ccxt-ir 4.3.46.0.1__py2.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.
- ccxt/__init__.py +358 -0
- ccxt/abantether.py +316 -0
- ccxt/abstract/__init__.py +0 -0
- ccxt/abstract/abantether.py +5 -0
- ccxt/abstract/ace.py +15 -0
- ccxt/abstract/afratether.py +6 -0
- ccxt/abstract/alpaca.py +70 -0
- ccxt/abstract/arzinja.py +5 -0
- ccxt/abstract/arzplus.py +7 -0
- ccxt/abstract/ascendex.py +77 -0
- ccxt/abstract/bequant.py +115 -0
- ccxt/abstract/bigone.py +45 -0
- ccxt/abstract/binance.py +712 -0
- ccxt/abstract/binancecoinm.py +712 -0
- ccxt/abstract/binanceus.py +764 -0
- ccxt/abstract/binanceusdm.py +712 -0
- ccxt/abstract/bingx.py +113 -0
- ccxt/abstract/bit2c.py +27 -0
- ccxt/abstract/bitbank.py +27 -0
- ccxt/abstract/bitbay.py +53 -0
- ccxt/abstract/bitbns.py +40 -0
- ccxt/abstract/bitcoincom.py +115 -0
- ccxt/abstract/bitfinex.py +69 -0
- ccxt/abstract/bitfinex2.py +139 -0
- ccxt/abstract/bitflyer.py +38 -0
- ccxt/abstract/bitget.py +508 -0
- ccxt/abstract/bithumb.py +32 -0
- ccxt/abstract/bitimen.py +7 -0
- ccxt/abstract/bitir.py +7 -0
- ccxt/abstract/bitmart.py +99 -0
- ccxt/abstract/bitmex.py +97 -0
- ccxt/abstract/bitopro.py +29 -0
- ccxt/abstract/bitpanda.py +35 -0
- ccxt/abstract/bitpin.py +7 -0
- ccxt/abstract/bitrue.py +72 -0
- ccxt/abstract/bitso.py +43 -0
- ccxt/abstract/bitstamp.py +258 -0
- ccxt/abstract/bitteam.py +29 -0
- ccxt/abstract/bitvavo.py +27 -0
- ccxt/abstract/bl3p.py +19 -0
- ccxt/abstract/blockchaincom.py +28 -0
- ccxt/abstract/blofin.py +37 -0
- ccxt/abstract/btcalpha.py +18 -0
- ccxt/abstract/btcbox.py +13 -0
- ccxt/abstract/btcmarkets.py +39 -0
- ccxt/abstract/btcturk.py +20 -0
- ccxt/abstract/bybit.py +298 -0
- ccxt/abstract/cex.py +33 -0
- ccxt/abstract/coinbase.py +94 -0
- ccxt/abstract/coinbaseadvanced.py +94 -0
- ccxt/abstract/coinbaseexchange.py +67 -0
- ccxt/abstract/coinbaseinternational.py +39 -0
- ccxt/abstract/coincatch.py +94 -0
- ccxt/abstract/coincheck.py +33 -0
- ccxt/abstract/coinex.py +237 -0
- ccxt/abstract/coinlist.py +54 -0
- ccxt/abstract/coinmate.py +62 -0
- ccxt/abstract/coinmetro.py +34 -0
- ccxt/abstract/coinone.py +67 -0
- ccxt/abstract/coinsph.py +54 -0
- ccxt/abstract/coinspot.py +28 -0
- ccxt/abstract/cryptocom.py +107 -0
- ccxt/abstract/currencycom.py +68 -0
- ccxt/abstract/delta.py +50 -0
- ccxt/abstract/deribit.py +125 -0
- ccxt/abstract/digifinex.py +91 -0
- ccxt/abstract/eterex.py +5 -0
- ccxt/abstract/excoino.py +7 -0
- ccxt/abstract/exir.py +8 -0
- ccxt/abstract/exmo.py +55 -0
- ccxt/abstract/exnovin.py +6 -0
- ccxt/abstract/farhadexchange.py +5 -0
- ccxt/abstract/fmfwio.py +115 -0
- ccxt/abstract/gate.py +265 -0
- ccxt/abstract/gateio.py +265 -0
- ccxt/abstract/gemini.py +58 -0
- ccxt/abstract/hashkey.py +67 -0
- ccxt/abstract/hitbtc.py +115 -0
- ccxt/abstract/hitbtc3.py +115 -0
- ccxt/abstract/hitobit.py +8 -0
- ccxt/abstract/hollaex.py +33 -0
- ccxt/abstract/htx.py +548 -0
- ccxt/abstract/huobi.py +548 -0
- ccxt/abstract/huobijp.py +114 -0
- ccxt/abstract/hyperliquid.py +6 -0
- ccxt/abstract/idex.py +26 -0
- ccxt/abstract/independentreserve.py +37 -0
- ccxt/abstract/indodax.py +26 -0
- ccxt/abstract/jibitex.py +7 -0
- ccxt/abstract/kraken.py +57 -0
- ccxt/abstract/krakenfutures.py +38 -0
- ccxt/abstract/kucoin.py +214 -0
- ccxt/abstract/kucoinfutures.py +233 -0
- ccxt/abstract/kuna.py +182 -0
- ccxt/abstract/latoken.py +56 -0
- ccxt/abstract/lbank.py +61 -0
- ccxt/abstract/luno.py +37 -0
- ccxt/abstract/lykke.py +29 -0
- ccxt/abstract/mercado.py +25 -0
- ccxt/abstract/mexc.py +178 -0
- ccxt/abstract/ndax.py +97 -0
- ccxt/abstract/nobitex.py +7 -0
- ccxt/abstract/novadax.py +29 -0
- ccxt/abstract/oceanex.py +22 -0
- ccxt/abstract/okcoin.py +74 -0
- ccxt/abstract/okexchange.py +8 -0
- ccxt/abstract/okx.py +324 -0
- ccxt/abstract/ompfinex.py +7 -0
- ccxt/abstract/onetrading.py +35 -0
- ccxt/abstract/oxfun.py +34 -0
- ccxt/abstract/p2b.py +22 -0
- ccxt/abstract/paradex.py +40 -0
- ccxt/abstract/paymium.py +28 -0
- ccxt/abstract/phemex.py +115 -0
- ccxt/abstract/poloniex.py +69 -0
- ccxt/abstract/poloniexfutures.py +48 -0
- ccxt/abstract/probit.py +23 -0
- ccxt/abstract/ramzinex.py +7 -0
- ccxt/abstract/sarmayex.py +5 -0
- ccxt/abstract/sarrafex.py +7 -0
- ccxt/abstract/tabdeal.py +7 -0
- ccxt/abstract/tetherland.py +5 -0
- ccxt/abstract/timex.py +62 -0
- ccxt/abstract/tokocrypto.py +37 -0
- ccxt/abstract/tradeogre.py +16 -0
- ccxt/abstract/twox.py +5 -0
- ccxt/abstract/ubitex.py +7 -0
- ccxt/abstract/upbit.py +38 -0
- ccxt/abstract/vertex.py +19 -0
- ccxt/abstract/wallex.py +8 -0
- ccxt/abstract/wavesexchange.py +154 -0
- ccxt/abstract/wazirx.py +30 -0
- ccxt/abstract/whitebit.py +98 -0
- ccxt/abstract/woo.py +83 -0
- ccxt/abstract/woofipro.py +119 -0
- ccxt/abstract/xt.py +152 -0
- ccxt/abstract/yobit.py +16 -0
- ccxt/abstract/zaif.py +38 -0
- ccxt/abstract/zonda.py +53 -0
- ccxt/ace.py +1012 -0
- ccxt/afratether.py +293 -0
- ccxt/alpaca.py +1083 -0
- ccxt/arzinja.py +285 -0
- ccxt/arzplus.py +412 -0
- ccxt/ascendex.py +3330 -0
- ccxt/async_support/__init__.py +337 -0
- ccxt/async_support/abantether.py +316 -0
- ccxt/async_support/ace.py +1012 -0
- ccxt/async_support/afratether.py +293 -0
- ccxt/async_support/alpaca.py +1083 -0
- ccxt/async_support/arzinja.py +285 -0
- ccxt/async_support/arzplus.py +412 -0
- ccxt/async_support/ascendex.py +3330 -0
- ccxt/async_support/base/__init__.py +1 -0
- ccxt/async_support/base/exchange.py +1966 -0
- ccxt/async_support/base/throttler.py +50 -0
- ccxt/async_support/base/ws/__init__.py +38 -0
- ccxt/async_support/base/ws/aiohttp_client.py +125 -0
- ccxt/async_support/base/ws/cache.py +212 -0
- ccxt/async_support/base/ws/client.py +193 -0
- ccxt/async_support/base/ws/fast_client.py +96 -0
- ccxt/async_support/base/ws/functions.py +59 -0
- ccxt/async_support/base/ws/future.py +58 -0
- ccxt/async_support/base/ws/order_book.py +78 -0
- ccxt/async_support/base/ws/order_book_side.py +174 -0
- ccxt/async_support/bequant.py +33 -0
- ccxt/async_support/bigone.py +2113 -0
- ccxt/async_support/binance.py +12234 -0
- ccxt/async_support/binancecoinm.py +45 -0
- ccxt/async_support/binanceus.py +211 -0
- ccxt/async_support/binanceusdm.py +58 -0
- ccxt/async_support/bingx.py +4325 -0
- ccxt/async_support/bit2c.py +866 -0
- ccxt/async_support/bitbank.py +1001 -0
- ccxt/async_support/bitbay.py +17 -0
- ccxt/async_support/bitbns.py +1154 -0
- ccxt/async_support/bitcoincom.py +17 -0
- ccxt/async_support/bitfinex.py +1617 -0
- ccxt/async_support/bitfinex2.py +3552 -0
- ccxt/async_support/bitflyer.py +995 -0
- ccxt/async_support/bitget.py +8273 -0
- ccxt/async_support/bithumb.py +1061 -0
- ccxt/async_support/bitimen.py +401 -0
- ccxt/async_support/bitir.py +490 -0
- ccxt/async_support/bitmart.py +4415 -0
- ccxt/async_support/bitmex.py +2756 -0
- ccxt/async_support/bitopro.py +1630 -0
- ccxt/async_support/bitpanda.py +16 -0
- ccxt/async_support/bitpin.py +454 -0
- ccxt/async_support/bitrue.py +3027 -0
- ccxt/async_support/bitso.py +1670 -0
- ccxt/async_support/bitstamp.py +2203 -0
- ccxt/async_support/bitteam.py +2239 -0
- ccxt/async_support/bitvavo.py +1968 -0
- ccxt/async_support/bl3p.py +485 -0
- ccxt/async_support/blockchaincom.py +1104 -0
- ccxt/async_support/blofin.py +2066 -0
- ccxt/async_support/btcalpha.py +891 -0
- ccxt/async_support/btcbox.py +544 -0
- ccxt/async_support/btcmarkets.py +1221 -0
- ccxt/async_support/btcturk.py +911 -0
- ccxt/async_support/bybit.py +8159 -0
- ccxt/async_support/cex.py +1605 -0
- ccxt/async_support/coinbase.py +4475 -0
- ccxt/async_support/coinbaseadvanced.py +17 -0
- ccxt/async_support/coinbaseexchange.py +1734 -0
- ccxt/async_support/coinbaseinternational.py +1899 -0
- ccxt/async_support/coincatch.py +5069 -0
- ccxt/async_support/coincheck.py +815 -0
- ccxt/async_support/coinex.py +5526 -0
- ccxt/async_support/coinlist.py +2243 -0
- ccxt/async_support/coinmate.py +1067 -0
- ccxt/async_support/coinmetro.py +1797 -0
- ccxt/async_support/coinone.py +1127 -0
- ccxt/async_support/coinsph.py +1850 -0
- ccxt/async_support/coinspot.py +534 -0
- ccxt/async_support/cryptocom.py +2822 -0
- ccxt/async_support/currencycom.py +1950 -0
- ccxt/async_support/delta.py +3376 -0
- ccxt/async_support/deribit.py +3437 -0
- ccxt/async_support/digifinex.py +3960 -0
- ccxt/async_support/eterex.py +286 -0
- ccxt/async_support/excoino.py +399 -0
- ccxt/async_support/exir.py +375 -0
- ccxt/async_support/exmo.py +2462 -0
- ccxt/async_support/exnovin.py +360 -0
- ccxt/async_support/farhadexchange.py +266 -0
- ccxt/async_support/fmfwio.py +34 -0
- ccxt/async_support/gate.py +6976 -0
- ccxt/async_support/gateio.py +16 -0
- ccxt/async_support/gemini.py +1825 -0
- ccxt/async_support/hashkey.py +4150 -0
- ccxt/async_support/hitbtc.py +3423 -0
- ccxt/async_support/hitbtc3.py +16 -0
- ccxt/async_support/hitobit.py +391 -0
- ccxt/async_support/hollaex.py +1813 -0
- ccxt/async_support/htx.py +8506 -0
- ccxt/async_support/huobi.py +16 -0
- ccxt/async_support/huobijp.py +1801 -0
- ccxt/async_support/hyperliquid.py +2431 -0
- ccxt/async_support/idex.py +1766 -0
- ccxt/async_support/independentreserve.py +784 -0
- ccxt/async_support/indodax.py +1247 -0
- ccxt/async_support/jibitex.py +395 -0
- ccxt/async_support/kraken.py +2894 -0
- ccxt/async_support/krakenfutures.py +2601 -0
- ccxt/async_support/kucoin.py +4602 -0
- ccxt/async_support/kucoinfutures.py +2698 -0
- ccxt/async_support/kuna.py +1841 -0
- ccxt/async_support/latoken.py +1664 -0
- ccxt/async_support/lbank.py +2683 -0
- ccxt/async_support/luno.py +1067 -0
- ccxt/async_support/lykke.py +1270 -0
- ccxt/async_support/mercado.py +842 -0
- ccxt/async_support/mexc.py +5369 -0
- ccxt/async_support/ndax.py +2354 -0
- ccxt/async_support/nobitex.py +419 -0
- ccxt/async_support/novadax.py +1484 -0
- ccxt/async_support/oceanex.py +903 -0
- ccxt/async_support/okcoin.py +2936 -0
- ccxt/async_support/okexchange.py +349 -0
- ccxt/async_support/okx.py +7827 -0
- ccxt/async_support/ompfinex.py +472 -0
- ccxt/async_support/onetrading.py +1911 -0
- ccxt/async_support/oxfun.py +2773 -0
- ccxt/async_support/p2b.py +1194 -0
- ccxt/async_support/paradex.py +2015 -0
- ccxt/async_support/paymium.py +564 -0
- ccxt/async_support/phemex.py +4473 -0
- ccxt/async_support/poloniex.py +2232 -0
- ccxt/async_support/poloniexfutures.py +1717 -0
- ccxt/async_support/probit.py +1734 -0
- ccxt/async_support/ramzinex.py +476 -0
- ccxt/async_support/sarmayex.py +357 -0
- ccxt/async_support/sarrafex.py +478 -0
- ccxt/async_support/tabdeal.py +364 -0
- ccxt/async_support/tetherland.py +349 -0
- ccxt/async_support/timex.py +1593 -0
- ccxt/async_support/tokocrypto.py +2405 -0
- ccxt/async_support/tradeogre.py +608 -0
- ccxt/async_support/twox.py +326 -0
- ccxt/async_support/ubitex.py +409 -0
- ccxt/async_support/upbit.py +1833 -0
- ccxt/async_support/vertex.py +2922 -0
- ccxt/async_support/wallex.py +445 -0
- ccxt/async_support/wavesexchange.py +2473 -0
- ccxt/async_support/wazirx.py +1224 -0
- ccxt/async_support/whitebit.py +2469 -0
- ccxt/async_support/woo.py +3114 -0
- ccxt/async_support/woofipro.py +2533 -0
- ccxt/async_support/xt.py +4454 -0
- ccxt/async_support/yobit.py +1283 -0
- ccxt/async_support/zaif.py +725 -0
- ccxt/async_support/zonda.py +1828 -0
- ccxt/base/__init__.py +27 -0
- ccxt/base/decimal_to_precision.py +174 -0
- ccxt/base/errors.py +242 -0
- ccxt/base/exchange.py +5941 -0
- ccxt/base/precise.py +287 -0
- ccxt/base/types.py +502 -0
- ccxt/bequant.py +33 -0
- ccxt/bigone.py +2112 -0
- ccxt/binance.py +12233 -0
- ccxt/binancecoinm.py +45 -0
