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
- ccxt/pro/paradex.py +352 -0
- ccxt/pro/phemex.py +1441 -0
- ccxt/pro/poloniex.py +1166 -0
- ccxt/pro/poloniexfutures.py +990 -0
- ccxt/pro/probit.py +551 -0
- ccxt/pro/upbit.py +520 -0
- ccxt/pro/vertex.py +943 -0
- ccxt/pro/wazirx.py +749 -0
- ccxt/pro/whitebit.py +864 -0
- ccxt/pro/woo.py +1078 -0
- ccxt/pro/woofipro.py +1183 -0
- ccxt/pro/xt.py +1067 -0
- ccxt/probit.py +1734 -0
- ccxt/ramzinex.py +476 -0
- ccxt/sarmayex.py +357 -0
- ccxt/sarrafex.py +478 -0
- ccxt/static_dependencies/__init__.py +1 -0
- ccxt/static_dependencies/ecdsa/__init__.py +14 -0
- ccxt/static_dependencies/ecdsa/_version.py +520 -0
- ccxt/static_dependencies/ecdsa/curves.py +56 -0
- 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
- ccxt/static_dependencies/ethereum/abi/exceptions.py +139 -0
- ccxt/static_dependencies/ethereum/abi/grammar.py +443 -0
- ccxt/static_dependencies/ethereum/abi/packed.py +13 -0
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- ccxt/static_dependencies/ethereum/abi/registry.py +643 -0
- ccxt/static_dependencies/ethereum/abi/tools/__init__.py +3 -0
- ccxt/static_dependencies/ethereum/abi/tools/_strategies.py +230 -0
- ccxt/static_dependencies/ethereum/abi/utils/__init__.py +0 -0
- ccxt/static_dependencies/ethereum/abi/utils/numeric.py +83 -0
- ccxt/static_dependencies/ethereum/abi/utils/padding.py +27 -0
- ccxt/static_dependencies/ethereum/abi/utils/string.py +19 -0
- ccxt/static_dependencies/ethereum/account/__init__.py +3 -0
- ccxt/static_dependencies/ethereum/account/encode_typed_data/__init__.py +4 -0
- ccxt/static_dependencies/ethereum/account/encode_typed_data/encoding_and_hashing.py +239 -0
- ccxt/static_dependencies/ethereum/account/encode_typed_data/helpers.py +40 -0
- ccxt/static_dependencies/ethereum/account/messages.py +263 -0
- ccxt/static_dependencies/ethereum/account/py.typed +0 -0
- ccxt/static_dependencies/ethereum/hexbytes/__init__.py +5 -0
- ccxt/static_dependencies/ethereum/hexbytes/_utils.py +54 -0
- ccxt/static_dependencies/ethereum/hexbytes/main.py +65 -0
- ccxt/static_dependencies/ethereum/hexbytes/py.typed +0 -0
- ccxt/static_dependencies/ethereum/typing/__init__.py +63 -0
- ccxt/static_dependencies/ethereum/typing/abi.py +6 -0
- ccxt/static_dependencies/ethereum/typing/bls.py +7 -0
- ccxt/static_dependencies/ethereum/typing/discovery.py +5 -0
- ccxt/static_dependencies/ethereum/typing/encoding.py +7 -0
- ccxt/static_dependencies/ethereum/typing/enums.py +17 -0
- ccxt/static_dependencies/ethereum/typing/ethpm.py +9 -0
- ccxt/static_dependencies/ethereum/typing/evm.py +20 -0
- ccxt/static_dependencies/ethereum/typing/networks.py +1122 -0
- ccxt/static_dependencies/ethereum/typing/py.typed +0 -0
- ccxt/static_dependencies/ethereum/utils/__init__.py +115 -0
- ccxt/static_dependencies/ethereum/utils/abi.py +72 -0
- 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
- ccxt/static_dependencies/ethereum/utils/currency.py +107 -0
- ccxt/static_dependencies/ethereum/utils/curried/__init__.py +269 -0
- ccxt/static_dependencies/ethereum/utils/debug.py +20 -0
- ccxt/static_dependencies/ethereum/utils/decorators.py +132 -0
- ccxt/static_dependencies/ethereum/utils/encoding.py +6 -0
- ccxt/static_dependencies/ethereum/utils/exceptions.py +4 -0
- ccxt/static_dependencies/ethereum/utils/functional.py +75 -0
- ccxt/static_dependencies/ethereum/utils/hexadecimal.py +74 -0
- ccxt/static_dependencies/ethereum/utils/humanize.py +188 -0
- ccxt/static_dependencies/ethereum/utils/logging.py +159 -0
- ccxt/static_dependencies/ethereum/utils/module_loading.py +31 -0
- ccxt/static_dependencies/ethereum/utils/numeric.py +43 -0
- ccxt/static_dependencies/ethereum/utils/py.typed +0 -0
- ccxt/static_dependencies/ethereum/utils/toolz.py +76 -0
- ccxt/static_dependencies/ethereum/utils/types.py +54 -0
- ccxt/static_dependencies/ethereum/utils/typing/__init__.py +18 -0
- ccxt/static_dependencies/ethereum/utils/typing/misc.py +14 -0
- ccxt/static_dependencies/ethereum/utils/units.py +31 -0
- 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
- ccxt/static_dependencies/lark/__pyinstaller/hook-lark.py +14 -0
- ccxt/static_dependencies/lark/ast_utils.py +59 -0
- ccxt/static_dependencies/lark/common.py +86 -0
- ccxt/static_dependencies/lark/exceptions.py +292 -0
- ccxt/static_dependencies/lark/grammar.py +130 -0
- ccxt/static_dependencies/lark/grammars/__init__.py +0 -0
- ccxt/static_dependencies/lark/indenter.py +143 -0
- ccxt/static_dependencies/lark/lark.py +658 -0
- ccxt/static_dependencies/lark/lexer.py +678 -0
- ccxt/static_dependencies/lark/load_grammar.py +1428 -0
- ccxt/static_dependencies/lark/parse_tree_builder.py +391 -0
- ccxt/static_dependencies/lark/parser_frontends.py +257 -0
- ccxt/static_dependencies/lark/parsers/__init__.py +0 -0
- ccxt/static_dependencies/lark/parsers/cyk.py +340 -0
- ccxt/static_dependencies/lark/parsers/earley.py +314 -0
- 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
- ccxt/static_dependencies/lark/parsers/lalr_parser_state.py +110 -0
- ccxt/static_dependencies/lark/parsers/xearley.py +165 -0
- ccxt/static_dependencies/lark/reconstruct.py +107 -0
- ccxt/static_dependencies/lark/tools/__init__.py +70 -0
- 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/htx.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, Order, OrderBook, Position, Str, Strings, Ticker, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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from ccxt.base.errors import ExchangeError
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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 BadSymbol
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from ccxt.base.errors import NetworkError
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from ccxt.base.errors import InvalidNonce
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class htx(ccxt.async_support.htx):
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def describe(self):
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return self.deep_extend(super(htx, self).describe(), {
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'has': {
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'ws': True,
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'createOrderWs': False,
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'editOrderWs': False,
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'fetchOpenOrdersWs': False,
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'fetchOrderWs': False,
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'cancelOrderWs': False,
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'cancelOrdersWs': False,
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'cancelAllOrdersWs': False,
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'fetchTradesWs': False,
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35
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'fetchBalanceWs': False,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchTickers': False,
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'watchTicker': True,
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'watchTrades': True,
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'watchMyTrades': True,
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|
42
|
+
'watchBalance': True,
|
|
43
|
+
'watchOHLCV': True,
|
|
44
|
+
},
|
|
45
|
+
'urls': {
|
|
46
|
+
'api': {
|
|
47
|
+
'ws': {
|
|
48
|
+
'api': {
|
|
49
|
+
'spot': {
|
|
50
|
+
'public': 'wss://{hostname}/ws',
|
|
51
|
+
'private': 'wss://{hostname}/ws/v2',
|
|
52
|
+
'feed': 'wss://{hostname}/feed',
|
|
53
|
+
},
|
|
54
|
+
'future': {
|
|
55
|
+
'linear': {
|
|
56
|
+
'public': 'wss://api.hbdm.com/linear-swap-ws',
|
|
57
|
+
'private': 'wss://api.hbdm.com/linear-swap-notification',
|
|
58
|
+
},
|
|
59
|
+
'inverse': {
|
|
60
|
+
'public': 'wss://api.hbdm.com/ws',
|
|
61
|
+
'private': 'wss://api.hbdm.com/notification',
|
|
62
|
+
},
|
|
63
|
+
},
|
|
64
|
+
'swap': {
|
|
65
|
+
'inverse': {
|
|
66
|
+
'public': 'wss://api.hbdm.com/swap-ws',
|
|
67
|
+
'private': 'wss://api.hbdm.com/swap-notification',
|
|
68
|
+
},
|
|
69
|
+
'linear': {
|
|
70
|
+
'public': 'wss://api.hbdm.com/linear-swap-ws',
|
|
71
|
+
'private': 'wss://api.hbdm.com/linear-swap-notification',
|
|
72
|
+
},
|
|
73
|
+
},
|
|
74
|
+
},
|
|
75
|
+
# these settings work faster for clients hosted on AWS
|
|
76
|
+
'api-aws': {
|
|
77
|
+
'spot': {
|
|
78
|
+
'public': 'wss://api-aws.huobi.pro/ws',
|
|
79
|
+
'private': 'wss://api-aws.huobi.pro/ws/v2',
|
|
80
|
+
'feed': 'wss://{hostname}/feed',
|
|
81
|
+
},
|
|
82
|
+
'future': {
|
|
83
|
+
'linear': {
|
|
84
|
+
'public': 'wss://api.hbdm.vn/linear-swap-ws',
|
|
85
|
+
'private': 'wss://api.hbdm.vn/linear-swap-notification',
|
|
86
|
+
},
|
|
87
|
+
'inverse': {
|
|
88
|
+
'public': 'wss://api.hbdm.vn/ws',
|
|
89
|
+
'private': 'wss://api.hbdm.vn/notification',
|
|
90
|
+
},
|
|
91
|
+
},
|
|
92
|
+
'swap': {
|
|
93
|
+
'linear': {
|
|
94
|
+
'public': 'wss://api.hbdm.vn/linear-swap-ws',
|
|
95
|
+
'private': 'wss://api.hbdm.vn/linear-swap-notification',
|
|
96
|
+
},
|
|
97
|
+
'inverse': {
|
|
98
|
+
'public': 'wss://api.hbdm.vn/swap-ws',
|
|
99
|
+
'private': 'wss://api.hbdm.vn/swap-notification',
|
|
100
|
+
},
|
|
101
|
+
},
|
|
102
|
+
},
|
|
103
|
+
},
|
|
104
|
+
},
|
|
105
|
+
},
|
|
106
|
+
'options': {
|
|
107
|
+
'tradesLimit': 1000,
|
|
108
|
+
'OHLCVLimit': 1000,
|
|
109
|
+
'api': 'api', # or api-aws for clients hosted on AWS
|
|
110
|
+
'watchOrderBook': {
|
|
111
|
+
'maxRetries': 3,
|
|
112
|
+
},
|
|
113
|
+
'ws': {
|
|
114
|
+
'gunzip': True,
|
|
115
|
+
},
|
|
116
|
+
'watchTicker': {
|
|
117
|
+
'name': 'market.{marketId}.detail', # 'market.{marketId}.bbo' or 'market.{marketId}.ticker'
|
|
118
|
+
},
|
|
119
|
+
},
|
|
120
|
+
'exceptions': {
|
|
121
|
+
'ws': {
|
|
122
|
+
'exact': {
|
|
123
|
+
'bad-request': BadRequest, # { ts: 1586323747018, status: 'error', 'err-code': 'bad-request', err-msg': 'invalid mbp.150.symbol linkusdt', id: '2'}
|
|
124
|
+
'2002': AuthenticationError, # {action: 'sub', code: 2002, ch: 'accounts.update#2', message: 'invalid.auth.state'}
|
|
125
|
+
'2021': BadRequest,
|
|
126
|
+
'2001': BadSymbol, # {action: 'sub', code: 2001, ch: 'orders#2ltcusdt', message: 'invalid.symbol'}
|
|
127
|
+
'2011': BadSymbol, # {op: 'sub', cid: '1649149285', topic: 'orders_cross.hereltc-usdt', 'err-code': 2011, 'err-msg': "Contract doesn't exist.", ts: 1649149287637}
|
|
128
|
+
'2040': BadRequest, # {op: 'sub', cid: '1649152947', 'err-code': 2040, 'err-msg': 'Missing required parameter.', ts: 1649152948684}
|
|
129
|
+
'4007': BadRequest, # {op: 'sub', cid: '1', topic: 'accounts_unify.USDT', 'err-code': 4007, 'err-msg': 'Non - single account user is not available, please check through the cross and isolated account asset interface', ts: 1698419318540}
|
|
130
|
+
},
|
|
131
|
+
},
|
|
132
|
+
},
|
|
133
|
+
})
|
|
134
|
+
|
|
135
|
+
def request_id(self):
|
|
136
|
+
requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
|
|
137
|
+
self.options['requestId'] = requestId
|
|
138
|
+
return str(requestId)
|
|
139
|
+
|
|
140
|
+
async def watch_ticker(self, symbol: str, params={}) -> Ticker:
|
|
141
|
+
"""
|
|
142
|
+
watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
|
|
143
|
+
:param str symbol: unified symbol of the market to fetch the ticker for
|
|
144
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
145
|
+
:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
|
|
146
|
+
"""
|
|
147
|
+
await self.load_markets()
|
|
148
|
+
market = self.market(symbol)
|
|
149
|
+
symbol = market['symbol']
|
|
150
|
+
options = self.safe_value(self.options, 'watchTicker', {})
|
|
151
|
+
topic = self.safe_string(options, 'name', 'market.{marketId}.detail')
|
|
152
|
+
if topic == 'market.{marketId}.ticker' and market['type'] != 'spot':
|
|
153
|
+
raise BadRequest(self.id + ' watchTicker() with name market.{marketId}.ticker is only allowed for spot markets, use market.{marketId}.detail instead')
|
|
154
|
+
messageHash = self.implode_params(topic, {'marketId': market['id']})
|
|
155
|
+
url = self.get_url_by_market_type(market['type'], market['linear'])
|
|
156
|
+
return await self.subscribe_public(url, symbol, messageHash, None, params)
|
|
157
|
+
|
|
158
|
+
def handle_ticker(self, client: Client, message):
|
|
159
|
+
#
|
|
160
|
+
# "market.btcusdt.detail"
|
|
161
|
+
# {
|
|
162
|
+
# "ch": "market.btcusdt.detail",
|
|
163
|
+
# "ts": 1583494163784,
|
|
164
|
+
# "tick": {
|
|
165
|
+
# "id": 209988464418,
|
|
166
|
+
# "low": 8988,
|
|
167
|
+
# "high": 9155.41,
|
|
168
|
+
# "open": 9078.91,
|
|
169
|
+
# "close": 9136.46,
|
|
170
|
+
# "vol": 237813910.5928412,
|
|
171
|
+
# "amount": 26184.202558551195,
|
|
172
|
+
# "version": 209988464418,
|
|
173
|
+
# "count": 265673
|
|
174
|
+
# }
|
|
175
|
+
# }
|
|
176
|
+
# "market.btcusdt.bbo"
|
|
177
|
+
# {
|
|
178
|
+
# "ch": "market.btcusdt.bbo",
|
|
179
|
+
# "ts": 1671941599613,
|
|
180
|
+
# "tick": {
|
|
181
|
+
# "seqId": 161499562790,
|
|
182
|
+
# "ask": 16829.51,
|
|
183
|
+
# "askSize": 0.707776,
|
|
184
|
+
# "bid": 16829.5,
|
|
185
|
+
# "bidSize": 1.685945,
|
|
186
|
+
# "quoteTime": 1671941599612,
|
|
187
|
+
# "symbol": "btcusdt"
|
|
188
|
+
# }
|
|
189
|
+
# }
|
|
190
|
+
#
|
|
191
|
+
tick = self.safe_value(message, 'tick', {})
|
|
192
|
+
ch = self.safe_string(message, 'ch')
|
|
193
|
+
parts = ch.split('.')
