ccxt 4.2.77__py2.py3-none-any.whl → 4.4.48__py2.py3-none-any.whl

ccxt/pro/p2b.py

@@ -5,7 +5,7 @@
 
 import ccxt.async_support
 from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheByTimestamp
-from ccxt.base.types import Int, OrderBook, Ticker, Trade
+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
@@ -34,8 +34,9 @@ class p2b(ccxt.async_support.p2b):
                 'watchOrders': False,
                 # 'watchStatus': True,
                 'watchTicker': True,
-                'watchTickers': False,  # in the docs but does not return anything when subscribed to
+                'watchTickers': True,
                 'watchTrades': True,
+                'watchTradesForSymbols': True,
             },
             'urls': {
                 'api': {
@@ -57,6 +58,7 @@ class p2b(ccxt.async_support.p2b):
                 'watchTickers': {
                     'name': 'state',  # or 'price'
                 },
+                'tickerSubs': self.create_safe_dictionary(),
             },
             'streaming': {
                 'ping': self.ping,
@@ -65,7 +67,7 @@ class p2b(ccxt.async_support.p2b):
 
     async def subscribe(self, name: str, messageHash: str, request, params={}):
         """
-         * @ignore
+ @ignore
         Connects to a websocket channel
         :param str name: name of the channel
         :param str messageHash: string to look up in handler
@@ -74,7 +76,7 @@ class p2b(ccxt.async_support.p2b):
         :returns dict: data from the websocket stream
         """
         url = self.urls['api']['ws']
-        subscribe = {
+        subscribe: dict = {
             'method': name,
             'params': request,
             'id': self.milliseconds(),
@@ -85,7 +87,9 @@ class p2b(ccxt.async_support.p2b):
     async def watch_ohlcv(self, symbol: str, timeframe='15m', since: Int = None, limit: Int = None, params={}) -> List[list]:
         """
         watches historical candlestick data containing the open, high, low, and close price, and the volume of a market. Can only subscribe to one timeframe at a time for each symbol
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#kline-candlestick
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#kline-candlestick
+
         :param str symbol: unified symbol of the market to fetch OHLCV data for
         :param str timeframe: 15m, 30m, 1h or 1d
         :param int [since]: timestamp in ms of the earliest candle to fetch
@@ -112,49 +116,112 @@ class p2b(ccxt.async_support.p2b):
     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
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#last-price
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#market-status
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#last-price
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#market-status
+
         :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 dict [params.method]: 'state'(default) or 'price'
         :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
         """
         await self.load_markets()
-        watchTickerOptions = self.safe_value(self.options, 'watchTicker')
+        watchTickerOptions = self.safe_dict(self.options, 'watchTicker')
         name = self.safe_string(watchTickerOptions, 'name', 'state')  # or price
         name, params = self.handle_option_and_params(params, 'method', 'name', name)
         market = self.market(symbol)
-        request = [
-            market['id'],
-        ]
+        symbol = market['symbol']
+        self.options['tickerSubs'][market['id']] = True  # we need to re-subscribe to all tickers upon watching a new ticker
+        tickerSubs = self.options['tickerSubs']
+        request = list(tickerSubs.keys())
         messageHash = name + '::' + market['symbol']
         return await self.subscribe(name + '.subscribe', messageHash, request, params)
 