- ccxt/binanceus.py +211 -0
- ccxt/binanceusdm.py +58 -0
- ccxt/bingx.py +4324 -0
- ccxt/bit2c.py +866 -0
- ccxt/bitbank.py +1001 -0
- ccxt/bitbay.py +17 -0
- ccxt/bitbns.py +1154 -0
- ccxt/bitcoincom.py +17 -0
- ccxt/bitfinex.py +1617 -0
- ccxt/bitfinex2.py +3552 -0
- ccxt/bitflyer.py +995 -0
- ccxt/bitget.py +8272 -0
- ccxt/bithumb.py +1061 -0
- ccxt/bitimen.py +401 -0
- ccxt/bitir.py +490 -0
- ccxt/bitmart.py +4415 -0
- ccxt/bitmex.py +2756 -0
- ccxt/bitopro.py +1630 -0
- ccxt/bitpanda.py +16 -0
- ccxt/bitpin.py +454 -0
- ccxt/bitrue.py +3026 -0
- ccxt/bitso.py +1670 -0
- ccxt/bitstamp.py +2203 -0
- ccxt/bitteam.py +2239 -0
- ccxt/bitvavo.py +1968 -0
- ccxt/bl3p.py +485 -0
- ccxt/blockchaincom.py +1104 -0
- ccxt/blofin.py +2066 -0
- ccxt/btcalpha.py +891 -0
- ccxt/btcbox.py +544 -0
- ccxt/btcmarkets.py +1221 -0
- ccxt/btcturk.py +911 -0
- ccxt/bybit.py +8158 -0
- ccxt/cex.py +1605 -0
- ccxt/coinbase.py +4474 -0
- ccxt/coinbaseadvanced.py +17 -0
- ccxt/coinbaseexchange.py +1734 -0
- ccxt/coinbaseinternational.py +1899 -0
- ccxt/coincatch.py +5069 -0
- ccxt/coincheck.py +815 -0
- ccxt/coinex.py +5525 -0
- ccxt/coinlist.py +2243 -0
- ccxt/coinmate.py +1067 -0
- ccxt/coinmetro.py +1797 -0
- ccxt/coinone.py +1127 -0
- ccxt/coinsph.py +1850 -0
- ccxt/coinspot.py +534 -0
- ccxt/cryptocom.py +2822 -0
- ccxt/currencycom.py +1950 -0
- ccxt/delta.py +3376 -0
- ccxt/deribit.py +3437 -0
- ccxt/digifinex.py +3959 -0
- ccxt/eterex.py +286 -0
- ccxt/excoino.py +399 -0
- ccxt/exir.py +375 -0
- ccxt/exmo.py +2462 -0
- ccxt/exnovin.py +360 -0
- ccxt/farhadexchange.py +266 -0
- ccxt/fmfwio.py +34 -0
- ccxt/gate.py +6975 -0
- ccxt/gateio.py +16 -0
- ccxt/gemini.py +1824 -0
- ccxt/hashkey.py +4150 -0
- ccxt/hitbtc.py +3423 -0
- ccxt/hitbtc3.py +16 -0
- ccxt/hitobit.py +391 -0
- ccxt/hollaex.py +1813 -0
- ccxt/htx.py +8505 -0
- ccxt/huobi.py +16 -0
- ccxt/huobijp.py +1801 -0
- ccxt/hyperliquid.py +2430 -0
- ccxt/idex.py +1766 -0
- ccxt/independentreserve.py +784 -0
- ccxt/indodax.py +1247 -0
- ccxt/jibitex.py +395 -0
- ccxt/kraken.py +2894 -0
- ccxt/krakenfutures.py +2601 -0
- ccxt/kucoin.py +4601 -0
- ccxt/kucoinfutures.py +2698 -0
- ccxt/kuna.py +1841 -0
- ccxt/latoken.py +1664 -0
- ccxt/lbank.py +2682 -0
- ccxt/luno.py +1067 -0
- ccxt/lykke.py +1270 -0
- ccxt/mercado.py +842 -0
- ccxt/mexc.py +5369 -0
- ccxt/ndax.py +2354 -0
- ccxt/nobitex.py +419 -0
- ccxt/novadax.py +1484 -0
- ccxt/oceanex.py +903 -0
- ccxt/okcoin.py +2936 -0
- ccxt/okexchange.py +349 -0
- ccxt/okx.py +7826 -0
- ccxt/ompfinex.py +472 -0
- ccxt/onetrading.py +1911 -0
- ccxt/oxfun.py +2772 -0
- ccxt/p2b.py +1194 -0
- ccxt/paradex.py +2015 -0
- ccxt/paymium.py +564 -0
- ccxt/phemex.py +4473 -0
- ccxt/poloniex.py +2232 -0
- ccxt/poloniexfutures.py +1717 -0
- ccxt/pro/__init__.py +149 -0
- ccxt/pro/alpaca.py +685 -0
- ccxt/pro/ascendex.py +916 -0
- ccxt/pro/bequant.py +38 -0
- ccxt/pro/binance.py +3488 -0
- ccxt/pro/binancecoinm.py +28 -0
- ccxt/pro/binanceus.py +48 -0
- ccxt/pro/binanceusdm.py +31 -0
- ccxt/pro/bingx.py +1264 -0
- ccxt/pro/bitcoincom.py +34 -0
- ccxt/pro/bitfinex.py +621 -0
- ccxt/pro/bitfinex2.py +1083 -0
- ccxt/pro/bitget.py +1692 -0
- ccxt/pro/bithumb.py +368 -0
- ccxt/pro/bitmart.py +1449 -0
- ccxt/pro/bitmex.py +1656 -0
- ccxt/pro/bitopro.py +445 -0
- ccxt/pro/bitpanda.py +15 -0
- ccxt/pro/bitrue.py +447 -0
- ccxt/pro/bitstamp.py +522 -0
- ccxt/pro/bitvavo.py +1270 -0
- ccxt/pro/blockchaincom.py +738 -0
- ccxt/pro/blofin.py +692 -0
- ccxt/pro/bybit.py +2000 -0
- ccxt/pro/cex.py +1440 -0
- ccxt/pro/coinbase.py +678 -0
- ccxt/pro/coinbaseadvanced.py +16 -0
- ccxt/pro/coinbaseexchange.py +895 -0
- ccxt/pro/coinbaseinternational.py +620 -0
- ccxt/pro/coincatch.py +1464 -0
- ccxt/pro/coincheck.py +199 -0
- ccxt/pro/coinex.py +1061 -0
- ccxt/pro/coinone.py +395 -0
- ccxt/pro/cryptocom.py +947 -0
- ccxt/pro/currencycom.py +536 -0
- ccxt/pro/deribit.py +892 -0
- ccxt/pro/exmo.py +629 -0
- ccxt/pro/gate.py +1416 -0
- ccxt/pro/gateio.py +15 -0
- ccxt/pro/gemini.py +865 -0
- ccxt/pro/hashkey.py +802 -0
- ccxt/pro/hitbtc.py +1216 -0
- ccxt/pro/hollaex.py +563 -0
- ccxt/pro/htx.py +2215 -0
- ccxt/pro/huobi.py +15 -0
- ccxt/pro/huobijp.py +570 -0
- ccxt/pro/hyperliquid.py +525 -0
- ccxt/pro/idex.py +672 -0
- ccxt/pro/independentreserve.py +270 -0
- ccxt/pro/kraken.py +1356 -0
- ccxt/pro/krakenfutures.py +1492 -0
- ccxt/pro/kucoin.py +1133 -0
- ccxt/pro/kucoinfutures.py +1081 -0
- ccxt/pro/lbank.py +843 -0
- ccxt/pro/luno.py +303 -0
- ccxt/pro/mexc.py +1122 -0
- ccxt/pro/ndax.py +506 -0
- ccxt/pro/okcoin.py +698 -0
- ccxt/pro/okx.py +1851 -0
- ccxt/pro/onetrading.py +1275 -0
- ccxt/pro/oxfun.py +950 -0
- ccxt/pro/p2b.py +419 -0
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- ccxt/pro/vertex.py +943 -0
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- ccxt/ramzinex.py +476 -0
- ccxt/sarmayex.py +357 -0
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- ccxt/static_dependencies/ecdsa/der.py +221 -0
- ccxt/static_dependencies/ecdsa/ecdsa.py +310 -0
- ccxt/static_dependencies/ecdsa/ellipticcurve.py +197 -0
- ccxt/static_dependencies/ecdsa/keys.py +332 -0
- ccxt/static_dependencies/ecdsa/numbertheory.py +531 -0
- ccxt/static_dependencies/ecdsa/rfc6979.py +100 -0
- ccxt/static_dependencies/ecdsa/util.py +266 -0
- ccxt/static_dependencies/ethereum/__init__.py +7 -0
- ccxt/static_dependencies/ethereum/abi/__init__.py +16 -0
- ccxt/static_dependencies/ethereum/abi/abi.py +19 -0
- ccxt/static_dependencies/ethereum/abi/base.py +152 -0
- ccxt/static_dependencies/ethereum/abi/codec.py +217 -0
- ccxt/static_dependencies/ethereum/abi/constants.py +3 -0
- ccxt/static_dependencies/ethereum/abi/decoding.py +565 -0
- ccxt/static_dependencies/ethereum/abi/encoding.py +720 -0
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- ccxt/static_dependencies/ethereum/account/encode_typed_data/__init__.py +4 -0
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- ccxt/static_dependencies/ethereum/account/encode_typed_data/helpers.py +40 -0
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- ccxt/static_dependencies/ethereum/typing/networks.py +1122 -0
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- ccxt/static_dependencies/ethereum/utils/address.py +171 -0
- ccxt/static_dependencies/ethereum/utils/applicators.py +151 -0
- ccxt/static_dependencies/ethereum/utils/conversions.py +190 -0
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- ccxt/static_dependencies/ethereum/utils/encoding.py +6 -0
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- ccxt/static_dependencies/ethereum/utils/hexadecimal.py +74 -0
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- ccxt/static_dependencies/ethereum/utils/logging.py +159 -0
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- ccxt/static_dependencies/ethereum/utils/toolz.py +76 -0
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- ccxt/static_dependencies/ethereum/utils/typing/__init__.py +18 -0
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- ccxt/static_dependencies/keccak/__init__.py +3 -0
- ccxt/static_dependencies/keccak/keccak.py +197 -0
- ccxt/static_dependencies/lark/__init__.py +38 -0
- ccxt/static_dependencies/lark/__pyinstaller/__init__.py +6 -0
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- ccxt/static_dependencies/lark/parsers/earley_common.py +42 -0
- ccxt/static_dependencies/lark/parsers/earley_forest.py +801 -0
- ccxt/static_dependencies/lark/parsers/grammar_analysis.py +203 -0
- ccxt/static_dependencies/lark/parsers/lalr_analysis.py +332 -0
- ccxt/static_dependencies/lark/parsers/lalr_interactive_parser.py +158 -0
- ccxt/static_dependencies/lark/parsers/lalr_parser.py +122 -0
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- ccxt/static_dependencies/lark/tools/nearley.py +202 -0
- ccxt/static_dependencies/lark/tools/serialize.py +32 -0
- ccxt/static_dependencies/lark/tools/standalone.py +196 -0
- ccxt/static_dependencies/lark/tree.py +267 -0
- ccxt/static_dependencies/lark/tree_matcher.py +186 -0
- ccxt/static_dependencies/lark/tree_templates.py +180 -0
- ccxt/static_dependencies/lark/utils.py +343 -0
- ccxt/static_dependencies/lark/visitors.py +596 -0
- ccxt/static_dependencies/marshmallow/__init__.py +81 -0
- ccxt/static_dependencies/marshmallow/base.py +65 -0
- ccxt/static_dependencies/marshmallow/class_registry.py +94 -0
- ccxt/static_dependencies/marshmallow/decorators.py +231 -0
- ccxt/static_dependencies/marshmallow/error_store.py +60 -0
- ccxt/static_dependencies/marshmallow/exceptions.py +71 -0
- ccxt/static_dependencies/marshmallow/fields.py +2114 -0
- ccxt/static_dependencies/marshmallow/orderedset.py +89 -0
- ccxt/static_dependencies/marshmallow/schema.py +1228 -0
- ccxt/static_dependencies/marshmallow/types.py +12 -0
- ccxt/static_dependencies/marshmallow/utils.py +378 -0
- ccxt/static_dependencies/marshmallow/validate.py +678 -0
- ccxt/static_dependencies/marshmallow/warnings.py +2 -0
- ccxt/static_dependencies/marshmallow_dataclass/__init__.py +1047 -0
- ccxt/static_dependencies/marshmallow_dataclass/collection_field.py +51 -0
- ccxt/static_dependencies/marshmallow_dataclass/lazy_class_attribute.py +45 -0
- ccxt/static_dependencies/marshmallow_dataclass/mypy.py +71 -0
- ccxt/static_dependencies/marshmallow_dataclass/typing.py +14 -0
- ccxt/static_dependencies/marshmallow_dataclass/union_field.py +82 -0
- ccxt/static_dependencies/marshmallow_oneofschema/__init__.py +1 -0
- ccxt/static_dependencies/marshmallow_oneofschema/one_of_schema.py +193 -0
- ccxt/static_dependencies/msgpack/__init__.py +55 -0
- ccxt/static_dependencies/msgpack/exceptions.py +48 -0
- ccxt/static_dependencies/msgpack/ext.py +168 -0
- ccxt/static_dependencies/msgpack/fallback.py +951 -0
- ccxt/static_dependencies/parsimonious/__init__.py +10 -0
- ccxt/static_dependencies/parsimonious/exceptions.py +105 -0
- ccxt/static_dependencies/parsimonious/expressions.py +479 -0
- ccxt/static_dependencies/parsimonious/grammar.py +487 -0
- ccxt/static_dependencies/parsimonious/nodes.py +325 -0
- ccxt/static_dependencies/parsimonious/utils.py +40 -0
- ccxt/static_dependencies/starknet/__init__.py +0 -0
- ccxt/static_dependencies/starknet/cairo/__init__.py +0 -0
- ccxt/static_dependencies/starknet/cairo/data_types.py +123 -0
- ccxt/static_dependencies/starknet/cairo/deprecated_parse/__init__.py +0 -0
- ccxt/static_dependencies/starknet/cairo/deprecated_parse/cairo_types.py +77 -0
- ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser.py +46 -0
- ccxt/static_dependencies/starknet/cairo/deprecated_parse/parser_transformer.py +138 -0
- ccxt/static_dependencies/starknet/cairo/felt.py +64 -0
- ccxt/static_dependencies/starknet/cairo/type_parser.py +121 -0
- ccxt/static_dependencies/starknet/cairo/v1/__init__.py +0 -0
- ccxt/static_dependencies/starknet/cairo/v1/type_parser.py +59 -0
- ccxt/static_dependencies/starknet/cairo/v2/__init__.py +0 -0
- ccxt/static_dependencies/starknet/cairo/v2/type_parser.py +77 -0
- ccxt/static_dependencies/starknet/ccxt_utils.py +7 -0
- ccxt/static_dependencies/starknet/common.py +15 -0
- ccxt/static_dependencies/starknet/constants.py +39 -0
- ccxt/static_dependencies/starknet/hash/__init__.py +0 -0
- ccxt/static_dependencies/starknet/hash/address.py +79 -0
- ccxt/static_dependencies/starknet/hash/compiled_class_hash_objects.py +111 -0
- ccxt/static_dependencies/starknet/hash/selector.py +16 -0
- ccxt/static_dependencies/starknet/hash/storage.py +12 -0
- ccxt/static_dependencies/starknet/hash/utils.py +78 -0