|
|
194
|
+
marketId = self.safe_string(parts, 1)
|
|
195
|
+
market = self.safe_market(marketId)
|
|
196
|
+
ticker = self.parse_ticker(tick, market)
|
|
197
|
+
timestamp = self.safe_value(message, 'ts')
|
|
198
|
+
ticker['timestamp'] = timestamp
|
|
199
|
+
ticker['datetime'] = self.iso8601(timestamp)
|
|
200
|
+
symbol = ticker['symbol']
|
|
201
|
+
self.tickers[symbol] = ticker
|
|
202
|
+
client.resolve(ticker, ch)
|
|
203
|
+
return message
|
|
204
|
+
|
|
205
|
+
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
206
|
+
"""
|
|
207
|
+
get the list of most recent trades for a particular symbol
|
|
208
|
+
:param str symbol: unified symbol of the market to fetch trades for
|
|
209
|
+
:param int [since]: timestamp in ms of the earliest trade to fetch
|
|
210
|
+
:param int [limit]: the maximum amount of trades to fetch
|
|
211
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
212
|
+
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
|
|
213
|
+
"""
|
|
214
|
+
await self.load_markets()
|
|
215
|
+
market = self.market(symbol)
|
|
216
|
+
symbol = market['symbol']
|
|
217
|
+
messageHash = 'market.' + market['id'] + '.trade.detail'
|
|
218
|
+
url = self.get_url_by_market_type(market['type'], market['linear'])
|
|
219
|
+
trades = await self.subscribe_public(url, symbol, messageHash, None, params)
|
|
220
|
+
if self.newUpdates:
|
|
221
|
+
limit = trades.getLimit(symbol, limit)
|
|
222
|
+
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
223
|
+
|
|
224
|
+
def handle_trades(self, client: Client, message):
|
|
225
|
+
#
|
|
226
|
+
# {
|
|
227
|
+
# "ch": "market.btcusdt.trade.detail",
|
|
228
|
+
# "ts": 1583495834011,
|
|
229
|
+
# "tick": {
|
|
230
|
+
# "id": 105004645372,
|
|
231
|
+
# "ts": 1583495833751,
|
|
232
|
+
# "data": [
|
|
233
|
+
# {
|
|
234
|
+
# "id": 1.050046453727319e+22,
|
|
235
|
+
# "ts": 1583495833751,
|
|
236
|
+
# "tradeId": 102090727790,
|
|
237
|
+
# "amount": 0.003893,
|
|
238
|
+
# "price": 9150.01,
|
|
239
|
+
# "direction": "sell"
|
|
240
|
+
# }
|
|
241
|
+
# ]
|
|
242
|
+
# }
|
|
243
|
+
# }
|
|
244
|
+
#
|
|
245
|
+
tick = self.safe_value(message, 'tick', {})
|
|
246
|
+
data = self.safe_value(tick, 'data', {})
|
|
247
|
+
ch = self.safe_string(message, 'ch')
|
|
248
|
+
parts = ch.split('.')
|
|
249
|
+
marketId = self.safe_string(parts, 1)
|
|
250
|
+
market = self.safe_market(marketId)
|
|
251
|
+
symbol = market['symbol']
|
|
252
|
+
tradesCache = self.safe_value(self.trades, symbol)
|
|
253
|
+
if tradesCache is None:
|
|
254
|
+
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
255
|
+
tradesCache = ArrayCache(limit)
|
|
256
|
+
self.trades[symbol] = tradesCache
|
|
257
|
+
for i in range(0, len(data)):
|
|
258
|
+
trade = self.parse_trade(data[i], market)
|
|
259
|
+
tradesCache.append(trade)
|
|
260
|
+
client.resolve(tradesCache, ch)
|
|
261
|
+
return message
|
|
262
|
+
|
|
263
|
+
async def watch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
|
264
|
+
"""
|
|
265
|
+
watches historical candlestick data containing the open, high, low, and close price, and the volume of a market
|
|
266
|
+
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
267
|
+
:param str timeframe: the length of time each candle represents
|
|
268
|
+
:param int [since]: timestamp in ms of the earliest candle to fetch
|
|
269
|
+
:param int [limit]: the maximum amount of candles to fetch
|
|
270
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
271
|
+
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
272
|
+
"""
|
|
273
|
+
await self.load_markets()
|
|
274
|
+
market = self.market(symbol)
|
|
275
|
+
symbol = market['symbol']
|
|
276
|
+
interval = self.safe_string(self.timeframes, timeframe, timeframe)
|
|
277
|
+
messageHash = 'market.' + market['id'] + '.kline.' + interval
|
|
278
|
+
url = self.get_url_by_market_type(market['type'], market['linear'])
|
|
279
|
+
ohlcv = await self.subscribe_public(url, symbol, messageHash, None, params)
|
|
280
|
+
if self.newUpdates:
|
|
281
|
+
limit = ohlcv.getLimit(symbol, limit)
|
|
282
|
+
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
|
283
|
+
|
|
284
|
+
def handle_ohlcv(self, client: Client, message):
|
|
285
|
+
#
|
|
286
|
+
# {
|
|
287
|
+
# "ch": "market.btcusdt.kline.1min",
|
|
288
|
+
# "ts": 1583501786794,
|
|
289
|
+
# "tick": {
|
|
290
|
+
# "id": 1583501760,
|
|
291
|
+
# "open": 9094.5,
|
|
292
|
+
# "close": 9094.51,
|
|
293
|
+
# "low": 9094.5,
|
|
294
|
+
# "high": 9094.51,
|
|
295
|
+
# "amount": 0.44639786263800907,
|
|
296
|
+
# "vol": 4059.76919054,
|
|
297
|
+
# "count": 16
|
|
298
|
+
# }
|
|
299
|
+
# }
|
|
300
|
+
#
|
|
301
|
+
ch = self.safe_string(message, 'ch')
|
|
302
|
+
parts = ch.split('.')
|
|
303
|
+
marketId = self.safe_string(parts, 1)
|
|
304
|
+
market = self.safe_market(marketId)
|
|
305
|
+
symbol = market['symbol']
|
|
306
|
+
interval = self.safe_string(parts, 3)
|
|
307
|
+
timeframe = self.find_timeframe(interval)
|
|
308
|
+
self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {})
|
|
309
|
+
stored = self.safe_value(self.ohlcvs[symbol], timeframe)
|
|
310
|
+
if stored is None:
|
|
311
|
+
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
312
|
+
stored = ArrayCacheByTimestamp(limit)
|
|
313
|
+
self.ohlcvs[symbol][timeframe] = stored
|
|
314
|
+
tick = self.safe_value(message, 'tick')
|
|
315
|
+
parsed = self.parse_ohlcv(tick, market)
|
|
316
|
+
stored.append(parsed)
|
|
317
|
+
client.resolve(stored, ch)
|
|
318
|
+
|
|
319
|
+
async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
|
|
320
|
+
"""
|
|
321
|
+
:see: https://huobiapi.github.io/docs/dm/v1/en/#subscribe-market-depth-data
|
|
322
|
+
:see: https://huobiapi.github.io/docs/coin_margined_swap/v1/en/#subscribe-incremental-market-depth-data
|
|
323
|
+
:see: https://huobiapi.github.io/docs/usdt_swap/v1/en/#general-subscribe-incremental-market-depth-data
|
|
324
|
+
watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
|
|
325
|
+
:param str symbol: unified symbol of the market to fetch the order book for
|
|
326
|
+
:param int [limit]: the maximum amount of order book entries to return
|
|
327
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
328
|
+
:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
|
|
329
|
+
"""
|
|
330
|
+
await self.load_markets()
|
|
331
|
+
market = self.market(symbol)
|
|
332
|
+
symbol = market['symbol']
|
|
333
|
+
allowedLimits = [20, 150]
|
|
334
|
+
# 2) 5-level/20-level incremental MBP is a tick by tick feed,
|
|
335
|
+
# which means whenever there is an order book change at that level, it pushes an update
|
|
336
|
+
# 150-levels/400-level incremental MBP feed is based on the gap
|
|
337
|
+
# between two snapshots at 100ms interval.
|
|
338
|
+
if limit is None:
|
|
339
|
+
limit = 150 if market['spot'] else 20
|
|
340
|
+
if not self.in_array(limit, allowedLimits):
|
|
341
|
+
raise ExchangeError(self.id + ' watchOrderBook market accepts limits of 20 and 150 only')
|
|
342
|
+
messageHash = None
|
|
343
|
+
if market['spot']:
|
|
344
|
+
messageHash = 'market.' + market['id'] + '.mbp.' + str(limit)
|
|
345
|
+
else:
|
|
346
|
+
messageHash = 'market.' + market['id'] + '.depth.size_' + str(limit) + '.high_freq'
|
|
347
|
+
url = self.get_url_by_market_type(market['type'], market['linear'], False, True)
|
|
348
|
+
method = self.handle_order_book_subscription
|
|
349
|
+
if not market['spot']:
|
|
350
|
+
params = self.extend(params)
|
|
351
|
+
params['data_type'] = 'incremental'
|
|
352
|
+
method = None
|
|
353
|
+
orderbook = await self.subscribe_public(url, symbol, messageHash, method, params)
|
|
354
|
+
return orderbook.limit()
|
|
355
|
+
|
|
356
|
+
def handle_order_book_snapshot(self, client: Client, message, subscription):
|
|
357
|
+
#
|
|
358
|
+
# {
|
|
359
|
+
# "id": 1583473663565,
|
|
360
|
+
# "rep": "market.btcusdt.mbp.150",
|
|
361
|
+
# "status": "ok",
|
|
362
|
+
# "ts": 1698359289261,
|
|
363
|
+
# "data": {
|
|
364
|
+
# "seqNum": 104999417756,
|
|
365
|
+
# "bids": [
|
|
366
|
+
# [9058.27, 0],
|
|
367
|
+
# [9058.43, 0],
|
|
368
|
+
# [9058.99, 0],
|
|
369
|
+
# ],
|
|
370
|
+
# "asks": [
|
|
371
|
+
# [9084.27, 0.2],
|
|
372
|
+
# [9085.69, 0],
|
|
373
|
+
# [9085.81, 0],
|
|
374
|
+
# ]
|
|
375
|
+
# }
|
|
376
|
+
# }
|
|
377
|
+
#
|
|
378
|
+
symbol = self.safe_string(subscription, 'symbol')
|
|
379
|
+
messageHash = self.safe_string(subscription, 'messageHash')
|
|
380
|
+
id = self.safe_string(message, 'id')
|
|
381
|
+
lastTimestamp = self.safe_integer(subscription, 'lastTimestamp')
|
|
382
|
+
try:
|
|
383
|
+
orderbook = self.orderbooks[symbol]
|
|
384
|
+
data = self.safe_value(message, 'data')
|
|
385
|
+
messages = orderbook.cache
|
|
386
|
+
firstMessage = self.safe_value(messages, 0, {})
|
|
387
|
+
snapshot = self.parse_order_book(data, symbol)
|
|
388
|
+
tick = self.safe_value(firstMessage, 'tick')
|
|
389
|
+
sequence = self.safe_integer(tick, 'prevSeqNum')
|
|
390
|
+
nonce = self.safe_integer(data, 'seqNum')
|
|
391
|
+
snapshot['nonce'] = nonce
|
|
392
|
+
snapshotTimestamp = self.safe_integer(message, 'ts')
|
|
393
|
+
subscription['lastTimestamp'] = snapshotTimestamp
|
|
394
|
+
snapshotLimit = self.safe_integer(subscription, 'limit')
|
|
395
|
+
snapshotOrderBook = self.order_book(snapshot, snapshotLimit)
|
|
396
|
+
client.resolve(snapshotOrderBook, id)
|
|
397
|
+
if (sequence is None) or (nonce < sequence):
|
|
398
|
+
maxAttempts = self.handle_option('watchOrderBook', 'maxRetries', 3)
|
|
399
|
+
numAttempts = self.safe_integer(subscription, 'numAttempts', 0)
|
|
400
|
+
# retry to synchronize if we have not reached maxAttempts yet
|
|
401
|
+
if numAttempts < maxAttempts:
|
|
402
|
+
# safety guard
|
|
403
|
+
if messageHash in client.subscriptions:
|
|
404
|
+
numAttempts = self.sum(numAttempts, 1)
|
|
405
|
+
delayTime = self.sum(1000, lastTimestamp - snapshotTimestamp)
|
|
406
|
+
subscription['numAttempts'] = numAttempts
|
|
407
|
+
client.subscriptions[messageHash] = subscription
|
|
408
|
+
self.delay(delayTime, self.watch_order_book_snapshot, client, message, subscription)
|
|
409
|
+
else:
|
|
410
|
+
# raise upon failing to synchronize in maxAttempts
|
|
411
|
+
raise InvalidNonce(self.id + ' failed to synchronize WebSocket feed with the snapshot for symbol ' + symbol + ' in ' + str(maxAttempts) + ' attempts')
|
|
412
|
+
else:
|
|
413
|
+
orderbook.reset(snapshot)
|
|
414
|
+
# unroll the accumulated deltas
|
|
415
|
+
for i in range(0, len(messages)):
|
|
416
|
+
self.handle_order_book_message(client, messages[i])
|
|
417
|
+
orderbook.cache = []
|
|
418
|
+
self.orderbooks[symbol] = orderbook
|
|
419
|
+
client.resolve(orderbook, messageHash)
|
|
420
|
+
except Exception as e:
|
|
421
|
+
del client.subscriptions[messageHash]
|
|
422
|
+
del self.orderbooks[symbol]
|
|
423
|
+
client.reject(e, messageHash)
|
|
424
|
+
|
|
425
|
+
async def watch_order_book_snapshot(self, client, message, subscription):
|
|
426
|
+
messageHash = self.safe_string(subscription, 'messageHash')
|
|
427
|
+
symbol = self.safe_string(subscription, 'symbol')
|
|
428
|
+
limit = self.safe_integer(subscription, 'limit')
|
|
429
|
+
timestamp = self.safe_integer(message, 'ts')
|
|
430
|
+
params = self.safe_value(subscription, 'params')
|
|
431
|
+
attempts = self.safe_integer(subscription, 'numAttempts', 0)
|
|
432
|
+
market = self.market(symbol)
|
|
433
|
+
url = self.get_url_by_market_type(market['type'], market['linear'], False, True)
|
|
434
|
+
requestId = self.request_id()
|
|
435
|
+
request: dict = {
|
|
436
|
+
'req': messageHash,
|
|
437
|
+
'id': requestId,
|
|
438
|
+
}
|
|
439
|
+
# self is a temporary subscription by a specific requestId
|
|
440
|
+
# it has a very short lifetime until the snapshot is received over ws
|
|
441
|
+
snapshotSubscription: dict = {
|
|
442
|
+
'id': requestId,
|
|
443
|
+
'messageHash': messageHash,
|
|
444
|
+
'symbol': symbol,
|
|
445
|
+
'limit': limit,
|
|
446
|
+
'params': params,
|
|
447
|
+
'numAttempts': attempts,
|
|
448
|
+
'lastTimestamp': timestamp,
|
|
449
|
+
'method': self.handle_order_book_snapshot,
|
|
450
|
+
}
|
|
451
|
+
try:
|
|
452
|
+
orderbook = await self.watch(url, requestId, request, requestId, snapshotSubscription)
|
|
453
|
+
return orderbook.limit()
|
|
454
|
+
except Exception as e:
|
|
455
|
+
del client.subscriptions[messageHash]
|
|
456
|
+
client.reject(e, messageHash)
|
|
457
|
+
return None
|
|
458
|
+
|
|
459
|
+
def handle_delta(self, bookside, delta):
|
|
460
|
+
price = self.safe_float(delta, 0)
|
|
461
|
+
amount = self.safe_float(delta, 1)
|
|
462
|
+
bookside.store(price, amount)
|
|
463
|
+
|
|
464
|
+
def handle_deltas(self, bookside, deltas):
|
|
465
|
+
for i in range(0, len(deltas)):
|
|
466
|
+
self.handle_delta(bookside, deltas[i])
|
|
467
|
+
|
|
468
|
+
def handle_order_book_message(self, client: Client, message):
|
|
469
|
+
# spot markets
|
|
470
|
+
#
|
|
471
|
+
# {
|
|
472
|
+
# "ch": "market.btcusdt.mbp.150",
|
|
473
|
+
# "ts": 1583472025885,
|
|
474
|
+
# "tick": {
|
|
475
|
+
# "seqNum": 104998984994,
|
|
476
|
+
# "prevSeqNum": 104998984977,
|
|
477
|
+
# "bids": [
|
|
478
|
+
# [9058.27, 0],
|
|
479
|
+
# [9058.43, 0],
|
|
480
|
+
# [9058.99, 0],
|
|
481
|
+
# ],
|
|
482
|
+
# "asks": [
|
|
483
|
+
# [9084.27, 0.2],
|
|
484
|
+
# [9085.69, 0],
|
|
485
|
+
# [9085.81, 0],
|
|
486
|
+
# ]
|
|
487
|
+
# }
|
|
488
|
+
# }
|
|
489
|
+
#
|
|
490
|
+
# non-spot market update
|
|
491
|
+
#
|
|
492
|
+
# {
|
|
493
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
494
|
+
# "tick":{
|
|
495
|
+
# "asks":[],
|
|
496
|
+
# "bids":[
|
|
497
|
+
# [43445.74,1],
|
|
498
|
+
# [43444.48,0],
|
|
499
|
+
# [40593.92,9]
|
|
500
|
+
# ],
|
|
501
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
502
|
+
# "event":"update",
|
|
503
|
+
# "id":152727500274,
|
|
504
|
+
# "mrid":152727500274,
|
|
505
|
+
# "ts":1645023376098,
|
|
506
|
+
# "version":37536690
|
|
507
|
+
# },
|
|
508
|
+
# "ts":1645023376098
|
|
509
|
+
# }
|
|
510
|
+
# non-spot market snapshot
|
|
511
|
+
#
|
|
512
|
+
# {
|
|
513
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
514
|
+
# "tick":{
|
|
515
|
+
# "asks":[
|
|
516
|
+
# [43445.74,1],
|
|
517
|
+
# [43444.48,0],
|
|
518
|
+
# [40593.92,9]
|
|
519
|
+
# ],
|
|
520
|
+
# "bids":[
|
|
521
|
+
# [43445.74,1],
|
|
522
|
+
# [43444.48,0],
|
|
523
|
+
# [40593.92,9]
|
|
524
|
+
# ],
|
|
525
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
526
|
+
# "event":"snapshot",
|
|
527
|
+
# "id":152727500274,
|
|
528
|
+
# "mrid":152727500274,
|
|
529
|
+
# "ts":1645023376098,
|
|
530
|
+
# "version":37536690
|
|
531
|
+
# },
|
|
532
|
+
# "ts":1645023376098
|
|
533
|
+
# }
|
|
534
|
+
#
|
|
535
|
+
ch = self.safe_value(message, 'ch')
|
|
536
|
+
parts = ch.split('.')
