and_params('watchTickers', market, params)
|
|
453
|
+
params = self.extend(params, {'unsubscribe': True})
|
|
454
|
+
return await self.subscribe_multiple('ticker', marketType, symbols, params)
|
|
455
|
+
|
|
456
|
+
async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
|
|
457
|
+
"""
|
|
458
|
+
|
|
459
|
+
https://developer-pro.bitmart.com/en/spot/#public-ticker-channel
|
|
460
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-ticker-channel
|
|
461
|
+
|
|
462
|
+
watches best bid & ask for symbols
|
|
463
|
+
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
464
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
465
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/?id=ticker-structure>`
|
|
466
|
+
"""
|
|
467
|
+
await self.load_markets()
|
|
468
|
+
symbols = self.market_symbols(symbols, None, False)
|
|
469
|
+
firstMarket = self.get_market_from_symbols(symbols)
|
|
470
|
+
marketType = None
|
|
471
|
+
marketType, params = self.handle_market_type_and_params('watchBidsAsks', firstMarket, params)
|
|
472
|
+
url = self.implode_hostname(self.urls['api']['ws'][marketType]['public'])
|
|
473
|
+
channelType = 'spot' if (marketType == 'spot') else 'futures'
|
|
474
|
+
actionType = 'op' if (marketType == 'spot') else 'action'
|
|
475
|
+
rawSubscriptions = []
|
|
476
|
+
messageHashes = []
|
|
477
|
+
for i in range(0, len(symbols)):
|
|
478
|
+
market = self.market(symbols[i])
|
|
479
|
+
rawSubscriptions.append(channelType + '/ticker:' + market['id'])
|
|
480
|
+
messageHashes.append('bidask:' + symbols[i])
|
|
481
|
+
if marketType != 'spot':
|
|
482
|
+
rawSubscriptions = [channelType + '/ticker']
|
|
483
|
+
request: dict = {
|
|
484
|
+
'args': rawSubscriptions,
|
|
485
|
+
}
|
|
486
|
+
request[actionType] = 'subscribe'
|
|
487
|
+
newTickers = await self.watch_multiple(url, messageHashes, request, rawSubscriptions)
|
|
488
|
+
if self.newUpdates:
|
|
489
|
+
tickers: dict = {}
|
|
490
|
+
tickers[newTickers['symbol']] = newTickers
|
|
491
|
+
return tickers
|
|
492
|
+
return self.filter_by_array(self.bidsasks, 'symbol', symbols)
|
|
493
|
+
|
|
494
|
+
def handle_bid_ask(self, client: Client, message):
|
|
495
|
+
table = self.safe_string(message, 'table')
|
|
496
|
+
isSpot = (table is not None)
|
|
497
|
+
rawTickers = []
|
|
498
|
+
if isSpot:
|
|
499
|
+
rawTickers = self.safe_list(message, 'data', [])
|
|
500
|
+
else:
|
|
501
|
+
rawTickers = [self.safe_dict(message, 'data', {})]
|
|
502
|
+
if not len(rawTickers):
|
|
503
|
+
return
|
|
504
|
+
for i in range(0, len(rawTickers)):
|
|
505
|
+
ticker = self.parse_ws_bid_ask(rawTickers[i])
|
|
506
|
+
symbol = ticker['symbol']
|
|
507
|
+
self.bidsasks[symbol] = ticker
|
|
508
|
+
messageHash = 'bidask:' + symbol
|
|
509
|
+
client.resolve(ticker, messageHash)
|
|
510
|
+
|
|
511
|
+
def parse_ws_bid_ask(self, ticker, market=None):
|
|
512
|
+
marketId = self.safe_string(ticker, 'symbol')
|
|
513
|
+
market = self.safe_market(marketId, market)
|
|
514
|
+
symbol = self.safe_string(market, 'symbol')
|
|
515
|
+
timestamp = self.safe_integer(ticker, 'ms_t')
|
|
516
|
+
return self.safe_ticker({
|
|
517
|
+
'symbol': symbol,
|
|
518
|
+
'timestamp': timestamp,
|
|
519
|
+
'datetime': self.iso8601(timestamp),
|
|
520
|
+
'ask': self.safe_string_2(ticker, 'ask_px', 'ask_price'),
|
|
521
|
+
'askVolume': self.safe_string_2(ticker, 'ask_sz', 'ask_vol'),
|
|
522
|
+
'bid': self.safe_string_2(ticker, 'bid_px', 'bid_price'),
|
|
523
|
+
'bidVolume': self.safe_string_2(ticker, 'bid_sz', 'bid_vol'),
|
|
524
|
+
'info': ticker,
|
|
525
|
+
}, market)
|
|
526
|
+
|
|
527
|
+
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
528
|
+
"""
|
|
529
|
+
watches information on multiple orders made by the user
|
|
530
|
+
|
|
531
|
+
https://developer-pro.bitmart.com/en/spot/#private-order-progress
|
|
532
|
+
https://developer-pro.bitmart.com/en/futuresv2/#private-order-channel
|
|
533
|
+
|
|
534
|
+
:param str symbol: unified market symbol of the market orders were made in
|
|
535
|
+
:param int [since]: the earliest time in ms to fetch orders for
|
|
536
|
+
:param int [limit]: the maximum number of order structures to retrieve
|
|
537
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
538
|
+
:returns dict[]: a list of `order structures <https://docs.ccxt.com/?id=order-structure>`
|
|
539
|
+
"""
|
|
540
|
+
await self.load_markets()
|
|
541
|
+
market = None
|
|
542
|
+
messageHash = 'orders'
|
|
543
|
+
if symbol is not None:
|
|
544
|
+
symbol = self.symbol(symbol)
|
|
545
|
+
market = self.market(symbol)
|
|
546
|
+
messageHash = 'orders::' + symbol
|
|
547
|
+
type = 'spot'
|
|
548
|
+
type, params = self.handle_market_type_and_params('watchOrders', market, params)
|
|
549
|
+
await self.authenticate(type, params)
|
|
550
|
+
request = None
|
|
551
|
+
if type == 'spot':
|
|
552
|
+
argsRequest = 'spot/user/order:'
|
|
553
|
+
if symbol is not None:
|
|
554
|
+
argsRequest += market['id']
|
|
555
|
+
else:
|
|
556
|
+
argsRequest = 'spot/user/orders:ALL_SYMBOLS'
|
|
557
|
+
request = {
|
|
558
|
+
'op': 'subscribe',
|
|
559
|
+
'args': [argsRequest],
|
|
560
|
+
}
|
|
561
|
+
else:
|
|
562
|
+
request = {
|
|
563
|
+
'action': 'subscribe',
|
|
564
|
+
'args': ['futures/order'],
|
|
565
|
+
}
|
|
566
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['private'])
|
|
567
|
+
newOrders = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
568
|
+
if self.newUpdates:
|
|
569
|
+
return newOrders
|
|
570
|
+
return self.filter_by_symbol_since_limit(self.orders, symbol, since, limit, True)
|
|
571
|
+
|
|
572
|
+
async def un_watch_orders(self, symbol: Str = None, params={}) -> Any:
|
|
573
|
+
"""
|
|
574
|
+
unWatches information on multiple orders made by the user
|
|
575
|
+
|
|
576
|
+
https://developer-pro.bitmart.com/en/spot/#private-order-progress
|
|
577
|
+
https://developer-pro.bitmart.com/en/futuresv2/#private-order-channel
|
|
578
|
+
|
|
579
|
+
:param str symbol: unified market symbol of the market orders were made in
|
|
580
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
581
|
+
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
582
|
+
"""
|
|
583
|
+
await self.load_markets()
|
|
584
|
+
market = None
|
|
585
|
+
messageHash = 'unsubscribe::orders'
|
|
586
|
+
if symbol is not None:
|
|
587
|
+
symbol = self.symbol(symbol)
|
|
588
|
+
market = self.market(symbol)
|
|
589
|
+
if market['swap']:
|
|
590
|
+
raise NotSupported(self.id + ' unWatchOrders() does not support a symbol for swap markets, unWatch from all markets only')
|
|
591
|
+
messageHash += '::' + symbol
|
|
592
|
+
type = 'spot'
|
|
593
|
+
type, params = self.handle_market_type_and_params('watchOrders', market, params)
|
|
594
|
+
await self.authenticate(type, params)
|
|
595
|
+
request = None
|
|
596
|
+
if type == 'spot':
|
|
597
|
+
argsRequest = 'spot/user/order:'
|
|
598
|
+
if symbol is not None:
|
|
599
|
+
argsRequest += market['id']
|
|
600
|
+
else:
|
|
601
|
+
argsRequest = 'spot/user/orders:ALL_SYMBOLS'
|
|
602
|
+
request = {
|
|
603
|
+
'op': 'unsubscribe',
|
|
604
|
+
'args': [argsRequest],
|
|
605
|
+
}
|
|
606
|
+
else:
|
|
607
|
+
request = {
|
|
608
|
+
'action': 'unsubscribe',
|
|
609
|
+
'args': ['futures/order'],
|
|
610
|
+
}
|
|
611
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['private'])
|
|
612
|
+
return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
613
|
+
|
|
614
|
+
def handle_orders(self, client: Client, message):
|
|
615
|
+
#
|
|
616
|
+
# spot
|
|
617
|
+
# {
|
|
618
|
+
# "data":[
|
|
619
|
+
# {
|
|