- ccxt/static_dependencies/starknet/models/__init__.py +0 -0
- ccxt/static_dependencies/starknet/models/typed_data.py +45 -0
- ccxt/static_dependencies/starknet/serialization/__init__.py +24 -0
- ccxt/static_dependencies/starknet/serialization/_calldata_reader.py +40 -0
- ccxt/static_dependencies/starknet/serialization/_context.py +142 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/__init__.py +10 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/_common.py +82 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/array_serializer.py +43 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/bool_serializer.py +37 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/byte_array_serializer.py +66 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/cairo_data_serializer.py +71 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/enum_serializer.py +71 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/felt_serializer.py +50 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/named_tuple_serializer.py +58 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/option_serializer.py +43 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/output_serializer.py +40 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/payload_serializer.py +72 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/struct_serializer.py +36 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/tuple_serializer.py +36 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/uint256_serializer.py +76 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/uint_serializer.py +100 -0
- ccxt/static_dependencies/starknet/serialization/data_serializers/unit_serializer.py +32 -0
- ccxt/static_dependencies/starknet/serialization/errors.py +10 -0
- ccxt/static_dependencies/starknet/serialization/factory.py +229 -0
- ccxt/static_dependencies/starknet/serialization/function_serialization_adapter.py +110 -0
- ccxt/static_dependencies/starknet/serialization/tuple_dataclass.py +59 -0
- ccxt/static_dependencies/starknet/utils/__init__.py +0 -0
- ccxt/static_dependencies/starknet/utils/constructor_args_translator.py +86 -0
- ccxt/static_dependencies/starknet/utils/iterable.py +13 -0
- ccxt/static_dependencies/starknet/utils/schema.py +13 -0
- ccxt/static_dependencies/starknet/utils/typed_data.py +182 -0
- ccxt/static_dependencies/starkware/__init__.py +0 -0
- ccxt/static_dependencies/starkware/crypto/__init__.py +0 -0
- ccxt/static_dependencies/starkware/crypto/fast_pedersen_hash.py +50 -0
- ccxt/static_dependencies/starkware/crypto/math_utils.py +78 -0
- ccxt/static_dependencies/starkware/crypto/signature.py +2344 -0
- ccxt/static_dependencies/starkware/crypto/utils.py +63 -0
- ccxt/static_dependencies/sympy/__init__.py +0 -0
- ccxt/static_dependencies/sympy/core/__init__.py +0 -0
- ccxt/static_dependencies/sympy/core/intfunc.py +35 -0
- ccxt/static_dependencies/sympy/external/__init__.py +0 -0
- ccxt/static_dependencies/sympy/external/gmpy.py +345 -0
- ccxt/static_dependencies/sympy/external/importtools.py +187 -0
- ccxt/static_dependencies/sympy/external/ntheory.py +637 -0
- ccxt/static_dependencies/sympy/external/pythonmpq.py +341 -0
- ccxt/static_dependencies/toolz/__init__.py +26 -0
- ccxt/static_dependencies/toolz/_signatures.py +784 -0
- ccxt/static_dependencies/toolz/_version.py +520 -0
- ccxt/static_dependencies/toolz/compatibility.py +30 -0
- ccxt/static_dependencies/toolz/curried/__init__.py +101 -0
- ccxt/static_dependencies/toolz/curried/exceptions.py +22 -0
- ccxt/static_dependencies/toolz/curried/operator.py +22 -0
- ccxt/static_dependencies/toolz/dicttoolz.py +339 -0
- ccxt/static_dependencies/toolz/functoolz.py +1049 -0
- ccxt/static_dependencies/toolz/itertoolz.py +1057 -0
- ccxt/static_dependencies/toolz/recipes.py +46 -0
- ccxt/static_dependencies/toolz/utils.py +9 -0
- ccxt/static_dependencies/typing_inspect/__init__.py +0 -0
- ccxt/static_dependencies/typing_inspect/typing_inspect.py +851 -0
- ccxt/tabdeal.py +364 -0
- ccxt/test/__init__.py +3 -0
- ccxt/test/base/__init__.py +29 -0
- ccxt/test/base/test_account.py +26 -0
- ccxt/test/base/test_balance.py +56 -0
- ccxt/test/base/test_borrow_interest.py +35 -0
- ccxt/test/base/test_borrow_rate.py +32 -0
- ccxt/test/base/test_calculate_fee.py +51 -0
- ccxt/test/base/test_crypto.py +127 -0
- ccxt/test/base/test_currency.py +76 -0
- ccxt/test/base/test_datetime.py +109 -0
- ccxt/test/base/test_decimal_to_precision.py +392 -0
- ccxt/test/base/test_deep_extend.py +68 -0
- ccxt/test/base/test_deposit_withdrawal.py +50 -0
- ccxt/test/base/test_exchange_datetime_functions.py +76 -0
- ccxt/test/base/test_funding_rate_history.py +29 -0
- ccxt/test/base/test_last_price.py +31 -0
- ccxt/test/base/test_ledger_entry.py +45 -0
- ccxt/test/base/test_ledger_item.py +48 -0
- ccxt/test/base/test_leverage_tier.py +33 -0
- ccxt/test/base/test_liquidation.py +50 -0
- ccxt/test/base/test_margin_mode.py +24 -0
- ccxt/test/base/test_margin_modification.py +35 -0
- ccxt/test/base/test_market.py +193 -0
- ccxt/test/base/test_number.py +411 -0
- ccxt/test/base/test_ohlcv.py +33 -0
- ccxt/test/base/test_open_interest.py +32 -0
- ccxt/test/base/test_order.py +64 -0
- ccxt/test/base/test_order_book.py +69 -0
- ccxt/test/base/test_position.py +60 -0
- ccxt/test/base/test_shared_methods.py +353 -0
- ccxt/test/base/test_status.py +24 -0
- ccxt/test/base/test_throttle.py +126 -0
- ccxt/test/base/test_ticker.py +92 -0
- ccxt/test/base/test_trade.py +47 -0
- ccxt/test/base/test_trading_fee.py +26 -0
- ccxt/test/base/test_transaction.py +39 -0
- ccxt/test/test_async.py +1649 -0
- ccxt/test/test_sync.py +1648 -0
- ccxt/test/tests_async.py +1558 -0
- ccxt/test/tests_helpers.py +287 -0
- ccxt/test/tests_init.py +39 -0
- ccxt/test/tests_sync.py +1555 -0
- ccxt/tetherland.py +349 -0
- ccxt/timex.py +1593 -0
- ccxt/tokocrypto.py +2405 -0
- ccxt/tradeogre.py +608 -0
- ccxt/twox.py +326 -0
- ccxt/ubitex.py +409 -0
- ccxt/upbit.py +1833 -0
- ccxt/vertex.py +2922 -0
- ccxt/wallex.py +445 -0
- ccxt/wavesexchange.py +2472 -0
- ccxt/wazirx.py +1224 -0
- ccxt/whitebit.py +2469 -0
- ccxt/woo.py +3114 -0
- ccxt/woofipro.py +2533 -0
- ccxt/xt.py +4453 -0
- ccxt/yobit.py +1283 -0
- ccxt/zaif.py +725 -0
- ccxt/zonda.py +1828 -0
- ccxt_ir-4.3.46.0.1.dist-info/LICENSE.txt +21 -0
- ccxt_ir-4.3.46.0.1.dist-info/METADATA +655 -0
- ccxt_ir-4.3.46.0.1.dist-info/RECORD +772 -0
- ccxt_ir-4.3.46.0.1.dist-info/WHEEL +6 -0
- ccxt_ir-4.3.46.0.1.dist-info/top_level.txt +1 -0
ccxt/pro/gate.py
ADDED
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# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp
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import hashlib
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from ccxt.base.types import Balances, Int, Liquidation, Order, OrderBook, Position, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import AuthenticationError
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from ccxt.base.errors import ArgumentsRequired
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from ccxt.base.errors import BadRequest
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from ccxt.base.errors import InvalidNonce
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from ccxt.base.precise import Precise
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class gate(ccxt.async_support.gate):
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def describe(self):
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return self.deep_extend(super(gate, self).describe(), {
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'has': {
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'ws': True,
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'watchOrderBook': True,
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'watchTicker': True,
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'watchTickers': True,
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'watchTrades': True,
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'watchTradesForSymbols': True,
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'watchMyTrades': True,
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'watchOHLCV': True,
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'watchBalance': True,
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'watchOrders': True,
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'watchLiquidations': False,
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'watchLiquidationsForSymbols': False,
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'watchMyLiquidations': True,
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'watchMyLiquidationsForSymbols': True,
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'watchPositions': True,
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},
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'urls': {
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'api': {
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42
|
+
'ws': 'wss://ws.gate.io/v4',
|
|
43
|
+
'spot': 'wss://api.gateio.ws/ws/v4/',
|
|
44
|
+
'swap': {
|
|
45
|
+
'usdt': 'wss://fx-ws.gateio.ws/v4/ws/usdt',
|
|
46
|
+
'btc': 'wss://fx-ws.gateio.ws/v4/ws/btc',
|
|
47
|
+
},
|
|
48
|
+
'future': {
|
|
49
|
+
'usdt': 'wss://fx-ws.gateio.ws/v4/ws/delivery/usdt',
|
|
50
|
+
'btc': 'wss://fx-ws.gateio.ws/v4/ws/delivery/btc',
|
|
51
|
+
},
|
|
52
|
+
'option': {
|
|
53
|
+
'usdt': 'wss://op-ws.gateio.live/v4/ws/usdt',
|
|
54
|
+
'btc': 'wss://op-ws.gateio.live/v4/ws/btc',
|
|
55
|
+
},
|
|
56
|
+
},
|
|
57
|
+
'test': {
|
|
58
|
+
'swap': {
|
|
59
|
+
'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
|
|
60
|
+
'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
|
|
61
|
+
},
|
|
62
|
+
'future': {
|
|
63
|
+
'usdt': 'wss://fx-ws-testnet.gateio.ws/v4/ws/usdt',
|
|
64
|
+
'btc': 'wss://fx-ws-testnet.gateio.ws/v4/ws/btc',
|
|
65
|
+
},
|
|
66
|
+
'option': {
|
|
67
|
+
'usdt': 'wss://op-ws-testnet.gateio.live/v4/ws/usdt',
|
|
68
|
+
'btc': 'wss://op-ws-testnet.gateio.live/v4/ws/btc',
|
|
69
|
+
},
|
|
70
|
+
},
|
|
71
|
+
},
|
|
72
|
+
'options': {
|
|
73
|
+
'tradesLimit': 1000,
|
|
74
|
+
'OHLCVLimit': 1000,
|
|
75
|
+
'watchTradesSubscriptions': {},
|
|
76
|
+
'watchTickerSubscriptions': {},
|
|
77
|
+
'watchOrderBookSubscriptions': {},
|
|
78
|
+
'watchTicker': {
|
|
79
|
+
'name': 'tickers', # or book_ticker
|
|
80
|
+
},
|
|
81
|
+
'watchOrderBook': {
|
|
82
|
+
'interval': '100ms',
|
|
83
|
+
'snapshotDelay': 10, # how many deltas to cache before fetching a snapshot
|
|
84
|
+
'snapshotMaxRetries': 3,
|
|
85
|
+
},
|
|
86
|
+
'watchBalance': {
|
|
87
|
+
'settle': 'usdt', # or btc
|
|
88
|
+
'spot': 'spot.balances', # spot.margin_balances, spot.funding_balances or spot.cross_balances
|
|
89
|
+
},
|
|
90
|
+
'watchPositions': {
|
|
91
|
+
'fetchPositionsSnapshot': True, # or False
|
|
92
|
+
'awaitPositionsSnapshot': True, # whether to wait for the positions snapshot before providing updates
|
|
93
|
+
},
|
|
94
|
+
},
|
|
95
|
+
'exceptions': {
|
|
96
|
+
'ws': {
|
|
97
|
+
'exact': {
|
|
98
|
+
'2': BadRequest,
|
|
99
|
+
'4': AuthenticationError,
|
|
100
|
+
'6': AuthenticationError,
|
|
101
|
+
'11': AuthenticationError,
|
|
102
|
+
},
|
|
103
|
+
},
|
|
104
|
+
},
|
|
105
|
+
})
|
|
106
|
+
|
|
107
|
+
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
|
108
|
+
"""
|
|
109
|
+
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
110
|
+
:param str symbol: unified symbol of the market to fetch the order book for