|
|
537
|
+
marketId = self.safe_string(parts, 1)
|
|
538
|
+
market = self.safe_market(marketId)
|
|
539
|
+
symbol = market['symbol']
|
|
540
|
+
orderbook = self.orderbooks[symbol]
|
|
541
|
+
tick = self.safe_value(message, 'tick', {})
|
|
542
|
+
seqNum = self.safe_integer(tick, 'seqNum')
|
|
543
|
+
prevSeqNum = self.safe_integer(tick, 'prevSeqNum')
|
|
544
|
+
event = self.safe_string(tick, 'event')
|
|
545
|
+
version = self.safe_integer(tick, 'version')
|
|
546
|
+
timestamp = self.safe_integer(message, 'ts')
|
|
547
|
+
if event == 'snapshot':
|
|
548
|
+
snapshot = self.parse_order_book(tick, symbol, timestamp)
|
|
549
|
+
orderbook.reset(snapshot)
|
|
550
|
+
orderbook['nonce'] = version
|
|
551
|
+
if (prevSeqNum is not None) and prevSeqNum > orderbook['nonce']:
|
|
552
|
+
raise InvalidNonce(self.id + ' watchOrderBook() received a mesage out of order')
|
|
553
|
+
spotConditon = market['spot'] and (prevSeqNum == orderbook['nonce'])
|
|
554
|
+
nonSpotCondition = market['contract'] and (version - 1 == orderbook['nonce'])
|
|
555
|
+
if spotConditon or nonSpotCondition:
|
|
556
|
+
asks = self.safe_value(tick, 'asks', [])
|
|
557
|
+
bids = self.safe_value(tick, 'bids', [])
|
|
558
|
+
self.handle_deltas(orderbook['asks'], asks)
|
|
559
|
+
self.handle_deltas(orderbook['bids'], bids)
|
|
560
|
+
orderbook['nonce'] = seqNum if spotConditon else version
|
|
561
|
+
orderbook['timestamp'] = timestamp
|
|
562
|
+
orderbook['datetime'] = self.iso8601(timestamp)
|
|
563
|
+
|
|
564
|
+
def handle_order_book(self, client: Client, message):
|
|
565
|
+
#
|
|
566
|
+
# deltas
|
|
567
|
+
#
|
|
568
|
+
# spot markets
|
|
569
|
+
#
|
|
570
|
+
# {
|
|
571
|
+
# "ch": "market.btcusdt.mbp.150",
|
|
572
|
+
# "ts": 1583472025885,
|
|
573
|
+
# "tick": {
|
|
574
|
+
# "seqNum": 104998984994,
|
|
575
|
+
# "prevSeqNum": 104998984977,
|
|
576
|
+
# "bids": [
|
|
577
|
+
# [9058.27, 0],
|
|
578
|
+
# [9058.43, 0],
|
|
579
|
+
# [9058.99, 0],
|
|
580
|
+
# ],
|
|
581
|
+
# "asks": [
|
|
582
|
+
# [9084.27, 0.2],
|
|
583
|
+
# [9085.69, 0],
|
|
584
|
+
# [9085.81, 0],
|
|
585
|
+
# ]
|
|
586
|
+
# }
|
|
587
|
+
# }
|
|
588
|
+
#
|
|
589
|
+
# non spot markets
|
|
590
|
+
#
|
|
591
|
+
# {
|
|
592
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
593
|
+
# "tick":{
|
|
594
|
+
# "asks":[],
|
|
595
|
+
# "bids":[
|
|
596
|
+
# [43445.74,1],
|
|
597
|
+
# [43444.48,0],
|
|
598
|
+
# [40593.92,9]
|
|
599
|
+
# ],
|
|
600
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
601
|
+
# "event":"update",
|
|
602
|
+
# "id":152727500274,
|
|
603
|
+
# "mrid":152727500274,
|
|
604
|
+
# "ts":1645023376098,
|
|
605
|
+
# "version":37536690
|
|
606
|
+
# },
|
|
607
|
+
# "ts":1645023376098
|
|
608
|
+
# }
|
|
609
|
+
#
|
|
610
|
+
messageHash = self.safe_string(message, 'ch')
|
|
611
|
+
tick = self.safe_dict(message, 'tick')
|
|
612
|
+
event = self.safe_string(tick, 'event')
|
|
613
|
+
ch = self.safe_string(message, 'ch')
|
|
614
|
+
parts = ch.split('.')
|
|
615
|
+
marketId = self.safe_string(parts, 1)
|
|
616
|
+
symbol = self.safe_symbol(marketId)
|
|
617
|
+
if not (symbol in self.orderbooks):
|
|
618
|
+
size = self.safe_string(parts, 3)
|
|
619
|
+
sizeParts = size.split('_')
|
|
620
|
+
limit = self.safe_integer(sizeParts, 1)
|
|
621
|
+
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
622
|
+
orderbook = self.orderbooks[symbol]
|
|
623
|
+
if (event is None) and (orderbook['nonce'] is None):
|
|
624
|
+
orderbook.cache.append(message)
|
|
625
|
+
else:
|
|
626
|
+
self.handle_order_book_message(client, message)
|
|
627
|
+
client.resolve(orderbook, messageHash)
|
|
628
|
+
|
|
629
|
+
def handle_order_book_subscription(self, client: Client, message, subscription):
|
|
630
|
+
symbol = self.safe_string(subscription, 'symbol')
|
|
631
|
+
market = self.market(symbol)
|
|
632
|
+
limit = self.safe_integer(subscription, 'limit')
|
|
633
|
+
self.orderbooks[symbol] = self.order_book({}, limit)
|
|
634
|
+
if market['spot']:
|
|
635
|
+
self.spawn(self.watch_order_book_snapshot, client, message, subscription)
|
|
636
|
+
|
|
637
|
+
async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
638
|
+
"""
|
|
639
|
+
watches information on multiple trades made by the user
|
|
640
|
+
:param str symbol: unified market symbol of the market trades were made in
|
|
641
|
+
:param int [since]: the earliest time in ms to fetch trades for
|
|
642
|
+
:param int [limit]: the maximum number of trade structures to retrieve
|
|
643
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
644
|
+
:returns dict[]: a list of [trade structures]{@link https://docs.ccxt.com/#/?id=trade-structure
|
|
645
|
+
"""
|
|
646
|
+
self.check_required_credentials()
|
|
647
|
+
await self.load_markets()
|
|
648
|
+
type = None
|
|
649
|
+
marketId = '*' # wildcard
|
|
650
|
+
market = None
|
|
651
|
+
messageHash = None
|
|
652
|
+
channel = None
|
|
653
|
+
trades = None
|
|
654
|
+
subType = None
|
|
655
|
+
if symbol is not None:
|
|
656
|
+
market = self.market(symbol)
|
|
657
|
+
symbol = market['symbol']
|
|
658
|
+
type = market['type']
|
|
659
|
+
subType = 'linear' if market['linear'] else 'inverse'
|
|
660
|
+
marketId = market['lowercaseId']
|
|
661
|
+
else:
|
|
662
|
+
type = self.safe_string(self.options, 'defaultType', 'spot')
|
|
663
|
+
type = self.safe_string(params, 'type', type)
|
|
664
|
+
subType = self.safe_string_2(self.options, 'subType', 'defaultSubType', 'linear')
|
|
665
|
+
subType = self.safe_string(params, 'subType', subType)
|
|
666
|
+
params = self.omit(params, ['type', 'subType'])
|
|
667
|
+
if type == 'spot':
|
|
668
|
+
mode = None
|
|
669
|
+
if mode is None:
|
|
670
|
+
mode = self.safe_string_2(self.options, 'watchMyTrades', 'mode', '0')
|
|
671
|
+
mode = self.safe_string(params, 'mode', mode)
|
|
672
|
+
params = self.omit(params, 'mode')
|
|
673
|
+
messageHash = 'trade.clearing' + '#' + marketId + '#' + mode
|
|
674
|
+
channel = messageHash
|
|
675
|
+
else:
|
|
676
|
+
channelAndMessageHash = self.get_order_channel_and_message_hash(type, subType, market, params)
|
|
677
|
+
channel = self.safe_string(channelAndMessageHash, 0)
|
|
678
|
+
orderMessageHash = self.safe_string(channelAndMessageHash, 1)
|
|
679
|
+
# we will take advantage of the order messageHash because already handles stuff
|
|
680
|
+
# like symbol/margin/subtype/type variations
|
|
681
|
+
messageHash = orderMessageHash + ':' + 'trade'
|
|
682
|
+
trades = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
683
|
+
if self.newUpdates:
|
|
684
|
+
limit = trades.getLimit(symbol, limit)
|
|
685
|
+
return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
|
|
686
|
+
|
|
687
|
+
def get_order_channel_and_message_hash(self, type, subType, market=None, params={}):
|
|
688
|
+
messageHash = None
|
|
689
|
+
channel = None
|
|
690
|
+
orderType = self.safe_string(self.options, 'orderType', 'orders') # orders or matchOrders
|
|
691
|
+
orderType = self.safe_string(params, 'orderType', orderType)
|
|
692
|
+
params = self.omit(params, 'orderType')
|
|
693
|
+
marketCode = market['lowercaseId'].lower() if (market is not None) else None
|
|
694
|
+
baseId = market['baseId'] if (market is not None) else None
|
|
695
|
+
prefix = orderType
|
|
696
|
+
messageHash = prefix
|
|
697
|
+
if subType == 'linear':
|
|
698
|
+
# USDT Margined Contracts Example: LTC/USDT:USDT
|
|
699
|
+
marginMode = self.safe_string(params, 'margin', 'cross')
|
|
700
|
+
marginPrefix = prefix + '_cross' if (marginMode == 'cross') else prefix
|
|
701
|
+
messageHash = marginPrefix
|
|
702
|
+
if marketCode is not None:
|
|
703
|
+
messageHash += '.' + marketCode
|
|
704
|
+
channel = messageHash
|
|
705
|
+
else:
|
|
706
|
+
channel = marginPrefix + '.' + '*'
|
|
707
|
+
elif type == 'future':
|
|
708
|
+
# inverse futures Example: BCH/USD:BCH-220408
|
|
709
|
+
if baseId is not None:
|
|
710
|
+
channel = prefix + '.' + baseId.lower()
|
|
711
|
+
messageHash = channel
|
|
712
|
+
else:
|
|
713
|
+
channel = prefix + '.' + '*'
|
|
714
|
+
else:
|
|
715
|
+
# inverse swaps: Example: BTC/USD:BTC
|
|
716
|
+
if marketCode is not None:
|
|
717
|
+
channel = prefix + '.' + marketCode
|
|
718
|
+
messageHash = channel
|
|
719
|
+
else:
|
|
720
|
+
channel = prefix + '.' + '*'
|
|
721
|
+
return [channel, messageHash]
|
|
722
|
+
|
|
723
|
+
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
724
|
+
"""
|
|
725
|
+
watches information on multiple orders made by the user
|
|
726
|
+
:param str symbol: unified market symbol of the market orders were made in
|
|
727
|
+
:param int [since]: the earliest time in ms to fetch orders for
|
|
728
|
+
:param int [limit]: the maximum number of order structures to retrieve
|
|
729
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
730
|
+
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
731
|
+
"""
|
|
732
|
+
await self.load_markets()
|
|
733
|
+
type = None
|
|
734
|
+
subType = None
|
|
735
|
+
market = None
|
|
736
|
+
suffix = '*' # wildcard
|
|
737
|
+
if symbol is not None:
|
|
738
|
+
market = self.market(symbol)
|
|
739
|
+
symbol = market['symbol']
|
|
740
|
+
type = market['type']
|
|
741
|
+
suffix = market['lowercaseId']
|
|
742
|
+
subType = 'linear' if market['linear'] else 'inverse'
|
|
743
|
+
else:
|
|
744
|
+
type = self.safe_string(self.options, 'defaultType', 'spot')
|
|
745
|
+
type = self.safe_string(params, 'type', type)
|
|
746
|
+
subType = self.safe_string_2(self.options, 'subType', 'defaultSubType', 'linear')
|
|
747
|
+
subType = self.safe_string(params, 'subType', subType)
|
|
748
|
+
params = self.omit(params, ['type', 'subType'])
|
|
749
|
+
messageHash = None
|
|
750
|
+
channel = None
|
|
751
|
+
if type == 'spot':
|
|
752
|
+
messageHash = 'orders' + '#' + suffix
|
|
753
|
+
channel = messageHash
|
|
754
|
+
else:
|
|
755
|
+
channelAndMessageHash = self.get_order_channel_and_message_hash(type, subType, market, params)
|
|
756
|
+
channel = self.safe_string(channelAndMessageHash, 0)
|
|
757
|
+
messageHash = self.safe_string(channelAndMessageHash, 1)
|
|
758
|
+
orders = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
759
|
+
if self.newUpdates:
|
|
760
|
+
limit = orders.getLimit(symbol, limit)
|
|
761
|
+
return self.filter_by_since_limit(orders, since, limit, 'timestamp', True)
|
|
762
|
+
|
|
763
|
+
def handle_order(self, client: Client, message):
|
|
764
|
+
#
|
|
765
|
+
# spot
|
|
766
|
+
#
|
|
767
|
+
# {
|
|
768
|
+
# "action":"push",
|
|
769
|
+
# "ch":"orders#btcusdt", # or "orders#*" for global subscriptions
|
|
770
|
+
# "data": {
|
|
771
|
+
# "orderSource": "spot-web",
|
|
772
|
+
# "orderCreateTime": 1645116048355,
|
|
773
|
+
# "accountId": 44234548,
|
|
774
|
+
# "orderPrice": "100",
|
|
775
|
+
# "orderSize": "0.05",
|
|
776
|
+
# "symbol": "ethusdt",
|
|
777
|
+
# "type": "buy-limit",
|
|
778
|
+
# "orderId": "478861479986886",
|
|
779
|
+
# "eventType": "creation",
|
|
780
|
+
# "clientOrderId": '',
|
|
781
|
+
# "orderStatus": "submitted"
|
|
782
|
+
# }
|
|
783
|
+
# }
|
|
784
|
+
#
|
|
785
|
+
# spot wrapped trade
|
|
786
|
+
#
|
|
787
|
+
# {
|
|
788
|
+
# "action": "push",
|
|
789
|
+
# "ch": "orders#ltcusdt",
|
|
790
|
+
# "data": {
|
|
791
|
+
# "tradePrice": "130.01",
|
|
792
|
+
# "tradeVolume": "0.0385",
|
|
793
|
+
# "tradeTime": 1648714741525,
|
|
794
|
+
# "aggressor": True,
|
|
795
|
+
# "execAmt": "0.0385",
|
|