+    async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
+        """
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#last-price
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#market-status
+
+        watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
+        :param str[] [symbols]: unified symbol of the market to fetch the ticker for
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :param dict [params.method]: 'state'(default) or 'price'
+        :returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
+        """
+        await self.load_markets()
+        symbols = self.market_symbols(symbols, None, False)
+        watchTickerOptions = self.safe_dict(self.options, 'watchTicker')
+        name = self.safe_string(watchTickerOptions, 'name', 'state')  # or price
+        name, params = self.handle_option_and_params(params, 'method', 'name', name)
+        messageHashes = []
+        args = []
+        for i in range(0, len(symbols)):
+            market = self.market(symbols[i])
+            messageHashes.append(name + '::' + market['symbol'])
+            args.append(market['id'])
+        url = self.urls['api']['ws']
+        request: dict = {
+            'method': name + '.subscribe',
+            'params': args,
+            'id': self.milliseconds(),
+        }
+        await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes)
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
     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
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#deals
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#deals
+
         :param str symbol: unified symbol of the market to fetch trades for
         :param int [since]: timestamp in ms of the earliest trade to fetch
         :param int [limit]: the maximum amount of trades to fetch
         :param dict [params]: extra parameters specific to the exchange API endpoint
         :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
         """
+        return await self.watch_trades_for_symbols([symbol], since, limit, params)
+
+    async def watch_trades_for_symbols(self, symbols: List[str], since: Int = None, limit: Int = None, params={}) -> List[Trade]:
+        """
+        get the list of most recent trades for a list of symbols
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#deals
+
+        :param str[] symbols: unified symbol of the market to fetch trades for
+        :param int [since]: timestamp in ms of the earliest trade to fetch
+        :param int [limit]: the maximum amount of trades to fetch
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
         await self.load_markets()
-        market = self.market(symbol)
-        request = [
-            market['id'],
-        ]
-        messageHash = 'deals::' + market['symbol']
-        trades = await self.subscribe('deals.subscribe', messageHash, request, params)
+        symbols = self.market_symbols(symbols, None, False, True, True)
+        messageHashes = []
+        if symbols is not None:
+            for i in range(0, len(symbols)):
+                messageHashes.append('deals::' + symbols[i])
+        marketIds = self.market_ids(symbols)
+        url = self.urls['api']['ws']
+        subscribe: dict = {
+            'method': 'deals.subscribe',
+            'params': marketIds,
+            'id': self.milliseconds(),
+        }
+        query = self.extend(subscribe, params)
+        trades = await self.watch_multiple(url, messageHashes, query, messageHashes)
         if self.newUpdates:
-            limit = trades.getLimit(symbol, limit)
+            first = self.safe_value(trades, 0)
+            tradeSymbol = self.safe_string(first, 'symbol')
+            limit = trades.getLimit(tradeSymbol, limit)
         return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
 
     async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
         """
         watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#depth-of-market
+
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#depth-of-market
+
         :param str symbol: unified symbol of the market to fetch the order book for
         :param int [limit]: 1-100, default=100
         :param dict [params]: extra parameters specific to the exchange API endpoint
@@ -307,6 +374,7 @@ class p2b(ccxt.async_support.p2b):
         else:
             ticker = self.parse_ticker(tickerData, market)
         symbol = ticker['symbol']
+        self.tickers[symbol] = ticker
         messageHash = messageHashStart + '::' + symbol
         client.resolve(ticker, messageHash)
         return message
@@ -369,7 +437,7 @@ class p2b(ccxt.async_support.p2b):
             self.handle_pong(client, message)
             return
         method = self.safe_string(message, 'method')
-        methods = {
+        methods: dict = {
             'depth.update': self.handle_order_book,
             'price.update': self.handle_ticker,
             'kline.update': self.handle_ohlcv,
@@ -386,10 +454,10 @@ class p2b(ccxt.async_support.p2b):
             raise ExchangeError(self.id + ' error: ' + self.json(error))
         return False
 
-    def ping(self, client):
+    def ping(self, client: Client):
         """
-        :see: https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#ping
-         * @param client
+        https://github.com/P2B-team/P2B-WSS-Public/blob/main/wss_documentation.md#ping
+ @param client
         """
         return {
             'method': 'server.ping',
@@ -407,3 +475,11 @@ class p2b(ccxt.async_support.p2b):
         #
         client.lastPong = self.safe_integer(message, 'id')
         return message
+
+    def on_error(self, client: Client, error):
+        self.options['tickerSubs'] = self.create_safe_dictionary()
+        self.on_error(client, error)
+
+    def on_close(self, client: Client, error):
+        self.options['tickerSubs'] = self.create_safe_dictionary()
+        self.on_close(client, error)