|
|
111
|
+
:param int [limit]: the maximum amount of order book entries to return
|
|
112
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
113
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
114
|
+
"""
|
|
115
|
+
await self.load_markets()
|
|
116
|
+
market = self.market(symbol)
|
|
117
|
+
symbol = market['symbol']
|
|
118
|
+
marketId = market['id']
|
|
119
|
+
interval, query = self.handle_option_and_params(params, 'watchOrderBook', 'interval', '100ms')
|
|
120
|
+
messageType = self.get_type_by_market(market)
|
|
121
|
+
channel = messageType + '.order_book_update'
|
|
122
|
+
messageHash = 'orderbook' + ':' + symbol
|
|
123
|
+
url = self.get_url_by_market(market)
|
|
124
|
+
payload = [marketId, interval]
|
|
125
|
+
if limit is None:
|
|
126
|
+
limit = 100
|
|
127
|
+
if market['contract']:
|
|
128
|
+
stringLimit = str(limit)
|
|
129
|
+
payload.append(stringLimit)
|
|
130
|
+
subscription: dict = {
|
|
131
|
+
'symbol': symbol,
|
|
132
|
+
'limit': limit,
|
|
133
|
+
}
|
|
134
|
+
orderbook = await self.subscribe_public(url, messageHash, payload, channel, query, subscription)
|
|
135
|
+
return orderbook.limit()
|
|
136
|
+
|
|
137
|
+
def handle_order_book_subscription(self, client: Client, message, subscription):
|
|
138
|
+
symbol = self.safe_string(subscription, 'symbol')
|
|
139
|
+
limit = self.safe_integer(subscription, 'limit')
|
|
140
|
+
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
141
|
+
|
|
142
|
+
def handle_order_book(self, client: Client, message):
|
|
143
|
+
#
|
|
144
|
+
# spot
|
|
145
|
+
#
|
|
146
|
+
# {
|
|
147
|
+
# "time": 1650189272,
|
|
148
|
+
# "channel": "spot.order_book_update",
|
|
149
|
+
# "event": "update",
|
|
150
|
+
# "result": {
|
|
151
|
+
# "t": 1650189272515,
|
|
152
|
+
# "e": "depthUpdate",
|
|
153
|
+
# "E": 1650189272,
|
|
154
|
+
# "s": "GMT_USDT",
|
|
155
|
+
# "U": 140595902,
|
|
156
|
+
# "u": 140595902,
|
|
157
|
+
# "b": [
|
|
158
|
+
# ['2.51518', "228.119"],
|
|
159
|
+
# ['2.50587', "1510.11"],
|
|
160
|
+
# ['2.49944', "67.6"],
|
|
161
|
+
# ],
|
|
162
|
+
# "a": [
|
|
163
|
+
# ['2.5182', "4.199"],
|
|
164
|
+
# ["2.51926", "1874"],
|
|
165
|
+
# ['2.53528', "96.529"],
|
|
166
|
+
# ]
|
|
167
|
+
# }
|
|
168
|
+
# }
|
|
169
|
+
#
|
|
170
|
+
# swap
|
|
171
|
+
#
|
|
172
|
+
# {
|
|
173
|
+
# "id": null,
|
|
174
|
+
# "time": 1650188898,
|
|
175
|
+
# "channel": "futures.order_book_update",
|
|
176
|
+
# "event": "update",
|
|
177
|
+
# "error": null,
|
|
178
|
+
# "result": {
|
|
179
|
+
# "t": 1650188898938,
|
|
180
|
+
# "s": "GMT_USDT",
|
|
181
|
+
# "U": 1577718307,
|
|
182
|
+
# "u": 1577719254,
|
|
183
|
+
# "b": [
|
|
184
|
+
# {p: "2.5178", s: 0},
|
|
185
|
+
# {p: "2.5179", s: 0},
|
|
186
|
+
# {p: "2.518", s: 0},
|
|
187
|
+
# ],
|
|
188
|
+
# "a": [
|
|
189
|
+
# {p: "2.52", s: 0},
|
|
190
|
+
# {p: "2.5201", s: 0},
|
|
191
|
+
# {p: "2.5203", s: 0},
|
|
192
|
+
# ]
|
|
193
|
+
# }
|
|
194
|
+
# }
|
|
195
|
+
#
|
|
196
|
+
channel = self.safe_string(message, 'channel')
|
|
197
|
+
channelParts = channel.split('.')
|
|
198
|
+
rawMarketType = self.safe_string(channelParts, 0)
|
|
199
|
+
isSpot = rawMarketType == 'spot'
|
|
200
|
+
marketType = 'spot' if isSpot else 'contract'
|
|
201
|
+
delta = self.safe_value(message, 'result')
|
|
202
|
+
deltaStart = self.safe_integer(delta, 'U')
|
|
203
|
+
deltaEnd = self.safe_integer(delta, 'u')
|
|
204
|
+
marketId = self.safe_string(delta, 's')
|
|
205
|
+
symbol = self.safe_symbol(marketId, None, '_', marketType)
|
|
206
|
+
messageHash = 'orderbook:' + symbol
|
|
207
|
+
storedOrderBook = self.safe_value(self.orderbooks, symbol, self.order_book({}))
|
|
208
|
+
nonce = self.safe_integer(storedOrderBook, 'nonce')
|
|
209
|
+
if nonce is None:
|
|
210
|
+
cacheLength = 0
|
|
211
|
+
if storedOrderBook is not None:
|
|
212
|
+
cacheLength = len(storedOrderBook.cache)
|
|
213
|
+
snapshotDelay = self.handle_option('watchOrderBook', 'snapshotDelay', 10)
|
|
214
|
+
waitAmount = snapshotDelay if isSpot else 0
|
|
215
|
+
if cacheLength == waitAmount:
|
|
216
|
+
# max limit is 100
|
|
217
|
+
subscription = client.subscriptions[messageHash]
|
|
218
|
+
limit = self.safe_integer(subscription, 'limit')
|
|
219
|
+
self.spawn(self.load_order_book, client, messageHash, symbol, limit, {}) # needed for c#, number of args needs to match
|
|
220
|
+
storedOrderBook.cache.append(delta)
|
|
221
|
+
return
|
|
222
|
+
elif nonce >= deltaEnd:
|
|
223
|
+
return
|
|
224
|
+
elif nonce >= deltaStart - 1:
|
|
225
|
+
self.handle_delta(storedOrderBook, delta)
|
|
226
|
+
else:
|
|
227
|
+
error = InvalidNonce(self.id + ' orderbook update has a nonce bigger than u')
|
|
228
|
+
del client.subscriptions[messageHash]
|
|
229
|
+
del self.orderbooks[symbol]
|
|
230
|
+
client.reject(error, messageHash)
|
|
231
|
+
client.resolve(storedOrderBook, messageHash)
|
|
232
|
+
|
|
233
|
+
def get_cache_index(self, orderBook, cache):
|
|
234
|
+
nonce = self.safe_integer(orderBook, 'nonce')
|
|
235
|
+
firstDelta = cache[0]
|
|
236
|
+
firstDeltaStart = self.safe_integer(firstDelta, 'U')
|
|
237
|
+
if nonce < firstDeltaStart:
|
|
238
|
+
return -1
|
|
239
|
+
for i in range(0, len(cache)):
|
|
240
|
+
delta = cache[i]
|
|
241
|
+
deltaStart = self.safe_integer(delta, 'U')
|
|
242
|
+
deltaEnd = self.safe_integer(delta, 'u')
|
|
243
|
+
if (nonce >= deltaStart - 1) and (nonce < deltaEnd):
|
|
244
|
+
return i
|
|
245
|
+
return len(cache)
|
|
246
|
+
|
|
247
|
+
def handle_bid_asks(self, bookSide, bidAsks):
|
|
248
|
+
for i in range(0, len(bidAsks)):
|
|
249
|
+
bidAsk = bidAsks[i]
|
|
250
|
+
if isinstance(bidAsk, list):
|
|
251
|
+
bookSide.storeArray(self.parse_bid_ask(bidAsk))
|
|
252
|
+
else:
|
|
253
|
+
price = self.safe_float(bidAsk, 'p')
|
|
254
|
+
amount = self.safe_float(bidAsk, 's')
|
|
255
|
+
bookSide.store(price, amount)
|
|
256
|
+
|
|
257
|
+
def handle_delta(self, orderbook, delta):
|
|
258
|
+
timestamp = self.safe_integer(delta, 't')
|
|
259
|
+
orderbook['timestamp'] = timestamp
|
|
260
|
+
orderbook['datetime'] = self.iso8601(timestamp)
|
|
261
|
+
orderbook['nonce'] = self.safe_integer(delta, 'u')
|
|
262
|
+
bids = self.safe_value(delta, 'b', [])
|
|
263
|
+
asks = self.safe_value(delta, 'a', [])
|
|
264
|
+
storedBids = orderbook['bids']
|
|
265
|
+
storedAsks = orderbook['asks']
|
|
266
|
+
self.handle_bid_asks(storedBids, bids)
|
|
267
|
+
self.handle_bid_asks(storedAsks, asks)
|
|
268
|
+
|
|
269
|
+
async def watch_ticker(self, symbol: str, params={}) -> Ticker:
|
|
270
|
+
"""
|
|
271
|
+
:see: https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
|
|
272
|
+
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
273
|
+
:param str symbol: unified symbol of the market to fetch the ticker for
|
|
274
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
275
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
276
|
+
"""
|
|
277
|
+
await self.load_markets()
|
|
278
|
+
market = self.market(symbol)
|
|
279
|
+
symbol = market['symbol']
|
|
280
|
+
params['callerMethodName'] = 'watchTicker'
|
|
281
|
+
result = await self.watch_tickers([symbol], params)
|
|
282
|
+
return self.safe_value(result, symbol)
|
|
283
|
+
|
|
284
|
+
async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
|
|
285
|
+
"""
|
|
286
|
+
:see: https://www.gate.io/docs/developers/apiv4/ws/en/#tickers-channel
|
|
287
|
+
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
|
|
288
|
+
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
289
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
290
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
291
|
+
"""
|
|
292
|
+
return await self.subscribe_watch_tickers_and_bids_asks(symbols, 'watchTickers', self.extend({'method': 'tickers'}, params))
|
|
293
|
+
|
|
294
|
+
def handle_ticker(self, client: Client, message):
|
|
295
|
+
#
|
|
296
|
+
# {
|
|
297
|
+
# "time": 1649326221,
|
|
298
|
+
# "channel": "spot.tickers",
|
|
299
|
+
# "event": "update",
|
|
300
|
+
# "result": {
|
|
301
|
+
# "currency_pair": "BTC_USDT",
|
|
302
|
+
# "last": "43444.82",
|
|
303
|
+
# "lowest_ask": "43444.82",
|
|
304
|
+
# "highest_bid": "43444.81",
|
|
305
|
+
# "change_percentage": "-4.0036",
|
|
306
|
+
# "base_volume": "5182.5412425462",
|
|
307
|
+
# "quote_volume": "227267634.93123952",
|
|
308
|
+
# "high_24h": "47698",
|
|
309
|
+
# "low_24h": "42721.03"
|
|
310
|
+
# }
|
|
311
|
+
# }
|
|
312
|
+
#
|
|
313
|
+
self.handle_ticker_and_bid_ask('ticker', client, message)
|
|
314
|
+
|
|
315
|
+
async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers:
|
|
316
|
+
"""
|
|
317
|
+
:see: https://www.gate.io/docs/developers/apiv4/ws/en/#best-bid-or-ask-price
|
|
318
|
+
:see: https://www.gate.io/docs/developers/apiv4/ws/en/#order-book-channel
|
|
319
|
+
watches best bid & ask for symbols
|
|
320
|
+
:param str[] symbols: unified symbol of the market to fetch the ticker for
|
|
321
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
322
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
323
|
+
"""
|
|
324
|
+
return await self.subscribe_watch_tickers_and_bids_asks(symbols, 'watchBidsAsks', self.extend({'method': 'book_ticker'}, params))
|
|
325
|
+
|
|
326
|
+
def handle_bid_ask(self, client: Client, message):
|
|
327
|
+
#
|
|
328
|
+
# {
|
|
329
|
+
# "time": 1671363004,
|
|
330
|
+
# "time_ms": 1671363004235,
|
|
331
|
+
# "channel": "spot.book_ticker",
|
|
332
|
+
# "event": "update",
|
|
333
|
+
# "result": {
|
|
334
|
+
# "t": 1671363004228,
|
|
335
|
+
# "u": 9793320464,
|
|
336
|
+
# "s": "BTC_USDT",
|
|
337
|
+
# "b": "16716.8",
|
|
338
|
+
# "B": "0.0134",
|
|
339
|
+
# "a": "16716.9",
|
|
340
|
+
# "A": "0.0353"
|
|
341
|
+
# }
|
|
342
|
+
# }
|
|
343
|
+
#
|
|
344
|
+
self.handle_ticker_and_bid_ask('bidask', client, message)
|
|
345
|
+
|
|
346
|
+
async def subscribe_watch_tickers_and_bids_asks(self, symbols: Strings = None, callerMethodName: Str = None, params={}) -> Tickers:
|
|
347
|
+
await self.load_markets()
|
|
348
|
+
callerMethodName, params = self.handle_param_string(params, 'callerMethodName', callerMethodName)
|
|
349
|
+
symbols = self.market_symbols(symbols, None, False)
|
|
350
|
+
market = self.market(symbols[0])
|
|
351
|
+
messageType = self.get_type_by_market(market)
|
|
352
|
+
marketIds = self.market_ids(symbols)
|
|
353
|
+
channelName = None
|
|
354
|
+
channelName, params = self.handle_option_and_params(params, callerMethodName, 'method')
|
|
355
|
+
url = self.get_url_by_market(market)
|
|
356
|
+
channel = messageType + '.' + channelName
|
|
357
|
+
isWatchTickers = callerMethodName.find('watchTicker') >= 0
|
|
358
|
+
prefix = 'ticker' if isWatchTickers else 'bidask'
|
|
359
|
+
messageHashes = []
|
|
360
|
+
for i in range(0, len(symbols)):
|
|
361
|
+
symbol = symbols[i]
|
|
362
|
+
messageHashes.append(prefix + ':' + symbol)
|
|
363
|
+
tickerOrBidAsk = await self.subscribe_public_multiple(url, messageHashes, marketIds, channel, params)
|
|
364
|
+
if self.newUpdates:
|
|
365
|
+
items: dict = {}
|
|
366
|
+
items[tickerOrBidAsk['symbol']] = tickerOrBidAsk
|
|
367
|
+
return items
|
|
368
|
+
result = self.tickers if isWatchTickers else self.bidsasks
|
|
369
|
+
return self.filter_by_array(result, 'symbol', symbols, True)
|
|
370
|
+
|
|
371
|
+
def handle_ticker_and_bid_ask(self, objectName: str, client: Client, message):
|
|
372
|
+
channel = self.safe_string(message, 'channel')
|
|
373
|
+
parts = channel.split('.')