796
|
+
# "orderSource": "spot-web",
|
|
797
|
+
# "orderSize": "0.0385",
|
|
798
|
+
# "remainAmt": "0",
|
|
799
|
+
# "tradeId": 101541578884,
|
|
800
|
+
# "symbol": "ltcusdt",
|
|
801
|
+
# "type": "sell-market",
|
|
802
|
+
# "eventType": "trade",
|
|
803
|
+
# "clientOrderId": '',
|
|
804
|
+
# "orderStatus": "filled",
|
|
805
|
+
# "orderId": 509835753860328
|
|
806
|
+
# }
|
|
807
|
+
# }
|
|
808
|
+
#
|
|
809
|
+
# non spot order
|
|
810
|
+
#
|
|
811
|
+
# {
|
|
812
|
+
# "contract_type": "swap",
|
|
813
|
+
# "pair": "LTC-USDT",
|
|
814
|
+
# "business_type": "swap",
|
|
815
|
+
# "op": "notify",
|
|
816
|
+
# "topic": "orders_cross.ltc-usdt",
|
|
817
|
+
# "ts": 1650354508696,
|
|
818
|
+
# "symbol": "LTC",
|
|
819
|
+
# "contract_code": "LTC-USDT",
|
|
820
|
+
# "volume": 1,
|
|
821
|
+
# "price": 110.34,
|
|
822
|
+
# "order_price_type": "lightning",
|
|
823
|
+
# "direction": "sell",
|
|
824
|
+
# "offset": "close",
|
|
825
|
+
# "status": 6,
|
|
826
|
+
# "lever_rate": 1,
|
|
827
|
+
# "order_id": "966002354015051776",
|
|
828
|
+
# "order_id_str": "966002354015051776",
|
|
829
|
+
# "client_order_id": null,
|
|
830
|
+
# "order_source": "web",
|
|
831
|
+
# "order_type": 1,
|
|
832
|
+
# "created_at": 1650354508649,
|
|
833
|
+
# "trade_volume": 1,
|
|
834
|
+
# "trade_turnover": 11.072,
|
|
835
|
+
# "fee": -0.005536,
|
|
836
|
+
# "trade_avg_price": 110.72,
|
|
837
|
+
# "margin_frozen": 0,
|
|
838
|
+
# "profit": -0.045,
|
|
839
|
+
# "trade": [
|
|
840
|
+
# {
|
|
841
|
+
# "trade_fee": -0.005536,
|
|
842
|
+
# "fee_asset": "USDT",
|
|
843
|
+
# "real_profit": 0.473,
|
|
844
|
+
# "profit": -0.045,
|
|
845
|
+
# "trade_id": 86678766507,
|
|
846
|
+
# "id": "86678766507-966002354015051776-1",
|
|
847
|
+
# "trade_volume": 1,
|
|
848
|
+
# "trade_price": 110.72,
|
|
849
|
+
# "trade_turnover": 11.072,
|
|
850
|
+
# "created_at": 1650354508656,
|
|
851
|
+
# "role": "taker"
|
|
852
|
+
# }
|
|
853
|
+
# ],
|
|
854
|
+
# "canceled_at": 0,
|
|
855
|
+
# "fee_asset": "USDT",
|
|
856
|
+
# "margin_asset": "USDT",
|
|
857
|
+
# "uid": "359305390",
|
|
858
|
+
# "liquidation_type": "0",
|
|
859
|
+
# "margin_mode": "cross",
|
|
860
|
+
# "margin_account": "USDT",
|
|
861
|
+
# "is_tpsl": 0,
|
|
862
|
+
# "real_profit": 0.473,
|
|
863
|
+
# "trade_partition": "USDT",
|
|
864
|
+
# "reduce_only": 1
|
|
865
|
+
# }
|
|
866
|
+
#
|
|
867
|
+
#
|
|
868
|
+
messageHash = self.safe_string_2(message, 'ch', 'topic')
|
|
869
|
+
data = self.safe_value(message, 'data')
|
|
870
|
+
marketId = self.safe_string(message, 'contract_code')
|
|
871
|
+
if marketId is None:
|
|
872
|
+
marketId = self.safe_string(data, 'symbol')
|
|
873
|
+
market = self.safe_market(marketId)
|
|
874
|
+
parsedOrder = None
|
|
875
|
+
if data is not None:
|
|
876
|
+
# spot updates
|
|
877
|
+
eventType = self.safe_string(data, 'eventType')
|
|
878
|
+
if eventType == 'trade':
|
|
879
|
+
# when a spot order is filled we get an update message
|
|
880
|
+
# with the trade info
|
|
881
|
+
parsedTrade = self.parse_order_trade(data, market)
|
|
882
|
+
# inject trade in existing order by faking an order object
|
|
883
|
+
orderId = self.safe_string(parsedTrade, 'order')
|
|
884
|
+
trades = [parsedTrade]
|
|
885
|
+
status = self.parse_order_status(self.safe_string_2(data, 'orderStatus', 'status', 'closed'))
|
|
886
|
+
filled = self.safe_string(data, 'execAmt')
|
|
887
|
+
remaining = self.safe_string(data, 'remainAmt')
|
|
888
|
+
order: dict = {
|
|
889
|
+
'id': orderId,
|
|
890
|
+
'trades': trades,
|
|
891
|
+
'status': status,
|
|
892
|
+
'symbol': market['symbol'],
|
|
893
|
+
'filled': self.parse_number(filled),
|
|
894
|
+
'remaining': self.parse_number(remaining),
|
|
895
|
+
}
|
|
896
|
+
parsedOrder = order
|
|
897
|
+
else:
|
|
898
|
+
parsedOrder = self.parse_ws_order(data, market)
|
|
899
|
+
else:
|
|
900
|
+
# contract branch
|
|
901
|
+
parsedOrder = self.parse_ws_order(message, market)
|
|
902
|
+
rawTrades = self.safe_value(message, 'trade', [])
|
|
903
|
+
tradesLength = len(rawTrades)
|
|
904
|
+
if tradesLength > 0:
|
|
905
|
+
tradesObject: dict = {
|
|
906
|
+
'trades': rawTrades,
|
|
907
|
+
'ch': messageHash,
|
|
908
|
+
'symbol': marketId,
|
|
909
|
+
}
|
|
910
|
+
# inject order params in every trade
|
|
911
|
+
extendTradeParams: dict = {
|
|
912
|
+
'order': self.safe_string(parsedOrder, 'id'),
|
|
913
|
+
'type': self.safe_string(parsedOrder, 'type'),
|
|
914
|
+
'side': self.safe_string(parsedOrder, 'side'),
|
|
915
|
+
}
|
|
916
|
+
# trades arrive inside an order update
|
|
917
|
+
# we're forwarding them to handleMyTrade
|
|
918
|
+
# so they can be properly resolved
|
|
919
|
+
self.handle_my_trade(client, tradesObject, extendTradeParams)
|
|
920
|
+
if self.orders is None:
|
|
921
|
+
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
922
|
+
self.orders = ArrayCacheBySymbolById(limit)
|
|
923
|
+
cachedOrders = self.orders
|
|
924
|
+
cachedOrders.append(parsedOrder)
|
|
925
|
+
client.resolve(self.orders, messageHash)
|
|
926
|
+
# when we make a global subscription(for contracts only) our message hash can't have a symbol/currency attached
|
|
927
|
+
# so we're removing it here
|
|
928
|
+
genericMessageHash = messageHash.replace('.' + market['lowercaseId'], '')
|
|
929
|
+
lowerCaseBaseId = self.safe_string_lower(market, 'baseId')
|
|
930
|
+
genericMessageHash = genericMessageHash.replace('.' + lowerCaseBaseId, '')
|
|
931
|
+
client.resolve(self.orders, genericMessageHash)
|
|
932
|
+
|
|
933
|
+
def parse_ws_order(self, order, market=None):
|
|
934
|
+
#
|
|
935
|
+
# spot
|
|
936
|
+
#
|
|
937
|
+
# {
|
|
938
|
+
# "orderSource": "spot-web",
|
|
939
|
+
# "orderCreateTime": 1645116048355, # creating only
|
|
940
|
+
# "accountId": 44234548,
|
|
941
|
+
# "orderPrice": "100",
|
|
942
|
+
# "orderSize": "0.05",
|
|
943
|
+
# "orderValue": "3.71676361", # market-buy only
|
|
944
|
+
# "symbol": "ethusdt",
|
|
945
|
+
# "type": "buy-limit",
|
|
946
|
+
# "orderId": "478861479986886",
|
|
947
|
+
# "eventType": "creation",
|
|
948
|
+
# "clientOrderId": '',
|
|
949
|
+
# "orderStatus": "submitted"
|
|
950
|
+
# "lastActTime":1645118621810 # except creating
|
|
951
|
+
# "execAmt":"0"
|
|
952
|
+
# }
|
|
953
|
+
#
|
|
954
|
+
# swap order
|
|
955
|
+
#
|
|
956
|
+
# {
|
|
957
|
+
# "contract_type": "swap",
|
|
958
|
+
# "pair": "LTC-USDT",
|
|
959
|
+
# "business_type": "swap",
|
|
960
|
+
# "op": "notify",
|
|
961
|
+
# "topic": "orders_cross.ltc-usdt",
|
|
962
|
+
# "ts": 1648717911384,
|
|
963
|
+
# "symbol": "LTC",
|
|
964
|
+
# "contract_code": "LTC-USDT",
|
|
965
|
+
# "volume": 1,
|
|
966
|
+
# "price": 129.13,
|
|
967
|
+
# "order_price_type": "lightning",
|
|
968
|
+
# "direction": "sell",
|
|
969
|
+
# "offset": "close",
|
|
970
|
+
# "status": 6,
|
|
971
|
+
# "lever_rate": 5,
|
|
972
|
+
# "order_id": "959137967397068800",
|
|
973
|
+
# "order_id_str": "959137967397068800",
|
|
974
|
+
# "client_order_id": null,
|
|
975
|
+
# "order_source": "web",
|
|
976
|
+
# "order_type": 1,
|
|
977
|
+
# "created_at": 1648717911344,
|
|
978
|
+
# "trade_volume": 1,
|
|
979
|
+
# "trade_turnover": 12.952,
|
|
980
|
+
# "fee": -0.006476,
|
|
981
|
+
# "trade_avg_price": 129.52,
|
|
982
|
+
# "margin_frozen": 0,
|
|
983
|
+
# "profit": -0.005,
|
|
984
|
+
# "trade": [
|
|
985
|
+
# {
|
|
986
|
+
# "trade_fee": -0.006476,
|
|
987
|
+
# "fee_asset": "USDT",
|
|
988
|
+
# "real_profit": -0.005,
|
|
989
|
+
# "profit": -0.005,
|
|
990
|
+
# "trade_id": 83619995370,
|
|
991
|
+
# "id": "83619995370-959137967397068800-1",
|
|
992
|
+
# "trade_volume": 1,
|
|
993
|
+
# "trade_price": 129.52,
|
|
994
|
+
# "trade_turnover": 12.952,
|
|
995
|
+
# "created_at": 1648717911352,
|
|
996
|
+
# "role": "taker"
|
|
997
|
+
# }
|
|
998
|
+
# ],
|
|
999
|
+
# "canceled_at": 0,
|
|
1000
|
+
# "fee_asset": "USDT",
|
|
1001
|
+
# "margin_asset": "USDT",
|
|
1002
|
+
# "uid": "359305390",
|
|
1003
|
+
# "liquidation_type": "0",
|
|
1004
|
+
# "margin_mode": "cross",
|
|
1005
|
+
# "margin_account": "USDT",
|
|
1006
|
+
# "is_tpsl": 0,
|
|
1007
|
+
# "real_profit": -0.005,
|
|
1008
|
+
# "trade_partition": "USDT",
|
|
1009
|
+
# "reduce_only": 1
|
|
1010
|
+
# }
|
|
1011
|
+
#
|
|
1012
|
+
# {
|
|
1013
|
+
# "op":"notify",
|
|
1014
|
+
# "topic":"orders.ada",
|
|
1015
|
+
# "ts":1604388667226,
|
|
1016
|
+
# "symbol":"ADA",
|
|
1017
|
+
# "contract_type":"quarter",
|
|
1018
|
+
# "contract_code":"ADA201225",
|
|
1019
|
+
# "volume":1,
|
|
1020
|
+
# "price":0.0905,
|
|
1021
|
+
# "order_price_type":"post_only",
|
|
1022
|
+
# "direction":"sell",
|
|
1023
|
+
# "offset":"open",
|
|
1024
|
+
# "status":6,
|
|
1025
|
+
# "lever_rate":20,
|
|
1026
|
+
# "order_id":773207641127878656,
|
|
1027
|
+
# "order_id_str":"773207641127878656",
|
|
1028
|
+
# "client_order_id":null,
|
|
1029
|
+
# "order_source":"web",
|
|
1030
|
+
# "order_type":1,
|
|
1031
|
+
# "created_at":1604388667146,
|
|
1032
|
+
# "trade_volume":1,
|
|
1033
|
+
# "trade_turnover":10,
|
|
1034
|
+
# "fee":-0.022099447513812154,
|
|
1035
|
+
# "trade_avg_price":0.0905,
|
|
1036
|
+
# "margin_frozen":0,
|
|
1037
|
+
# "profit":0,
|
|
1038
|
+
# "trade":[],
|
|
1039
|
+
# "canceled_at":0,
|
|
1040
|
+
# "fee_asset":"ADA",
|
|
1041
|
+
# "uid":"123456789",
|
|
1042
|
+
# "liquidation_type":"0",
|
|
1043
|
+
# "is_tpsl": 0,
|
|
1044
|
+
# "real_profit": 0
|
|
1045
|
+
# }
|
|
1046
|
+
#
|
|
1047
|
+
lastTradeTimestamp = self.safe_integer_2(order, 'lastActTime', 'ts')
|
|
1048
|
+
created = self.safe_integer(order, 'orderCreateTime')
|
|
1049
|
+
marketId = self.safe_string_2(order, 'contract_code', 'symbol')
|
|
1050
|
+
market = self.safe_market(marketId, market)
|
|
1051
|
+
symbol = self.safe_symbol(marketId, market)
|
|
1052
|
+
amount = self.safe_string_2(order, 'orderSize', 'volume')
|
|
1053
|
+
status = self.parse_order_status(self.safe_string_2(order, 'orderStatus', 'status'))
|
|
1054
|
+
id = self.safe_string_2(order, 'orderId', 'order_id')
|
|
1055
|
+
clientOrderId = self.safe_string_2(order, 'clientOrderId', 'client_order_id')
|
|
1056
|
+
price = self.safe_string_2(order, 'orderPrice', 'price')
|
|
1057
|
+
filled = self.safe_string(order, 'execAmt')
|
|
1058
|
+
typeSide = self.safe_string(order, 'type')
|
|
1059
|
+
feeCost = self.safe_string(order, 'fee')
|
|
1060
|
+
fee = None
|
|
1061
|
+
if feeCost is not None:
|
|
1062
|
+
feeCurrencyId = self.safe_string(order, 'fee_asset')
|
|
1063
|
+
fee = {
|
|
1064
|
+
'cost': feeCost,
|
|
1065
|
+
'currency': self.safe_currency_code(feeCurrencyId),
|
|
1066
|
+
}
|
|
1067
|
+
avgPrice = self.safe_string(order, 'trade_avg_price')
|
|
1068
|
+
rawTrades = self.safe_value(order, 'trade')
|
|
1069
|
+
typeSideParts = []
|
|
1070
|
+
if typeSide is not None:
|
|
1071
|
+
typeSideParts = typeSide.split('-')
|
|
1072
|
+
type = self.safe_string_lower(typeSideParts, 1)
|
|
1073
|
+
if type is None:
|
|
1074
|
+
type = self.safe_string(order, 'order_price_type')
|
|
1075
|
+
side = self.safe_string_lower(typeSideParts, 0)
|
|
1076
|
+
if side is None:
|
|
1077
|
+
side = self.safe_string(order, 'direction')
|
|
1078
|
+
cost = self.safe_string(order, 'orderValue')
|
|
1079
|
+
return self.safe_order({
|
|
1080
|
+
'info': order,
|
|
1081
|
+
'id': id,
|
|
1082
|
+
'clientOrderId': clientOrderId,
|
|
1083
|
+
'timestamp': created,
|
|
1084
|
+
'datetime': self.iso8601(created),