620
|
+
# "symbol": "LTC_USDT",
|
|
621
|
+
# "notional": '',
|
|
622
|
+
# "side": "buy",
|
|
623
|
+
# "last_fill_time": "0",
|
|
624
|
+
# "ms_t": "1646216634000",
|
|
625
|
+
# "type": "limit",
|
|
626
|
+
# "filled_notional": "0.000000000000000000000000000000",
|
|
627
|
+
# "last_fill_price": "0",
|
|
628
|
+
# "size": "0.500000000000000000000000000000",
|
|
629
|
+
# "price": "50.000000000000000000000000000000",
|
|
630
|
+
# "last_fill_count": "0",
|
|
631
|
+
# "filled_size": "0.000000000000000000000000000000",
|
|
632
|
+
# "margin_trading": "0",
|
|
633
|
+
# "state": "8",
|
|
634
|
+
# "order_id": "24807076628",
|
|
635
|
+
# "order_type": "0"
|
|
636
|
+
# }
|
|
637
|
+
# ],
|
|
638
|
+
# "table":"spot/user/order"
|
|
639
|
+
# }
|
|
640
|
+
# swap
|
|
641
|
+
# {
|
|
642
|
+
# "group":"futures/order",
|
|
643
|
+
# "data":[
|
|
644
|
+
# {
|
|
645
|
+
# "action":2,
|
|
646
|
+
# "order":{
|
|
647
|
+
# "order_id":"2312045036986775",
|
|
648
|
+
# "client_order_id":"",
|
|
649
|
+
# "price":"71.61707928",
|
|
650
|
+
# "size":"1",
|
|
651
|
+
# "symbol":"LTCUSDT",
|
|
652
|
+
# "state":1,
|
|
653
|
+
# "side":4,
|
|
654
|
+
# "type":"market",
|
|
655
|
+
# "leverage":"1",
|
|
656
|
+
# "open_type":"cross",
|
|
657
|
+
# "deal_avg_price":"0",
|
|
658
|
+
# "deal_size":"0",
|
|
659
|
+
# "create_time":1701625324646,
|
|
660
|
+
# "update_time":1701625324640,
|
|
661
|
+
# "plan_order_id":"",
|
|
662
|
+
# "last_trade":null
|
|
663
|
+
# }
|
|
664
|
+
# }
|
|
665
|
+
# ]
|
|
666
|
+
# }
|
|
667
|
+
#
|
|
668
|
+
orders = self.safe_list(message, 'data')
|
|
669
|
+
if orders is None:
|
|
670
|
+
return
|
|
671
|
+
ordersLength = len(orders)
|
|
672
|
+
newOrders = []
|
|
673
|
+
symbols: dict = {}
|
|
674
|
+
if ordersLength > 0:
|
|
675
|
+
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
676
|
+
if self.orders is None:
|
|
677
|
+
self.orders = ArrayCacheBySymbolById(limit)
|
|
678
|
+
stored = self.orders
|
|
679
|
+
for i in range(0, len(orders)):
|
|
680
|
+
order = self.parse_ws_order(orders[i])
|
|
681
|
+
stored.append(order)
|
|
682
|
+
newOrders.append(order)
|
|
683
|
+
symbol = order['symbol']
|
|
684
|
+
symbols[symbol] = True
|
|
685
|
+
messageHash = 'orders'
|
|
686
|
+
symbolKeys = list(symbols.keys())
|
|
687
|
+
for i in range(0, len(symbolKeys)):
|
|
688
|
+
symbol = symbolKeys[i]
|
|
689
|
+
symbolSpecificMessageHash = messageHash + '::' + symbol
|
|
690
|
+
client.resolve(newOrders, symbolSpecificMessageHash)
|
|
691
|
+
client.resolve(newOrders, messageHash)
|
|
692
|
+
|
|
693
|
+
def parse_ws_order(self, order: dict, market: Market = None):
|
|
694
|
+
#
|
|
695
|
+
# spot
|
|
696
|
+
# {
|
|
697
|
+
# "symbol": "LTC_USDT",
|
|
698
|
+
# "notional": '',
|
|
699
|
+
# "side": "buy",
|
|
700
|
+
# "last_fill_time": "0",
|
|
701
|
+
# "ms_t": "1646216634000",
|
|
702
|
+
# "type": "limit",
|
|
703
|
+
# "filled_notional": "0.000000000000000000000000000000",
|
|
704
|
+
# "last_fill_price": "0",
|
|
705
|
+
# "size": "0.500000000000000000000000000000",
|
|
706
|
+
# "price": "50.000000000000000000000000000000",
|
|
707
|
+
# "last_fill_count": "0",
|
|
708
|
+
# "filled_size": "0.000000000000000000000000000000",
|
|
709
|
+
# "margin_trading": "0",
|
|
710
|
+
# "state": "8",
|
|
711
|
+
# "order_id": "24807076628",
|
|
712
|
+
# "order_type": "0"
|
|
713
|
+
# }
|
|
714
|
+
# swap
|
|
715
|
+
# {
|
|
716
|
+
# "action":2,
|
|
717
|
+
# "order":{
|
|
718
|
+
# "order_id":"2312045036986775",
|
|
719
|
+
# "client_order_id":"",
|
|
720
|
+
# "price":"71.61707928",
|
|
721
|
+
# "size":"1",
|
|
722
|
+
# "symbol":"LTCUSDT",
|
|
723
|
+
# "state":1,
|
|
724
|
+
# "side":4,
|
|
725
|
+
# "type":"market",
|
|
726
|
+
# "leverage":"1",
|
|
727
|
+
# "open_type":"cross",
|
|
728
|
+
# "deal_avg_price":"0",
|
|
729
|
+
# "deal_size":"0",
|
|
730
|
+
# "create_time":1701625324646,
|
|
731
|
+
# "update_time":1701625324640,
|
|
732
|
+
# "plan_order_id":"",
|
|
733
|
+
# "last_trade":null
|
|
734
|
+
# }
|
|
735
|
+
# }
|
|
736
|
+
#
|
|
737
|
+
action = self.safe_number(order, 'action')
|
|
738
|
+
isSpot = (action is None)
|
|
739
|
+
if isSpot:
|
|
740
|
+
marketId = self.safe_string(order, 'symbol')
|
|
741
|
+
market = self.safe_market(marketId, market, '_', 'spot')
|
|
742
|
+
id = self.safe_string(order, 'order_id')
|
|
743
|
+
clientOrderId = self.safe_string(order, 'clientOid')
|
|
744
|
+
price = self.safe_string(order, 'price')
|
|
745
|
+
filled = self.safe_string(order, 'filled_size')
|
|
746
|
+
amount = self.safe_string(order, 'size')
|
|
747
|
+
type = self.safe_string(order, 'type')
|
|
748
|
+
rawState = self.safe_string(order, 'state')
|
|
749
|
+
status = self.parse_order_status_by_type(market['type'], rawState)
|
|
750
|
+
timestamp = self.safe_integer(order, 'ms_t')
|
|
751
|
+
symbol = market['symbol']
|
|
752
|
+
side = self.safe_string_lower(order, 'side')
|
|
753
|
+
return self.safe_order({
|
|
754
|
+
'info': order,
|
|
755
|
+
'symbol': symbol,
|
|
756
|
+
'id': id,
|
|
757
|
+
'clientOrderId': clientOrderId,
|
|
758
|
+
'timestamp': None,
|
|
759
|
+
'datetime': None,
|
|
760
|
+
'lastTradeTimestamp': timestamp,
|
|
761
|
+
'type': type,
|
|
762
|
+
'timeInForce': None,
|
|
763
|
+
'postOnly': None,
|
|
764
|
+
'side': side,
|
|
765
|
+
'price': price,
|
|
766
|
+
'stopPrice': None,
|
|
767
|
+
'triggerPrice': None,
|
|
768
|
+
'amount': amount,
|
|
769
|
+
'cost': None,
|
|
770
|
+
'average': None,
|
|
771
|
+
'filled': filled,
|
|
772
|
+
'remaining': None,
|
|
773
|
+
'status': status,
|
|
774
|
+
'fee': None,
|
|
775
|
+
'trades': None,
|
|
776
|
+
}, market)
|
|
777
|
+
else:
|
|
778
|
+
orderInfo = self.safe_dict(order, 'order')
|
|
779
|
+
marketId = self.safe_string(orderInfo, 'symbol')
|
|
780
|
+
symbol = self.safe_symbol(marketId, market, '', 'swap')
|
|
781
|
+
orderId = self.safe_string(orderInfo, 'order_id')
|
|
782
|
+
timestamp = self.safe_integer(orderInfo, 'create_time')
|
|
783
|
+
updatedTimestamp = self.safe_integer(orderInfo, 'update_time')
|
|
784
|
+
lastTrade = self.safe_dict(orderInfo, 'last_trade')
|
|
785
|
+
cachedOrders = self.orders
|
|
786
|
+
orders = self.safe_value(cachedOrders.hashmap, symbol, {})
|
|
787
|
+
cachedOrder = self.safe_value(orders, orderId)
|
|
788
|
+
trades = None
|
|
789
|
+
if cachedOrder is not None:
|
|
790
|
+
trades = self.safe_value(order, 'trades')
|
|
791
|
+
if lastTrade is not None:
|
|
792
|
+
if trades is None:
|
|
793
|
+
trades = []
|
|
794
|
+
trades.append(lastTrade)
|
|
795
|
+
return self.safe_order({
|
|
796
|
+
'info': order,
|
|
797
|
+
'symbol': symbol,
|
|
798
|
+
'id': orderId,
|
|
799
|
+
'clientOrderId': self.safe_string(orderInfo, 'client_order_id'),
|
|
800
|
+
'timestamp': timestamp,
|
|
801
|
+
'datetime': self.iso8601(timestamp),
|
|
802
|
+
'lastTradeTimestamp': updatedTimestamp,
|
|
803
|
+
'type': self.safe_string(orderInfo, 'type'),
|
|
804
|
+
'timeInForce': None,
|
|
805
|
+
'postOnly': None,
|
|
806
|
+
'side': self.parse_ws_order_side(self.safe_string(orderInfo, 'side')),
|
|
807
|
+
'price': self.safe_string(orderInfo, 'price'),
|
|
808
|
+
'stopPrice': None,
|
|
809
|
+
'triggerPrice': None,
|
|
810
|
+
'amount': self.safe_string(orderInfo, 'size'),
|
|
811
|
+
'cost': None,
|
|
812
|
+
'average': self.safe_string(orderInfo, 'deal_avg_price'),
|
|
813
|
+
'filled': self.safe_string(orderInfo, 'deal_size'),
|
|
814
|
+
'remaining': None,
|
|
815
|
+
'status': self.parse_ws_order_status(self.safe_string(order, 'action')),
|
|
816
|
+
'fee': None,
|
|
817
|
+
'trades': trades,
|
|