|
|
374
|
+
rawMarketType = self.safe_string(parts, 0)
|
|
375
|
+
marketType = 'contract' if (rawMarketType == 'futures') else 'spot'
|
|
376
|
+
result = self.safe_value(message, 'result')
|
|
377
|
+
results = []
|
|
378
|
+
if isinstance(result, list):
|
|
379
|
+
results = self.safe_list(message, 'result', [])
|
|
380
|
+
else:
|
|
381
|
+
rawTicker = self.safe_dict(message, 'result', {})
|
|
382
|
+
results = [rawTicker]
|
|
383
|
+
isTicker = (objectName == 'ticker') # whether ticker or bid-ask
|
|
384
|
+
for i in range(0, len(results)):
|
|
385
|
+
rawTicker = results[i]
|
|
386
|
+
marketId = self.safe_string(rawTicker, 's')
|
|
387
|
+
market = self.safe_market(marketId, None, '_', marketType)
|
|
388
|
+
parsedItem = self.parse_ticker(rawTicker, market)
|
|
389
|
+
symbol = parsedItem['symbol']
|
|
390
|
+
if isTicker:
|
|
391
|
+
self.tickers[symbol] = parsedItem
|
|
392
|
+
else:
|
|
393
|
+
self.bidsasks[symbol] = parsedItem
|
|
394
|
+
messageHash = objectName + ':' + symbol
|
|
395
|
+
client.resolve(parsedItem, messageHash)
|
|
396
|
+
|
|
397
|
+
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
398
|
+
"""
|
|
399
|
+
get the list of most recent trades for a particular symbol
|
|
400
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
|
401
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
402
|
+
:param int [limit]: the maximum amount of trades to fetch
|
|
403
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
404
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
405
|
+
"""
|
|
406
|
+
return await self.watch_trades_for_symbols([symbol], since, limit, params)
|
|
407
|
+
|
|
408
|
+
async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
409
|
+
"""
|
|
410
|
+
get the list of most recent trades for a particular symbol
|
|
411
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
|
412
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
413
|
+
:param int [limit]: the maximum amount of trades to fetch
|
|
414
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
415
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
416
|
+
"""
|
|
417
|
+
await self.load_markets()
|
|
418
|
+
symbols = self.market_symbols(symbols)
|
|
419
|
+
marketIds = self.market_ids(symbols)
|
|
420
|
+
market = self.market(symbols[0])
|
|
421
|
+
messageType = self.get_type_by_market(market)
|
|
422
|
+
channel = messageType + '.trades'
|
|
423
|
+
messageHashes = []
|
|
424
|
+
for i in range(0, len(symbols)):
|
|
425
|
+
symbol = symbols[i]
|
|
426
|
+
messageHashes.append('trades:' + symbol)
|
|
427
|
+
url = self.get_url_by_market(market)
|
|
428
|
+
trades = await self.subscribe_public_multiple(url, messageHashes, marketIds, channel, params)
|
|
429
|
+
if self.newUpdates:
|
|
430
|
+
first = self.safe_value(trades, 0)
|
|
431
|
+
tradeSymbol = self.safe_string(first, 'symbol')
|
|
432
|
+
limit = trades.getLimit(tradeSymbol, limit)
|
|
433
|
+
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
434
|
+
|
|
435
|
+
def handle_trades(self, client: Client, message):
|
|
436
|
+
#
|
|
437
|
+
# {
|
|
438
|
+
# "time": 1648725035,
|
|
439
|
+
# "channel": "spot.trades",
|
|
440
|
+
# "event": "update",
|
|
441
|
+
# "result": [{
|
|
442
|
+
# "id": 3130257995,
|
|
443
|
+
# "create_time": 1648725035,
|
|
444
|
+
# "create_time_ms": "1648725035923.0",
|
|
445
|
+
# "side": "sell",
|
|
446
|
+
# "currency_pair": "LTC_USDT",
|
|
447
|
+
# "amount": "0.0116",
|
|
448
|
+
# "price": "130.11"
|
|
449
|
+
# }]
|
|
450
|
+
# }
|
|
451
|
+
#
|
|
452
|
+
result = self.safe_value(message, 'result')
|
|
453
|
+
if not isinstance(result, list):
|
|
454
|
+
result = [result]
|
|
455
|
+
parsedTrades = self.parse_trades(result)
|
|
456
|
+
for i in range(0, len(parsedTrades)):
|
|
457
|
+
trade = parsedTrades[i]
|
|
458
|
+
symbol = trade['symbol']
|
|
459
|
+
cachedTrades = self.safe_value(self.trades, symbol)
|
|
460
|
+
if cachedTrades is None:
|
|
461
|
+
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
462
|
+
cachedTrades = ArrayCache(limit)
|
|
463
|
+
self.trades[symbol] = cachedTrades
|
|
464
|
+
cachedTrades.append(trade)
|
|
465
|
+
hash = 'trades:' + symbol
|
|
466
|
+
client.resolve(cachedTrades, hash)
|
|
467
|
+
|
|
468
|
+
async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
|
469
|
+
"""
|
|
470
|
+
watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
471
|
+
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
472
|
+
:param str timeframe: the length of time each candle represents
|
|
473
|
+
:param int [since]: timestamp in ms of the earliest candle to fetch
|
|
474
|
+
:param int [limit]: the maximum amount of candles to fetch
|
|
475
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
476
|
+
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
477
|
+
"""
|
|
478
|
+
await self.load_markets()
|
|
479
|
+
market = self.market(symbol)
|
|
480
|
+
symbol = market['symbol']
|
|
481
|
+
marketId = market['id']
|
|
482
|
+
interval = self.safe_string(self.timeframes, timeframe, timeframe)
|
|
483
|
+
messageType = self.get_type_by_market(market)
|
|
484
|
+
channel = messageType + '.candlesticks'
|
|
485
|
+
messageHash = 'candles:' + interval + ':' + market['symbol']
|
|
486
|
+
url = self.get_url_by_market(market)
|
|
487
|
+
payload = [interval, marketId]
|
|
488
|
+
ohlcv = await self.subscribe_public(url, messageHash, payload, channel, params)
|
|
489
|
+
if self.newUpdates:
|
|
490
|
+
limit = ohlcv.getLimit(symbol, limit)
|
|
491
|
+
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
|
492
|
+
|
|
493
|
+
def handle_ohlcv(self, client: Client, message):
|
|
494
|
+
#
|
|
495
|
+
# {
|
|
496
|
+
# "time": 1606292600,
|
|
497
|
+
# "channel": "spot.candlesticks",
|
|
498
|
+
# "event": "update",
|
|
499
|
+
# "result": {
|
|
500
|
+
# "t": "1606292580", # total volume
|
|
501
|
+
# "v": "2362.32035", # volume
|
|
502
|
+
# "c": "19128.1", # close
|
|
503
|
+
# "h": "19128.1", # high
|
|
504
|
+
# "l": "19128.1", # low
|
|
505
|
+
# "o": "19128.1", # open
|
|
506
|
+
# "n": "1m_BTC_USDT" # sub
|
|
507
|
+
# }
|
|
508
|
+
# }
|
|
509
|
+
#
|
|
510
|
+
channel = self.safe_string(message, 'channel')
|
|
511
|
+
channelParts = channel.split('.')
|
|
512
|
+
rawMarketType = self.safe_string(channelParts, 0)
|
|
513
|
+
marketType = 'spot' if (rawMarketType == 'spot') else 'contract'
|
|
514
|
+
result = self.safe_value(message, 'result')
|
|
515
|
+
if not isinstance(result, list):
|
|
516
|
+
result = [result]
|
|
517
|
+
marketIds: dict = {}
|
|
518
|
+
for i in range(0, len(result)):
|
|
519
|
+
ohlcv = result[i]
|
|
520
|
+
subscription = self.safe_string(ohlcv, 'n', '')
|
|
521
|
+
parts = subscription.split('_')
|
|
522
|
+
timeframe = self.safe_string(parts, 0)
|
|
523
|
+
timeframeId = self.find_timeframe(timeframe)
|
|
524
|
+
prefix = timeframe + '_'
|
|
525
|
+
marketId = subscription.replace(prefix, '')
|
|
526
|
+
symbol = self.safe_symbol(marketId, None, '_', marketType)
|
|
527
|
+
parsed = self.parse_ohlcv(ohlcv)
|
|
528
|
+
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
|
|
529
|
+
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
|
|
530
|
+
if stored is None:
|
|
531
|
+
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
532
|
+
stored = ArrayCacheByTimestamp(limit)
|
|
533
|
+
self.ohlcvs[symbol][timeframeId] = stored
|
|
534
|
+
stored.append(parsed)
|
|
535
|
+
marketIds[symbol] = timeframe
|
|
536
|
+
keys = list(marketIds.keys())
|
|
537
|
+
for i in range(0, len(keys)):
|
|
538
|
+
symbol = keys[i]
|
|
539
|
+
timeframe = marketIds[symbol]
|
|
540
|
+
interval = self.find_timeframe(timeframe)
|
|
541
|
+
hash = 'candles' + ':' + interval + ':' + symbol
|
|
542
|
+
stored = self.safe_value(self.ohlcvs[symbol], interval)
|
|
543
|
+
client.resolve(stored, hash)
|
|
544
|
+
|
|
545
|
+
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
546
|
+
"""
|
|
547
|
+
watches information on multiple trades made by the user
|
|
548
|
+
:param str symbol: unified market symbol of the market trades were made in
|
|
549
|
+
:param int [since]: the earliest time in ms to fetch trades for
|
|
550
|
+
:param int [limit]: the maximum number of trade structures to retrieve
|
|
551
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
552
|
+
:returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
|
|
553
|
+
"""
|
|
554
|
+
await self.load_markets()
|
|
555
|
+
subType = None
|
|
556
|
+
type = None
|
|
557
|
+
marketId = '!' + 'all'
|
|
558
|
+
market = None
|
|
559
|
+
if symbol is not None:
|
|
560
|
+
market = self.market(symbol)
|
|
561
|
+
marketId = market['id']
|
|
562
|
+
type, params = self.handle_market_type_and_params('watchMyTrades', market, params)
|
|
563
|
+
subType, params = self.handle_sub_type_and_params('watchMyTrades', market, params)
|
|
564
|
+
messageType = self.get_supported_mapping(type, {
|
|
565
|
+
'spot': 'spot',
|
|
566
|
+
'margin': 'spot',
|
|
567
|
+
'future': 'futures',
|
|
568
|
+
'swap': 'futures',
|
|
569
|
+
'option': 'options',
|
|
570
|
+
})
|
|
571
|
+
channel = messageType + '.usertrades'
|
|
572
|
+
messageHash = 'myTrades'
|
|
573
|
+
if symbol is not None:
|
|
574
|
+
messageHash += ':' + symbol
|
|
575
|
+
isInverse = (subType == 'inverse')
|
|
576
|
+
url = self.get_url_by_market_type(type, isInverse)
|
|
577
|
+
payload = [marketId]
|
|
578
|
+
# uid required for non spot markets
|
|
579
|
+
requiresUid = (type != 'spot')
|
|
580
|
+
trades = await self.subscribe_private(url, messageHash, payload, channel, params, requiresUid)
|
|
581
|
+
if self.newUpdates:
|
|
582
|
+
limit = trades.getLimit(symbol, limit)
|
|
583
|
+
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
584
|
+
|
|
585
|
+
def handle_my_trades(self, client: Client, message):
|
|
586
|
+
#
|
|
587
|
+
# {
|
|
588
|
+
# "time": 1543205083,
|
|
589
|
+
# "channel": "futures.usertrades",
|
|
590
|
+
# "event": "update",
|
|
591
|
+
# "error": null,
|
|
592
|
+
# "result": [
|
|
593
|
+
# {
|
|
594
|
+
# "id": "3335259",
|
|
595
|
+
# "create_time": 1628736848,
|
|
596
|
+
# "create_time_ms": 1628736848321,
|
|
597
|
+
# "contract": "BTC_USD",
|
|
598
|
+
# "order_id": "4872460",
|
|
599
|
+
# "size": 1,
|
|
600
|
+
# "price": "40000.4",
|
|
601
|
+
# "role": "maker"
|
|
602
|
+
# }
|
|
603
|
+
# ]
|
|
604
|
+
# }
|
|
605
|
+
#
|
|
606
|
+
result = self.safe_value(message, 'result', [])
|
|
607
|
+
tradesLength = len(result)
|
|
608
|
+
if tradesLength == 0:
|
|
609
|
+
return
|
|
610
|
+
cachedTrades = self.myTrades
|
|
611
|
+
if cachedTrades is None:
|
|
612
|
+
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
613
|
+
cachedTrades = ArrayCacheBySymbolById(limit)
|
|
614
|
+
self.myTrades = cachedTrades
|
|
615
|
+
parsed = self.parse_trades(result)
|
|
616
|
+
marketIds: dict = {}
|
|
617
