ccxt 4.2.76__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/bithumb.py

@@ -0,0 +1,380 @@
+# -*- coding: utf-8 -*-
+
+# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
+# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
+
+import ccxt.async_support
+from ccxt.async_support.base.ws.cache import ArrayCache
+from ccxt.base.types import Int, OrderBook, Strings, Ticker, Tickers, Trade
+from ccxt.async_support.base.ws.client import Client
+from typing import List
+from ccxt.base.errors import ExchangeError
+
+
+class bithumb(ccxt.async_support.bithumb):
+
+    def describe(self):
+        return self.deep_extend(super(bithumb, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchBalance': False,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchTrades': True,
+                'watchOrderBook': True,
+                'watchOHLCV': False,
+            },
+            'urls': {
+                'api': {
+                    'ws': 'wss://pubwss.bithumb.com/pub/ws',
+                },
+            },
+            'options': {},
+            'streaming': {},
+            'exceptions': {},
+        })
+
+    async def watch_ticker(self, symbol: str, params={}) -> Ticker:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
+
+        https://apidocs.bithumb.com/v1.2.0/reference/%EB%B9%97%EC%8D%B8-%EA%B1%B0%EB%9E%98%EC%86%8C-%EC%A0%95%EB%B3%B4-%EC%88%98%EC%8B%A0
+
+        :param str symbol: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param str [params.channel]: the channel to subscribe to, tickers by default. Can be tickers, sprd-tickers, index-tickers, block-tickers
+        :returns dict: a `ticker structure <https://github.com/ccxt/ccxt/wiki/Manual#ticker-structure>`
+        """
+        url = self.urls['api']['ws']
+        await self.load_markets()
+        market = self.market(symbol)
+        messageHash = 'ticker:' + market['symbol']
+        request: dict = {
+            'type': 'ticker',
+            'symbols': [market['base'] + '_' + market['quote']],
+            'tickTypes': [self.safe_string(params, 'tickTypes', '24H')],
+        }
+        return await self.watch(url, messageHash, self.extend(request, params), messageHash)
+
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+
+        https://apidocs.bithumb.com/v1.2.0/reference/%EB%B9%97%EC%8D%B8-%EA%B1%B0%EB%9E%98%EC%86%8C-%EC%A0%95%EB%B3%B4-%EC%88%98%EC%8B%A0
+
+        :param str[] symbols: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        url = self.urls['api']['ws']
+        marketIds = []
+        messageHashes = []
+        symbols = self.market_symbols(symbols, None, False, True, True)
+        for i in range(0, len(symbols)):
+            symbol = symbols[i]
+            market = self.market(symbol)
+            marketIds.append(market['base'] + '_' + market['quote'])
+            messageHashes.append('ticker:' + market['symbol'])
+        request: dict = {
+            'type': 'ticker',
+            'symbols': marketIds,
+            'tickTypes': [self.safe_string(params, 'tickTypes', '24H')],
+        }
+        message = self.extend(request, params)
+        newTicker = await self.watch_multiple(url, messageHashes, message, messageHashes)
+        if self.newUpdates:
+            result: dict = {}
+            result[newTicker['symbol']] = newTicker
+            return result
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #    {
+        #        "type" : "ticker",
+        #        "content" : {
+        #            "symbol" : "BTC_KRW",           # 통화코드
+        #            "tickType" : "24H",                 # 변동 기준시간- 30M, 1H, 12H, 24H, MID
+        #            "date" : "20200129",                # 일자
+        #            "time" : "121844",                  # 시간
+        #            "openPrice" : "2302",               # 시가
+        #            "closePrice" : "2317",              # 종가
+        #            "lowPrice" : "2272",                # 저가
+        #            "highPrice" : "2344",               # 고가
+        #            "value" : "2831915078.07065789",    # 누적거래금액