818
|
+
}, market)
|
|
819
|
+
|
|
820
|
+
def parse_ws_order_status(self, statusId):
|
|
821
|
+
statuses: dict = {
|
|
822
|
+
'1': 'closed', # match deal
|
|
823
|
+
'2': 'open', # submit order
|
|
824
|
+
'3': 'canceled', # cancel order
|
|
825
|
+
'4': 'closed', # liquidate cancel order
|
|
826
|
+
'5': 'canceled', # adl cancel order
|
|
827
|
+
'6': 'open', # part liquidate
|
|
828
|
+
'7': 'open', # bankrupty order
|
|
829
|
+
'8': 'closed', # passive adl match deal
|
|
830
|
+
'9': 'closed', # active adl match deal
|
|
831
|
+
}
|
|
832
|
+
return self.safe_string(statuses, statusId, statusId)
|
|
833
|
+
|
|
834
|
+
def parse_ws_order_side(self, sideId):
|
|
835
|
+
sides: dict = {
|
|
836
|
+
'1': 'buy', # buy_open_long
|
|
837
|
+
'2': 'buy', # buy_close_short
|
|
838
|
+
'3': 'sell', # sell_close_long
|
|
839
|
+
'4': 'sell', # sell_open_short
|
|
840
|
+
}
|
|
841
|
+
return self.safe_string(sides, sideId, sideId)
|
|
842
|
+
|
|
843
|
+
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
844
|
+
"""
|
|
845
|
+
|
|
846
|
+
https://developer-pro.bitmart.com/en/futures/#private-position-channel
|
|
847
|
+
|
|
848
|
+
watch all open positions
|
|
849
|
+
:param str[]|None symbols: list of unified market symbols
|
|
850
|
+
:param int [since]: the earliest time in ms to fetch positions
|
|
851
|
+
:param int [limit]: the maximum number of positions to retrieve
|
|
852
|
+
:param dict params: extra parameters specific to the exchange API endpoint
|
|
853
|
+
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
854
|
+
"""
|
|
855
|
+
await self.load_markets()
|
|
856
|
+
type = 'swap'
|
|
857
|
+
await self.authenticate(type, params)
|
|
858
|
+
symbols = self.market_symbols(symbols, 'swap', True, True, False)
|
|
859
|
+
messageHash = 'positions'
|
|
860
|
+
if symbols is not None:
|
|
861
|
+
messageHash += '::' + ','.join(symbols)
|
|
862
|
+
subscriptionHash = 'futures/position'
|
|
863
|
+
request: dict = {
|
|
864
|
+
'action': 'subscribe',
|
|
865
|
+
'args': ['futures/position'],
|
|
866
|
+
}
|
|
867
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['private'])
|
|
868
|
+
newPositions = await self.watch(url, messageHash, self.deep_extend(request, params), subscriptionHash)
|
|
869
|
+
if self.newUpdates:
|
|
870
|
+
return newPositions
|
|
871
|
+
return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit)
|
|
872
|
+
|
|
873
|
+
async def un_watch_positions(self, symbols: Strings = None, params={}) -> Any:
|
|
874
|
+
"""
|
|
875
|
+
unWatches all open positions
|
|
876
|
+
|
|
877
|
+
https://developer-pro.bitmart.com/en/futures/#private-position-channel
|
|
878
|
+
|
|
879
|
+
:param str[] [symbols]: list of unified market symbols
|
|
880
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
881
|
+
:returns dict: status of the unwatch request
|
|
882
|
+
"""
|
|
883
|
+
if symbols is not None:
|
|
884
|
+
length = len(symbols)
|
|
885
|
+
if length > 0:
|
|
886
|
+
raise NotSupported(self.id + ' unWatchPositions() does not support a list of symbols, unWatch from all markets only')
|
|
887
|
+
await self.load_markets()
|
|
888
|
+
request: dict = {
|
|
889
|
+
'action': 'unsubscribe',
|
|
890
|
+
'args': ['futures/position'],
|
|
891
|
+
}
|
|
892
|
+
messageHash = 'unsubscribe::positions'
|
|
893
|
+
url = self.implode_hostname(self.urls['api']['ws']['swap']['private'])
|
|
894
|
+
return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
|
|
895
|
+
|
|
896
|
+
def handle_positions(self, client: Client, message):
|
|
897
|
+
#
|
|
898
|
+
# {
|
|
899
|
+
# "group":"futures/position",
|
|
900
|
+
# "data":[
|
|
901
|
+
# {
|
|
902
|
+
# "symbol":"LTCUSDT",
|
|
903
|
+
# "hold_volume":"5",
|
|
904
|
+
# "position_type":2,
|
|
905
|
+
# "open_type":2,
|
|
906
|
+
# "frozen_volume":"0",
|
|
907
|
+
# "close_volume":"0",
|
|
908
|
+
# "hold_avg_price":"71.582",
|
|
909
|
+
# "close_avg_price":"0",
|
|
910
|
+
# "open_avg_price":"71.582",
|
|
911
|
+
# "liquidate_price":"0",
|
|
912
|
+
# "create_time":1701623327513,
|
|
913
|
+
# "update_time":1701627620439
|
|
914
|
+
# },
|
|
915
|
+
# {
|
|
916
|
+
# "symbol":"LTCUSDT",
|
|
917
|
+
# "hold_volume":"6",
|
|
918
|
+
# "position_type":1,
|
|
919
|
+
# "open_type":2,
|
|
920
|
+
# "frozen_volume":"0",
|
|
921
|
+
# "close_volume":"0",
|
|
922
|
+
# "hold_avg_price":"71.681666666666666667",
|
|
923
|
+
# "close_avg_price":"0",
|
|
924
|
+
# "open_avg_price":"71.681666666666666667",
|
|
925
|
+
# "liquidate_price":"0",
|
|
926
|
+
# "create_time":1701621167225,
|
|
927
|
+
# "update_time":1701628152614
|
|
928
|
+
# }
|
|
929
|
+
# ]
|
|
930
|
+
# }
|
|
931
|
+
#
|
|
932
|
+
data = self.safe_list(message, 'data', [])
|
|
933
|
+
if self.positions is None:
|
|
934
|
+
self.positions = ArrayCacheBySymbolBySide()
|
|
935
|
+
cache = self.positions
|
|
936
|
+
newPositions = []
|
|
937
|
+
for i in range(0, len(data)):
|
|
938
|
+
rawPosition = data[i]
|
|
939
|
+
position = self.parse_ws_position(rawPosition)
|
|
940
|
+
newPositions.append(position)
|
|
941
|
+
cache.append(position)
|
|
942
|
+
messageHashes = self.find_message_hashes(client, 'positions::')
|
|
943
|
+
for i in range(0, len(messageHashes)):
|
|
944
|
+
messageHash = messageHashes[i]
|
|
945
|
+
parts = messageHash.split('::')
|
|
946
|
+
symbolsString = parts[1]
|
|
947
|
+
symbols = symbolsString.split(',')
|
|
948
|
+
positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
|
|
949
|
+
if not self.is_empty(positions):
|
|
950
|
+
client.resolve(positions, messageHash)
|
|
951
|
+
client.resolve(newPositions, 'positions')
|
|
952
|
+
|
|
953
|
+
def parse_ws_position(self, position, market: Market = None):
|
|
954
|
+
#
|
|
955
|
+
# {
|
|
956
|
+
# "symbol":"LTCUSDT",
|
|
957
|
+
# "hold_volume":"6",
|
|
958
|
+
# "position_type":1,
|
|
959
|
+
# "open_type":2,
|
|
960
|
+
# "frozen_volume":"0",
|
|
961
|
+
# "close_volume":"0",
|
|
962
|
+
# "hold_avg_price":"71.681666666666666667",
|
|
963
|
+
# "close_avg_price":"0",
|
|
964
|
+
# "open_avg_price":"71.681666666666666667",
|
|
965
|
+
# "liquidate_price":"0",
|
|
966
|
+
# "create_time":1701621167225,
|
|
967
|
+
# "update_time":1701628152614
|
|
968
|
+
# }
|
|
969
|
+
#
|
|
970
|
+
marketId = self.safe_string(position, 'symbol')
|
|
971
|
+
market = self.safe_market(marketId, market, None, 'swap')
|
|
972
|
+
symbol = market['symbol']
|
|
973
|
+
openTimestamp = self.safe_integer(position, 'create_time')
|
|
974
|
+
timestamp = self.safe_integer(position, 'update_time')
|
|
975
|
+
side = self.safe_integer(position, 'position_type')
|
|
976
|
+
marginModeId = self.safe_integer(position, 'open_type')
|
|
977
|
+
return self.safe_position({
|
|
978
|
+
'info': position,
|
|
979
|
+
'id': None,
|
|
980
|
+
'symbol': symbol,
|
|
981
|
+
'timestamp': openTimestamp,
|
|
982
|
+
'datetime': self.iso8601(openTimestamp),
|
|
983
|
+
'lastUpdateTimestamp': timestamp,
|
|
984
|
+
'hedged': None,
|
|
985
|
+
'side': 'long' if (side == 1) else 'short',
|
|
986
|
+
'contracts': self.safe_number(position, 'hold_volume'),
|
|
987
|
+
'contractSize': self.safe_number(market, 'contractSize'),
|
|
988
|
+
'entryPrice': self.safe_number(position, 'open_avg_price'),
|
|
989
|
+
'markPrice': self.safe_number(position, 'hold_avg_price'),
|
|
990
|
+
'lastPrice': None,
|
|
991
|
+
'notional': None,
|
|
992
|
+
'leverage': None,
|
|
993
|
+
'collateral': None,
|
|
994
|
+
'initialMargin': None,
|
|
995
|
+
'initialMarginPercentage': None,
|
|
996
|
+
'maintenanceMargin': None,
|
|
997
|
+
'maintenanceMarginPercentage': None,
|
|
998
|
+
'unrealizedPnl': None,