|
+
for i in range(0, len(parsed)):
|
|
618
|
+
trade = parsed[i]
|
|
619
|
+
cachedTrades.append(trade)
|
|
620
|
+
symbol = trade['symbol']
|
|
621
|
+
marketIds[symbol] = True
|
|
622
|
+
keys = list(marketIds.keys())
|
|
623
|
+
for i in range(0, len(keys)):
|
|
624
|
+
market = keys[i]
|
|
625
|
+
hash = 'myTrades:' + market
|
|
626
|
+
client.resolve(cachedTrades, hash)
|
|
627
|
+
client.resolve(cachedTrades, 'myTrades')
|
|
628
|
+
|
|
629
|
+
async def watch_balance(self, params={}) -> Balances:
|
|
630
|
+
"""
|
|
631
|
+
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
632
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
633
|
+
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
|
634
|
+
"""
|
|
635
|
+
await self.load_markets()
|
|
636
|
+
type = None
|
|
637
|
+
subType = None
|
|
638
|
+
type, params = self.handle_market_type_and_params('watchBalance', None, params)
|
|
639
|
+
subType, params = self.handle_sub_type_and_params('watchBalance', None, params)
|
|
640
|
+
isInverse = (subType == 'inverse')
|
|
641
|
+
url = self.get_url_by_market_type(type, isInverse)
|
|
642
|
+
requiresUid = (type != 'spot')
|
|
643
|
+
channelType = self.get_supported_mapping(type, {
|
|
644
|
+
'spot': 'spot',
|
|
645
|
+
'margin': 'spot',
|
|
646
|
+
'future': 'futures',
|
|
647
|
+
'swap': 'futures',
|
|
648
|
+
'option': 'options',
|
|
649
|
+
})
|
|
650
|
+
channel = channelType + '.balances'
|
|
651
|
+
messageHash = type + '.balance'
|
|
652
|
+
return await self.subscribe_private(url, messageHash, None, channel, params, requiresUid)
|
|
653
|
+
|
|
654
|
+
def handle_balance(self, client: Client, message):
|
|
655
|
+
#
|
|
656
|
+
# spot order fill
|
|
657
|
+
# {
|
|
658
|
+
# "time": 1653664351,
|
|
659
|
+
# "channel": "spot.balances",
|
|
660
|
+
# "event": "update",
|
|
661
|
+
# "result": [
|
|
662
|
+
# {
|
|
663
|
+
# "timestamp": "1653664351",
|
|
664
|
+
# "timestamp_ms": "1653664351017",
|
|
665
|
+
# "user": "10406147",
|
|
666
|
+
# "currency": "LTC",
|
|
667
|
+
# "change": "-0.0002000000000000",
|
|
668
|
+
# "total": "0.09986000000000000000",
|
|
669
|
+
# "available": "0.09986000000000000000"
|
|
670
|
+
# }
|
|
671
|
+
# ]
|
|
672
|
+
# }
|
|
673
|
+
#
|
|
674
|
+
# account transfer
|
|
675
|
+
#
|
|
676
|
+
# {
|
|
677
|
+
# "id": null,
|
|
678
|
+
# "time": 1653665088,
|
|
679
|
+
# "channel": "futures.balances",
|
|
680
|
+
# "event": "update",
|
|
681
|
+
# "error": null,
|
|
682
|
+
# "result": [
|
|
683
|
+
# {
|
|
684
|
+
# "balance": 25.035008537,
|
|
685
|
+
# "change": 25,
|
|
686
|
+
# "text": "-",
|
|
687
|
+
# "time": 1653665088,
|
|
688
|
+
# "time_ms": 1653665088286,
|
|
689
|
+
# "type": "dnw",
|
|
690
|
+
# "user": "10406147"
|
|
691
|
+
# }
|
|
692
|
+
# ]
|
|
693
|
+
# }
|
|
694
|
+
#
|
|
695
|
+
# swap order fill
|
|
696
|
+
# {
|
|
697
|
+
# "id": null,
|
|
698
|
+
# "time": 1653665311,
|
|
699
|
+
# "channel": "futures.balances",
|
|
700
|
+
# "event": "update",
|
|
701
|
+
# "error": null,
|
|
702
|
+
# "result": [
|
|
703
|
+
# {
|
|
704
|
+
# "balance": 20.031873037,
|
|
705
|
+
# "change": -0.0031355,
|
|
706
|
+
# "text": "LTC_USDT:165551103273",
|
|
707
|
+
# "time": 1653665311,
|
|
708
|
+
# "time_ms": 1653665311437,
|
|
709
|
+
# "type": "fee",
|
|
710
|
+
# "user": "10406147"
|
|
711
|
+
# }
|
|
712
|
+
# ]
|
|
713
|
+
# }
|
|
714
|
+
#
|
|
715
|
+
result = self.safe_value(message, 'result', [])
|
|
716
|
+
timestamp = self.safe_integer(message, 'time_ms')
|
|
717
|
+
self.balance['info'] = result
|
|
718
|
+
self.balance['timestamp'] = timestamp
|
|
719
|
+
self.balance['datetime'] = self.iso8601(timestamp)
|
|
720
|
+
for i in range(0, len(result)):
|
|
721
|
+
rawBalance = result[i]
|
|
722
|
+
account = self.account()
|
|
723
|
+
currencyId = self.safe_string(rawBalance, 'currency', 'USDT') # when not present it is USDT
|
|
724
|
+
code = self.safe_currency_code(currencyId)
|
|
725
|
+
account['free'] = self.safe_string(rawBalance, 'available')
|
|
726
|
+
account['total'] = self.safe_string_2(rawBalance, 'total', 'balance')
|
|
727
|
+
self.balance[code] = account
|
|
728
|
+
channel = self.safe_string(message, 'channel')
|
|
729
|
+
parts = channel.split('.')
|
|
730
|
+
rawType = self.safe_string(parts, 0)
|
|
731
|
+
channelType = self.get_supported_mapping(rawType, {
|
|
732
|
+
'spot': 'spot',
|
|
733
|
+
'futures': 'swap',
|
|
734
|
+
'options': 'option',
|
|
735
|
+
})
|
|
736
|
+
messageHash = channelType + '.balance'
|
|
737
|
+
self.balance = self.safe_balance(self.balance)
|
|
738
|
+
client.resolve(self.balance, messageHash)
|
|
739
|
+
|
|
740
|
+
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
741
|
+
"""
|
|
742
|
+
:see: https://www.gate.io/docs/developers/futures/ws/en/#positions-subscription
|
|
743
|
+
:see: https://www.gate.io/docs/developers/delivery/ws/en/#positions-subscription
|
|
744
|
+
:see: https://www.gate.io/docs/developers/options/ws/en/#positions-channel
|
|
745
|
+
watch all open positions
|
|
746
|
+
:param str[]|None symbols: list of unified market symbols
|
|
747
|
+
:param dict params: extra parameters specific to the exchange API endpoint
|
|
748
|
+
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
749
|
+
"""
|
|
750
|
+
await self.load_markets()
|
|
751
|
+
market = None
|
|
752
|
+
symbols = self.market_symbols(symbols)
|
|
753
|
+
payload = ['!' + 'all']
|
|
754
|
+
if not self.is_empty(symbols):
|
|
755
|
+
market = self.get_market_from_symbols(symbols)
|
|
756
|
+
type = None
|
|
757
|
+
query = None
|
|
758
|
+
type, query = self.handle_market_type_and_params('watchPositions', market, params)
|
|
759
|
+
if type == 'spot':
|
|
760
|
+
type = 'swap'
|
|
761
|
+
typeId = self.get_supported_mapping(type, {
|
|
762
|
+
'future': 'futures',
|
|
763
|
+
'swap': 'futures',
|
|
764
|
+
'option': 'options',
|
|
765
|
+
})
|
|
766
|
+
messageHash = type + ':positions'
|
|
767
|
+
if not self.is_empty(symbols):
|
|
768
|
+
messageHash += '::' + ','.join(symbols)
|
|
769
|
+
channel = typeId + '.positions'
|
|
770
|
+
subType = None
|
|
771
|
+
subType, query = self.handle_sub_type_and_params('watchPositions', market, query)
|
|
772
|
+
isInverse = (subType == 'inverse')
|
|
773
|
+
url = self.get_url_by_market_type(type, isInverse)
|
|
774
|
+
client = self.client(url)
|
|
775
|
+
self.set_positions_cache(client, type, symbols)
|
|
776
|
+
fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', True)
|
|
777
|
+
awaitPositionsSnapshot = self.safe_bool('watchPositions', 'awaitPositionsSnapshot', True)
|
|
778
|
+
cache = self.safe_value(self.positions, type)
|
|
779
|
+
if fetchPositionsSnapshot and awaitPositionsSnapshot and cache is None:
|
|
780
|
+
return await client.future(type + ':fetchPositionsSnapshot')
|
|
781
|
+
positions = await self.subscribe_private(url, messageHash, payload, channel, query, True)
|
|
782
|
+
if self.newUpdates:
|
|
783
|
+
return positions
|
|
784
|
+
return self.filter_by_symbols_since_limit(self.positions[type], symbols, since, limit, True)
|
|
785
|
+
|
|
786
|
+
def set_positions_cache(self, client: Client, type, symbols: Strings = None):
|
|
787
|
+
if self.positions is None:
|
|
788
|
+
self.positions = {}
|
|
789
|
+
if type in self.positions:
|
|
790
|
+
return
|
|
791
|
+
fetchPositionsSnapshot = self.handle_option('watchPositions', 'fetchPositionsSnapshot', False)
|
|
792
|
+
if fetchPositionsSnapshot:
|
|
793
|
+
messageHash = type + ':fetchPositionsSnapshot'
|
|
794
|
+
if not (messageHash in client.futures):
|
|
795
|
+
client.future(messageHash)
|
|
796
|
+
self.spawn(self.load_positions_snapshot, client, messageHash, type)
|
|
797
|
+
else:
|
|
798
|
+
self.positions[type] = ArrayCacheBySymbolBySide()
|
|
799
|
+
|
|
800
|
+
async def load_positions_snapshot(self, client, messageHash, type):
|
|
801
|
+
positions = await self.fetch_positions(None, {'type': type})
|
|
802
|
+
self.positions[type] = ArrayCacheBySymbolBySide()
|
|
803
|
+
cache = self.positions[type]
|
|
804
|
+
for i in range(0, len(positions)):
|
|
805
|
+
position = positions[i]
|
|
806
|
+
cache.append(position)
|
|
807
|
+
# don't remove the future from the .futures cache
|
|
808
|
+
future = client.futures[messageHash]
|
|
809
|
+
future.resolve(cache)
|
|
810
|
+
client.resolve(cache, type + ':position')
|
|
811
|
+
|
|
812
|
+
def handle_positions(self, client, message):
|
|
813
|
+
#
|
|
814
|
+
# {
|
|
815
|
+
# time: 1693158497,
|
|
816
|
+
# time_ms: 1693158497204,
|
|
817
|
+
# channel: 'futures.positions',
|
|
818
|
+
# event: 'update',
|
|
819
|
+
# result: [{
|
|
820
|
+
# contract: 'XRP_USDT',
|
|
821
|
+
# cross_leverage_limit: 0,
|
|
822
|
+
# entry_price: 0.5253,
|
|
823
|
+
# history_pnl: 0,
|
|
824
|
+
# history_point: 0,
|
|
825
|
+
# last_close_pnl: 0,
|
|
826
|
+
# leverage: 0,
|
|
827
|
+
# leverage_max: 50,
|
|
828
|
+
# liq_price: 0.0361,
|
|
829
|
+
# maintenance_rate: 0.01,
|
|
830
|
+
# margin: 4.89609962852,
|
|
831
|
+
# mode: 'single',
|
|
832
|
+
# realised_pnl: -0.0026265,
|
|
833
|
+
# realised_point: 0,
|
|
834
|
+
# risk_limit: 500000,
|
|
835
|
+
# size: 1,
|
|
836
|
+
# time: 1693158497,
|
|
837
|
+
# time_ms: 1693158497195,
|
|
838
|
+
# update_id: 1,
|
|
839
|
+
# user: '10444586'
|
|
840
|
+
# }]
|
|
841
|
+
# }
|
|
842
|
+
#
|
|
843
|
+
type = self.get_market_type_by_url(client.url)
|
|
844
|
+
data = self.safe_value(message, 'result', [])
|
|
845
|
+
cache = self.positions[type]
|
|
846
|
+
newPositions = []
|
|
847
|
+
for i in range(0, len(data)):
|
|
848
|
+
rawPosition = data[i]
|
|
849
|
+
position = self.parse_position(rawPosition)
|
|
850
|
+
newPositions.append(position)
|
|
851
|
+
cache.append(position)
|
|
852
|
+
messageHashes = self.find_message_hashes(client, type + ':positions::')
|
|
853
|
+
for i in range(0, len(messageHashes)):
|
|
854
|
+
messageHash = messageHashes[i]
|
|
855
|
+
parts = messageHash.split('::')
|
|
856
|
+
symbolsString = parts[1]
|
|
857
|
+
symbols = symbolsString.split(',')
|
|
858
|
+
positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
|
|
859
|
+
if not self.is_empty(positions):
|
|
860
|
+
client.resolve(positions, messageHash)
|
|
861
|
+
client.resolve(newPositions, type + ':positions')
|
|
862
|
+
|
|
863
|
+
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
864
|
+
"""
|
|
865
|
+
watches information on multiple orders made by the user
|
|
866
|
+
:param str symbol: unified market symbol of the market orders were made in
|
|
867
|
+
:param int [since]: the earliest time in ms to fetch orders for
|
|
868
|
+
:param int [limit]: the maximum number of order structures to retrieve
|
|
869
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
870
|
+
:param str [params.type]: spot, margin, swap, future, or option. Required if listening to all symbols.