|
|
1085
|
+
'lastTradeTimestamp': lastTradeTimestamp,
|
|
1086
|
+
'status': status,
|
|
1087
|
+
'symbol': symbol,
|
|
1088
|
+
'type': type,
|
|
1089
|
+
'timeInForce': None,
|
|
1090
|
+
'postOnly': None,
|
|
1091
|
+
'side': side,
|
|
1092
|
+
'price': price,
|
|
1093
|
+
'amount': amount,
|
|
1094
|
+
'filled': filled,
|
|
1095
|
+
'remaining': None,
|
|
1096
|
+
'cost': cost,
|
|
1097
|
+
'fee': fee,
|
|
1098
|
+
'average': avgPrice,
|
|
1099
|
+
'trades': rawTrades,
|
|
1100
|
+
}, market)
|
|
1101
|
+
|
|
1102
|
+
def parse_order_trade(self, trade, market=None):
|
|
1103
|
+
# spot private wrapped trade
|
|
1104
|
+
#
|
|
1105
|
+
# {
|
|
1106
|
+
# "tradePrice": "130.01",
|
|
1107
|
+
# "tradeVolume": "0.0385",
|
|
1108
|
+
# "tradeTime": 1648714741525,
|
|
1109
|
+
# "aggressor": True,
|
|
1110
|
+
# "execAmt": "0.0385",
|
|
1111
|
+
# "orderSource": "spot-web",
|
|
1112
|
+
# "orderSize": "0.0385",
|
|
1113
|
+
# "remainAmt": "0",
|
|
1114
|
+
# "tradeId": 101541578884,
|
|
1115
|
+
# "symbol": "ltcusdt",
|
|
1116
|
+
# "type": "sell-market",
|
|
1117
|
+
# "eventType": "trade",
|
|
1118
|
+
# "clientOrderId": '',
|
|
1119
|
+
# "orderStatus": "filled",
|
|
1120
|
+
# "orderId": 509835753860328
|
|
1121
|
+
# }
|
|
1122
|
+
#
|
|
1123
|
+
market = self.safe_market(None, market)
|
|
1124
|
+
symbol = market['symbol']
|
|
1125
|
+
tradeId = self.safe_string(trade, 'tradeId')
|
|
1126
|
+
price = self.safe_string(trade, 'tradePrice')
|
|
1127
|
+
amount = self.safe_string(trade, 'tradeVolume')
|
|
1128
|
+
order = self.safe_string(trade, 'orderId')
|
|
1129
|
+
timestamp = self.safe_integer(trade, 'tradeTime')
|
|
1130
|
+
type = self.safe_string(trade, 'type')
|
|
1131
|
+
side = None
|
|
1132
|
+
if type is not None:
|
|
1133
|
+
typeParts = type.split('-')
|
|
1134
|
+
side = typeParts[0]
|
|
1135
|
+
type = typeParts[1]
|
|
1136
|
+
aggressor = self.safe_value(trade, 'aggressor')
|
|
1137
|
+
takerOrMaker = None
|
|
1138
|
+
if aggressor is not None:
|
|
1139
|
+
takerOrMaker = 'taker' if aggressor else 'maker'
|
|
1140
|
+
return self.safe_trade({
|
|
1141
|
+
'info': trade,
|
|
1142
|
+
'timestamp': timestamp,
|
|
1143
|
+
'datetime': self.iso8601(timestamp),
|
|
1144
|
+
'symbol': symbol,
|
|
1145
|
+
'id': tradeId,
|
|
1146
|
+
'order': order,
|
|
1147
|
+
'type': type,
|
|
1148
|
+
'takerOrMaker': takerOrMaker,
|
|
1149
|
+
'side': side,
|
|
1150
|
+
'price': price,
|
|
1151
|
+
'amount': amount,
|
|
1152
|
+
'cost': None,
|
|
1153
|
+
'fee': None,
|
|
1154
|
+
}, market)
|
|
1155
|
+
|
|
1156
|
+
async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]:
|
|
1157
|
+
"""
|
|
1158
|
+
:see: https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7de1c-77b5-11ed-9966-0242ac110003
|
|
1159
|
+
:see: https://www.huobi.com/en-in/opend/newApiPages/?id=8cb7df0f-77b5-11ed-9966-0242ac110003
|
|
1160
|
+
:see: https://www.huobi.com/en-in/opend/newApiPages/?id=28c34a7d-77ae-11ed-9966-0242ac110003
|
|
1161
|
+
:see: https://www.huobi.com/en-in/opend/newApiPages/?id=5d5156b5-77b6-11ed-9966-0242ac110003
|
|
1162
|
+
watch all open positions. Note: huobi has one channel for each marginMode and type
|
|
1163
|
+
:param str[]|None symbols: list of unified market symbols
|
|
1164
|
+
:param dict params: extra parameters specific to the exchange API endpoint
|
|
1165
|
+
:returns dict[]: a list of `position structure <https://docs.ccxt.com/en/latest/manual.html#position-structure>`
|
|
1166
|
+
"""
|
|
1167
|
+
await self.load_markets()
|
|
1168
|
+
market = None
|
|
1169
|
+
messageHash = ''
|
|
1170
|
+
if not self.is_empty(symbols):
|
|
1171
|
+
market = self.get_market_from_symbols(symbols)
|
|
1172
|
+
messageHash = '::' + ','.join(symbols)
|
|
1173
|
+
type = None
|
|
1174
|
+
subType = None
|
|
1175
|
+
if market is not None:
|
|
1176
|
+
type = market['type']
|
|
1177
|
+
subType = 'linear' if market['linear'] else 'inverse'
|
|
1178
|
+
else:
|
|
1179
|
+
type, params = self.handle_market_type_and_params('watchPositions', market, params)
|
|
1180
|
+
if type == 'spot':
|
|
1181
|
+
type = 'future'
|
|
1182
|
+
subType, params = self.handle_option_and_params(params, 'watchPositions', 'subType', subType)
|
|
1183
|
+
symbols = self.market_symbols(symbols)
|
|
1184
|
+
marginMode = None
|
|
1185
|
+
marginMode, params = self.handle_margin_mode_and_params('watchPositions', params, 'cross')
|
|
1186
|
+
isLinear = (subType == 'linear')
|
|
1187
|
+
url = self.get_url_by_market_type(type, isLinear, True)
|
|
1188
|
+
messageHash = marginMode + ':positions' + messageHash
|
|
1189
|
+
channel = 'positions_cross.*' if (marginMode == 'cross') else 'positions.*'
|
|
1190
|
+
newPositions = await self.subscribe_private(channel, messageHash, type, subType, params)
|
|
1191
|
+
if self.newUpdates:
|
|
1192
|
+
return newPositions
|
|
1193
|
+
return self.filter_by_symbols_since_limit(self.positions[url][marginMode], symbols, since, limit, False)
|
|
1194
|
+
|
|
1195
|
+
def handle_positions(self, client, message):
|
|
1196
|
+
#
|
|
1197
|
+
# {
|
|
1198
|
+
# op: 'notify',
|
|
1199
|
+
# topic: 'positions_cross',
|
|
1200
|
+
# ts: 1696767149650,
|
|
1201
|
+
# event: 'snapshot',
|
|
1202
|
+
# data: [
|
|
1203
|
+
# {
|
|
1204
|
+
# contract_type: 'swap',
|
|
1205
|
+
# pair: 'BTC-USDT',
|
|
1206
|
+
# business_type: 'swap',
|
|
1207
|
+
# liquidation_price: null,
|
|
1208
|
+
# symbol: 'BTC',
|
|
1209
|
+
# contract_code: 'BTC-USDT',
|
|
1210
|
+
# volume: 1,
|
|
1211
|
+
# available: 1,
|
|
1212
|
+
# frozen: 0,
|
|
1213
|
+
# cost_open: 27802.2,
|
|
1214
|
+
# cost_hold: 27802.2,
|
|
1215
|
+
# profit_unreal: 0.0175,
|
|
1216
|
+
# profit_rate: 0.000629446590557581,
|
|
1217
|
+
# profit: 0.0175,
|
|
1218
|
+
# margin_asset: 'USDT',
|
|
1219
|
+
# position_margin: 27.8197,
|
|
1220
|
+
# lever_rate: 1,
|
|
1221
|
+
# direction: 'buy',
|
|
1222
|
+
# last_price: 27819.7,
|
|
1223
|
+
# margin_mode: 'cross',
|
|
1224
|
+
# margin_account: 'USDT',
|
|
1225
|
+
# trade_partition: 'USDT',
|
|
1226
|
+
# position_mode: 'dual_side'
|
|
1227
|
+
# },
|
|
1228
|
+
# ]
|
|
1229
|
+
# }
|
|
1230
|
+
#
|
|
1231
|
+
url = client.url
|
|
1232
|
+
topic = self.safe_string(message, 'topic', '')
|
|
1233
|
+
marginMode = 'cross' if (topic == 'positions_cross') else 'isolated'
|
|
1234
|
+
if self.positions is None:
|
|
1235
|
+
self.positions = {}
|
|
1236
|
+
clientPositions = self.safe_value(self.positions, url)
|
|
1237
|
+
if clientPositions is None:
|
|
1238
|
+
self.positions[url] = {}
|
|
1239
|
+
clientMarginModePositions = self.safe_value(clientPositions, marginMode)
|
|
1240
|
+
if clientMarginModePositions is None:
|
|
1241
|
+
self.positions[url][marginMode] = ArrayCacheBySymbolBySide()
|
|
1242
|
+
cache = self.positions[url][marginMode]
|
|
1243
|
+
rawPositions = self.safe_value(message, 'data', [])
|
|
1244
|
+
newPositions = []
|
|
1245
|
+
timestamp = self.safe_integer(message, 'ts')
|
|
1246
|
+
for i in range(0, len(rawPositions)):
|
|
1247
|
+
rawPosition = rawPositions[i]
|
|
1248
|
+
position = self.parse_position(rawPosition)
|
|
1249
|
+
position['timestamp'] = timestamp
|
|
1250
|
+
position['datetime'] = self.iso8601(timestamp)
|
|
1251
|
+
newPositions.append(position)
|
|
1252
|
+
cache.append(position)
|
|
1253
|
+
messageHashes = self.find_message_hashes(client, marginMode + ':positions::')
|
|
1254
|
+
for i in range(0, len(messageHashes)):
|
|
1255
|
+
messageHash = messageHashes[i]
|
|
1256
|
+
parts = messageHash.split('::')
|
|
1257
|
+
symbolsString = parts[1]
|
|
1258
|
+
symbols = symbolsString.split(',')
|
|
1259
|
+
positions = self.filter_by_array(newPositions, 'symbol', symbols, False)
|
|
1260
|
+
if not self.is_empty(positions):
|
|
1261
|
+
client.resolve(positions, messageHash)
|
|
1262
|
+
client.resolve(newPositions, marginMode + ':positions')
|
|
1263
|
+
|
|
1264
|
+
async def watch_balance(self, params={}) -> Balances:
|
|
1265
|
+
"""
|
|
1266
|
+
watch balance and get the amount of funds available for trading or funds locked in orders
|
|
1267
|
+
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
1268
|
+
:returns dict: a `balance structure <https://docs.ccxt.com/#/?id=balance-structure>`
|
|
1269
|
+
"""
|
|
1270
|
+
type = None
|
|
1271
|
+
type, params = self.handle_market_type_and_params('watchBalance', None, params)
|
|
1272
|
+
subType = None
|
|
1273
|
+
subType, params = self.handle_sub_type_and_params('watchBalance', None, params, 'linear')
|
|
1274
|
+
isUnifiedAccount = self.safe_value_2(params, 'isUnifiedAccount', 'unified', False)
|
|
1275
|
+
params = self.omit(params, ['isUnifiedAccount', 'unified'])
|
|
1276
|
+
await self.load_markets()
|
|
1277
|
+
messageHash = None
|
|
1278
|
+
channel = None
|
|
1279
|
+
marginMode = None
|
|
1280
|
+
if type == 'spot':
|
|
1281
|
+
mode = self.safe_string_2(self.options, 'watchBalance', 'mode', '2')
|
|
1282
|
+
mode = self.safe_string(params, 'mode', mode)
|
|
1283
|
+
messageHash = 'accounts.update' + '#' + mode
|
|
1284
|
+
channel = messageHash
|
|
1285
|
+
else:
|
|
1286
|
+
symbol = self.safe_string(params, 'symbol')
|
|
1287
|
+
currency = self.safe_string(params, 'currency')
|
|
1288
|
+
market = self.market(symbol) if (symbol is not None) else None
|
|
1289
|
+
currencyCode = self.currency(currency) if (currency is not None) else None
|
|
1290
|
+
marginMode = self.safe_string(params, 'margin', 'cross')
|
|
1291
|
+
params = self.omit(params, ['currency', 'symbol', 'margin'])
|
|
1292
|
+
prefix = 'accounts'
|
|
1293
|
+
messageHash = prefix
|
|
1294
|
+
if subType == 'linear':
|
|
1295
|
+
if isUnifiedAccount:
|
|
1296
|
+
# usdt contracts account
|
|
1297
|
+
prefix = 'accounts_unify'
|
|
1298
|
+
messageHash = prefix
|
|
1299
|
+
channel = prefix + '.' + 'usdt'
|
|
1300
|
+
else:
|
|
1301
|
+
# usdt contracts account
|
|
1302
|
+
prefix = prefix + '_cross' if (marginMode == 'cross') else prefix
|
|
1303
|
+
messageHash = prefix
|
|
1304
|
+
if marginMode == 'isolated':
|
|
1305
|
+
# isolated margin only allows filtering by symbol3
|
|
1306
|
+
if symbol is not None:
|
|
1307
|
+
messageHash += '.' + market['id']
|
|
1308
|
+
channel = messageHash
|
|
1309
|
+
else:
|
|
1310
|
+
# subscribe to all
|
|
1311
|
+
channel = prefix + '.' + '*'
|
|
1312
|
+
else:
|
|
1313
|
+
# cross margin
|
|
1314
|
+
if currencyCode is not None:
|
|
1315
|
+
channel = prefix + '.' + currencyCode['id']
|
|
1316
|
+
messageHash = channel
|
|
1317
|
+
else:
|
|
1318
|
+
# subscribe to all
|
|
1319
|
+
channel = prefix + '.' + '*'
|
|
1320
|
+
elif type == 'future':
|
|
1321
|
+
# inverse futures account
|
|
1322
|
+
if currencyCode is not None:
|
|
1323
|
+
messageHash += '.' + currencyCode['id']
|
|
1324
|
+
channel = messageHash
|
|
1325
|
+
else:
|
|
1326
|
+
# subscribe to all
|
|
1327
|
+
channel = prefix + '.' + '*'
|
|
1328
|
+
else:
|
|
1329
|
+
# inverse swaps account
|
|
1330
|
+
if market is not None:
|
|
1331
|
+
messageHash += '.' + market['id']
|
|
1332
|
+
channel = messageHash
|
|
1333
|
+
else:
|
|
1334
|
+
# subscribe to all
|
|
1335
|
+
channel = prefix + '.' + '*'
|
|
1336
|
+
subscriptionParams: dict = {
|
|
1337
|
+
'type': type,
|
|
1338
|
+
'subType': subType,
|
|
1339
|
+
'margin': marginMode,
|
|
1340
|
+
}
|
|
1341
|
+
# we are differentiating the channel from the messageHash for global subscriptions(*)
|
|
1342
|
+