|
|
999
|
+
'realizedPnl': None,
|
|
1000
|
+
'liquidationPrice': self.safe_number(position, 'liquidate_price'),
|
|
1001
|
+
'marginMode': 'isolated' if (marginModeId == 1) else 'cross',
|
|
1002
|
+
'percentage': None,
|
|
1003
|
+
'marginRatio': None,
|
|
1004
|
+
'stopLossPrice': None,
|
|
1005
|
+
'takeProfitPrice': None,
|
|
1006
|
+
})
|
|
1007
|
+
|
|
1008
|
+
def handle_trade(self, client: Client, message):
|
|
1009
|
+
#
|
|
1010
|
+
# spot
|
|
1011
|
+
# {
|
|
1012
|
+
# "table": "spot/trade",
|
|
1013
|
+
# "data": [
|
|
1014
|
+
# {
|
|
1015
|
+
# "price": "52700.50",
|
|
1016
|
+
# "s_t": 1630982050,
|
|
1017
|
+
# "side": "buy",
|
|
1018
|
+
# "size": "0.00112",
|
|
1019
|
+
# "symbol": "BTC_USDT"
|
|
1020
|
+
# },
|
|
1021
|
+
# ]
|
|
1022
|
+
# }
|
|
1023
|
+
#
|
|
1024
|
+
# swap
|
|
1025
|
+
# {
|
|
1026
|
+
# "group":"futures/trade:BTCUSDT",
|
|
1027
|
+
# "data":[
|
|
1028
|
+
# {
|
|
1029
|
+
# "trade_id":6798697637,
|
|
1030
|
+
# "symbol":"BTCUSDT",
|
|
1031
|
+
# "deal_price":"39735.8",
|
|
1032
|
+
# "deal_vol":"2",
|
|
1033
|
+
# "way":1,
|
|
1034
|
+
# "created_at":"2023-12-03T15:48:23.517518538Z",
|
|
1035
|
+
# "m": True,
|
|
1036
|
+
# }
|
|
1037
|
+
# ]
|
|
1038
|
+
# }
|
|
1039
|
+
#
|
|
1040
|
+
data = self.safe_list(message, 'data')
|
|
1041
|
+
if data is None:
|
|
1042
|
+
return
|
|
1043
|
+
symbol = None
|
|
1044
|
+
length = len(data)
|
|
1045
|
+
isSwap = ('group' in message)
|
|
1046
|
+
if isSwap:
|
|
1047
|
+
# in swap, chronologically decreasing: 1709536849322, 1709536848954,
|
|
1048
|
+
for i in range(0, length):
|
|
1049
|
+
index = length - i - 1
|
|
1050
|
+
symbol = self.handle_trade_loop(data[index])
|
|
1051
|
+
else:
|
|
1052
|
+
# in spot, chronologically increasing: 1709536771200, 1709536771226,
|
|
1053
|
+
for i in range(0, length):
|
|
1054
|
+
symbol = self.handle_trade_loop(data[i])
|
|
1055
|
+
client.resolve(self.trades[symbol], 'trade:' + symbol)
|
|
1056
|
+
|
|
1057
|
+
def handle_trade_loop(self, entry):
|
|
1058
|
+
trade = self.parse_ws_trade(entry)
|
|
1059
|
+
symbol = trade['symbol']
|
|
1060
|
+
tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
1061
|
+
if self.safe_value(self.trades, symbol) is None:
|
|
1062
|
+
self.trades[symbol] = ArrayCache(tradesLimit)
|
|
1063
|
+
stored = self.trades[symbol]
|
|
1064
|
+
stored.append(trade)
|
|
1065
|
+
return symbol
|
|
1066
|
+
|
|
1067
|
+
def parse_ws_trade(self, trade: dict, market: Market = None):
|
|
1068
|
+
#
|
|
1069
|
+
# spot
|
|
1070
|
+
# {
|
|
1071
|
+
# "ms_t": 1740320841473,
|
|
1072
|
+
# "price": "2806.54",
|
|
1073
|
+
# "s_t": 1740320841,
|
|
1074
|
+
# "side": "sell",
|
|
1075
|
+
# "size": "0.77598",
|
|
1076
|
+
# "symbol": "ETH_USDT"
|
|
1077
|
+
# }
|
|
1078
|
+
#
|
|
1079
|
+
# swap
|
|
1080
|
+
# {
|
|
1081
|
+
# "trade_id": "3000000245258661",
|
|
1082
|
+
# "symbol": "ETHUSDT",
|
|
1083
|
+
# "deal_price": "2811.1",
|
|
1084
|
+
# "deal_vol": "1858",
|
|
1085
|
+
# "way": 2,
|
|
1086
|
+
# "m": True,
|
|
1087
|
+
# "created_at": "2025-02-23T13:59:59.646490751Z"
|
|
1088
|
+
# }
|
|
1089
|
+
#
|
|
1090
|
+
marketId = self.safe_string(trade, 'symbol')
|
|
1091
|
+
market = self.safe_market(marketId, market)
|
|
1092
|
+
timestamp = self.safe_integer(trade, 'ms_t')
|
|
1093
|
+
datetime: Str = None
|
|
1094
|
+
if timestamp is None:
|
|
1095
|
+
datetime = self.safe_string(trade, 'created_at')
|
|
1096
|
+
timestamp = self.parse8601(datetime)
|
|
1097
|
+
else:
|
|
1098
|
+
datetime = self.iso8601(timestamp)
|
|
1099
|
+
takerOrMaker = None # True for public trades
|
|
1100
|
+
side = self.safe_string(trade, 'side')
|
|
1101
|
+
buyerMaker = self.safe_bool(trade, 'm')
|
|
1102
|
+
if buyerMaker is not None:
|
|
1103
|
+
if side is None:
|
|
1104
|
+
if buyerMaker:
|
|
1105
|
+
side = 'sell'
|
|
1106
|
+
else:
|
|
1107
|
+
side = 'buy'
|
|
1108
|
+
takerOrMaker = 'taker'
|
|
1109
|
+
return self.safe_trade({
|
|
1110
|
+
'info': trade,
|
|
1111
|
+
'id': self.safe_string(trade, 'trade_id'),
|
|
1112
|
+
'order': None,
|
|
1113
|
+
'timestamp': timestamp,
|
|
1114
|
+
'datetime': datetime,
|
|
1115
|
+
'symbol': market['symbol'],
|
|
1116
|
+
'type': None,
|
|
1117
|
+
'side': side,
|
|
1118
|
+
'price': self.safe_string_2(trade, 'price', 'deal_price'),
|
|
1119
|
+
'amount': self.safe_string_2(trade, 'size', 'deal_vol'),
|
|
1120
|
+
'cost': None,
|
|
1121
|
+
'takerOrMaker': takerOrMaker,
|
|
1122
|
+
'fee': None,
|
|
1123
|
+
}, market)
|
|
1124
|
+
|
|
1125
|
+
def handle_ticker(self, client: Client, message):
|
|
1126
|
+
#
|
|
1127
|
+
# {
|
|
1128
|
+
# "data": [
|
|
1129
|
+
# {
|
|
1130
|
+
# "base_volume_24h": "78615593.81",
|
|
1131
|
+
# "high_24h": "52756.97",
|
|
1132
|
+
# "last_price": "52638.31",
|
|
1133
|
+
# "low_24h": "50991.35",
|
|
1134
|
+
# "open_24h": "51692.03",
|
|
1135
|
+
# "s_t": 1630981727,
|
|
1136
|
+
# "symbol": "BTC_USDT"
|
|
1137
|
+
# }
|
|
1138
|
+
# ],
|
|
1139
|
+
# "table": "spot/ticker"
|
|
1140
|
+
# }
|
|
1141
|
+
#
|
|
1142
|
+
# {
|
|
1143
|
+
# "data": {
|
|
1144
|
+
# "symbol": "ETHUSDT",
|
|
1145
|
+
# "last_price": "2807.73",
|
|
1146
|
+
# "volume_24": "2227011952",
|
|
1147
|
+
# "range": "0.0273398194664491",
|
|
1148
|
+
# "mark_price": "2807.5",
|
|
1149
|
+
# "index_price": "2808.71047619",
|
|
1150
|
+
# "ask_price": "2808.04",
|
|
1151
|
+
# "ask_vol": "7371",
|
|
1152
|
+
# "bid_price": "2807.28",
|
|
1153
|
+
# "bid_vol": "3561"
|
|
1154
|
+
# },
|
|
1155
|
+
# "group": "futures/ticker:ETHUSDT@100ms"
|
|
1156
|
+
# }
|
|
1157
|
+
#
|
|
1158
|
+
self.handle_bid_ask(client, message)
|
|
1159
|
+
table = self.safe_string(message, 'table')
|
|
1160
|
+
isSpot = (table is not None)
|
|
1161
|
+
rawTickers = []
|
|
1162
|
+
if isSpot:
|
|
1163
|
+
rawTickers = self.safe_list(message, 'data', [])
|
|
1164
|
+
else:
|
|
1165
|
+
rawTickers = [self.safe_dict(message, 'data', {})]
|
|
1166
|
+
if not len(rawTickers):
|
|
1167
|
+
return
|
|
1168
|
+
for i in range(0, len(rawTickers)):
|
|
1169
|
+
ticker = self.parse_ticker(rawTickers[i]) if isSpot else self.parse_ws_swap_ticker(rawTickers[i])
|
|
1170
|
+
symbol = ticker['symbol']
|
|
1171
|
+
self.tickers[symbol] = ticker
|
|
1172
|
+
messageHash = 'ticker:' + symbol
|
|
1173
|
+
client.resolve(ticker, messageHash)
|
|
1174
|
+
|
|
1175
|
+
def parse_ws_swap_ticker(self, ticker, market: Market = None):
|
|
1176
|
+
#
|
|
1177
|
+
# {
|
|
1178
|
+
# "symbol": "ETHUSDT",
|
|
1179
|
+
# "last_price": "2807.73",
|
|
1180
|
+
# "volume_24": "2227011952",
|
|
1181
|
+
# "range": "0.0273398194664491",
|
|
1182
|
+
# "mark_price": "2807.5",
|
|
1183
|
+
# "index_price": "2808.71047619",
|
|
1184
|
+
# "ask_price": "2808.04",
|
|
1185
|
+
# "ask_vol": "7371",
|
|
1186
|
+
# "bid_price": "2807.28",
|
|
1187
|
+
# "bid_vol": "3561"
|
|
1188
|
+
# }
|
|
1189
|
+
#
|
|
1190
|
+
marketId = self.safe_string(ticker, 'symbol')
|
|
1191
|
+
return self.safe_ticker({
|
|
1192
|
+
'symbol': self.safe_symbol(marketId, market, '', 'swap'),
|
|
1193
|
+
'timestamp': None,
|
|
1194
|
+
'datetime': None,
|
|
1195
|
+
'high': None,
|
|
1196
|
+
'low': None,
|
|
1197
|
+
'bid': self.safe_string(ticker, 'bid_price'),
|
|
1198
|
+
'bidVolume': self.safe_string(ticker, 'bid_vol'),
|
|
1199
|
+
'ask': self.safe_string(ticker, 'ask_price'),
|
|
1200
|
+
'askVolume': self.safe_string(ticker, 'ask_vol'),
|
|
1201
|
+
'vwap': None,
|
|
1202
|
+
'open': None,
|
|
1203
|
+
'close': None,
|
|
1204
|
+
'last': self.safe_string(ticker, 'last_price'),
|
|
1205
|
+
'previousClose': None,
|
|
1206
|
+
'change': None,
