# -*- 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, ArrayCacheBySymbolById, ArrayCacheBySymbolBySide, ArrayCacheByTimestamp import hashlib from ccxt.base.types import Any, Balances, Int, Market, Num, Order, OrderBook, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, Trade from ccxt.async_support.base.ws.client import Client from typing import List from ccxt.base.errors import AuthenticationError from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest class oxfun(ccxt.async_support.oxfun): def describe(self) -> Any: return self.deep_extend(super(oxfun, self).describe(), { 'has': { 'ws': True, 'watchTrades': True, 'watchTradesForSymbols': True, 'watchOrderBook': True, 'watchOrderBookForSymbols': True, 'watchOHLCV': True, 'watchOHLCVForSymbols': True, 'watchOrders': True, 'watchMyTrades': False, 'watchTicker': True, 'watchTickers': True, 'watchBidsAsks': True, 'watchBalance': True, 'createOrderWs': True, 'editOrderWs': True, 'cancelOrderWs': True, 'cancelOrdersWs': True, }, 'urls': { 'api': { 'ws': 'wss://api.ox.fun/v2/websocket', 'test': 'wss://stgapi.ox.fun/v2/websocket', }, }, 'options': { 'timeframes': { '1m': '60s', '3m': '180s', '5m': '300s', '15m': '900s', '30m': '1800s', '1h': '3600s', '2h': '7200s', '4h': '14400s', '6h': '21600s', '12h': '43200s', '1d': '86400s', }, 'watchOrderBook': { 'channel': 'depth', # depth, depthL5, depthL10, depthL25 }, }, 'streaming': { 'ping': self.ping, 'keepAlive': 50000, }, }) async def subscribe_multiple(self, messageHashes, argsArray, params={}): url = self.urls['api']['ws'] request: dict = { 'op': 'subscribe', 'args': argsArray, } return await self.watch_multiple(url, messageHashes, self.extend(request, params), messageHashes) async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ watches information on multiple trades made in a market https://docs.ox.fun/?json#trade :param str symbol: unified market symbol of the market trades were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict[]: a list of `trade structures ` """ 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 particular symbol https://docs.ox.fun/?json#trade :param str[] symbols: :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 :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict[]: a list of `trade structures ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False) args = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] messageHash = 'trades' + ':' + symbol messageHashes.append(messageHash) marketId = self.market_id(symbol) arg = 'trade:' + marketId args.append(arg) trades = await self.subscribe_multiple(messageHashes, args, params) if self.newUpdates: first = self.safe_dict(trades, 0, {}) tradeSymbol = self.safe_string(first, 'symbol') limit = trades.getLimit(tradeSymbol, limit) return self.filter_by_since_limit(trades, since, limit, 'timestamp', True) def handle_trades(self, client: Client, message): # # { # table: 'trade', # data: [ # { # side: 'SELL', # quantity: '0.074', # matchType: 'TAKER', # price: '3079.5', # marketCode: 'ETH-USD-SWAP-LIN', # tradeId: '400017157974517783', # timestamp: '1716124156643' # } # ] # } # data = self.safe_list(message, 'data', []) for i in range(0, len(data)): trade = self.safe_dict(data, i, {}) parsedTrade = self.parse_ws_trade(trade) symbol = self.safe_string(parsedTrade, 'symbol') messageHash = 'trades:' + symbol if not (symbol in self.trades): tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000) self.trades[symbol] = ArrayCache(tradesLimit) stored = self.trades[symbol] stored.append(parsedTrade) client.resolve(stored, messageHash) def parse_ws_trade(self, trade, market=None) -> Trade: # # { # side: 'SELL', # quantity: '0.074', # matchType: 'TAKER', # price: '3079.5', # marketCode: 'ETH-USD-SWAP-LIN', # tradeId: '400017157974517783', # timestamp: '1716124156643' # } # marketId = self.safe_string(trade, 'marketCode') market = self.safe_market(marketId, market) timestamp = self.safe_integer(trade, 'timestamp') return self.safe_trade({ 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': market['symbol'], 'id': self.safe_string(trade, 'tradeId'), 'order': None, 'type': None, 'takerOrMaker': self.safe_string_lower(trade, 'matchType'), 