+        #            "volume" : "1222314.51355788",  # 누적거래량
+        #            "sellVolume" : "760129.34079004",   # 매도누적거래량
+        #            "buyVolume" : "462185.17276784",    # 매수누적거래량
+        #            "prevClosePrice" : "2326",          # 전일종가
+        #            "chgRate" : "0.65",                 # 변동률
+        #            "chgAmt" : "15",                    # 변동금액
+        #            "volumePower" : "60.80"         # 체결강도
+        #        }
+        #    }
+        #
+        content = self.safe_dict(message, 'content', {})
+        marketId = self.safe_string(content, 'symbol')
+        symbol = self.safe_symbol(marketId, None, '_')
+        ticker = self.parse_ws_ticker(content)
+        messageHash = 'ticker:' + symbol
+        self.tickers[symbol] = ticker
+        client.resolve(self.tickers[symbol], messageHash)
+
+    def parse_ws_ticker(self, ticker, market=None):
+        #
+        #    {
+        #        "symbol" : "BTC_KRW",           # 통화코드
+        #        "tickType" : "24H",                 # 변동 기준시간- 30M, 1H, 12H, 24H, MID
+        #        "date" : "20200129",                # 일자
+        #        "time" : "121844",                  # 시간
+        #        "openPrice" : "2302",               # 시가
+        #        "closePrice" : "2317",              # 종가
+        #        "lowPrice" : "2272",                # 저가
+        #        "highPrice" : "2344",               # 고가
+        #        "value" : "2831915078.07065789",    # 누적거래금액
+        #        "volume" : "1222314.51355788",  # 누적거래량
+        #        "sellVolume" : "760129.34079004",   # 매도누적거래량
+        #        "buyVolume" : "462185.17276784",    # 매수누적거래량
+        #        "prevClosePrice" : "2326",          # 전일종가
+        #        "chgRate" : "0.65",                 # 변동률
+        #        "chgAmt" : "15",                    # 변동금액
+        #        "volumePower" : "60.80"         # 체결강도
+        #    }
+        #
+        date = self.safe_string(ticker, 'date', '')
+        time = self.safe_string(ticker, 'time', '')
+        datetime = date[0:4] + '-' + date[4:6] + '-' + date[6:8] + 'T' + time[0:2] + ':' + time[2:4] + ':' + time[4:6]
+        marketId = self.safe_string(ticker, 'symbol')
+        return self.safe_ticker({
+            'symbol': self.safe_symbol(marketId, market, '_'),
+            'timestamp': self.parse8601(datetime),
+            'datetime': datetime,
+            'high': self.safe_string(ticker, 'highPrice'),
+            'low': self.safe_string(ticker, 'lowPrice'),
+            'bid': None,
+            'bidVolume': self.safe_string(ticker, 'buyVolume'),
+            'ask': None,
+            'askVolume': self.safe_string(ticker, 'sellVolume'),
+            'vwap': None,
+            'open': self.safe_string(ticker, 'openPrice'),
+            'close': self.safe_string(ticker, 'closePrice'),
+            'last': None,
+            'previousClose': self.safe_string(ticker, 'prevClosePrice'),
+            'change': self.safe_string(ticker, 'chgAmt'),
+            'percentage': self.safe_string(ticker, 'chgRate'),
+            'average': None,
+            'baseVolume': self.safe_string(ticker, 'volume'),
+            'quoteVolume': self.safe_string(ticker, 'value'),
+            'info': ticker,
+        }, market)
+
+    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        """
+
+        https://apidocs.bithumb.com/v1.2.0/reference/%EB%B9%97%EC%8D%B8-%EA%B1%B0%EB%9E%98%EC%86%8C-%EC%A0%95%EB%B3%B4-%EC%88%98%EC%8B%A0
+
+        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+        :param str symbol: unified symbol of the market to fetch the order book for
+        :param int [limit]: the maximum amount of order book entries to return
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict: A dictionary of `order book structures <https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        url = self.urls['api']['ws']
+        market = self.market(symbol)
+        symbol = market['symbol']
+        messageHash = 'orderbook' + ':' + symbol
+        request: dict = {