|
|
1207
|
+
'percentage': None,
|
|
1208
|
+
'average': None,
|
|
1209
|
+
'baseVolume': None,
|
|
1210
|
+
'quoteVolume': self.safe_string(ticker, 'volume_24'),
|
|
1211
|
+
'info': ticker,
|
|
1212
|
+
'markPrice': self.safe_string(ticker, 'mark_price'),
|
|
1213
|
+
'indexPrice': self.safe_string(ticker, 'index_price'),
|
|
1214
|
+
}, market)
|
|
1215
|
+
|
|
1216
|
+
async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
|
1217
|
+
"""
|
|
1218
|
+
|
|
1219
|
+
https://developer-pro.bitmart.com/en/spot/#public-kline-channel
|
|
1220
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-klinebin-channel
|
|
1221
|
+
|
|
1222
|
+
watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
1223
|
+
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
1224
|
+
:param str timeframe: the length of time each candle represents
|
|
1225
|
+
:param int [since]: timestamp in ms of the earliest candle to fetch
|
|
1226
|
+
:param int [limit]: the maximum amount of candles to fetch
|
|
1227
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1228
|
+
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
1229
|
+
"""
|
|
1230
|
+
await self.load_markets()
|
|
1231
|
+
symbol = self.symbol(symbol)
|
|
1232
|
+
market = self.market(symbol)
|
|
1233
|
+
type = 'spot'
|
|
1234
|
+
type, params = self.handle_market_type_and_params('watchOHLCV', market, params)
|
|
1235
|
+
timeframes = self.safe_dict(self.options, 'timeframes', {})
|
|
1236
|
+
interval = self.safe_string(timeframes, timeframe)
|
|
1237
|
+
name = None
|
|
1238
|
+
if type == 'spot':
|
|
1239
|
+
name = 'kline' + interval
|
|
1240
|
+
else:
|
|
1241
|
+
name = 'klineBin' + interval
|
|
1242
|
+
ohlcv = await self.subscribe(name, symbol, type, params)
|
|
1243
|
+
if self.newUpdates:
|
|
1244
|
+
limit = ohlcv.getLimit(symbol, limit)
|
|
1245
|
+
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
|
1246
|
+
|
|
1247
|
+
async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> Any:
|
|
1248
|
+
"""
|
|
1249
|
+
unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
1250
|
+
|
|
1251
|
+
https://developer-pro.bitmart.com/en/spot/#public-kline-channel
|
|
1252
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-klinebin-channel
|
|
1253
|
+
|
|
1254
|
+
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
1255
|
+
:param str timeframe: the length of time each candle represents
|
|
1256
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1257
|
+
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
1258
|
+
"""
|
|
1259
|
+
await self.load_markets()
|
|
1260
|
+
symbol = self.symbol(symbol)
|
|
1261
|
+
market = self.market(symbol)
|
|
1262
|
+
type = 'spot'
|
|
1263
|
+
type, params = self.handle_market_type_and_params('unWatchOHLCV', market, params)
|
|
1264
|
+
timeframes = self.safe_dict(self.options, 'timeframes', {})
|
|
1265
|
+
interval = self.safe_string(timeframes, timeframe)
|
|
1266
|
+
name = None
|
|
1267
|
+
if type == 'spot':
|
|
1268
|
+
name = 'kline' + interval
|
|
1269
|
+
else:
|
|
1270
|
+
name = 'klineBin' + interval
|
|
1271
|
+
params = self.extend(params, {'unsubscribe': True})
|
|
1272
|
+
return await self.subscribe(name, symbol, type, params)
|
|
1273
|
+
|
|
1274
|
+
def handle_ohlcv(self, client: Client, message):
|
|
1275
|
+
#
|
|
1276
|
+
# {
|
|
1277
|
+
# "data": [
|
|
1278
|
+
# {
|
|
1279
|
+
# "candle": [
|
|
1280
|
+
# 1631056350,
|
|
1281
|
+
# "46532.83",
|
|
1282
|
+
# "46555.71",
|
|
1283
|
+
# "46511.41",
|
|
1284
|
+
# "46555.71",
|
|
1285
|
+
# "0.25"
|
|
1286
|
+
# ],
|
|
1287
|
+
# "symbol": "BTC_USDT"
|
|
1288
|
+
# }
|
|
1289
|
+
# ],
|
|
1290
|
+
# "table": "spot/kline1m"
|
|
1291
|
+
# }
|
|
1292
|
+
# swap
|
|
1293
|
+
# {
|
|
1294
|
+
# "group":"futures/klineBin1m:BTCUSDT",
|
|
1295
|
+
# "data":{
|
|
1296
|
+
# "symbol":"BTCUSDT",
|
|
1297
|
+
# "items":[
|
|
1298
|
+
# {
|
|
1299
|
+
# "o":"39635.8",
|
|
1300
|
+
# "h":"39636",
|
|
1301
|
+
# "l":"39614.4",
|
|
1302
|
+
# "c":"39629.7",
|
|
1303
|
+
# "v":"31852",
|
|
1304
|
+
# "ts":1701617761
|
|
1305
|
+
# }
|
|
1306
|
+
# ]
|
|
1307
|
+
# }
|
|
1308
|
+
# }
|
|
1309
|
+
#
|
|
1310
|
+
channel = self.safe_string_2(message, 'table', 'group')
|
|
1311
|
+
isSpot = (channel.find('spot') >= 0)
|
|
1312
|
+
data = self.safe_value(message, 'data')
|
|
1313
|
+
if data is None:
|
|
1314
|
+
return
|
|
1315
|
+
parts = channel.split('/')
|
|
1316
|
+
part1 = self.safe_string(parts, 1, '')
|
|
1317
|
+
interval = part1.replace('kline', '')
|
|
1318
|
+
interval = interval.replace('Bin', '')
|
|
1319
|
+
intervalParts = interval.split(':')
|
|
1320
|
+
interval = self.safe_string(intervalParts, 0)
|
|
1321
|
+
# use a reverse lookup in a static map instead
|
|
1322
|
+
timeframes = self.safe_dict(self.options, 'timeframes', {})
|
|
1323
|
+
timeframe = self.find_timeframe(interval, timeframes)
|
|
1324
|
+
duration = self.parse_timeframe(timeframe)
|
|
1325
|
+
durationInMs = duration * 1000
|
|
1326
|
+
if isSpot:
|
|
1327
|
+
for i in range(0, len(data)):
|
|
1328
|
+
marketId = self.safe_string(data[i], 'symbol')
|
|
1329
|
+
market = self.safe_market(marketId)
|
|
1330
|
+
symbol = market['symbol']
|
|
1331
|
+
rawOHLCV = self.safe_list(data[i], 'candle')
|
|
1332
|
+
parsed = self.parse_ohlcv(rawOHLCV, market)
|
|
1333
|
+
parsed[0] = self.parse_to_int(parsed[0] / durationInMs) * durationInMs
|
|
1334
|
+
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
|
|
1335
|
+
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
|
|
1336
|
+
if stored is None:
|
|
1337
|
+
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
1338
|
+
stored = ArrayCacheByTimestamp(limit)
|
|
1339
|
+
self.ohlcvs[symbol][timeframe] = stored
|
|
1340
|
+
stored.append(parsed)
|
|
1341
|
+
messageHash = channel + ':' + marketId
|
|
1342
|
+
client.resolve(stored, messageHash)
|
|
1343
|
+
else:
|
|
1344
|
+
marketId = self.safe_string(data, 'symbol')
|
|
1345
|
+
market = self.safe_market(marketId, None, None, 'swap')
|
|
1346
|
+
symbol = market['symbol']
|
|
1347
|
+
items = self.safe_list(data, 'items', [])
|
|
1348
|
+
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
|
|
1349
|
+
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
|
|
1350
|
+
if stored is None:
|
|
1351
|
+
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
1352
|
+
stored = ArrayCacheByTimestamp(limit)
|
|
1353
|
+
self.ohlcvs[symbol][timeframe] = stored
|
|
1354
|
+
for i in range(0, len(items)):
|
|
1355
|
+
candle = items[i]
|
|
1356
|
+
parsed = self.parse_ohlcv(candle, market)
|
|
1357
|
+
stored.append(parsed)
|
|
1358
|
+
client.resolve(stored, channel)
|
|
1359
|
+
|
|
1360
|
+
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
|
1361
|
+
"""
|
|
1362
|
+
|
|
1363
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-all-channel
|
|
1364
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
|
|
1365
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-depth-channel
|
|
1366
|
+
|
|
1367
|
+
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
1368
|
+
:param str symbol: unified symbol of the market to fetch the order book for
|
|
1369
|
+
:param int [limit]: the maximum amount of order book entries to return
|
|
1370
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1371
|
+
:param str [params.speed]: *futures only* '100ms' or '200ms'
|
|
1372
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
|
|
1373
|
+
"""
|
|
1374
|
+
await self.load_markets()
|
|
1375
|
+
options = self.safe_dict(self.options, 'watchOrderBook', {})
|
|
1376
|
+
depth = self.safe_string(options, 'depth', 'depth/increase100')