# because huobi returns a different topic than the topic sent. Example: we send
|
|
1343
|
+
# "accounts.*" and "accounts" is returned so we're setting channel = "accounts.*" and
|
|
1344
|
+
# messageHash = "accounts" allowing handleBalance to freely resolve the topic in the message
|
|
1345
|
+
return await self.subscribe_private(channel, messageHash, type, subType, params, subscriptionParams)
|
|
1346
|
+
|
|
1347
|
+
def handle_balance(self, client: Client, message):
|
|
1348
|
+
# spot
|
|
1349
|
+
#
|
|
1350
|
+
# {
|
|
1351
|
+
# "action": "push",
|
|
1352
|
+
# "ch": "accounts.update#0",
|
|
1353
|
+
# "data": {
|
|
1354
|
+
# "currency": "btc",
|
|
1355
|
+
# "accountId": 123456,
|
|
1356
|
+
# "balance": "23.111",
|
|
1357
|
+
# "available": "2028.699426619837209087",
|
|
1358
|
+
# "changeType": "transfer",
|
|
1359
|
+
# "accountType":"trade",
|
|
1360
|
+
# "seqNum": "86872993928",
|
|
1361
|
+
# "changeTime": 1568601800000
|
|
1362
|
+
# }
|
|
1363
|
+
# }
|
|
1364
|
+
#
|
|
1365
|
+
# inverse future
|
|
1366
|
+
#
|
|
1367
|
+
# {
|
|
1368
|
+
# "op":"notify",
|
|
1369
|
+
# "topic":"accounts.ada",
|
|
1370
|
+
# "ts":1604388667226,
|
|
1371
|
+
# "event":"order.match",
|
|
1372
|
+
# "data":[
|
|
1373
|
+
# {
|
|
1374
|
+
# "symbol":"ADA",
|
|
1375
|
+
# "margin_balance":446.417641681222726716,
|
|
1376
|
+
# "margin_static":445.554085945257745136,
|
|
1377
|
+
# "margin_position":11.049723756906077348,
|
|
1378
|
+
# "margin_frozen":0,
|
|
1379
|
+
# "margin_available":435.367917924316649368,
|
|
1380
|
+
# "profit_real":21.627049781983019459,
|
|
1381
|
+
# "profit_unreal":0.86355573596498158,
|
|
1382
|
+
# "risk_rate":40.000796572150656768,
|
|
1383
|
+
# "liquidation_price":0.018674308027108984,
|
|
1384
|
+
# "withdraw_available":423.927036163274725677,
|
|
1385
|
+
# "lever_rate":20,
|
|
1386
|
+
# "adjust_factor":0.4
|
|
1387
|
+
# }
|
|
1388
|
+
# ],
|
|
1389
|
+
# "uid":"123456789"
|
|
1390
|
+
# }
|
|
1391
|
+
#
|
|
1392
|
+
# usdt / linear future, swap
|
|
1393
|
+
#
|
|
1394
|
+
# {
|
|
1395
|
+
# "op":"notify",
|
|
1396
|
+
# "topic":"accounts.btc-usdt", # or "accounts" for global subscriptions
|
|
1397
|
+
# "ts":1603711370689,
|
|
1398
|
+
# "event":"order.open",
|
|
1399
|
+
# "data":[
|
|
1400
|
+
# {
|
|
1401
|
+
# "margin_mode":"cross",
|
|
1402
|
+
# "margin_account":"USDT",
|
|
1403
|
+
# "margin_asset":"USDT",
|
|
1404
|
+
# "margin_balance":30.959342395,
|
|
1405
|
+
# "margin_static":30.959342395,
|
|
1406
|
+
# "margin_position":0,
|
|
1407
|
+
# "margin_frozen":10,
|
|
1408
|
+
# "profit_real":0,
|
|
1409
|
+
# "profit_unreal":0,
|
|
1410
|
+
# "withdraw_available":20.959342395,
|
|
1411
|
+
# "risk_rate":153.796711975,
|
|
1412
|
+
# "position_mode":"dual_side",
|
|
1413
|
+
# "contract_detail":[
|
|
1414
|
+
# {
|
|
1415
|
+
# "symbol":"LTC",
|
|
1416
|
+
# "contract_code":"LTC-USDT",
|
|
1417
|
+
# "margin_position":0,
|
|
1418
|
+
# "margin_frozen":0,
|
|
1419
|
+
# "margin_available":20.959342395,
|
|
1420
|
+
# "profit_unreal":0,
|
|
1421
|
+
# "liquidation_price":null,
|
|
1422
|
+
# "lever_rate":1,
|
|
1423
|
+
# "adjust_factor":0.01,
|
|
1424
|
+
# "contract_type":"swap",
|
|
1425
|
+
# "pair":"LTC-USDT",
|
|
1426
|
+
# "business_type":"swap",
|
|
1427
|
+
# "trade_partition":"USDT"
|
|
1428
|
+
# },
|
|
1429
|
+
# ],
|
|
1430
|
+
# "futures_contract_detail":[],
|
|
1431
|
+
# }
|
|
1432
|
+
# ]
|
|
1433
|
+
# }
|
|
1434
|
+
#
|
|
1435
|
+
# inverse future
|
|
1436
|
+
#
|
|
1437
|
+
# {
|
|
1438
|
+
# "op":"notify",
|
|
1439
|
+
# "topic":"accounts.ada",
|
|
1440
|
+
# "ts":1604388667226,
|
|
1441
|
+
# "event":"order.match",
|
|
1442
|
+
# "data":[
|
|
1443
|
+
# {
|
|
1444
|
+
# "symbol":"ADA",
|
|
1445
|
+
# "margin_balance":446.417641681222726716,
|
|
1446
|
+
# "margin_static":445.554085945257745136,
|
|
1447
|
+
# "margin_position":11.049723756906077348,
|
|
1448
|
+
# "margin_frozen":0,
|
|
1449
|
+
# "margin_available":435.367917924316649368,
|
|
1450
|
+
# "profit_real":21.627049781983019459,
|
|
1451
|
+
# "profit_unreal":0.86355573596498158,
|
|
1452
|
+
# "risk_rate":40.000796572150656768,
|
|
1453
|
+
# "liquidation_price":0.018674308027108984,
|
|
1454
|
+
# "withdraw_available":423.927036163274725677,
|
|
1455
|
+
# "lever_rate":20,
|
|
1456
|
+
# "adjust_factor":0.4
|
|
1457
|
+
# }
|
|
1458
|
+
# ],
|
|
1459
|
+
# "uid":"123456789"
|
|
1460
|
+
# }
|
|
1461
|
+
#
|
|
1462
|
+
channel = self.safe_string(message, 'ch')
|
|
1463
|
+
data = self.safe_value(message, 'data', [])
|
|
1464
|
+
timestamp = self.safe_integer(data, 'changeTime', self.safe_integer(message, 'ts'))
|
|
1465
|
+
self.balance['timestamp'] = timestamp
|
|
1466
|
+
self.balance['datetime'] = self.iso8601(timestamp)
|
|
1467
|
+
self.balance['info'] = data
|
|
1468
|
+
if channel is not None:
|
|
1469
|
+
# spot balance
|
|
1470
|
+
currencyId = self.safe_string(data, 'currency')
|
|
1471
|
+
code = self.safe_currency_code(currencyId)
|
|
1472
|
+
account = self.account()
|
|
1473
|
+
account['free'] = self.safe_string(data, 'available')
|
|
1474
|
+
account['total'] = self.safe_string(data, 'balance')
|
|
1475
|
+
self.balance[code] = account
|
|
1476
|
+
self.balance = self.safe_balance(self.balance)
|
|
1477
|
+
client.resolve(self.balance, channel)
|
|
1478
|
+
else:
|
|
1479
|
+
# contract balance
|
|
1480
|
+
dataLength = len(data)
|
|
1481
|
+
if dataLength == 0:
|
|
1482
|
+
return
|
|
1483
|
+
first = self.safe_value(data, 0, {})
|
|
1484
|
+
topic = self.safe_string(message, 'topic')
|
|
1485
|
+
splitTopic = topic.split('.')
|
|
1486
|
+
messageHash = self.safe_string(splitTopic, 0)
|
|
1487
|
+
subscription = self.safe_value_2(client.subscriptions, messageHash, messageHash + '.*')
|
|
1488
|
+
if subscription is None:
|
|
1489
|
+
# if subscription not found means that we subscribed to a specific currency/symbol
|
|
1490
|
+
# and we use the first data entry to find it
|
|
1491
|
+
# Example: topic = 'accounts'
|
|
1492
|
+
# client.subscription hash = 'accounts.usdt'
|
|
1493
|
+
# we do 'accounts' + '.' + data[0]]['margin_asset'] to get it
|
|
1494
|
+
currencyId = self.safe_string_2(first, 'margin_asset', 'symbol')
|
|
1495
|
+
messageHash += '.' + currencyId.lower()
|
|
1496
|
+
subscription = self.safe_value(client.subscriptions, messageHash)
|
|
1497
|
+
type = self.safe_string(subscription, 'type')
|
|
1498
|
+
subType = self.safe_string(subscription, 'subType')
|
|
1499
|
+
if topic == 'accounts_unify':
|
|
1500
|
+
# {
|
|
1501
|
+
# "margin_asset": "USDT",
|
|
1502
|
+
# "margin_static": 10,
|
|
1503
|
+
# "cross_margin_static": 10,
|
|
1504
|
+
# "margin_balance": 10,
|
|
1505
|
+
# "cross_profit_unreal": 0,
|
|
1506
|
+
# "margin_frozen": 0,
|
|
1507
|
+
# "withdraw_available": 10,
|
|
1508
|
+
# "cross_risk_rate": null,
|
|
1509
|
+
# "cross_swap": [],
|
|
1510
|
+
# "cross_future": [],
|
|
1511
|
+
# "isolated_swap": []
|
|
1512
|
+
# }
|
|
1513
|
+
marginAsset = self.safe_string(first, 'margin_asset')
|
|
1514
|
+
code = self.safe_currency_code(marginAsset)
|
|
1515
|
+
marginFrozen = self.safe_string(first, 'margin_frozen')
|
|
1516
|
+
unifiedAccount = self.account()
|
|
1517
|
+
unifiedAccount['free'] = self.safe_string(first, 'withdraw_available')
|
|
1518
|
+
unifiedAccount['used'] = marginFrozen
|
|
1519
|
+
self.balance[code] = unifiedAccount
|
|
1520
|
+
self.balance = self.safe_balance(self.balance)
|
|
1521
|
+
client.resolve(self.balance, 'accounts_unify')
|
|
1522
|
+
elif subType == 'linear':
|
|
1523
|
+
margin = self.safe_string(subscription, 'margin')
|
|
1524
|
+
if margin == 'cross':
|
|
1525
|
+
fieldName = 'futures_contract_detail' if (type == 'future') else 'contract_detail'
|
|
1526
|
+
balances = self.safe_value(first, fieldName, [])
|
|
1527
|
+
balancesLength = len(balances)
|
|
1528
|
+
if balancesLength > 0:
|
|
1529
|
+
for i in range(0, len(balances)):
|
|
1530
|
+
balance = balances[i]
|
|
1531
|
+
marketId = self.safe_string_2(balance, 'contract_code', 'margin_account')
|
|
1532
|
+
market = self.safe_market(marketId)
|
|
1533
|
+
currencyId = self.safe_string(balance, 'margin_asset')
|
|
1534
|
+
currency = self.safe_currency(currencyId)
|
|
1535
|
+
code = self.safe_string(market, 'settle', currency['code'])
|
|
1536
|
+
# the exchange outputs positions for delisted markets
|
|
1537
|
+
# https://www.huobi.com/support/en-us/detail/74882968522337
|
|
1538
|
+
# we skip it if the market was delisted
|
|
1539
|
+
if code is not None:
|
|
1540
|
+
account = self.account()
|
|
1541
|
+
account['free'] = self.safe_string_2(balance, 'margin_balance', 'margin_available')
|
|
1542
|
+
account['used'] = self.safe_string(balance, 'margin_frozen')
|
|
1543
|
+
accountsByCode: dict = {}
|
|
1544
|
+
accountsByCode[code] = account
|
|
1545
|
+
symbol = market['symbol']
|
|
1546
|
+
self.balance[symbol] = self.safe_balance(accountsByCode)
|
|
1547
|
+
else:
|
|
1548
|
+
# isolated margin
|
|
1549
|
+
for i in range(0, len(data)):
|
|
1550
|
+
isolatedBalance = data[i]
|
|
1551
|
+
account = self.account()
|
|
1552
|
+
account['free'] = self.safe_string(isolatedBalance, 'margin_balance', 'margin_available')
|
|
1553
|
+
account['used'] = self.safe_string(isolatedBalance, 'margin_frozen')
|
|
1554
|
+
currencyId = self.safe_string_2(isolatedBalance, 'margin_asset', 'symbol')
|
|
1555
|
+
code = self.safe_currency_code(currencyId)
|
|
1556
|
+
self.balance[code] = account
|
|
1557
|
+
self.balance = self.safe_balance(self.balance)
|
|
1558
|
+
else:
|
|
1559
|
+
# inverse branch
|
|
1560
|
+
for i in range(0, len(data)):
|
|
1561
|
+
balance = data[i]
|
|
1562
|
+
currencyId = self.safe_string(balance, 'symbol')
|
|
1563
|
+
code = self.safe_currency_code(currencyId)
|
|
1564
|
+
account = self.account()
|
|
1565
|
+
account['free'] = self.safe_string(balance, 'margin_available')
|
|
1566
|
+
account['used'] = self.safe_string(balance, 'margin_frozen')
|
|
1567
|
+
self.balance[code] = account
|
|
1568
|
+
self.balance = self.safe_balance(self.balance)
|
|
1569
|
+
client.resolve(self.balance, messageHash)
|
|
1570
|
+
|
|
1571
|
+
def handle_subscription_status(self, client: Client, message):
|
|
1572
|
+
#
|
|
1573
|
+
# {
|
|
1574
|
+
# "id": 1583414227,
|
|
1575
|
+
# "status": "ok",
|
|
1576
|
+
# "subbed": "market.btcusdt.mbp.150",
|
|
1577
|
+
# "ts": 1583414229143
|
|
1578
|
+
# }
|
|
1579
|
+
#
|
|
1580
|
+
id = self.safe_string(message, 'id')
|
|
1581
|
+
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
1582
|
+
subscription = self.safe_value(subscriptionsById, id)
|
|
1583
|
+
if subscription is not None:
|
|
1584
|
+
method = self.safe_value(subscription, 'method')
|
|
1585
|
+
if method is not None:
|
|
1586
|
+
method(client, message, subscription)
|
|
1587
|
+
return
|
|
1588
|
+
# clean up
|
|
1589
|
+
if id in client.subscriptions:
|
|
1590
|
+
del client.subscriptions[id]
|
|
1591
|
+
|
|
1592
|
+
def handle_system_status(self, client: Client, message):
|
|
1593
|
+
#
|
|
1594
|
+
# todo: answer the question whether handleSystemStatus should be renamed
|
|
1595
|
+
# and unified for any usage pattern that
|
|
1596
|
+
# involves system status and maintenance updates
|
|
1597
|
+
#
|
|
1598
|
+
# {
|
|
1599
|
+
# "id": "1578090234088", # connectId
|
|
1600
|
+
# "type": "welcome",
|
|
1601
|
+
# }
|
|
1602
|
+
#
|
|
1603
|
+
return message
|
|
1604
|
+
|
|
1605
|
+
def handle_subject(self, client: Client, message):