'side': self.safe_string_lower(trade, 'side'), 'price': self.safe_number(trade, 'price'), 'amount': self.safe_number(trade, 'quantity'), 'cost': None, 'fee': None, }) async def watch_ohlcv(self, symbol: str, timeframe='1m', 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 https://docs.ox.fun/?json#candles :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns int[][]: A list of candles ordered, open, high, low, close, volume """ await self.load_markets() market = self.market(symbol) timeframes = self.safe_dict(self.options, 'timeframes', {}) interval = self.safe_string(timeframes, timeframe, timeframe) args = 'candles' + interval + ':' + market['id'] messageHash = 'ohlcv:' + symbol + ':' + timeframe url = self.urls['api']['ws'] request: dict = { 'op': 'subscribe', 'args': [args], } ohlcvs = await self.watch(url, messageHash, self.extend(request, params), messageHash) if self.newUpdates: limit = ohlcvs.getLimit(symbol, limit) return self.filter_by_since_limit(ohlcvs, since, limit, 0, True) async def watch_ohlcv_for_symbols(self, symbolsAndTimeframes: List[List[str]], since: Int = None, limit: Int = None, params={}): """ watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.ox.fun/?json#candles :param str[][] symbolsAndTimeframes: array of arrays containing unified symbols and timeframes to fetch OHLCV data for, example [['BTC/USDT', '1m'], ['LTC/USDT', '5m']] :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns int[][]: A list of candles ordered, open, high, low, close, volume """ symbolsLength = len(symbolsAndTimeframes) if symbolsLength == 0 or not isinstance(symbolsAndTimeframes[0], list): raise ArgumentsRequired(self.id + " watchOHLCVForSymbols() requires a an array of symbols and timeframes, like [['BTC/USDT:OX', '1m'], ['OX/USDT', '5m']]") await self.load_markets() args = [] messageHashes = [] timeframes = self.safe_dict(self.options, 'timeframes', {}) for i in range(0, len(symbolsAndTimeframes)): symbolAndTimeframe = symbolsAndTimeframes[i] sym = symbolAndTimeframe[0] tf = symbolAndTimeframe[1] marketId = self.market_id(sym) interval = self.safe_string(timeframes, tf, tf) arg = 'candles' + interval + ':' + marketId args.append(arg) messageHash = 'multi:ohlcv:' + sym + ':' + tf messageHashes.append(messageHash) symbol, timeframe, candles = await self.subscribe_multiple(messageHashes, args, params) if self.newUpdates: limit = candles.getLimit(symbol, limit) filtered = self.filter_by_since_limit(candles, since, limit, 0, True) return self.create_ohlcv_object(symbol, timeframe, filtered) def handle_ohlcv(self, client: Client, message): # # { # "table": "candles60s", # "data": [ # { # "marketCode": "BTC-USD-SWAP-LIN", # "candle": [ # "1594313762698", #timestamp # "9633.1", #open # "9693.9", #high # "9238.1", #low # "9630.2", #close # "45247", #volume in OX # "5.3" #volume in Contracts # ] # } # ] # } # table = self.safe_string(message, 'table') parts = table.split('candles') timeframeId = self.safe_string(parts, 1, '') timeframe = self.find_timeframe(timeframeId) messageData = self.safe_list(message, 'data', []) data = self.safe_dict(messageData, 0, {}) marketId = self.safe_string(data, 'marketCode') market = self.safe_market(marketId) symbol = self.safe_symbol(marketId, market) if not (symbol in self.ohlcvs): self.ohlcvs[symbol] = {} if not (timeframe in self.ohlcvs[symbol]): limit = self.safe_integer(self.options, 'OHLCVLimit', 1000) self.ohlcvs[symbol][timeframe] = ArrayCacheByTimestamp(limit) candle = self.safe_list(data, 'candle', []) parsed = self.parse_ws_ohlcv(candle, market) stored = self.ohlcvs[symbol][timeframe] stored.append(parsed) messageHash = 'ohlcv:' + symbol + ':' + timeframe client.resolve(stored, messageHash) # for multiOHLCV we need special object, to other "multi" # methods, because OHLCV response item does not contain symbol # or timeframe, thus otherwise it would be unrecognizable messageHashForMulti = 'multi:' + messageHash client.resolve([symbol, timeframe, stored], messageHashForMulti) def parse_ws_ohlcv(self, ohlcv, market: Market = None) -> list: # # [ # "1594313762698", #timestamp # "9633.1", #open # "9693.9", #high # "9238.1", #low # "9630.2", #close # "45247", #volume in OX # "5.3" #volume in Contracts # ] # return [ self.safe_integer(ohlcv, 0), self.safe_number(ohlcv, 1), self.safe_number(ohlcv, 2), self.safe_number(ohlcv, 3), self.safe_number(ohlcv, 4), self.safe_number(ohlcv, 6), ] 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.ox.fun/?json#fixed-size-order-book https://docs.ox.fun/?json#full-order-book :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 ` indexed by market symbols """ return await self.watch_order_book_for_symbols([symbol], limit, params) async def watch_order_book_for_symbols(self, symbols: List[str], limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.ox.fun/?json#fixed-size-order-book https://docs.ox.fun/?json#full-order-book :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() symbols = self.market_symbols(symbols) channel = 'depth' options = self.safe_dict(self.options, 'watchOrderBook', {}) defaultChannel = self.safe_string(options, 'channel') if defaultChannel is not None: channel = defaultChannel elif limit is not None: if limit <= 5: channel = 'depthL5' elif limit <= 10: channel = 'depthL10' elif limit <= 25: channel = 'depthL25' args = [] messageHashes = [] for i in range(0, len(symbols)): symbol = symbols[i] messageHash = 'orderbook:' + symbol messageHashes.append(messageHash) marketId = self.market_id(symbol) arg = channel + ':' + marketId args.append(arg) orderbook = await self.subscribe_multiple(messageHashes, args, params) return orderbook.limit() def handle_order_book(self, client: Client, message): # # { # "table": "depth", # "data": { # "seqNum": "100170478917895032", # "asks": [ # [0.01, 100500], # ... # ], # "bids": [ # [69.69696, 69], # ... # ], # "checksum": 261021645, # "marketCode": "OX-USDT", # "timestamp": 1716204786184 # }, # "action": "partial" # } # data = self.safe_dict(message, 'data', {}) marketId = self.safe_string(data, 'marketCode') symbol = self.safe_symbol(marketId) timestamp = self.safe_integer(data, 'timestamp') messageHash = 'orderbook:' + symbol if not (symbol in self.orderbooks): self.orderbooks[symbol] = self.order_book({}) orderbook = self.orderbooks[symbol] snapshot = self.parse_order_book(data, symbol, timestamp, 'asks', 'bids') orderbook.reset(snapshot) orderbook['nonce'] = self.safe_integer(data, 'seqNum') self.orderbooks[symbol] = orderbook client.resolve(orderbook, messageHash) async def watch_ticker(self, symbol: str, params={}) -> Ticker: """ https://docs.ox.fun/?json#ticker watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market :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 int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict: a `ticker structure ` """ ticker = await self.watch_tickers([symbol], params) return self.safe_value(ticker, symbol) async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ https://docs.ox.fun/?json#ticker 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 int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict: a `ticker structure ` """ await self.load_markets() allSymbols = (symbols is None) sym = symbols args = [] if allSymbols: sym = self.symbols args.append('ticker:all') messageHashes = [] for i in range(0, len(sym)): symbol = sym[i] messageHash = 'tickers' + ':' + symbol messageHashes.append(messageHash) marketId = self.market_id(symbol) if not allSymbols: args.append('ticker:' + marketId) newTicker = await self.subscribe_multiple(messageHashes, args, params) if self.newUpdates: result = {} result[newTicker['symbol']] = newTicker return result return self.filter_by_array(self.tickers, 'symbol', symbols) def handle_ticker(self, client: Client, message): # # { # "table": "ticker", # "data": [ # { # "last": "3088.6", # "open24h": "3087.2", # "high24h": "3142.0", # "low24h": "3053.9", # "volume24h": "450512672.1800", # "currencyVolume24h": "1458.579", # "openInterest": "3786.801", # "marketCode": "ETH-USD-SWAP-LIN", # "timestamp": "1716212747050", # "lastQty": "0.813", # "markPrice": "3088.6", # "lastMarkPrice": "3088.6", # "indexPrice": "3086.5" # }, # ... # ] # } # data = self.safe_list(message, 'data', []) for i in range(0, len(data)): rawTicker = self.safe_dict(data, i, {}) ticker = self.parse_ticker(rawTicker) symbol = ticker['symbol'] messageHash = 'tickers:' + symbol self.tickers[symbol] = ticker