|
|
1377
|
+
symbol = self.symbol(symbol)
|
|
1378
|
+
market = self.market(symbol)
|
|
1379
|
+
type = 'spot'
|
|
1380
|
+
type, params = self.handle_market_type_and_params('watchOrderBook', market, params)
|
|
1381
|
+
if type == 'swap' and depth == 'depth/increase100':
|
|
1382
|
+
depth = 'depth50'
|
|
1383
|
+
orderbook = await self.subscribe(depth, symbol, type, params)
|
|
1384
|
+
return orderbook.limit()
|
|
1385
|
+
|
|
1386
|
+
async def un_watch_order_book(self, symbol: str, params={}) -> Any:
|
|
1387
|
+
"""
|
|
1388
|
+
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
1389
|
+
|
|
1390
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-all-channel
|
|
1391
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
|
|
1392
|
+
https://developer-pro.bitmart.com/en/futuresv2/#public-depth-channel
|
|
1393
|
+
|
|
1394
|
+
:param str symbol: unified array of symbols
|
|
1395
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1396
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
1397
|
+
"""
|
|
1398
|
+
await self.load_markets()
|
|
1399
|
+
options = self.safe_dict(self.options, 'watchOrderBook', {})
|
|
1400
|
+
depth = self.safe_string(options, 'depth', 'depth/increase100')
|
|
1401
|
+
symbol = self.symbol(symbol)
|
|
1402
|
+
market = self.market(symbol)
|
|
1403
|
+
type = 'spot'
|
|
1404
|
+
type, params = self.handle_market_type_and_params('unWatchOrderBook', market, params)
|
|
1405
|
+
if type == 'swap' and depth == 'depth/increase100':
|
|
1406
|
+
depth = 'depth50'
|
|
1407
|
+
params = self.extend(params, {'unsubscribe': True})
|
|
1408
|
+
return await self.subscribe(depth, symbol, type, params)
|
|
1409
|
+
|
|
1410
|
+
def handle_delta(self, bookside, delta):
|
|
1411
|
+
price = self.safe_float(delta, 0)
|
|
1412
|
+
amount = self.safe_float(delta, 1)
|
|
1413
|
+
bookside.store(price, amount)
|
|
1414
|
+
|
|
1415
|
+
def handle_deltas(self, bookside, deltas):
|
|
1416
|
+
for i in range(0, len(deltas)):
|
|
1417
|
+
self.handle_delta(bookside, deltas[i])
|
|
1418
|
+
|
|
1419
|
+
def handle_order_book_message(self, client: Client, message, orderbook):
|
|
1420
|
+
#
|
|
1421
|
+
# {
|
|
1422
|
+
# "asks": [
|
|
1423
|
+
# ['46828.38', "0.21847"],
|
|
1424
|
+
# ['46830.68', "0.08232"],
|
|
1425
|
+
# ['46832.08', "0.09285"],
|
|
1426
|
+
# ['46837.82', "0.02028"],
|
|
1427
|
+
# ['46839.43', "0.15068"]
|
|
1428
|
+
# ],
|
|
1429
|
+
# "bids": [
|
|
1430
|
+
# ['46820.78', "0.00444"],
|
|
1431
|
+
# ['46814.33', "0.00234"],
|
|
1432
|
+
# ['46813.50', "0.05021"],
|
|
1433
|
+
# ['46808.14', "0.00217"],
|
|
1434
|
+
# ['46808.04', "0.00013"]
|
|
1435
|
+
# ],
|
|
1436
|
+
# "ms_t": 1631044962431,
|
|
1437
|
+
# "symbol": "BTC_USDT"
|
|
1438
|
+
# }
|
|
1439
|
+
#
|
|
1440
|
+
asks = self.safe_list(message, 'asks', [])
|
|
1441
|
+
bids = self.safe_list(message, 'bids', [])
|
|
1442
|
+
self.handle_deltas(orderbook['asks'], asks)
|
|
1443
|
+
self.handle_deltas(orderbook['bids'], bids)
|
|
1444
|
+
timestamp = self.safe_integer(message, 'ms_t')
|
|
1445
|
+
marketId = self.safe_string(message, 'symbol')
|
|
1446
|
+
symbol = self.safe_symbol(marketId)
|
|
1447
|
+
orderbook['symbol'] = symbol
|
|
1448
|
+
orderbook['timestamp'] = timestamp
|
|
1449
|
+
orderbook['datetime'] = self.iso8601(timestamp)
|
|
1450
|
+
return orderbook
|
|
1451
|
+
|
|
1452
|
+
def handle_order_book(self, client: Client, message):
|
|
1453
|
+
#
|
|
1454
|
+
# spot depth-all
|
|
1455
|
+
#
|
|
1456
|
+
# {
|
|
1457
|
+
# "data": [
|
|
1458
|
+
# {
|
|
1459
|
+
# "asks": [
|
|
1460
|
+
# ['46828.38', "0.21847"],
|
|
1461
|
+
# ['46830.68', "0.08232"],
|
|
1462
|
+
# ...
|
|
1463
|
+
# ],
|
|
1464
|
+
# "bids": [
|
|
1465
|
+
# ['46820.78', "0.00444"],
|
|
1466
|
+
# ['46814.33', "0.00234"],
|
|
1467
|
+
# ...
|
|
1468
|
+
# ],
|
|
1469
|
+
# "ms_t": 1631044962431,
|
|
1470
|
+
# "symbol": "BTC_USDT"
|
|
1471
|
+
# }
|
|
1472
|
+
# ],
|
|
1473
|
+
# "table": "spot/depth5"
|
|
1474
|
+
# }
|
|
1475
|
+
#
|
|
1476
|
+
# spot increse depth snapshot
|
|
1477
|
+
#
|
|
1478
|
+
# {
|
|
1479
|
+
# "data":[
|
|
1480
|
+
# {
|
|
1481
|
+
# "asks":[
|
|
1482
|
+
# ["43652.52", "0.02039"],
|
|
1483
|
+
# ...
|
|
1484
|
+
# ],
|
|
1485
|
+
# "bids":[
|
|
1486
|
+
# ["43652.51", "0.00500"],
|
|
1487
|
+
# ...
|
|
1488
|
+
# ],
|
|
1489
|
+
# "ms_t":1703376836487,
|
|
1490
|
+
# "symbol":"BTC_USDT",
|
|
1491
|
+
# "type":"snapshot", # or update
|
|
1492
|
+
# "version":2141731
|
|
1493
|
+
# }
|
|
1494
|
+
# ],
|
|
1495
|
+
# "table":"spot/depth/increase100"
|
|
1496
|
+
# }
|
|
1497
|
+
#
|
|
1498
|
+
# swap
|
|
1499
|
+
#
|
|
1500
|
+
# {
|
|
1501
|
+
# "group":"futures/depth50:BTCUSDT",
|
|
1502
|
+
# "data":{
|
|
1503
|
+
# "symbol":"BTCUSDT",
|
|
1504
|
+
# "way":1,
|
|
1505
|
+
# "depths":[
|
|
1506
|
+
# {
|
|
1507
|
+
# "price":"39509.8",
|
|
1508
|
+
# "vol":"2379"
|
|
1509
|
+
# },
|
|
1510
|
+
# {
|
|
1511
|
+
# "price":"39509.6",
|
|
1512
|
+
# "vol":"6815"
|
|
1513
|
+
# },
|
|
1514
|
+
# ...
|
|
1515
|
+
# ],
|
|
1516
|
+
# "ms_t":1701566021194
|
|
1517
|
+
# }
|
|
1518
|
+
# }
|
|
1519
|
+
#
|
|
1520
|
+
isSpot = ('table' in message)
|
|
1521
|
+
datas = []
|
|
1522
|
+
if isSpot:
|
|
1523
|
+
datas = self.safe_list(message, 'data', datas)
|
|
1524
|
+
else:
|
|
1525
|
+
orderBookEntry = self.safe_dict(message, 'data')
|
|
1526
|
+
if orderBookEntry is not None:
|
|
1527
|
+
datas.append(orderBookEntry)
|
|
1528
|
+
length = len(datas)
|
|
1529
|
+
if length <= 0:
|
|
1530
|
+
return
|
|
1531
|
+
channelName = self.safe_string_2(message, 'table', 'group')
|
|
1532
|
+
# find limit subscribed to
|
|
1533
|
+
limitsToCheck = ['100', '50', '20', '10', '5']
|
|
1534
|
+
limit = 0
|
|
1535
|
+
for i in range(0, len(limitsToCheck)):
|
|
1536
|
+
limitString = limitsToCheck[i]
|
|
1537
|
+
if channelName.find(limitString) >= 0:
|
|
1538
|
+
limit = self.parse_to_int(limitString)
|
|
1539
|
+
break
|
|
1540
|
+
if isSpot:
|
|
1541
|
+
channel = channelName.replace('spot/', '')
|
|
1542
|
+
for i in range(0, len(datas)):
|
|
1543
|
+
update = datas[i]
|
|
1544
|
+
marketId = self.safe_string(update, 'symbol')
|
|
1545
|
+
symbol = self.safe_symbol(marketId)
|
|
1546
|
+
if not (symbol in self.orderbooks):
|
|
1547
|
+
ob = self.order_book({}, limit)
|
|
1548
|
+
ob['symbol'] = symbol
|
|
1549
|
+
self.orderbooks[symbol] = ob
|
|
1550
|
+
orderbook = self.orderbooks[symbol]
|
|
1551
|
+
type = self.safe_string(update, 'type')
|
|
1552
|
+
if (type == 'snapshot') or (not(channelName.find('increase') >= 0)):
|
|
1553
|
+
orderbook.reset({})
|
|
1554
|
+
self.handle_order_book_message(client, update, orderbook)
|
|
1555
|
+
timestamp = self.safe_integer(update, 'ms_t')
|
|
1556
|
+
if orderbook['timestamp'] is None:
|
|
1557
|
+
orderbook['timestamp'] = timestamp
|
|
1558
|
+
orderbook['datetime'] = self.iso8601(timestamp)
|
|
1559
|
+
messageHash = channelName + ':' + marketId
|
|
1560
|
+
client.resolve(orderbook, messageHash)
|
|
1561
|
+
# resolve ForSymbols
|
|
1562
|
+
messageHashForMulti = channel + ':' + symbol
|
|
1563
|
+
client.resolve(orderbook, messageHashForMulti)
|
|
1564
|
+
else:
|
|
1565
|
+
tableParts = channelName.split(':')
|
|
1566
|
+
channel = tableParts[0].replace('futures/', '')
|
|
1567
|
+
data = datas[0] # contract markets always contain only one member
|
|
1568
|
+
depths = data['depths']
|
|
1569
|
+
marketId = self.safe_string(data, 'symbol')
|
|
1570
|
+
symbol = self.safe_symbol(marketId)
|
|
1571
|
+
if not (symbol in self.orderbooks):
|
|
1572
|
+
ob = self.order_book({}, limit)