+            'type': 'orderbookdepth',
+            'symbols': [market['base'] + '_' + market['quote']],
+        }
+        orderbook = await self.watch(url, messageHash, self.extend(request, params), messageHash)
+        return orderbook.limit()
+
+    def handle_order_book(self, client: Client, message):
+        #
+        #    {
+        #        "type" : "orderbookdepth",
+        #            "content" : {
+        #            "list" : [
+        #                {
+        #                    "symbol" : "BTC_KRW",
+        #                    "orderType" : "ask",        # 주문타입 – bid / ask
+        #                    "price" : "10593000",       # 호가
+        #                    "quantity" : "1.11223318",  # 잔량
+        #                    "total" : "3"               # 건수
+        #                },
+        #                {"symbol" : "BTC_KRW", "orderType" : "ask", "price" : "10596000", "quantity" : "0.5495", "total" : "8"},
+        #                {"symbol" : "BTC_KRW", "orderType" : "ask", "price" : "10598000", "quantity" : "18.2085", "total" : "10"},
+        #                {"symbol" : "BTC_KRW", "orderType" : "bid", "price" : "10532000", "quantity" : "0", "total" : "0"},
+        #                {"symbol" : "BTC_KRW", "orderType" : "bid", "price" : "10572000", "quantity" : "2.3324", "total" : "4"},
+        #                {"symbol" : "BTC_KRW", "orderType" : "bid", "price" : "10571000", "quantity" : "1.469", "total" : "3"},
+        #                {"symbol" : "BTC_KRW", "orderType" : "bid", "price" : "10569000", "quantity" : "0.5152", "total" : "2"}
+        #            ],
+        #            "datetime":1580268255864325     # 일시
+        #        }
+        #    }
+        #
+        content = self.safe_dict(message, 'content', {})
+        list = self.safe_list(content, 'list', [])
+        first = self.safe_dict(list, 0, {})
+        marketId = self.safe_string(first, 'symbol')
+        symbol = self.safe_symbol(marketId, None, '_')
+        timestampStr = self.safe_string(content, 'datetime')
+        timestamp = self.parse_to_int(timestampStr[0:13])
+        if not (symbol in self.orderbooks):
+            ob = self.order_book()
+            ob['symbol'] = symbol
+            self.orderbooks[symbol] = ob
+        orderbook = self.orderbooks[symbol]
+        self.handle_deltas(orderbook, list)
+        orderbook['timestamp'] = timestamp
+        orderbook['datetime'] = self.iso8601(timestamp)
+        messageHash = 'orderbook' + ':' + symbol
+        client.resolve(orderbook, messageHash)
+
+    def handle_delta(self, orderbook, delta):
+        #
+        #    {
+        #        symbol: "ETH_BTC",
+        #        orderType: "bid",
+        #        price: "0.07349517",
+        #        quantity: "0",
+        #        total: "0",
+        #    }
+        #
+        sideId = self.safe_string(delta, 'orderType')
+        side = 'bids' if (sideId == 'bid') else 'asks'
+        bidAsk = self.parse_bid_ask(delta, 'price', 'quantity')
+        orderbookSide = orderbook[side]
+        orderbookSide.storeArray(bidAsk)
+
+    def handle_deltas(self, orderbook, deltas):
+        for i in range(0, len(deltas)):
+            self.handle_delta(orderbook, deltas[i])
+
+    async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a particular symbol
+
+        https://apidocs.bithumb.com/v1.2.0/reference/%EB%B9%97%EC%8D%B8-%EA%B1%B0%EB%9E%98%EC%86%8C-%EC%A0%95%EB%B3%B4-%EC%88%98%EC%8B%A0
+
+        :param str symbol: unified symbol of the market to fetch trades for
+        :param int [since]: timestamp in ms of the earliest trade to fetch
+        :param int [limit]: the maximum amount of trades to fetch
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://github.com/ccxt/ccxt/wiki/Manual#public-trades>`
+        """
+        await self.load_markets()
+        url = self.urls['api']['ws']
+        market = self.market(symbol)
+        symbol = market['symbol']
+        messageHash = 'trade:' + symbol
+        request: dict = {
+            'type': 'transaction',