client.resolve(ticker, messageHash) async def watch_bids_asks(self, symbols: Strings = None, params={}) -> Tickers: """ https://docs.ox.fun/?json#best-bid-ask watches best bid & ask for symbols :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 ` """ await self.load_markets() symbols = self.market_symbols(symbols, None, False) messageHashes = [] args = [] for i in range(0, len(symbols)): market = self.market(symbols[i]) args.append('bestBidAsk:' + market['id']) messageHashes.append('bidask:' + market['symbol']) newTickers = await self.subscribe_multiple(messageHashes, args, params) if self.newUpdates: tickers: dict = {} tickers[newTickers['symbol']] = newTickers return tickers return self.filter_by_array(self.bidsasks, 'symbol', symbols) def handle_bid_ask(self, client: Client, message): # # { # "table": "bestBidAsk", # "data": { # "ask": [ # 19045.0, # 1.0 # ], # "checksum": 3790706311, # "marketCode": "BTC-USD-SWAP-LIN", # "bid": [ # 19015.0, # 1.0 # ], # "timestamp": "1665456882928" # } # } # data = self.safe_dict(message, 'data', {}) parsedTicker = self.parse_ws_bid_ask(data) symbol = parsedTicker['symbol'] self.bidsasks[symbol] = parsedTicker messageHash = 'bidask:' + symbol client.resolve(parsedTicker, messageHash) def parse_ws_bid_ask(self, ticker, market=None): marketId = self.safe_string(ticker, 'marketCode') market = self.safe_market(marketId, market) symbol = self.safe_string(market, 'symbol') timestamp = self.safe_integer(ticker, 'timestamp') ask = self.safe_list(ticker, 'ask', []) bid = self.safe_list(ticker, 'bid', []) return self.safe_ticker({ 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'ask': self.safe_number(ask, 0), 'askVolume': self.safe_number(ask, 1), 'bid': self.safe_number(bid, 0), 'bidVolume': self.safe_number(bid, 1), 'info': ticker, }, market) async def watch_balance(self, params={}) -> Balances: """ https://docs.ox.fun/?json#balance-channel watch balance and get the amount of funds available for trading or funds locked in orders :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict: a `balance structure ` """ await self.load_markets() self.authenticate() args = 'balance:all' messageHash = 'balance' url = self.urls['api']['ws'] request: dict = { 'op': 'subscribe', 'args': [args], } return await self.watch(url, messageHash, self.extend(request, params), messageHash) def handle_balance(self, client, message): # # { # "table": "balance", # "accountId": "106464", # "timestamp": "1716549132780", # "tradeType": "PORTFOLIO", # "data": [ # { # "instrumentId": "xOX", # "total": "23.375591220", # "available": "23.375591220", # "reserved": "0", # "quantityLastUpdated": "1716509744262", # "locked": "0" # }, # ... # ] # } # balances = self.safe_list(message, 'data') timestamp = self.safe_integer(message, 'timestamp') self.balance['info'] = message self.balance['timestamp'] = timestamp self.balance['datetime'] = self.iso8601(timestamp) for i in range(0, len(balances)): balance = self.safe_dict(balances, i, {}) currencyId = self.safe_string(balance, 'instrumentId') code = self.safe_currency_code(currencyId) if not (code in self.balance): self.balance[code] = self.account() account = self.balance[code] account['total'] = self.safe_string(balance, 'total') account['used'] = self.safe_string(balance, 'reserved') account['free'] = self.safe_string(balance, 'available') self.balance[code] = account self.balance = self.safe_balance(self.balance) client.resolve(self.balance, 'balance') async def watch_positions(self, symbols: Strings = None, since: Int = None, limit: Int = None, params={}) -> List[Position]: """ https://docs.ox.fun/?json#position-channel watch all open positions :param str[]|None symbols: list of unified market symbols @param since @param limit :param dict params: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict[]: a list of `position structure ` """ await self.load_markets() await self.authenticate() allSymbols = (symbols is None) sym = symbols args = [] if allSymbols: sym = self.symbols args.append('position:all') messageHashes = [] for i in range(0, len(sym)): symbol = sym[i] messageHash = 'positions' + ':' + symbol messageHashes.append(messageHash) marketId = self.market_id(symbol) if