|
|
1573
|
+
ob['symbol'] = symbol
|
|
1574
|
+
self.orderbooks[symbol] = ob
|
|
1575
|
+
orderbook = self.orderbooks[symbol]
|
|
1576
|
+
way = self.safe_integer(data, 'way')
|
|
1577
|
+
side = 'bids' if (way == 1) else 'asks'
|
|
1578
|
+
if way == 1:
|
|
1579
|
+
orderbook[side] = Bids([], limit)
|
|
1580
|
+
else:
|
|
1581
|
+
orderbook[side] = Asks([], limit)
|
|
1582
|
+
for i in range(0, len(depths)):
|
|
1583
|
+
depth = depths[i]
|
|
1584
|
+
price = self.safe_number(depth, 'price')
|
|
1585
|
+
amount = self.safe_number(depth, 'vol')
|
|
1586
|
+
orderbookSide = self.safe_value(orderbook, side)
|
|
1587
|
+
orderbookSide.store(price, amount)
|
|
1588
|
+
bidsLength = len(orderbook['bids'])
|
|
1589
|
+
asksLength = len(orderbook['asks'])
|
|
1590
|
+
if (bidsLength == 0) or (asksLength == 0):
|
|
1591
|
+
return
|
|
1592
|
+
timestamp = self.safe_integer(data, 'ms_t')
|
|
1593
|
+
orderbook['timestamp'] = timestamp
|
|
1594
|
+
orderbook['datetime'] = self.iso8601(timestamp)
|
|
1595
|
+
messageHash = channelName
|
|
1596
|
+
client.resolve(orderbook, messageHash)
|
|
1597
|
+
# resolve ForSymbols
|
|
1598
|
+
messageHashForMulti = channel + ':' + symbol
|
|
1599
|
+
client.resolve(orderbook, messageHashForMulti)
|
|
1600
|
+
|
|
1601
|
+
async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook:
|
|
1602
|
+
"""
|
|
1603
|
+
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
1604
|
+
|
|
1605
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
|
|
1606
|
+
|
|
1607
|
+
:param str[] symbols: unified array of symbols
|
|
1608
|
+
:param int [limit]: the maximum amount of order book entries to return
|
|
1609
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1610
|
+
:param str [params.depth]: the type of order book to subscribe to, default is 'depth/increase100', also accepts 'depth5' or 'depth20' or depth50
|
|
1611
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/?id=order-book-structure>` indexed by market symbols
|
|
1612
|
+
"""
|
|
1613
|
+
await self.load_markets()
|
|
1614
|
+
type = None
|
|
1615
|
+
symbols, type, params = self.get_params_for_multiple_sub('watchOrderBookForSymbols', symbols, limit, params)
|
|
1616
|
+
channel = None
|
|
1617
|
+
channel, params = self.handle_option_and_params(params, 'watchOrderBookForSymbols', 'depth', 'depth/increase100')
|
|
1618
|
+
if type == 'swap' and channel == 'depth/increase100':
|
|
1619
|
+
channel = 'depth50'
|
|
1620
|
+
orderbook = await self.subscribe_multiple(channel, type, symbols, params)
|
|
1621
|
+
return orderbook.limit()
|
|
1622
|
+
|
|
1623
|
+
async def un_watch_order_book_for_symbols(self, symbols: List[str], params={}) -> Any:
|
|
1624
|
+
"""
|
|
1625
|
+
unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
1626
|
+
|
|
1627
|
+
https://developer-pro.bitmart.com/en/spot/#public-depth-increase-channel
|
|
1628
|
+
|
|
1629
|
+
:param str[] symbols: unified array of symbols
|
|
1630
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1631
|
+
:param str [params.depth]: the type of order book to subscribe to, default is 'depth/increase100', also accepts 'depth5' or 'depth20' or depth50
|
|
1632
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
1633
|
+
"""
|
|
1634
|
+
await self.load_markets()
|
|
1635
|
+
type = None
|
|
1636
|
+
symbols, type, params = self.get_params_for_multiple_sub('unWatchOrderBookForSymbols', symbols, None, params)
|
|
1637
|
+
channel = None
|
|
1638
|
+
channel, params = self.handle_option_and_params(params, 'unWatchOrderBookForSymbols', 'depth', 'depth/increase100')
|
|
1639
|
+
if type == 'swap' and channel == 'depth/increase100':
|
|
1640
|
+
channel = 'depth50'
|
|
1641
|
+
params = self.extend(params, {'unsubscribe': True})
|
|
1642
|
+
return await self.subscribe_multiple(channel, type, symbols, params)
|
|
1643
|
+
|
|
1644
|
+
async def authenticate(self, type, params={}):
|
|
1645
|
+
self.check_required_credentials()
|
|
1646
|
+
url = self.implode_hostname(self.urls['api']['ws'][type]['private'])
|
|
1647
|
+
messageHash = 'authenticated'
|
|
1648
|
+
client = self.client(url)
|
|
1649
|
+
future = client.reusableFuture(messageHash)
|
|
1650
|
+
authenticated = self.safe_value(client.subscriptions, messageHash)
|
|
1651
|
+
if authenticated is None:
|
|
1652
|
+
timestamp = str(self.milliseconds())
|
|
1653
|
+
memo = self.uid
|
|
1654
|
+
path = 'bitmart.WebSocket'
|
|
1655
|
+
auth = timestamp + '#' + memo + '#' + path
|
|
1656
|
+
signature = self.hmac(self.encode(auth), self.encode(self.secret), hashlib.sha256)
|
|
1657
|
+
request = None
|
|
1658
|
+
if type == 'spot':
|
|
1659
|
+
request = {
|
|
1660
|
+
'op': 'login',
|
|
1661
|
+
'args': [
|
|
1662
|
+
self.apiKey,
|
|
1663
|
+
timestamp,
|
|
1664
|
+
signature,
|
|
1665
|
+
],
|
|
1666
|
+
}
|
|
1667
|
+
else:
|
|
1668
|
+
request = {
|
|
1669
|
+
'action': 'access',
|
|
1670
|
+
'args': [
|
|
1671
|
+
self.apiKey,
|
|
1672
|
+
timestamp,
|
|
1673
|
+
signature,
|
|
1674
|
+
'web',
|
|
1675
|
+
],
|
|
1676
|
+
}
|
|
1677
|
+
message = self.extend(request, params)
|
|
1678
|
+
self.watch(url, messageHash, message, messageHash)
|
|
1679
|
+
return await future
|
|
1680
|
+
|
|
1681
|
+
def handle_subscription_status(self, client: Client, message):
|
|
1682
|
+
#
|
|
1683
|
+
# {"event":"subscribe","channel":"spot/depth:BTC-USDT"}
|
|
1684
|
+
#
|
|
1685
|
+
return message
|
|
1686
|
+
|
|
1687
|
+
def handle_authenticate(self, client: Client, message):
|
|
1688
|
+
#
|
|
1689
|
+
# spot
|
|
1690
|
+
# {event: "login"}
|
|
1691
|
+
# swap
|
|
1692
|
+
# {action: 'access', success: True}
|
|
1693
|
+
#
|
|
1694
|
+
messageHash = 'authenticated'
|
|
1695
|
+
future = self.safe_value(client.futures, messageHash)
|
|
1696
|
+
future.resolve(True)
|
|
1697
|
+
|
|
1698
|
+
def handle_error_message(self, client: Client, message) -> Bool:
|
|
1699
|
+
#
|
|
1700
|
+
# {event: "error", message: "Invalid sign", errorCode: 30013}
|
|
1701
|
+
# {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
|
|
1702
|
+
# {
|
|
1703
|
+
# action: '',
|
|
1704
|
+
# group: 'futures/trade:BTCUSDT',
|
|
1705
|
+
# success: False,
|
|
1706
|
+
# request: {action: '', args: ['futures/trade:BTCUSDT']},
|
|
1707
|
+
# error: 'Invalid action [] for group [futures/trade:BTCUSDT]'
|
|
1708
|
+
# }
|
|
1709
|
+
#
|
|
1710
|
+
errorCode = self.safe_string(message, 'errorCode')
|
|
1711
|
+
error = self.safe_string(message, 'error')
|
|
1712
|
+
try:
|
|
1713
|
+
if errorCode is not None or error is not None:
|
|
1714
|
+
feedback = self.id + ' ' + self.json(message)
|
|
1715
|
+
self.throw_exactly_matched_exception(self.exceptions['exact'], errorCode, feedback)
|
|
1716
|
+
messageString = self.safe_value(message, 'message', error)
|
|
1717
|
+
self.throw_broadly_matched_exception(self.exceptions['broad'], messageString, feedback)
|
|
1718
|
+
action = self.safe_string(message, 'action')
|
|
1719
|
+
if action == 'access':
|
|
1720
|
+
raise AuthenticationError(feedback)
|
|
1721
|
+
raise ExchangeError(feedback)
|
|
1722
|
+
return False
|
|
1723
|
+
except Exception as e:
|
|
1724
|
+
if (isinstance(e, AuthenticationError)):
|
|
1725
|
+
messageHash = 'authenticated'
|
|
1726
|
+
client.reject(e, messageHash)
|
|
1727
|
+
if messageHash in client.subscriptions:
|
|
1728
|
+
del client.subscriptions[messageHash]
|
|
1729
|
+
client.reject(e)
|
|
1730
|
+
return True
|
|
1731
|
+
|
|
1732
|
+
def handle_un_subscription(self, client: Client, message):
|
|
1733
|
+
#
|
|
1734
|
+
# spot
|
|
1735
|
+
# {
|
|
1736
|
+
# "topic": "spot/ticker:ETH_USDT",
|