+            'symbols': [market['base'] + '_' + market['quote']],
+        }
+        trades = await self.watch(url, messageHash, self.extend(request, params), messageHash)
+        if self.newUpdates:
+            limit = trades.getLimit(symbol, limit)
+        return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
+
+    def handle_trades(self, client, message):
+        #
+        #    {
+        #        "type" : "transaction",
+        #        "content" : {
+        #            "list" : [
+        #                {
+        #                    "symbol" : "BTC_KRW",
+        #                    "buySellGb" : "1",
+        #                    "contPrice" : "10579000",
+        #                    "contQty" : "0.01",
+        #                    "contAmt" : "105790.00",
+        #                    "contDtm" : "2020-01-29 12:24:18.830039",
+        #                    "updn" : "dn"
+        #                }
+        #            ]
+        #        }
+        #    }
+        #
+        content = self.safe_dict(message, 'content', {})
+        rawTrades = self.safe_list(content, 'list', [])
+        for i in range(0, len(rawTrades)):
+            rawTrade = rawTrades[i]
+            marketId = self.safe_string(rawTrade, 'symbol')
+            symbol = self.safe_symbol(marketId, None, '_')
+            if not (symbol in self.trades):
+                limit = self.safe_integer(self.options, 'tradesLimit', 1000)
+                stored = ArrayCache(limit)
+                self.trades[symbol] = stored
+            trades = self.trades[symbol]
+            parsed = self.parse_ws_trade(rawTrade)
+            trades.append(parsed)
+            messageHash = 'trade' + ':' + symbol
+            client.resolve(trades, messageHash)
+
+    def parse_ws_trade(self, trade, market=None):
+        #
+        #    {
+        #        "symbol" : "BTC_KRW",
+        #        "buySellGb" : "1",
+        #        "contPrice" : "10579000",
+        #        "contQty" : "0.01",
+        #        "contAmt" : "105790.00",
+        #        "contDtm" : "2020-01-29 12:24:18.830039",
+        #        "updn" : "dn"
+        #    }
+        #
+        marketId = self.safe_string(trade, 'symbol')
+        datetime = self.safe_string(trade, 'contDtm')
+        sideId = self.safe_string(trade, 'buySellGb')
+        return self.safe_trade({
+            'id': None,
+            'info': trade,
+            'timestamp': self.parse8601(datetime),
+            'datetime': datetime,
+            'symbol': self.safe_symbol(marketId, market, '_'),
+            'order': None,
+            'type': None,
+            'side': 'buy' if (sideId == '1') else 'sell',
+            'takerOrMaker': None,
+            'price': self.safe_string(trade, 'contPrice'),
+            'amount': self.safe_string(trade, 'contQty'),
+            'cost': self.safe_string(trade, 'contAmt'),
+            'fee': None,
+        }, market)
+
+    def handle_error_message(self, client: Client, message):
+        #
+        #    {
+        #        "status" : "5100",
+        #        "resmsg" : "Invalid Filter Syntax"
+        #    }
+        #
+        if not ('status' in message):
+            return True
+        errorCode = self.safe_string(message, 'status')
+        try:
+            if errorCode != '0000':
+                msg = self.safe_string(message, 'resmsg')
+                raise ExchangeError(self.id + ' ' + msg)
+            return True
+        except Exception as e:
+            client.reject(e)
+        return True
+
+    def handle_message(self, client: Client, message):
+        if not self.handle_error_message(client, message):
+            return
+        topic = self.safe_string(message, 'type')
+        if topic is not None:
+            methods: dict = {
+                'ticker': self.handle_ticker,
+                'orderbookdepth': self.handle_order_book,
+                'transaction': self.handle_trades,
+            }
+            method = self.safe_value(methods, topic)
+            if method is not None:
+                method(client, message)