not allSymbols: args.append('position:' + marketId) newPositions = await self.subscribe_multiple(messageHashes, args, params) if self.newUpdates: return newPositions return self.filter_by_symbols_since_limit(self.positions, symbols, since, limit, True) def handle_positions(self, client: Client, message): # # { # "table": "position", # "accountId": "106464", # "timestamp": "1716550771582", # "data": [ # { # "instrumentId": "ETH-USD-SWAP-LIN", # "quantity": "0.01", # "lastUpdated": "1716550757299", # "contractValCurrency": "ETH", # "entryPrice": "3709.6", # "positionPnl": "-5.000", # "estLiquidationPrice": "743.4", # "margin": "0", # "leverage": "0" # } # ] # } # if self.positions is None: self.positions = ArrayCacheBySymbolBySide() cache = self.positions data = self.safe_list(message, 'data', []) for i in range(0, len(data)): rawPosition = self.safe_dict(data, i, {}) position = self.parse_ws_position(rawPosition) symbol = position['symbol'] messageHash = 'positions:' + symbol cache.append(position) client.resolve(position, messageHash) def parse_ws_position(self, position, market: Market = None): # # { # "instrumentId": "ETH-USD-SWAP-LIN", # "quantity": "0.01", # "lastUpdated": "1716550757299", # "contractValCurrency": "ETH", # "entryPrice": "3709.6", # "positionPnl": "-5.000", # "estLiquidationPrice": "743.4", # "margin": "0", # Currently always reports 0 # "leverage": "0" # Currently always reports 0 # } # marketId = self.safe_string(position, 'instrumentId') market = self.safe_market(marketId, market) return self.safe_position({ 'info': position, 'id': None, 'symbol': market['symbol'], 'notional': None, 'marginMode': 'cross', 'liquidationPrice': self.safe_number(position, 'estLiquidationPrice'), 'entryPrice': self.safe_number(position, 'entryPrice'), 'unrealizedPnl': self.safe_number(position, 'positionPnl'), 'realizedPnl': None, 'percentage': None, 'contracts': self.safe_number(position, 'quantity'), 'contractSize': None, 'markPrice': None, 'lastPrice': None, 'side': None, 'hedged': None, 'timestamp': None, 'datetime': None, 'lastUpdateTimestamp': self.safe_integer(position, 'lastUpdated'), 'maintenanceMargin': None, 'maintenanceMarginPercentage': None, 'collateral': None, 'initialMargin': None, 'initialMarginPercentage': None, 'leverage': None, 'marginRatio': None, 'stopLossPrice': None, 'takeProfitPrice': None, }) async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ watches information on multiple orders made by the user https://docs.ox.fun/?json#order-channel :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int|str [params.tag]: If given it will be echoed in the reply and the max size of tag is 32 :returns dict[]: a list of `order structures ` """ await self.load_markets() await self.authenticate() messageHash = 'orders' args = 'order:' market = self.safe_market(symbol) if symbol is None: args += 'all' else: messageHash += ':' + symbol args += ':' + market['id'] request: dict = { 'op': 'subscribe', 'args': [ args, ], } url = self.urls['api']['ws'] orders = await self.watch(url, messageHash, request, messageHash) if self.newUpdates: limit = orders.getLimit(symbol, limit) return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True) def handle_orders(self, client: Client, message): # # { # "table": "order", # "data": [ # { # "accountId": "106464", # "clientOrderId": "1716713676233", # "orderId": "1000116921319", # "price": "1000.0", # "quantity": "0.01", # "amount": "0.0", # "side": "BUY", # "status": "OPEN", # "marketCode": "ETH-USD-SWAP-LIN", # "timeInForce": "MAKER_ONLY", # "timestamp": "1716713677834", # "remainQuantity": "0.01", # "limitPrice": "1000.0", # "notice": "OrderOpened", # "orderType": "LIMIT", # "isTriggered": "false", # "displayQuantity": "0.01" # } # ] # } # data = self.safe_list(message, 'data', []) messageHash = 'orders' if self.orders is None: limit = self.safe_integer(self.options, 'ordersLimit', 1000) self.orders = ArrayCacheBySymbolById(limit) orders = self.orders for i in range(0, len(data)): order = self.safe_dict(data, i, {}) parsedOrder = self.parse_order(order) orders.append(parsedOrder) messageHash += ':' + parsedOrder['symbol'] client.resolve(self.orders, messageHash) async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}) -> Order: """ https://docs.ox.fun/?json#order-commands create a trade order :param str symbol: unified symbol of the market to create an order in :param str type: 'market', 'limit', 'STOP_LIMIT' or 'STOP_MARKET' :param str side: 'buy' or 'sell' :param float amount: how much of currency you want to trade in units of base currency :param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.clientOrderId]: a unique id for the order :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. :param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used. :param float [params.cost]: the quote quantity that can be used alternative for the amount for market buy orders :param float [params.triggerPrice]: The price at which a trigger order is triggered at :param float [params.limitPrice]: Limit price for the STOP_LIMIT order :param bool [params.postOnly]: if True, the order will only be posted if it will be a maker order :param str [params.timeInForce]: GTC(default), IOC, FOK, PO, MAKER_ONLY or MAKER_ONLY_REPRICE(reprices order to the best maker only price if the specified price were to lead to a taker trade) :param str [params.selfTradePreventionMode]: NONE, EXPIRE_MAKER, EXPIRE_TAKER or EXPIRE_BOTH for more info check here {@link https://docs.ox.fun/?json#self-trade-prevention-modes} :param str [params.displayQuantity]: for an iceberg order, pass both quantity and displayQuantity fields in the order request :returns dict: an `order structure ` """ await self.load_markets() await self.authenticate() messageHash = str(self.nonce()) request: dict = { 'op': 'placeorder', 'tag': messageHash, } params = self.omit(params, 'tag') orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params) timestamp = self.safe_integer(orderRequest, 'timestamp') if timestamp is None: orderRequest['timestamp'] = self.milliseconds() request['data'] = orderRequest url = self.urls['api']['ws'] return await self.watch(url, messageHash, request, messageHash) async def edit_order_ws(self, id: str, symbol: str, type: OrderType, side: OrderSide, amount: Num = None, price: Num = None, params={}) -> Order: """ edit a trade order https://docs.ox.fun/?json#modify-order :param str id: order id :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much of the currency you want to trade in units of the base currency :param float|None [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.timestamp]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. :param int [params.recvWindow]: in milliseconds. If an order reaches the matching engine and the current timestamp exceeds timestamp + recvWindow, then the order will be rejected. If timestamp is provided without recvWindow, then a default recvWindow of 1000ms is used. :returns dict: an `order structure ` """ await self.load_markets() await self.authenticate() messageHash = str(self.nonce()) request: dict = { 'op': 'modifyorder', 'tag': messageHash, } params = self.omit(params, 'tag') orderRequest: dict = self.create_order_request(symbol, type, side, amount, price, params) orderRequest = self.extend(orderRequest, {'orderId': id}) timestamp = self.safe_integer(orderRequest, 'timestamp') if timestamp is None: orderRequest['timestamp'] = self.milliseconds() request['data'] = orderRequest url = self.urls['api']['ws'] return await self.watch(url, messageHash, request, messageHash) def handle_place_orders(self, client: Client, message): # # { # "event": "placeorder", # "submitted": True, # "tag": "1716934577", # "timestamp": "1716932973899", # "data": { # "marketCode": "ETH-USD-SWAP-LIN", # "side": "BUY", # "orderType": "LIMIT", # "quantity": "0.010", # "timeInForce": "GTC", # "price": "400.0", # "limitPrice": "400.0", # "orderId": "1000117429736", # "source": 13 # } # } # # # Failure response format # { # "event": "placeorder", # "submitted": False, # "message": "JSON data format is invalid", # "code": "20009", # "timestamp": "1716932877381" # } # messageHash = self.safe_string(message, 'tag') submitted = self.safe_bool(message, 'submitted') # filter out partial errors if not submitted: method = self.safe_string(message, 'event') stringMsg = self.json(message) code = self.safe_integer(message, 