|
|
1606
|
+
# spot
|
|
1607
|
+
# {
|
|
1608
|
+
# "ch": "market.btcusdt.mbp.150",
|
|
1609
|
+
# "ts": 1583472025885,
|
|
1610
|
+
# "tick": {
|
|
1611
|
+
# "seqNum": 104998984994,
|
|
1612
|
+
# "prevSeqNum": 104998984977,
|
|
1613
|
+
# "bids": [
|
|
1614
|
+
# [9058.27, 0],
|
|
1615
|
+
# [9058.43, 0],
|
|
1616
|
+
# [9058.99, 0],
|
|
1617
|
+
# ],
|
|
1618
|
+
# "asks": [
|
|
1619
|
+
# [9084.27, 0.2],
|
|
1620
|
+
# [9085.69, 0],
|
|
1621
|
+
# [9085.81, 0],
|
|
1622
|
+
# ]
|
|
1623
|
+
# }
|
|
1624
|
+
# }
|
|
1625
|
+
# non spot
|
|
1626
|
+
#
|
|
1627
|
+
# {
|
|
1628
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
1629
|
+
# "tick":{
|
|
1630
|
+
# "asks":[],
|
|
1631
|
+
# "bids":[
|
|
1632
|
+
# [43445.74,1],
|
|
1633
|
+
# [43444.48,0],
|
|
1634
|
+
# [40593.92,9]
|
|
1635
|
+
# ],
|
|
1636
|
+
# "ch":"market.BTC220218.depth.size_150.high_freq",
|
|
1637
|
+
# "event":"update",
|
|
1638
|
+
# "id":152727500274,
|
|
1639
|
+
# "mrid":152727500274,
|
|
1640
|
+
# "ts":1645023376098,
|
|
1641
|
+
# "version":37536690
|
|
1642
|
+
# },
|
|
1643
|
+
# "ts":1645023376098
|
|
1644
|
+
# }
|
|
1645
|
+
#
|
|
1646
|
+
# spot private trade
|
|
1647
|
+
#
|
|
1648
|
+
# {
|
|
1649
|
+
# "action":"push",
|
|
1650
|
+
# "ch":"trade.clearing#ltcusdt#1",
|
|
1651
|
+
# "data":{
|
|
1652
|
+
# "eventType":"trade",
|
|
1653
|
+
# "symbol":"ltcusdt",
|
|
1654
|
+
# # ...
|
|
1655
|
+
# },
|
|
1656
|
+
# }
|
|
1657
|
+
#
|
|
1658
|
+
# spot order
|
|
1659
|
+
#
|
|
1660
|
+
# {
|
|
1661
|
+
# "action":"push",
|
|
1662
|
+
# "ch":"orders#btcusdt",
|
|
1663
|
+
# "data": {
|
|
1664
|
+
# "orderSide":"buy",
|
|
1665
|
+
# "lastActTime":1583853365586,
|
|
1666
|
+
# "clientOrderId":"abc123",
|
|
1667
|
+
# "orderStatus":"rejected",
|
|
1668
|
+
# "symbol":"btcusdt",
|
|
1669
|
+
# "eventType":"trigger",
|
|
1670
|
+
# "errCode": 2002,
|
|
1671
|
+
# "errMessage":"invalid.client.order.id(NT)"
|
|
1672
|
+
# }
|
|
1673
|
+
# }
|
|
1674
|
+
#
|
|
1675
|
+
# contract order
|
|
1676
|
+
#
|
|
1677
|
+
# {
|
|
1678
|
+
# "op":"notify",
|
|
1679
|
+
# "topic":"orders.ada",
|
|
1680
|
+
# "ts":1604388667226,
|
|
1681
|
+
# # ?
|
|
1682
|
+
# }
|
|
1683
|
+
#
|
|
1684
|
+
ch = self.safe_value(message, 'ch', '')
|
|
1685
|
+
parts = ch.split('.')
|
|
1686
|
+
type = self.safe_string(parts, 0)
|
|
1687
|
+
if type == 'market':
|
|
1688
|
+
methodName = self.safe_string(parts, 2)
|
|
1689
|
+
methods: dict = {
|
|
1690
|
+
'depth': self.handle_order_book,
|
|
1691
|
+
'mbp': self.handle_order_book,
|
|
1692
|
+
'detail': self.handle_ticker,
|
|
1693
|
+
'bbo': self.handle_ticker,
|
|
1694
|
+
'ticker': self.handle_ticker,
|
|
1695
|
+
'trade': self.handle_trades,
|
|
1696
|
+
'kline': self.handle_ohlcv,
|
|
1697
|
+
}
|
|
1698
|
+
method = self.safe_value(methods, methodName)
|
|
1699
|
+
if method is not None:
|
|
1700
|
+
method(client, message)
|
|
1701
|
+
return
|
|
1702
|
+
# private spot subjects
|
|
1703
|
+
privateParts = ch.split('#')
|
|
1704
|
+
privateType = self.safe_string(privateParts, 0, '')
|
|
1705
|
+
if privateType == 'trade.clearing':
|
|
1706
|
+
self.handle_my_trade(client, message)
|
|
1707
|
+
return
|
|
1708
|
+
if privateType.find('accounts.update') >= 0:
|
|
1709
|
+
self.handle_balance(client, message)
|
|
1710
|
+
return
|
|
1711
|
+
if privateType == 'orders':
|
|
1712
|
+
self.handle_order(client, message)
|
|
1713
|
+
return
|
|
1714
|
+
# private contract subjects
|
|
1715
|
+
op = self.safe_string(message, 'op')
|
|
1716
|
+
if op == 'notify':
|
|
1717
|
+
topic = self.safe_string(message, 'topic', '')
|
|
1718
|
+
if topic.find('orders') >= 0:
|
|
1719
|
+
self.handle_order(client, message)
|
|
1720
|
+
if topic.find('account') >= 0:
|
|
1721
|
+
self.handle_balance(client, message)
|
|
1722
|
+
if topic.find('positions') >= 0:
|
|
1723
|
+
self.handle_positions(client, message)
|
|
1724
|
+
|
|
1725
|
+
async def pong(self, client, message):
|
|
1726
|
+
#
|
|
1727
|
+
# {ping: 1583491673714}
|
|
1728
|
+
# {action: "ping", data: {ts: 1645108204665}}
|
|
1729
|
+
# {op: "ping", ts: "1645202800015"}
|
|
1730
|
+
#
|
|
1731
|
+
try:
|
|
1732
|
+
ping = self.safe_integer(message, 'ping')
|
|
1733
|
+
if ping is not None:
|
|
1734
|
+
await client.send({'pong': ping})
|
|
1735
|
+
return
|
|
1736
|
+
action = self.safe_string(message, 'action')
|
|
1737
|
+
if action == 'ping':
|
|
1738
|
+
data = self.safe_value(message, 'data')
|
|
1739
|
+
pingTs = self.safe_integer(data, 'ts')
|
|
1740
|
+
await client.send({'action': 'pong', 'data': {'ts': pingTs}})
|
|
1741
|
+
return
|
|
1742
|
+
op = self.safe_string(message, 'op')
|
|
1743
|
+
if op == 'ping':
|
|
1744
|
+
pingTs = self.safe_integer(message, 'ts')
|
|
1745
|
+
await client.send({'op': 'pong', 'ts': pingTs})
|
|
1746
|
+
except Exception as e:
|
|
1747
|
+
error = NetworkError(self.id + ' pong failed ' + self.json(e))
|
|
1748
|
+
client.reset(error)
|
|
1749
|
+
|
|
1750
|
+
def handle_ping(self, client: Client, message):
|
|
1751
|
+
self.spawn(self.pong, client, message)
|
|
1752
|
+
|
|
1753
|
+
def handle_authenticate(self, client: Client, message):
|
|
1754
|
+
#
|
|
1755
|
+
# spot
|
|
1756
|
+
#
|
|
1757
|
+
# {
|
|
1758
|
+
# "action": "req",
|
|
1759
|
+
# "code": 200,
|
|
1760
|
+
# "ch": "auth",
|
|
1761
|
+
# "data": {}
|
|
1762
|
+
# }
|
|
1763
|
+
#
|
|
1764
|
+
# non spot
|
|
1765
|
+
#
|
|
1766
|
+
# {
|
|
1767
|
+
# "op": "auth",
|
|
1768
|
+
# "type": "api",
|
|
1769
|
+
# "err-code": 0,
|
|
1770
|
+
# "ts": 1645200307319,
|
|
1771
|
+
# "data": {"user-id": "35930539"}
|
|
1772
|
+
# }
|
|
1773
|
+
#
|
|
1774
|
+
promise = client.futures['auth']
|
|
1775
|
+
promise.resolve(message)
|
|
1776
|
+
|
|
1777
|
+
def handle_error_message(self, client: Client, message):
|
|
1778
|
+
#
|
|
1779
|
+
# {
|
|
1780
|
+
# "action": "sub",
|
|
1781
|
+
# "code": 2002,
|
|
1782
|
+
# "ch": "accounts.update#2",
|
|
1783
|
+
# "message": "invalid.auth.state"
|
|
1784
|
+
# }
|
|
1785
|
+
#
|
|
1786
|
+
# {
|
|
1787
|
+
# "ts": 1586323747018,
|
|
1788
|
+
# "status": "error",
|
|
1789
|
+
# 'err-code': "bad-request",
|
|
1790
|
+
# 'err-msg': "invalid mbp.150.symbol linkusdt",
|
|
1791
|
+
# "id": "2"
|
|
1792
|
+
# }
|
|
1793
|
+
#
|
|
1794
|
+
# {
|
|
1795
|
+
# "op": "sub",
|
|
1796
|
+
# "cid": "1",
|
|
1797
|
+
# "topic": "accounts_unify.USDT",
|
|
1798
|
+
# "err-code": 4007,
|
|
1799
|
+
# 'err-msg': "Non - single account user is not available, please check through the cross and isolated account asset interface",
|
|
1800
|
+
# "ts": 1698419490189
|
|
1801
|
+
# }
|
|
1802
|
+
# {
|
|
1803
|
+
# "action":"req",
|
|
1804
|
+
# "code":2002,
|
|
1805
|
+
# "ch":"auth",
|
|
1806
|
+
# "message":"auth.fail"
|
|
1807
|
+
# }
|
|
1808
|
+
#
|
|
1809
|
+
status = self.safe_string(message, 'status')
|
|
1810
|
+
if status == 'error':
|
|
1811
|
+
id = self.safe_string(message, 'id')
|
|
1812
|
+
subscriptionsById = self.index_by(client.subscriptions, 'id')
|
|
1813
|
+
subscription = self.safe_value(subscriptionsById, id)
|
|
1814
|
+
if subscription is not None:
|
|
1815
|
+
errorCode = self.safe_string(message, 'err-code')
|
|
1816
|
+
try:
|
|
1817
|
+
self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], errorCode, self.json(message))
|
|
1818
|
+
raise ExchangeError(self.json(message))
|
|
1819
|
+
except Exception as e:
|
|
1820
|
+
messageHash = self.safe_string(subscription, 'messageHash')
|
|
1821
|
+
client.reject(e, messageHash)
|
|
1822
|
+
client.reject(e, id)
|
|
1823
|
+
if id in client.subscriptions:
|
|
1824
|
+
del client.subscriptions[id]
|
|
1825
|
+
return False
|
|
1826
|
+
code = self.safe_string_2(message, 'code', 'err-code')
|
|
1827
|
+
if code is not None and ((code != '200') and (code != '0')):
|
|
1828
|
+
feedback = self.id + ' ' + self.json(message)
|
|
1829
|
+
try:
|
|
1830
|
+
self.throw_exactly_matched_exception(self.exceptions['ws']['exact'], code, feedback)
|
|
1831
|
+
raise ExchangeError(feedback)
|
|
1832
|
+
except Exception as e:
|
|
1833
|
+
if isinstance(e, AuthenticationError):
|
|
1834
|
+
client.reject(e, 'auth')
|
|
1835
|
+
method = 'auth'
|
|
1836
|
+
if method in client.subscriptions:
|
|
1837
|
+
del client.subscriptions[method]
|
|
1838
|
+
return False
|
|
1839
|
+
else:
|
|
1840
|
+
client.reject(e)
|
|
1841
|
+
return message
|
|
1842
|
+
|
|
1843
|
+
def handle_message(self, client: Client, message):
|
|
1844
|
+
if self.handle_error_message(client, message):