ccxt/pro/paradex.py

@@ -0,0 +1,352 @@
+# -*- 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
+
+
+class paradex(ccxt.async_support.paradex):
+
+    def describe(self):
+        return self.deep_extend(super(paradex, self).describe(), {
+            'has': {
+                'ws': True,
+                'watchTicker': True,
+                'watchTickers': True,
+                'watchOrderBook': True,
+                'watchOrders': False,
+                'watchTrades': True,
+                'watchTradesForSymbols': False,
+                'watchBalance': False,
+                'watchOHLCV': False,
+            },
+            'urls': {
+                'logo': 'https://x.com/tradeparadex/photo',
+                'api': {
+                    'ws': 'wss://ws.api.prod.paradex.trade/v1',
+                },
+                'test': {
+                    'ws': 'wss://ws.api.testnet.paradex.trade/v1',
+                },
+                'www': 'https://www.paradex.trade/',
+                'doc': 'https://docs.api.testnet.paradex.trade/',
+                'fees': 'https://docs.paradex.trade/getting-started/trading-fees',
+                'referral': '',
+            },
+            'options': {},
+            'streaming': {},
+        })
+
+    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://docs.api.testnet.paradex.trade/#sub-trades-market_symbol-operation
+
+        :param str symbol: unified symbol of the market to fetch trades for
+        :param int [since]: timestamp in ms of the earliest trade to fetch
+        :param int [limit]: the maximum amount of trades to fetch
+        :param dict [params]: extra parameters specific to the exchange API endpoint
+        :returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=public-trades>`
+        """
+        await self.load_markets()
+        messageHash = 'trades.'
+        if symbol is not None:
+            market = self.market(symbol)
+            messageHash += market['id']
+        else:
+            messageHash += 'ALL'
+        url = self.urls['api']['ws']
+        request: dict = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': messageHash,
+            },
+        }
+        trades = await self.watch(url, messageHash, self.deep_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_trade(self, client: Client, message):
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "method": "subscription",
+        #         "params": {
+        #             "channel": "trades.ALL",
+        #             "data": {
+        #                 "id": "1718179273230201709233240002",
+        #                 "market": "kBONK-USD-PERP",
+        #                 "side": "BUY",
+        #                 "size": "34028",
+        #                 "price": "0.028776",
+        #                 "created_at": 1718179273230,
+        #                 "trade_type": "FILL"
+        #             }
+        #         }
+        #     }
+        #
+        params = self.safe_dict(message, 'params', {})
+        data = self.safe_dict(params, 'data', {})
+        parsedTrade = self.parse_trade(data)
+        symbol = parsedTrade['symbol']
+        messageHash = self.safe_string(params, 'channel')
+        stored = self.safe_value(self.trades, symbol)
+        if stored is None:
+            stored = ArrayCache(self.safe_integer(self.options, 'tradesLimit', 1000))
+            self.trades[symbol] = stored
+        stored.append(parsedTrade)
+        client.resolve(stored, messageHash)
+        return message
+
+    async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
+        """
+        watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
+
+        https://docs.api.testnet.paradex.trade/#sub-order_book-market_symbol-snapshot-15-refresh_rate-operation
+
+        :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://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
+        """
+        await self.load_markets()
+        market = self.market(symbol)
+        messageHash = 'order_book.' + market['id'] + '.snapshot@15@100ms'
+        url = self.urls['api']['ws']
+        request: dict = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': messageHash,
+            },
+        }
+        orderbook = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash)
+        return orderbook.limit()
+
+    def handle_order_book(self, client: Client, message):
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "method": "subscription",
+        #         "params": {
+        #             "channel": "order_book.BTC-USD-PERP.snapshot@15@50ms",
+        #             "data": {
+        #                 "seq_no": 14127815,
+        #                 "market": "BTC-USD-PERP",
+        #                 "last_updated_at": 1718267837265,
+        #                 "update_type": "s",
+        #                 "inserts": [
+        #                     {
+        #                         "side": "BUY",
+        #                         "price": "67629.7",
+        #                         "size": "0.992"
+        #                     },
+        #                     {
+        #                         "side": "SELL",
+        #                         "price": "69378.6",
+        #                         "size": "3.137"
+        #                     }
+        #                 ],
+        #                 "updates": [],
+        #                 "deletes": []
+        #             }
+        #         }
+        #     }
+        #
+        params = self.safe_dict(message, 'params', {})
+        data = self.safe_dict(params, 'data', {})
+        marketId = self.safe_string(data, 'market')
+        market = self.safe_market(marketId)
+        timestamp = self.safe_integer(data, 'last_updated_at')
+        symbol = market['symbol']
+        if not (symbol in self.orderbooks):
+            self.orderbooks[symbol] = self.order_book()
+        orderbookData = {
+            'bids': [],
+            'asks': [],
+        }
+        inserts = self.safe_list(data, 'inserts')
+        for i in range(0, len(inserts)):
+            insert = self.safe_dict(inserts, i)
+            side = self.safe_string(insert, 'side')
+            price = self.safe_string(insert, 'price')