'code') self.handle_errors(code, None, client.url, method, None, stringMsg, message, None, None) data = self.safe_value(message, 'data', {}) order = self.parse_order(data) client.resolve(order, messageHash) async def cancel_order_ws(self, id: str, symbol: Str = None, params={}) -> Order: """ https://docs.ox.fun/?json#cancel-order cancels an open order :param str id: order id :param str symbol: unified market symbol, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an list of `order structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrderWs() requires a symbol argument') await self.load_markets() await self.authenticate() messageHash = str(self.nonce()) data: dict = { 'marketCode': self.market_id(symbol), 'orderId': id, } request: dict = { 'op': 'cancelorder', 'tag': messageHash, 'data': data, } url = self.urls['api']['ws'] return await self.watch(url, messageHash, request, messageHash) async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}): """ https://www.okx.com/docs-v5/en/#order-book-trading-trade-ws-mass-cancel-order cancel multiple orders :param str[] ids: order ids :param str symbol: unified market symbol, default is None :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an list of `order structures ` """ idsLength: number = len(ids) if idsLength > 20: raise BadRequest(self.id + ' cancelOrdersWs() accepts up to 20 ids at a time') if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrdersWs() requires a symbol argument') await self.load_markets() await self.authenticate() messageHash = str(self.nonce()) marketId = self.market_id(symbol) dataArray = [] for i in range(0, idsLength): data: dict = { 'instId': marketId, 'ordId': ids[i], } dataArray.append(data) request: dict = { 'op': 'cancelorders', 'tag': messageHash, 'dataArray': dataArray, } url = self.urls['api']['ws'] return await self.watch(url, messageHash, self.deep_extend(request, params), messageHash) async def authenticate(self, params={}): url = self.urls['api']['ws'] client = self.client(url) messageHash = 'authenticated' future = client.future(messageHash) authenticated = self.safe_dict(client.subscriptions, messageHash) if authenticated is None: self.check_required_credentials() timestamp = self.milliseconds() payload = str(timestamp) + 'GET/auth/self/verify' signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha256, 'base64') request: dict = { 'op': 'login', 'data': { 'apiKey': self.apiKey, 'timestamp': timestamp, 'signature': signature, }, } message = self.extend(request, params) self.watch(url, messageHash, message, messageHash) return await future def handle_authentication_message(self, client: Client, message): authenticated = self.safe_bool(message, 'success', False) messageHash = 'authenticated' if authenticated: # we resolve the future here permanently so authentication only happens once future = self.safe_dict(client.futures, messageHash) future.resolve(True) else: error = AuthenticationError(self.json(message)) client.reject(error, messageHash) if messageHash in client.subscriptions: del client.subscriptions[messageHash] def ping(self, client: Client): return 'ping' def handle_pong(self, client: Client, message): client.lastPong = self.milliseconds() return message def handle_message(self, client: Client, message): if message == 'pong': self.handle_pong(client, message) return table = self.safe_string(message, 'table') data = self.safe_list(message, 'data', []) event = self.safe_string(message, 'event') if (table is not None) and (data is not None): if table == 'trade': self.handle_trades(client, message) if table == 'ticker': self.handle_ticker(client, message) if table.find('candles') > -1: self.handle_ohlcv(client, message) if table.find('depth') > -1: self.handle_order_book(client, message) if table.find('balance') > -1: self.handle_balance(client, message) if table.find('position') > -1: self.handle_positions(client, message) if table.find('order') > -1: self.handle_orders(client, message) if table == 'bestBidAsk': self.handle_bid_ask(client, message) else: if event == 'login': self.handle_authentication_message(client, message) if (event == 'placeorder') or (event == 'modifyorder') or (event == 'cancelorder'): self.handle_place_orders(client, message)