|
|
871
|
+
:param boolean [params.isInverse]: if future, listen to inverse or linear contracts
|
|
872
|
+
:returns dict[]: a list of [order structures]{@link https://docs.ccxt.com/#/?id=order-structure
|
|
873
|
+
"""
|
|
874
|
+
await self.load_markets()
|
|
875
|
+
market = None
|
|
876
|
+
if symbol is not None:
|
|
877
|
+
market = self.market(symbol)
|
|
878
|
+
symbol = market['symbol']
|
|
879
|
+
type = None
|
|
880
|
+
query = None
|
|
881
|
+
type, query = self.handle_market_type_and_params('watchOrders', market, params)
|
|
882
|
+
typeId = self.get_supported_mapping(type, {
|
|
883
|
+
'spot': 'spot',
|
|
884
|
+
'margin': 'spot',
|
|
885
|
+
'future': 'futures',
|
|
886
|
+
'swap': 'futures',
|
|
887
|
+
'option': 'options',
|
|
888
|
+
})
|
|
889
|
+
channel = typeId + '.orders'
|
|
890
|
+
messageHash = 'orders'
|
|
891
|
+
payload = ['!' + 'all']
|
|
892
|
+
if symbol is not None:
|
|
893
|
+
messageHash += ':' + market['id']
|
|
894
|
+
payload = [market['id']]
|
|
895
|
+
subType = None
|
|
896
|
+
subType, query = self.handle_sub_type_and_params('watchOrders', market, query)
|
|
897
|
+
isInverse = (subType == 'inverse')
|
|
898
|
+
url = self.get_url_by_market_type(type, isInverse)
|
|
899
|
+
# uid required for non spot markets
|
|
900
|
+
requiresUid = (type != 'spot')
|
|
901
|
+
orders = await self.subscribe_private(url, messageHash, payload, channel, query, requiresUid)
|
|
902
|
+
if self.newUpdates:
|
|
903
|
+
limit = orders.getLimit(symbol, limit)
|
|
904
|
+
return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
|
|
905
|
+
|
|
906
|
+
def handle_order(self, client: Client, message):
|
|
907
|
+
#
|
|
908
|
+
# {
|
|
909
|
+
# "time": 1605175506,
|
|
910
|
+
# "channel": "spot.orders",
|
|
911
|
+
# "event": "update",
|
|
912
|
+
# "result": [
|
|
913
|
+
# {
|
|
914
|
+
# "id": "30784435",
|
|
915
|
+
# "user": 123456,
|
|
916
|
+
# "text": "t-abc",
|
|
917
|
+
# "create_time": "1605175506",
|
|
918
|
+
# "create_time_ms": "1605175506123",
|
|
919
|
+
# "update_time": "1605175506",
|
|
920
|
+
# "update_time_ms": "1605175506123",
|
|
921
|
+
# "event": "put",
|
|
922
|
+
# "currency_pair": "BTC_USDT",
|
|
923
|
+
# "type": "limit",
|
|
924
|
+
# "account": "spot",
|
|
925
|
+
# "side": "sell",
|
|
926
|
+
# "amount": "1",
|
|
927
|
+
# "price": "10001",
|
|
928
|
+
# "time_in_force": "gtc",
|
|
929
|
+
# "left": "1",
|
|
930
|
+
# "filled_total": "0",
|
|
931
|
+
# "fee": "0",
|
|
932
|
+
# "fee_currency": "USDT",
|
|
933
|
+
# "point_fee": "0",
|
|
934
|
+
# "gt_fee": "0",
|
|
935
|
+
# "gt_discount": True,
|
|
936
|
+
# "rebated_fee": "0",
|
|
937
|
+
# "rebated_fee_currency": "USDT"
|
|
938
|
+
# }
|
|
939
|
+
# ]
|
|
940
|
+
# }
|
|
941
|
+
#
|
|
942
|
+
orders = self.safe_value(message, 'result', [])
|
|
943
|
+
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
944
|
+
if self.orders is None:
|
|
945
|
+
self.orders = ArrayCacheBySymbolById(limit)
|
|
946
|
+
stored = self.orders
|
|
947
|
+
marketIds: dict = {}
|
|
948
|
+
parsedOrders = self.parse_orders(orders)
|
|
949
|
+
for i in range(0, len(parsedOrders)):
|
|
950
|
+
parsed = parsedOrders[i]
|
|
951
|
+
# inject order status
|
|
952
|
+
info = self.safe_value(parsed, 'info')
|
|
953
|
+
event = self.safe_string(info, 'event')
|
|
954
|
+
if event == 'put' or event == 'update':
|
|
955
|
+
parsed['status'] = 'open'
|
|
956
|
+
elif event == 'finish':
|
|
957
|
+
status = self.safe_string(parsed, 'status')
|
|
958
|
+
if status is None:
|
|
959
|
+
left = self.safe_number(info, 'left')
|
|
960
|
+
parsed['status'] = 'closed' if (left == 0) else 'canceled'
|
|
961
|
+
stored.append(parsed)
|
|
962
|
+
symbol = parsed['symbol']
|
|
963
|
+
market = self.market(symbol)
|
|
964
|
+
marketIds[market['id']] = True
|
|
965
|
+
keys = list(marketIds.keys())
|
|
966
|
+
for i in range(0, len(keys)):
|
|
967
|
+
messageHash = 'orders:' + keys[i]
|
|
968
|
+
client.resolve(self.orders, messageHash)
|
|
969
|
+
client.resolve(self.orders, 'orders')
|
|
970
|
+
|
|
971
|
+
async def watch_my_liquidations(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Liquidation]:
|
|
972
|
+
"""
|
|
973
|
+
watch the public liquidations of a trading pair
|
|
974
|
+
:see: https://www.gate.io/docs/developers/futures/ws/en/#liquidates-api
|
|
975
|
+
:see: https://www.gate.io/docs/developers/delivery/ws/en/#liquidates-api
|
|
976
|
+
:see: https://www.gate.io/docs/developers/options/ws/en/#liquidates-channel
|
|
977
|
+
:param str symbol: unified CCXT market symbol
|
|
978
|
+
:param int [since]: the earliest time in ms to fetch liquidations for
|
|
979
|
+
:param int [limit]: the maximum number of liquidation structures to retrieve
|
|
980
|
+
:param dict [params]: exchange specific parameters for the bitmex api endpoint
|
|
981
|
+
:returns dict: an array of `liquidation structures <https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure>`
|
|
982
|
+
"""
|
|
983
|
+
return self.watch_my_liquidations_for_symbols([symbol], since, limit, params)
|
|
984
|
+
|
|
985
|
+
async def watch_my_liquidations_for_symbols(self, symbols: List[str] = None, since: Int = None, limit: Int = None, params={}) -> List[Liquidation]:
|
|
986
|
+
"""
|
|
987
|
+
watch the private liquidations of a trading pair
|
|
988
|
+
:see: https://www.gate.io/docs/developers/futures/ws/en/#liquidates-api
|
|
989
|
+
:see: https://www.gate.io/docs/developers/delivery/ws/en/#liquidates-api
|
|
990
|
+
:see: https://www.gate.io/docs/developers/options/ws/en/#liquidates-channel
|
|
991
|
+
:param str symbol: unified CCXT market symbol
|
|
992
|
+
:param int [since]: the earliest time in ms to fetch liquidations for
|
|
993
|
+
:param int [limit]: the maximum number of liquidation structures to retrieve
|
|
994
|
+
:param dict [params]: exchange specific parameters for the gate api endpoint
|
|
995
|
+
:returns dict: an array of `liquidation structures <https://github.com/ccxt/ccxt/wiki/Manual#liquidation-structure>`
|
|
996
|
+
"""
|
|
997
|
+
await self.load_markets()
|
|
998
|
+
symbols = self.market_symbols(symbols, None, True, True)
|
|
999
|
+
market = self.get_market_from_symbols(symbols)
|
|
1000
|
+
type = None
|
|
1001
|
+
query = None
|
|
1002
|
+
type, query = self.handle_market_type_and_params('watchMyLiquidationsForSymbols', market, params)
|
|
1003
|
+
typeId = self.get_supported_mapping(type, {
|
|
1004
|
+
'future': 'futures',
|
|
1005
|
+
'swap': 'futures',
|
|
1006
|
+
'option': 'options',
|
|
1007
|
+
})
|
|
1008
|
+
subType = None
|
|
1009
|
+
subType, query = self.handle_sub_type_and_params('watchMyLiquidationsForSymbols', market, query)
|
|
1010
|
+
isInverse = (subType == 'inverse')
|
|
1011
|
+
url = self.get_url_by_market_type(type, isInverse)
|
|
1012
|
+
payload = []
|
|
1013
|
+
messageHash = ''
|
|
1014
|
+
if self.is_empty(symbols):
|
|
1015
|
+
if typeId != 'futures' and not isInverse:
|
|
1016
|
+
raise BadRequest(self.id + ' watchMyLiquidationsForSymbols() does not support listening to all symbols, you must call watchMyLiquidations() instead for each symbol you wish to watch.')
|
|
1017
|
+
messageHash = 'myLiquidations'
|
|
1018
|
+
payload.append('not all')
|
|
1019
|
+
else:
|
|
1020
|
+
symbolsLength = len(symbols)
|
|
1021
|
+
if symbolsLength != 1:
|
|
1022
|
+
raise BadRequest(self.id + ' watchMyLiquidationsForSymbols() only allows one symbol at a time. To listen to several symbols call watchMyLiquidationsForSymbols() several times.')
|
|
1023
|
+
messageHash = 'myLiquidations::' + symbols[0]
|
|
1024
|
+
payload.append(market['id'])
|
|
1025
|
+
channel = typeId + '.liquidates'
|
|
1026
|
+
newLiquidations = await self.subscribe_private(url, messageHash, payload, channel, query, True)
|
|
1027
|
+
if self.newUpdates:
|
|
1028
|
+
return newLiquidations
|
|
1029
|
+
return self.filter_by_symbols_since_limit(self.liquidations, symbols, since, limit, True)
|
|
1030
|
+
|
|
1031
|
+
def handle_liquidation(self, client: Client, message):
|
|
1032
|
+
#
|
|
1033
|
+
# future / delivery
|
|
1034
|
+
# {
|
|
1035
|
+
# "channel":"futures.liquidates",
|
|
1036
|
+
# "event":"update",
|
|
1037
|
+
# "time":1541505434,
|
|
1038
|
+
# "time_ms":1541505434123,
|
|
1039
|
+
# "result":[
|
|
1040
|
+
# {
|
|
1041
|
+
# "entry_price":209,
|
|
1042
|
+
# "fill_price":215.1,
|
|
1043
|
+
# "left":0,
|
|
1044
|
+
# "leverage":0.0,
|
|
1045
|
+
# "liq_price":213,
|
|
1046
|
+
# "margin":0.007816722941,
|
|
1047
|
+
# "mark_price":213,
|
|
1048
|
+
# "order_id":4093362,
|
|
1049
|
+
# "order_price":215.1,
|
|
1050
|
+
# "size":-124,
|
|
1051
|
+
# "time":1541486601,
|
|
1052
|
+
# "time_ms":1541486601123,
|
|
1053
|
+
# "contract":"BTC_USD",
|
|
1054
|
+
# "user":"1040xxxx"
|
|
1055
|
+
# }
|
|
1056
|
+
# ]
|
|
1057
|
+
# }
|
|
1058
|
+
# option
|
|
1059
|
+
# {
|
|
1060
|
+
# "channel":"options.liquidates",
|
|
1061
|
+
# "event":"update",
|
|
1062
|
+
# "time":1630654851,
|
|
1063
|
+
# "result":[
|
|
1064
|
+
# {
|
|
1065
|
+
# "user":"1xxxx",
|
|
1066
|
+
# "init_margin":1190,
|
|
1067
|
+
# "maint_margin":1042.5,
|
|
1068
|
+
# "order_margin":0,
|
|
1069
|
+
# "time":1639051907,
|
|
1070
|
+
# "time_ms":1639051907000
|
|
1071
|
+
# }
|
|
1072
|
+
# ]
|
|
1073
|
+
# }
|
|
1074
|
+
#
|
|
1075
|
+
rawLiquidations = self.safe_list(message, 'result', [])
|
|
1076
|
+
newLiquidations = []
|
|
1077
|
+
for i in range(0, len(rawLiquidations)):
|
|
1078
|
+
rawLiquidation = rawLiquidations[i]
|
|
1079
|
+
liquidation = self.parse_ws_liquidation(rawLiquidation)
|
|
1080
|
+
symbol = self.safe_string(liquidation, 'symbol')
|
|
1081
|
+
liquidations = self.safe_value(self.liquidations, symbol)
|
|
1082
|
+
if liquidations is None:
|
|
1083
|
+
limit = self.safe_integer(self.options, 'liquidationsLimit', 1000)
|
|
1084
|
+
liquidations = ArrayCache(limit)
|
|
1085
|
+
liquidations.append(liquidation)
|
|
1086
|
+
self.liquidations[symbol] = liquidations
|
|
1087
|
+
client.resolve(liquidations, 'myLiquidations::' + symbol)
|
|
1088
|
+
client.resolve(newLiquidations, 'myLiquidations')
|
|
1089
|
+
|
|
1090
|
+
def parse_ws_liquidation(self, liquidation, market=None):
|
|
1091
|
+
#
|
|
1092
|
+
# future / delivery
|
|
1093
|
+
# {
|
|
1094
|
+
# "entry_price": 209,
|
|
1095
|
+
# "fill_price": 215.1,
|
|
1096
|
+
# "left": 0,
|
|
1097
|
+
# "leverage": 0.0,
|
|
1098
|
+
# "liq_price": 213,
|
|
1099
|
+
# "margin": 0.007816722941,
|
|
1100
|
+
# "mark_price": 213,
|
|
1101
|
+
# "order_id": 4093362,
|
|
1102
|
+
# "order_price": 215.1,
|
|
1103
|
+
# "size": -124,
|
|
1104
|
+
# "time": 1541486601,
|
|
1105
|
+
# "time_ms": 1541486601123,
|
|
1106
|
+
# "contract": "BTC_USD",
|
|
1107
|
+
# "user": "1040xxxx"
|
|
1108
|
+
# }
|
|
1109
|
+
# option
|
|
1110
|
+
# {
|
|
1111
|
+
# "user": "1xxxx",
|
|
1112
|
+
# "init_margin": 1190,
|
|
1113
|
+
# "maint_margin": 1042.5,
|
|
1114
|
+
# "order_margin": 0,
|
|
1115
|
+
# "time": 1639051907,
|
|
1116
|
+
# "time_ms": 1639051907000
|
|
1117
|
+
# }
|
|
1118
|
+
#
|
|
1119
|
+
marketId = self.safe_string(liquidation, 'contract')
|
|
1120
|
+
market = self.safe_market(marketId, market)
|
|
1121
|
+
timestamp = self.safe_integer(liquidation, 'time_ms')
|
|
1122
|
+
originalSize = self.safe_string(liquidation, 'size')
|
|
1123
|
+
left = self.safe_string(liquidation, 'left')
|
|
1124
|
+
amount = Precise.string_abs(Precise.string_sub(originalSize, left))