+            size = self.safe_string(insert, 'size')
+            if side == 'BUY':
+                orderbookData['bids'].append([price, size])
+            else:
+                orderbookData['asks'].append([price, size])
+        orderbook = self.orderbooks[symbol]
+        snapshot = self.parse_order_book(orderbookData, symbol, timestamp, 'bids', 'asks')
+        snapshot['nonce'] = self.safe_number(data, 'seq_no')
+        orderbook.reset(snapshot)
+        messageHash = self.safe_string(params, 'channel')
+        client.resolve(orderbook, messageHash)
+
+    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://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
+
+        :param str symbol: 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()
+        symbol = self.symbol(symbol)
+        channel = 'markets_summary'
+        url = self.urls['api']['ws']
+        request: dict = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': channel,
+            },
+        }
+        messageHash = channel + '.' + symbol
+        return await self.watch(url, messageHash, self.deep_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://docs.api.testnet.paradex.trade/#sub-markets_summary-operation
+
+        :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()
+        symbols = self.market_symbols(symbols)
+        channel = 'markets_summary'
+        url = self.urls['api']['ws']
+        request: dict = {
+            'jsonrpc': '2.0',
+            'method': 'subscribe',
+            'params': {
+                'channel': channel,
+            },
+        }
+        messageHashes = []
+        if isinstance(symbols, list):
+            for i in range(0, len(symbols)):
+                messageHash = channel + '.' + symbols[i]
+                messageHashes.append(messageHash)
+        else:
+            messageHashes.append(channel)
+        newTickers = await self.watch_multiple(url, messageHashes, self.deep_extend(request, params), messageHashes)
+        if self.newUpdates:
+            result: dict = {}
+            result[newTickers['symbol']] = newTickers
+            return result
+        return self.filter_by_array(self.tickers, 'symbol', symbols)
+
+    def handle_ticker(self, client: Client, message):
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "method": "subscription",
+        #         "params": {
+        #             "channel": "markets_summary",
+        #             "data": {
+        #                 "symbol": "ORDI-USD-PERP",
+        #                 "oracle_price": "49.80885481",
+        #                 "mark_price": "49.80885481",
+        #                 "last_traded_price": "62.038",
+        #                 "bid": "49.822",
+        #                 "ask": "58.167",
+        #                 "volume_24h": "0",
+        #                 "total_volume": "54542628.66054200416",
+        #                 "created_at": 1718334307698,
+        #                 "underlying_price": "47.93",
+        #                 "open_interest": "6999.5",
+        #                 "funding_rate": "0.03919997509811",
+        #                 "price_change_rate_24h": ""
+        #             }
+        #         }
+        #     }
+        #
+        params = self.safe_dict(message, 'params', {})
+        data = self.safe_dict(params, 'data', {})
+        marketId = self.safe_string(data, 'symbol')
+        market = self.safe_market(marketId)
+        symbol = market['symbol']
+        channel = self.safe_string(params, 'channel')
+        messageHash = channel + '.' + symbol
+        ticker = self.parse_ticker(data, market)
+        self.tickers[symbol] = ticker
+        client.resolve(ticker, channel)
+        client.resolve(ticker, messageHash)
+        return message
+
+    def handle_error_message(self, client: Client, message):
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "id": 0,
+        #         "error": {
+        #             "code": -32600,
+        #             "message": "invalid subscribe request",
+        #             "data": "invalid channel"
+        #         },
+        #         "usIn": 1718179125962419,
+        #         "usDiff": 76,
+        #         "usOut": 1718179125962495
+        #     }
+        #
+        error = self.safe_dict(message, 'error')
+        if error is None:
+            return True
+        else:
+            errorCode = self.safe_string(error, 'code')
+            if errorCode is not None:
+                feedback = self.id + ' ' + self.json(error)
+                self.throw_exactly_matched_exception(self.exceptions['exact'], '-32600', feedback)
+                messageString = self.safe_value(error, 'message')
+                if messageString is not None:
+                    self.throw_broadly_matched_exception(self.exceptions['broad'], messageString, feedback)
+            return False
+
+    def handle_message(self, client: Client, message):
+        if not self.handle_error_message(client, message):
+            return
+        #
+        #     {
+        #         "jsonrpc": "2.0",
+        #         "method": "subscription",
+        #         "params": {
+        #             "channel": "trades.ALL",
+        #             "data": {
+        #                 "id": "1718179273230201709233240002",
+        #                 "market": "kBONK-USD-PERP",
+        #                 "side": "BUY",
+        #                 "size": "34028",
+        #                 "price": "0.028776",
+        #                 "created_at": 1718179273230,
+        #                 "trade_type": "FILL"
+        #             }
+        #         }
+        #     }
+        #
+        data = self.safe_dict(message, 'params')
+        if data is not None:
+            channel = self.safe_string(data, 'channel')
+            parts = channel.split('.')
+            name = self.safe_string(parts, 0)
+            methods: dict = {
+                'trades': self.handle_trade,
+                'order_book': self.handle_order_book,
+                'markets_summary': self.handle_ticker,
+                # ...
+            }
+            method = self.safe_value(methods, name)
+            if method is not None:
+                method(client, message)