|
1737
|
+
# "event": "unsubscribe"
|
|
1738
|
+
# }
|
|
1739
|
+
#
|
|
1740
|
+
# swap
|
|
1741
|
+
# {
|
|
1742
|
+
# "action": "unsubscribe",
|
|
1743
|
+
# "group": "futures/ticker:ETHUSDT",
|
|
1744
|
+
# "success": True,
|
|
1745
|
+
# "request": {
|
|
1746
|
+
# "action": "unsubscribe",
|
|
1747
|
+
# "args": [
|
|
1748
|
+
# "futures/ticker:ETHUSDT"
|
|
1749
|
+
# ]
|
|
1750
|
+
# }
|
|
1751
|
+
# }
|
|
1752
|
+
#
|
|
1753
|
+
messageTopic = self.safe_string_2(message, 'topic', 'group')
|
|
1754
|
+
unSubMessageTopic = 'unsubscribe::' + messageTopic
|
|
1755
|
+
# one message includes info about one unsubscription only even if we requested multiple
|
|
1756
|
+
# so we can not just create subscription object in unWatch method and use it here
|
|
1757
|
+
# we need to reconstruct subscription params from the messageTopic
|
|
1758
|
+
subscription = self.get_un_sub_params(messageTopic)
|
|
1759
|
+
subHash = self.safe_string(subscription, 'subHash')
|
|
1760
|
+
unsubHash = 'unsubscribe::' + subHash
|
|
1761
|
+
subHashIsPrefix = self.safe_bool(subscription, 'subHashIsPrefix', False)
|
|
1762
|
+
# clean up both ways of storing subscription and unsubscription
|
|
1763
|
+
self.clean_unsubscription(client, subHash, unsubHash, subHashIsPrefix)
|
|
1764
|
+
self.clean_unsubscription(client, messageTopic, unSubMessageTopic, subHashIsPrefix)
|
|
1765
|
+
self.clean_cache(subscription)
|
|
1766
|
+
|
|
1767
|
+
def get_un_sub_params(self, messageTopic):
|
|
1768
|
+
parts = messageTopic.split(':')
|
|
1769
|
+
channel = self.safe_string(parts, 0)
|
|
1770
|
+
marketTypeAndTopic = channel.split('/')
|
|
1771
|
+
rawMarketType = self.safe_string_lower(marketTypeAndTopic, 0)
|
|
1772
|
+
marketType = self.parse_market_type(rawMarketType)
|
|
1773
|
+
topic = self.safe_string(marketTypeAndTopic, 1)
|
|
1774
|
+
thirdPart = self.safe_string(marketTypeAndTopic, 2)
|
|
1775
|
+
if thirdPart is not None:
|
|
1776
|
+
topic += '/' + thirdPart
|
|
1777
|
+
marketId = self.safe_string(parts, 1)
|
|
1778
|
+
symbols = []
|
|
1779
|
+
symbol = None
|
|
1780
|
+
subHash = topic
|
|
1781
|
+
hashDelimiter = ':'
|
|
1782
|
+
subHashIsPrefix = False
|
|
1783
|
+
parsedTopic = self.parse_topic(topic)
|
|
1784
|
+
if (parsedTopic == 'orders') or (parsedTopic == 'positions'):
|
|
1785
|
+
subHash = parsedTopic
|
|
1786
|
+
hashDelimiter = '::'
|
|
1787
|
+
if (marketId is not None) and (marketId != 'ALL_SYMBOLS'):
|
|
1788
|
+
# if marketId is defined, we have a single symbol subscription
|
|
1789
|
+
delimiter = '_' if (marketType == 'spot') else ''
|
|
1790
|
+
market = self.safe_market(marketId, None, delimiter, marketType)
|
|
1791
|
+
symbol = market['symbol']
|
|
1792
|
+
subHash += hashDelimiter + symbol
|
|
1793
|
+
symbols.append(symbol)
|
|
1794
|
+
else:
|
|
1795
|
+
subHashIsPrefix = True # need to clean all subHashes with self prefix
|
|
1796
|
+
symbolsAndTimeframes = []
|
|
1797
|
+
if topic.startswith('kline'):
|
|
1798
|
+
interval = topic.replace('kline', '')
|
|
1799
|
+
if interval.startswith('Bin'):
|
|
1800
|
+
# swap market
|
|
1801
|
+
interval = interval.replace('Bin', '')
|
|
1802
|
+
timeframes = self.safe_dict(self.options, 'timeframes', {})
|
|
1803
|
+
timeframe = self.find_timeframe(interval, timeframes)
|
|
1804
|
+
symbolAndTimeframe = [symbol, timeframe]
|
|
1805
|
+
symbolsAndTimeframes.append(symbolAndTimeframe)
|
|
1806
|
+
result = {
|
|
1807
|
+
'topic': parsedTopic,
|
|
1808
|
+
'symbols': symbols,
|
|
1809
|
+
'subHash': subHash,
|
|
1810
|
+
'symbolsAndTimeframes': symbolsAndTimeframes,
|
|
1811
|
+
'subHashIsPrefix': subHashIsPrefix,
|
|
1812
|
+
}
|
|
1813
|
+
return result
|
|
1814
|
+
|
|
1815
|
+
def parse_topic(self, topic):
|
|
1816
|
+
if topic.startswith('depth'):
|
|
1817
|
+
return 'orderbook'
|
|
1818
|
+
if topic.startswith('kline'):
|
|
1819
|
+
return 'ohlcv'
|
|
1820
|
+
topics = {
|
|
1821
|
+
'ticker': 'ticker',
|
|
1822
|
+
'trade': 'trades',
|
|
1823
|
+
'user/order': 'orders',
|
|
1824
|
+
'user/orders': 'orders',
|
|
1825
|
+
'order': 'orders',
|
|
1826
|
+
'position': 'positions',
|
|
1827
|
+
}
|
|
1828
|
+
return self.safe_string(topics, topic, topic)
|
|
1829
|
+
|
|
1830
|
+
def parse_market_type(self, marketType: str):
|
|
1831
|
+
types = {
|
|
1832
|
+
'spot': 'spot',
|
|
1833
|
+
'futures': 'swap',
|
|
1834
|
+
}
|
|
1835
|
+
return self.safe_string(types, marketType, marketType)
|
|
1836
|
+
|
|
1837
|
+
def handle_message(self, client: Client, message):
|
|
1838
|
+
if self.handle_error_message(client, message):
|
|
1839
|
+
return
|
|
1840
|
+
#
|
|
1841
|
+
# {"event":"error","message":"Unrecognized request: {\"event\":\"subscribe\",\"channel\":\"spot/depth:BTC-USDT\"}","errorCode":30039}
|
|
1842
|
+
#
|
|
1843
|
+
# subscribe events on spot:
|
|
1844
|
+
#
|
|
1845
|
+
# {"event":"subscribe", "topic":"spot/kline1m:BTC_USDT"}
|
|
1846
|
+
#
|
|
1847
|
+
# subscribe on contracts:
|
|
1848
|
+
#
|
|
1849
|
+
# {"action":"subscribe", "group":"futures/klineBin1m:BTCUSDT", "success":true, "request":{"action":"subscribe", "args":["futures/klineBin1m:BTCUSDT"]}}
|
|
1850
|
+
#
|
|
1851
|
+
# regular updates - spot
|
|
1852
|
+
#
|
|
1853
|
+
# {
|
|
1854
|
+
# "table": "spot/depth",
|
|
1855
|
+
# "action": "partial",
|
|
1856
|
+
# "data": [
|
|
1857
|
+
# {
|
|
1858
|
+
# "instrument_id": "BTC-USDT",
|
|
1859
|
+
# "asks": [
|
|
1860
|
+
# ["5301.8", "0.03763319", "1"],
|
|
1861
|
+
# ["5302.4", "0.00305", "2"],
|
|
1862
|
+
# ],
|
|
1863
|
+
# "bids": [
|
|
1864
|
+
# ["5301.7", "0.58911427", "6"],
|
|
1865
|
+
# ["5301.6", "0.01222922", "4"],
|
|
1866
|
+
# ],
|
|
1867
|
+
# "timestamp": "2020-03-16T03:25:00.440Z",
|
|
1868
|
+
# "checksum": -2088736623
|
|
1869
|
+
# }
|
|
1870
|
+
# ]
|
|
1871
|
+
# }
|
|
1872
|
+
#
|
|
1873
|
+
# regular updates - contracts
|
|
1874
|
+
#
|
|
1875
|
+
# {
|
|
1876
|
+
# group: "futures/klineBin1m:BTCUSDT",
|
|
1877
|
+
# data: {
|
|
1878
|
+
# symbol: "BTCUSDT",
|
|
1879
|
+
# items: [{o: "67944.7", "h": ....}],
|
|
1880
|
+
# },
|
|
1881
|
+
# }
|
|
1882
|
+
#
|
|
1883
|
+
# {data: '', table: "spot/user/order"}
|
|
1884
|
+
#
|
|
1885
|
+
# the only realiable way(for both spot & swap) is to check 'data' key
|
|
1886
|
+
isDataUpdate = ('data' in message)
|
|
1887
|
+
if not isDataUpdate:
|
|
1888
|
+
event = self.safe_string_2(message, 'event', 'action')
|
|
1889
|
+
if event is not None:
|
|
1890
|
+
methods: dict = {
|
|
1891
|
+
# 'info': self.handleSystemStatus,
|
|
1892
|
+
'login': self.handle_authenticate,
|
|
1893
|
+
'access': self.handle_authenticate,
|
|
1894
|
+
'subscribe': self.handle_subscription_status,
|
|
1895
|
+
'unsubscribe': self.handle_un_subscription,
|
|
1896
|
+
}
|
|
1897
|
+
method = self.safe_value(methods, event)
|
|
1898
|
+
if method is not None:
|
|
1899
|
+
method(client, message)
|
|
1900
|
+
else:
|
|
1901
|
+
channel = self.safe_string_2(message, 'table', 'group')
|
|
1902
|
+
methods: dict = {
|
|
1903
|
+
'depth': self.handle_order_book,
|
|
1904
|
+
'ticker': self.handle_ticker,
|
|
1905
|
+
'trade': self.handle_trade,
|
|
1906
|
+
'kline': self.handle_ohlcv,
|
|
1907
|
+
'order': self.handle_orders,
|
|
1908
|
+
'position': self.handle_positions,
|
|
1909
|
+
'balance': self.handle_balance,
|
|
1910
|
+
'asset': self.handle_balance,
|
|
1911
|
+
}
|
|
1912
|
+
keys = list(methods.keys())
|
|
1913
|
+
for i in range(0, len(keys)):
|
|
1914
|
+
key = keys[i]
|
|
1915
|
+
if channel.find(key) >= 0:
|
|
1916
|
+
method = self.safe_value(methods, key)
|
|
1917
|
+
method(client, message)
|