|
|
1125
|
+
return self.safe_liquidation({
|
|
1126
|
+
'info': liquidation,
|
|
1127
|
+
'symbol': self.safe_symbol(marketId, market),
|
|
1128
|
+
'contracts': self.parse_number(amount),
|
|
1129
|
+
'contractSize': self.safe_number(market, 'contractSize'),
|
|
1130
|
+
'price': self.safe_number(liquidation, 'fill_price'),
|
|
1131
|
+
'baseValue': None,
|
|
1132
|
+
'quoteValue': None,
|
|
1133
|
+
'timestamp': timestamp,
|
|
1134
|
+
'datetime': self.iso8601(timestamp),
|
|
1135
|
+
})
|
|
1136
|
+
|
|
1137
|
+
def handle_error_message(self, client: Client, message):
|
|
1138
|
+
# {
|
|
1139
|
+
# "time": 1647274664,
|
|
1140
|
+
# "channel": "futures.orders",
|
|
1141
|
+
# "event": "subscribe",
|
|
1142
|
+
# "error": {code: 2, message: "unknown contract BTC_USDT_20220318"},
|
|
1143
|
+
# }
|
|
1144
|
+
# {
|
|
1145
|
+
# "time": 1647276473,
|
|
1146
|
+
# "channel": "futures.orders",
|
|
1147
|
+
# "event": "subscribe",
|
|
1148
|
+
# "error": {
|
|
1149
|
+
# "code": 4,
|
|
1150
|
+
# "message": "{"label":"INVALID_KEY","message":"Invalid key provided"}\n"
|
|
1151
|
+
# },
|
|
1152
|
+
# "result": null
|
|
1153
|
+
# }
|
|
1154
|
+
error = self.safe_value(message, 'error')
|
|
1155
|
+
code = self.safe_integer(error, 'code')
|
|
1156
|
+
id = self.safe_string(message, 'id')
|
|
1157
|
+
if id is None:
|
|
1158
|
+
return False
|
|
1159
|
+
if code is not None:
|
|
1160
|
+
messageHash = self.safe_string(client.subscriptions, id)
|
|
1161
|
+
if messageHash is not None:
|
|
1162
|
+
try:
|
|
1163
|
+
self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], code, self.json(message))
|
|
1164
|
+
except Exception as e:
|
|
1165
|
+
client.reject(e, messageHash)
|
|
1166
|
+
if messageHash in client.subscriptions:
|
|
1167
|
+
del client.subscriptions[messageHash]
|
|
1168
|
+
del client.subscriptions[id]
|
|
1169
|
+
return True
|
|
1170
|
+
return False
|
|
1171
|
+
|
|
1172
|
+
def handle_balance_subscription(self, client: Client, message, subscription=None):
|
|
1173
|
+
self.balance = {}
|
|
1174
|
+
|
|
1175
|
+
def handle_subscription_status(self, client: Client, message):
|
|
1176
|
+
channel = self.safe_string(message, 'channel')
|
|
1177
|
+
methods: dict = {
|
|
1178
|
+
'balance': self.handle_balance_subscription,
|
|
1179
|
+
'spot.order_book_update': self.handle_order_book_subscription,
|
|
1180
|
+
'futures.order_book_update': self.handle_order_book_subscription,
|
|
1181
|
+
}
|
|
1182
|
+
id = self.safe_string(message, 'id')
|
|
1183
|
+
if channel in methods:
|
|
1184
|
+
subscriptionHash = self.safe_string(client.subscriptions, id)
|
|
1185
|
+
subscription = self.safe_value(client.subscriptions, subscriptionHash)
|
|
1186
|
+
method = methods[channel]
|
|
1187
|
+
method(client, message, subscription)
|
|
1188
|
+
if id in client.subscriptions:
|
|
1189
|
+
del client.subscriptions[id]
|
|
1190
|
+
|
|
1191
|
+
def handle_message(self, client: Client, message):
|
|
1192
|
+
#
|
|
1193
|
+
# subscribe
|
|
1194
|
+
# {
|
|
1195
|
+
# "time": 1649062304,
|
|
1196
|
+
# "id": 1649062303,
|
|
1197
|
+
# "channel": "spot.candlesticks",
|
|
1198
|
+
# "event": "subscribe",
|
|
1199
|
+
# "result": {status: "success"}
|
|
1200
|
+
# }
|
|
1201
|
+
#
|
|
1202
|
+
# candlestick
|
|
1203
|
+
# {
|
|
1204
|
+
# "time": 1649063328,
|
|
1205
|
+
# "channel": "spot.candlesticks",
|
|
1206
|
+
# "event": "update",
|
|
1207
|
+
# "result": {
|
|
1208
|
+
# "t": "1649063280",
|
|
1209
|
+
# "v": "58932.23174896",
|
|
1210
|
+
# "c": "45966.47",
|
|
1211
|
+
# "h": "45997.24",
|
|
1212
|
+
# "l": "45966.47",
|
|
1213
|
+
# "o": "45975.18",
|
|
1214
|
+
# "n": "1m_BTC_USDT",
|
|
1215
|
+
# "a": "1.281699"
|
|
1216
|
+
# }
|
|
1217
|
+
# }
|
|
1218
|
+
#
|
|
1219
|
+
# orders
|
|
1220
|
+
# {
|
|
1221
|
+
# "time": 1630654851,
|
|
1222
|
+
# "channel": "options.orders", or futures.orders or spot.orders
|
|
1223
|
+
# "event": "update",
|
|
1224
|
+
# "result": [
|
|
1225
|
+
# {
|
|
1226
|
+
# "contract": "BTC_USDT-20211130-65000-C",
|
|
1227
|
+
# "create_time": 1637897000,
|
|
1228
|
+
# (...)
|
|
1229
|
+
# ]
|
|
1230
|
+
# }
|
|
1231
|
+
# orderbook
|
|
1232
|
+
# {
|
|
1233
|
+
# "time": 1649770525,
|
|
1234
|
+
# "channel": "spot.order_book_update",
|
|
1235
|
+
# "event": "update",
|
|
1236
|
+
# "result": {
|
|
1237
|
+
# "t": 1649770525653,
|
|
1238
|
+
# "e": "depthUpdate",
|
|
1239
|
+
# "E": 1649770525,
|
|
1240
|
+
# "s": "LTC_USDT",
|
|
1241
|
+
# "U": 2622525645,
|
|
1242
|
+
# "u": 2622525665,
|
|
1243
|
+
# "b": [
|
|
1244
|
+
# [Array], [Array],
|
|
1245
|
+
# [Array], [Array],
|
|
1246
|
+
# [Array], [Array],
|
|
1247
|
+
# [Array], [Array],
|
|
1248
|
+
# [Array], [Array],
|
|
1249
|
+
# [Array]
|
|
1250
|
+
# ],
|
|
1251
|
+
# "a": [
|
|
1252
|
+
# [Array], [Array],
|
|
1253
|
+
# [Array], [Array],
|
|
1254
|
+
# [Array], [Array],
|
|
1255
|
+
# [Array], [Array],
|
|
1256
|
+
# [Array], [Array],
|
|
1257
|
+
# [Array]
|
|
1258
|
+
# ]
|
|
1259
|
+
# }
|
|
1260
|
+
# }
|
|
1261
|
+
#
|
|
1262
|
+
# balance update
|
|
1263
|
+
#
|
|
1264
|
+
# {
|
|
1265
|
+
# "time": 1653664351,
|
|
1266
|
+
# "channel": "spot.balances",
|
|
1267
|
+
# "event": "update",
|
|
1268
|
+
# "result": [
|
|
1269
|
+
# {
|
|
1270
|
+
# "timestamp": "1653664351",
|
|
1271
|
+
# "timestamp_ms": "1653664351017",
|
|
1272
|
+
# "user": "10406147",
|
|
1273
|
+
# "currency": "LTC",
|
|
1274
|
+
# "change": "-0.0002000000000000",
|
|
1275
|
+
# "total": "0.09986000000000000000",
|
|
1276
|
+
# "available": "0.09986000000000000000"
|
|
1277
|
+
# }
|
|
1278
|
+
# ]
|
|
1279
|
+
# }
|
|
1280
|
+
#
|
|
1281
|
+
if self.handle_error_message(client, message):
|
|
1282
|
+
return
|
|
1283
|
+
event = self.safe_string(message, 'event')
|
|
1284
|
+
if event == 'subscribe':
|
|
1285
|
+
self.handle_subscription_status(client, message)
|
|
1286
|
+
return
|
|
1287
|
+
channel = self.safe_string(message, 'channel', '')
|
|
1288
|
+
channelParts = channel.split('.')
|
|
1289
|
+
channelType = self.safe_value(channelParts, 1)
|
|
1290
|
+
v4Methods: dict = {
|
|
1291
|
+
'usertrades': self.handle_my_trades,
|
|
1292
|
+
'candlesticks': self.handle_ohlcv,
|
|
1293
|
+
'orders': self.handle_order,
|
|
1294
|
+
'positions': self.handle_positions,
|
|
1295
|
+
'tickers': self.handle_ticker,
|
|
1296
|
+
'book_ticker': self.handle_bid_ask,
|
|
1297
|
+
'trades': self.handle_trades,
|
|
1298
|
+
'order_book_update': self.handle_order_book,
|
|
1299
|
+
'balances': self.handle_balance,
|
|
1300
|
+
'liquidates': self.handle_liquidation,
|
|
1301
|
+
}
|
|
1302
|
+
method = self.safe_value(v4Methods, channelType)
|
|
1303
|
+
if method is not None:
|
|
1304
|
+
method(client, message)
|
|
1305
|
+
|
|
1306
|
+
def get_url_by_market(self, market):
|
|
1307
|
+
baseUrl = self.urls['api'][market['type']]
|
|
1308
|
+
if market['contract']:
|
|
1309
|
+
return baseUrl['usdt'] if market['linear'] else baseUrl['btc']
|
|
1310
|
+
else:
|
|
1311
|
+
return baseUrl
|
|
1312
|
+
|
|
1313
|
+
def get_type_by_market(self, market):
|
|
1314
|
+
if market['spot']:
|
|
1315
|
+
return 'spot'
|
|
1316
|
+
elif market['option']:
|
|
1317
|
+
return 'options'
|
|
1318
|
+
else:
|
|
1319
|
+
return 'futures'
|
|
1320
|
+
|
|
1321
|
+
def get_url_by_market_type(self, type, isInverse=False):
|
|
1322
|
+
api = self.urls['api']
|
|
1323
|
+
url = api[type]
|
|
1324
|
+
if (type == 'swap') or (type == 'future'):
|
|
1325
|
+
return url['btc'] if isInverse else url['usdt']
|
|
1326
|
+
else:
|
|
1327
|
+
return url
|
|
1328
|
+
|
|
1329
|
+
def get_market_type_by_url(self, url: str):
|
|
1330
|
+
findBy: dict = {
|
|
1331
|
+
'op-': 'option',
|
|
1332
|
+
'delivery': 'future',
|
|
1333
|
+
'fx': 'swap',
|
|
1334
|
+
}
|
|
1335
|
+
keys = list(findBy.keys())
|
|
1336
|
+
for i in range(0, len(keys)):
|
|
1337
|
+
key = keys[i]
|
|
1338
|
+
value = findBy[key]
|
|
1339
|
+
if url.find(key) >= 0:
|
|
1340
|
+
return value
|
|
1341
|
+
return 'spot'
|
|
1342
|
+
|
|
1343
|
+
def request_id(self):
|
|
1344
|
+
# their support said that reqid must be an int32, not documented
|
|
1345
|
+
reqid = self.sum(self.safe_integer(self.options, 'reqid', 0), 1)
|
|
1346
|
+
self.options['reqid'] = reqid
|
|
1347
|
+
return reqid
|
|
1348
|
+
|
|
1349
|
+
async def subscribe_public(self, url, messageHash, payload, channel, params={}, subscription=None):
|
|
1350
|
+
requestId = self.request_id()
|
|
1351
|
+
time = self.seconds()
|
|
1352
|
+
request: dict = {
|
|
1353
|
+
'id': requestId,
|
|
1354
|
+
'time': time,
|
|
1355
|
+
'channel': channel,
|
|
1356
|
+
'event': 'subscribe',
|
|
1357
|
+
'payload': payload,
|
|
1358
|
+
}
|
|
1359
|
+
if subscription is not None:
|
|
1360
|
+
client = self.client(url)
|
|
1361
|
+
if not (messageHash in client.subscriptions):
|
|
1362
|
+
tempSubscriptionHash = str(requestId)
|
|
1363
|
+
client.subscriptions[tempSubscriptionHash] = messageHash
|
|
1364
|
+
message = self.extend(request, params)
|
|
1365
|
+
return await self.watch(url, messageHash, message, messageHash, subscription)
|
|
1366
|
+
|
|
1367
|
+
async def subscribe_public_multiple(self, url, messageHashes, payload, channel, params={}):
|
|
1368
|
+
requestId = self.request_id()
|
|
1369
|
+
time = self.seconds()
|
|
1370
|
+
request: dict = {
|
|
1371
|
+
'id': requestId,
|
|
1372
|
+
'time': time,
|
|
1373
|
+
'channel': channel,
|
|
1374
|
+
'event': 'subscribe',
|
|
1375
|
+
'payload': payload,
|
|
1376
|
+
}
|
|
1377
|
+
message = self.extend(request, params)
|
|
1378
|
+
return await self.watch_multiple(url, messageHashes, message, messageHashes)
|
|
1379
|
+
|
|
1380
|
+
async def subscribe_private(self, url, messageHash, payload, channel, params, requiresUid=False):
|
|
1381
|
+
self.check_required_credentials()
|
|
1382
|
+
# uid is required for some subscriptions only so it's not a part of required credentials
|
|
1383
|
+
if requiresUid:
|
|
1384
|
+
if self.uid is None or len(self.uid) == 0:
|
|
1385
|
+
raise ArgumentsRequired(self.id + ' requires uid to subscribe')
|
|
1386
|
+
idArray = [self.uid]
|
|
1387
|
+
if payload is None:
|
|
1388
|
+
payload = idArray
|
|
1389
|
+
else:
|
|
1390
|
+
payload = self.array_concat(idArray, payload)
|
|
1391
|
+
time = self.seconds()
|
|
1392
|
+
event = 'subscribe'
|
|
1393
|
+
signaturePayload = 'channel=' + channel + '&' + 'event=' + event + '&' + 'time=' + str(time)
|
|
1394
|
+
signature = self.hmac(self.encode(signaturePayload), self.encode(self.secret), hashlib.sha512, 'hex')
|
|
1395
|
+
auth: dict = {
|
|
1396
|
+
'method': 'api_key',
|
|
1397
|
+
'KEY': self.apiKey,
|
|
1398
|
+
'SIGN': signature,
|
|
1399
|
+
}
|
|
1400
|
+
requestId = self.request_id()
|
|
1401
|
+
request: dict = {
|
|
1402
|
+
'id': requestId,
|
|
1403
|
+
'time': time,
|
|
1404
|
+
'channel': channel,
|
|
1405
|
+
'event': 'subscribe',
|
|
1406
|
+
'auth': auth,
|
|
1407
|
+
}
|
|
1408
|
+
if payload is not None:
|
|
1409
|
+
request['payload'] = payload
|
|
1410
|
+
client = self.client(url)
|
|
1411
|
+
if not (messageHash in client.subscriptions):
|
|
1412
|
+
tempSubscriptionHash = str(requestId)
|
|
1413
|
+
# in case of authenticationError we will throw
|
|
1414
|
+
client.subscriptions[tempSubscriptionHash] = messageHash
|
|
1415
|
+
message = self.extend(request, params)
|
|
1416
|
+
return await self.watch(url, messageHash, message, messageHash)
|