|
|
1845
|
+
#
|
|
1846
|
+
# {"id":1583414227,"status":"ok","subbed":"market.btcusdt.mbp.150","ts":1583414229143}
|
|
1847
|
+
#
|
|
1848
|
+
# first ping format
|
|
1849
|
+
#
|
|
1850
|
+
# {"ping": 1645106821667}
|
|
1851
|
+
#
|
|
1852
|
+
# second ping format
|
|
1853
|
+
#
|
|
1854
|
+
# {"action":"ping","data":{"ts":1645106821667}}
|
|
1855
|
+
#
|
|
1856
|
+
# third pong format
|
|
1857
|
+
#
|
|
1858
|
+
#
|
|
1859
|
+
# auth spot
|
|
1860
|
+
#
|
|
1861
|
+
# {
|
|
1862
|
+
# "action": "req",
|
|
1863
|
+
# "code": 200,
|
|
1864
|
+
# "ch": "auth",
|
|
1865
|
+
# "data": {}
|
|
1866
|
+
# }
|
|
1867
|
+
#
|
|
1868
|
+
# auth non spot
|
|
1869
|
+
#
|
|
1870
|
+
# {
|
|
1871
|
+
# "op": "auth",
|
|
1872
|
+
# "type": "api",
|
|
1873
|
+
# "err-code": 0,
|
|
1874
|
+
# "ts": 1645200307319,
|
|
1875
|
+
# "data": {"user-id": "35930539"}
|
|
1876
|
+
# }
|
|
1877
|
+
#
|
|
1878
|
+
# trade
|
|
1879
|
+
#
|
|
1880
|
+
# {
|
|
1881
|
+
# "action":"push",
|
|
1882
|
+
# "ch":"trade.clearing#ltcusdt#1",
|
|
1883
|
+
# "data":{
|
|
1884
|
+
# "eventType":"trade",
|
|
1885
|
+
# # ?
|
|
1886
|
+
# }
|
|
1887
|
+
# }
|
|
1888
|
+
#
|
|
1889
|
+
if 'id' in message:
|
|
1890
|
+
self.handle_subscription_status(client, message)
|
|
1891
|
+
return
|
|
1892
|
+
if 'action' in message:
|
|
1893
|
+
action = self.safe_string(message, 'action')
|
|
1894
|
+
if action == 'ping':
|
|
1895
|
+
self.handle_ping(client, message)
|
|
1896
|
+
return
|
|
1897
|
+
if action == 'sub':
|
|
1898
|
+
self.handle_subscription_status(client, message)
|
|
1899
|
+
return
|
|
1900
|
+
if 'ch' in message:
|
|
1901
|
+
if message['ch'] == 'auth':
|
|
1902
|
+
self.handle_authenticate(client, message)
|
|
1903
|
+
return
|
|
1904
|
+
else:
|
|
1905
|
+
# route by channel aka topic aka subject
|
|
1906
|
+
self.handle_subject(client, message)
|
|
1907
|
+
return
|
|
1908
|
+
if 'op' in message:
|
|
1909
|
+
op = self.safe_string(message, 'op')
|
|
1910
|
+
if op == 'ping':
|
|
1911
|
+
self.handle_ping(client, message)
|
|
1912
|
+
return
|
|
1913
|
+
if op == 'auth':
|
|
1914
|
+
self.handle_authenticate(client, message)
|
|
1915
|
+
return
|
|
1916
|
+
if op == 'sub':
|
|
1917
|
+
self.handle_subscription_status(client, message)
|
|
1918
|
+
return
|
|
1919
|
+
if op == 'notify':
|
|
1920
|
+
self.handle_subject(client, message)
|
|
1921
|
+
return
|
|
1922
|
+
if 'ping' in message:
|
|
1923
|
+
self.handle_ping(client, message)
|
|
1924
|
+
|
|
1925
|
+
def handle_my_trade(self, client: Client, message, extendParams={}):
|
|
1926
|
+
#
|
|
1927
|
+
# spot
|
|
1928
|
+
#
|
|
1929
|
+
# {
|
|
1930
|
+
# "action":"push",
|
|
1931
|
+
# "ch":"trade.clearing#ltcusdt#1",
|
|
1932
|
+
# "data":{
|
|
1933
|
+
# "eventType":"trade",
|
|
1934
|
+
# "symbol":"ltcusdt",
|
|
1935
|
+
# "orderId":"478862728954426",
|
|
1936
|
+
# "orderSide":"buy",
|
|
1937
|
+
# "orderType":"buy-market",
|
|
1938
|
+
# "accountId":44234548,
|
|
1939
|
+
# "source":"spot-web",
|
|
1940
|
+
# "orderValue":"5.01724137",
|
|
1941
|
+
# "orderCreateTime":1645124660365,
|
|
1942
|
+
# "orderStatus":"filled",
|
|
1943
|
+
# "feeCurrency":"ltc",
|
|
1944
|
+
# "tradePrice":"118.89",
|
|
1945
|
+
# "tradeVolume":"0.042200701236437042",
|
|
1946
|
+
# "aggressor":true,
|
|
1947
|
+
# "tradeId":101539740584,
|
|
1948
|
+
# "tradeTime":1645124660368,
|
|
1949
|
+
# "transactFee":"0.000041778694224073",
|
|
1950
|
+
# "feeDeduct":"0",
|
|
1951
|
+
# "feeDeductType":""
|
|
1952
|
+
# }
|
|
1953
|
+
# }
|
|
1954
|
+
#
|
|
1955
|
+
# contract
|
|
1956
|
+
#
|
|
1957
|
+
# {
|
|
1958
|
+
# "symbol": "ADA/USDT:USDT"
|
|
1959
|
+
# "ch": "orders_cross.ada-usdt"
|
|
1960
|
+
# "trades": [
|
|
1961
|
+
# {
|
|
1962
|
+
# "trade_fee":-0.022099447513812154,
|
|
1963
|
+
# "fee_asset":"ADA",
|
|
1964
|
+
# "trade_id":113913755890,
|
|
1965
|
+
# "id":"113913755890-773207641127878656-1",
|
|
1966
|
+
# "trade_volume":1,
|
|
1967
|
+
# "trade_price":0.0905,
|
|
1968
|
+
# "trade_turnover":10,
|
|
1969
|
+
# "created_at":1604388667194,
|
|
1970
|
+
# "profit":0,
|
|
1971
|
+
# "real_profit": 0,
|
|
1972
|
+
# "role":"maker"
|
|
1973
|
+
# }
|
|
1974
|
+
# ],
|
|
1975
|
+
# }
|
|
1976
|
+
#
|
|
1977
|
+
if self.myTrades is None:
|
|
1978
|
+
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
1979
|
+
self.myTrades = ArrayCacheBySymbolById(limit)
|
|
1980
|
+
cachedTrades = self.myTrades
|
|
1981
|
+
messageHash = self.safe_string(message, 'ch')
|
|
1982
|
+
if messageHash is not None:
|
|
1983
|
+
data = self.safe_value(message, 'data')
|
|
1984
|
+
if data is not None:
|
|
1985
|
+
parsed = self.parse_ws_trade(data)
|
|
1986
|
+
symbol = self.safe_string(parsed, 'symbol')
|
|
1987
|
+
if symbol is not None:
|
|
1988
|
+
cachedTrades.append(parsed)
|
|
1989
|
+
client.resolve(self.myTrades, messageHash)
|
|
1990
|
+
else:
|
|
1991
|
+
# self trades object is artificially created
|
|
1992
|
+
# in handleOrder
|
|
1993
|
+
rawTrades = self.safe_value(message, 'trades', [])
|
|
1994
|
+
marketId = self.safe_value(message, 'symbol')
|
|
1995
|
+
market = self.market(marketId)
|
|
1996
|
+
for i in range(0, len(rawTrades)):
|
|
1997
|
+
trade = rawTrades[i]
|
|
1998
|
+
parsedTrade = self.parse_trade(trade, market)
|
|
1999
|
+
# add extra params(side, type, ...) coming from the order
|
|
2000
|
+
parsedTrade = self.extend(parsedTrade, extendParams)
|
|
2001
|
+
cachedTrades.append(parsedTrade)
|
|
2002
|
+
# messageHash here is the orders one, so
|
|
2003
|
+
# we have to recreate the trades messageHash = orderMessageHash + ':' + 'trade'
|
|
2004
|
+
tradesHash = messageHash + ':' + 'trade'
|
|
2005
|
+
client.resolve(self.myTrades, tradesHash)
|
|
2006
|
+
# when we make an global order sub we have to send the channel like self
|
|
2007
|
+
# ch = orders_cross.* and we store messageHash = 'orders_cross'
|
|
2008
|
+
# however it is returned with the specific order update symbol: ch = orders_cross.btc-usd
|
|
2009
|
+
# since self is a global sub, our messageHash does not specify any symbol(ex: orders_cross:trade)
|
|
2010
|
+
# so we must remove it
|
|
2011
|
+
genericOrderHash = messageHash.replace('.' + market['lowercaseId'], '')
|
|
2012
|
+
lowerCaseBaseId = self.safe_string_lower(market, 'baseId')
|
|
2013
|
+
genericOrderHash = genericOrderHash.replace('.' + lowerCaseBaseId, '')
|
|
2014
|
+
genericTradesHash = genericOrderHash + ':' + 'trade'
|
|
2015
|
+
client.resolve(self.myTrades, genericTradesHash)
|
|
2016
|
+
|
|
2017
|
+
def parse_ws_trade(self, trade, market=None):
|
|
2018
|
+
# spot private
|
|
2019
|
+
#
|
|
2020
|
+
# {
|
|
2021
|
+
# "eventType":"trade",
|
|
2022
|
+
# "symbol":"ltcusdt",
|
|
2023
|
+
# "orderId":"478862728954426",
|
|
2024
|
+
# "orderSide":"buy",
|
|
2025
|
+
# "orderType":"buy-market",
|
|
2026
|
+
# "accountId":44234548,
|
|
2027
|
+
# "source":"spot-web",
|
|
2028
|
+
# "orderValue":"5.01724137",
|
|
2029
|
+
# "orderCreateTime":1645124660365,
|
|
2030
|
+
# "orderStatus":"filled",
|
|
2031
|
+
# "feeCurrency":"ltc",
|
|
2032
|
+
# "tradePrice":"118.89",
|
|
2033
|
+
# "tradeVolume":"0.042200701236437042",
|
|
2034
|
+
# "aggressor":true,
|
|
2035
|
+
# "tradeId":101539740584,
|
|
2036
|
+
# "tradeTime":1645124660368,
|
|
2037
|
+
# "transactFee":"0.000041778694224073",
|
|
2038
|
+
# "feeDeduct":"0",
|
|
2039
|
+
# "feeDeductType":""
|
|
2040
|
+
# }
|
|
2041
|
+
#
|
|
2042
|
+
symbol = self.safe_symbol(self.safe_string(trade, 'symbol'))
|
|
2043
|
+
side = self.safe_string_2(trade, 'side', 'orderSide')
|
|
2044
|
+
tradeId = self.safe_string(trade, 'tradeId')
|
|
2045
|
+
price = self.safe_string(trade, 'tradePrice')
|
|
2046
|
+
amount = self.safe_string(trade, 'tradeVolume')
|
|
2047
|
+
order = self.safe_string(trade, 'orderId')
|
|
2048
|
+
timestamp = self.safe_integer(trade, 'tradeTime')
|
|
2049
|
+
market = self.market(symbol)
|
|
2050
|
+
orderType = self.safe_string(trade, 'orderType')
|
|
2051
|
+
aggressor = self.safe_value(trade, 'aggressor')
|
|
2052
|
+
takerOrMaker = None
|
|
2053
|
+
if aggressor is not None:
|
|
2054
|
+
takerOrMaker = 'taker' if aggressor else 'maker'
|
|
2055
|
+
type = None
|
|
2056
|
+
orderTypeParts = []
|
|
2057
|
+
if orderType is not None:
|
|
2058
|
+
orderTypeParts = orderType.split('-')
|
|
2059
|
+
type = self.safe_string(orderTypeParts, 1)
|
|
2060
|
+
fee = None
|
|
2061
|
+
feeCurrency = self.safe_currency_code(self.safe_string(trade, 'feeCurrency'))
|
|
2062
|
+
if feeCurrency is not None:
|
|
2063
|
+
fee = {
|
|
2064
|
+
'cost': self.safe_string(trade, 'transactFee'),
|
|
2065
|
+
'currency': feeCurrency,
|
|
2066
|
+
}
|
|
2067
|
+
return self.safe_trade({
|
|
2068
|
+
'info': trade,
|
|
2069
|
+
'timestamp': timestamp,
|
|
2070
|
+
'datetime': self.iso8601(timestamp),
|
|
2071
|
+
'symbol': symbol,
|
|
2072
|
+
'id': tradeId,
|
|
2073
|
+
'order': order,
|
|
2074
|
+
'type': type,
|
|
2075
|
+
'takerOrMaker': takerOrMaker,
|
|
2076
|
+
'side': side,
|
|
2077
|
+
'price': price,
|
|
2078
|
+
'amount': amount,
|
|
2079
|
+
'cost': None,
|
|
2080
|
+
'fee': fee,
|
|
2081
|
+
}, market)
|
|
2082
|
+
|
|
2083
|
+
def get_url_by_market_type(self, type, isLinear=True, isPrivate=False, isFeed=False):
|
|
2084
|
+
api = self.safe_string(self.options, 'api', 'api')
|
|
2085
|
+
hostname: dict = {'hostname': self.hostname}
|
|
2086
|
+
hostnameURL = None
|
|
2087
|
+
url = None
|
|
2088
|
+
if type == 'spot':
|
|
2089
|
+
if isPrivate:
|
|
2090
|
+
hostnameURL = self.urls['api']['ws'][api]['spot']['private']
|
|
2091
|
+
else:
|
|
2092
|
+
if isFeed:
|
|
2093
|
+
hostnameURL = self.urls['api']['ws'][api]['spot']['feed']
|
|
2094
|
+
else:
|
|
2095
|
+
hostnameURL = self.urls['api']['ws'][api]['spot']['public']
|
|
2096
|
+
url = self.implode_params(hostnameURL, hostname)
|
|
2097
|
+
else:
|
|
2098
|
+
baseUrl = self.urls['api']['ws'][api][type]
|
|
2099
|
+
subTypeUrl = baseUrl['linear'] if isLinear else baseUrl['inverse']
|
|
2100
|
+
url = subTypeUrl['private'] if isPrivate else subTypeUrl['public']
|
|
2101
|
+
return url
|
|
2102
|
+
|
|
2103
|
+
async def subscribe_public(self, url, symbol, messageHash, method=None, params={}):
|
|
2104
|
+
requestId = self.request_id()
|
|
2105
|
+
request: dict = {
|
|
2106
|
+
'sub': messageHash,
|
|
2107
|
+
'id': requestId,
|
|
2108
|
+
}
|
|
2109
|
+
subscription: dict = {
|
|
2110
|
+
'id': requestId,
|
|
2111
|
+
'messageHash': messageHash,
|
|
2112
|
+
'symbol': symbol,
|
|
2113
|
+
'params': params,
|
|
2114
|
+
}
|
|
2115
|
+
if method is not None:
|
|
2116
|
+
subscription['method'] = method
|
|
2117
|
+
return await self.watch(url, messageHash, self.extend(request, params), messageHash, subscription)
|
|
2118
|
+
|
|
2119
|
+
async def subscribe_private(self, channel, messageHash, type, subtype, params={}, subscriptionParams={}):
|
|
2120
|
+
requestId = self.request_id()
|
|
2121
|
+
subscription: dict = {
|
|
2122
|
+
'id': requestId,
|
|
2123
|
+
'messageHash': messageHash,
|
|
2124
|
+
'params': params,
|
|
2125
|
+
}
|
|
2126
|
+
extendedSubsription = self.extend(subscription, subscriptionParams)
|
|
2127
|
+
request = None
|
|
2128
|
+
if type == 'spot':
|
|
2129
|
+
request = {
|
|
2130
|
+
'action': 'sub',
|
|
2131
|
+
'ch': channel,
|
|
2132
|
+
}
|
|
2133
|
+
else:
|
|
2134
|
+
request = {
|
|
2135
|
+
'op': 'sub',
|
|
2136
|
+
'topic': channel,
|
|
2137
|
+
'cid': requestId,
|
|
2138
|
+
}
|
|
2139
|
+
isLinear = subtype == 'linear'
|
|
2140
|
+
url = self.get_url_by_market_type(type, isLinear, True)
|
|
2141
|
+
hostname = self.urls['hostnames']['spot'] if (type == 'spot') else self.urls['hostnames']['contract']
|
|
2142
|
+
authParams: dict = {
|
|
2143
|
+
'type': type,
|
|
2144
|
+
'url': url,
|
|
2145
|
+
'hostname': hostname,
|
|
2146
|
+
}
|
|
2147
|
+
await self.authenticate(authParams)
|
|
2148
|
+
return await self.watch(url, messageHash, self.extend(request, params), channel, extendedSubsription)
|
|
2149
|
+
|
|
2150
|
+
async def authenticate(self, params={}):
|
|
2151
|
+
url = self.safe_string(params, 'url')
|
|
2152
|
+
hostname = self.safe_string(params, 'hostname')
|
|
2153
|
+
type = self.safe_string(params, 'type')
|
|
2154
|
+
if url is None or hostname is None or type is None:
|
|
2155
|
+
raise ArgumentsRequired(self.id + ' authenticate requires a url, hostname and type argument')
|
|
2156
|
+
self.check_required_credentials()
|
|
2157
|
+
messageHash = 'auth'
|
|
2158
|
+
relativePath = url.replace('wss://' + hostname, '')
|
|
2159
|
+
client = self.client(url)
|
|
2160
|
+
future = client.future(messageHash)
|
|
2161
|
+
authenticated = self.safe_value(client.subscriptions, messageHash)
|
|
2162
|
+
if authenticated is None:
|
|
2163
|
+
timestamp = self.ymdhms(self.milliseconds(), 'T')
|
|
2164
|
+
signatureParams = None
|
|
2165
|
+
if type == 'spot':
|
|
2166
|
+
signatureParams = {
|
|
2167
|
+
'accessKey': self.apiKey,
|
|
2168
|
+
'signatureMethod': 'HmacSHA256',
|
|
2169
|
+
'signatureVersion': '2.1',
|
|
2170
|
+
'timestamp': timestamp,
|
|
2171
|
+
}
|
|
2172
|
+
else:
|
|
2173
|
+
signatureParams = {
|
|
2174
|
+
'AccessKeyId': self.apiKey,
|
|
2175
|
+
'SignatureMethod': 'HmacSHA256',
|
|
2176
|
+
'SignatureVersion': '2',
|
|
2177
|
+
'Timestamp': timestamp,
|
|
2178
|
+
}
|
|
2179
|
+
signatureParams = self.keysort(signatureParams)
|
|
2180
|
+
auth = self.urlencode(signatureParams)
|
|
2181
|
+
payload = "\n".join(['GET', hostname, relativePath, auth]) # eslint-disable-line quotes
|
|
2182
|
+
signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64')
|
|
2183
|
+
request = None
|
|
2184
|
+
if type == 'spot':
|
|
2185
|
+
newParams: dict = {
|
|
2186
|
+
'authType': 'api',
|
|
2187
|
+
'accessKey': self.apiKey,
|
|
2188
|
+
'signatureMethod': 'HmacSHA256',
|
|
2189
|
+
'signatureVersion': '2.1',
|
|
2190
|
+
'timestamp': timestamp,
|
|
2191
|
+
'signature': signature,
|
|
2192
|
+
}
|
|
2193
|
+
request = {
|
|
2194
|
+
'params': newParams,
|
|
2195
|
+
'action': 'req',
|
|
2196
|
+
'ch': 'auth',
|
|
2197
|
+
}
|
|
2198
|
+
else:
|
|
2199
|
+
request = {
|
|
2200
|
+
'op': 'auth',
|
|
2201
|
+
'type': 'api',
|
|
2202
|
+
'AccessKeyId': self.apiKey,
|
|
2203
|
+
'SignatureMethod': 'HmacSHA256',
|
|
2204
|
+
'SignatureVersion': '2',
|
|
2205
|
+
'Timestamp': timestamp,
|
|
2206
|
+
'Signature': signature,
|
|
2207
|
+
}
|
|
2208
|
+
requestId = self.request_id()
|
|
2209
|
+
subscription: dict = {
|
|
2210
|
+
'id': requestId,
|
|
2211
|
+
'messageHash': messageHash,
|
|
2212
|
+
'params': params,
|
|
2213
|
+
}
|
|
2214
|
+
self.watch(url, messageHash, request, messageHash, subscription)
|
|
2215
|
+
return await future
|