# -*- 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, ArrayCacheByTimestamp import hashlib from ccxt.base.types import Any, Balances, Int, Order, OrderBook, Str, Ticker, Trade from ccxt.async_support.base.ws.client import Client from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import ChecksumError from ccxt.base.precise import Precise class bitfinex(ccxt.async_support.bitfinex): def describe(self) -> Any: return self.deep_extend(super(bitfinex, self).describe(), { 'has': { 'ws': True, 'watchTicker': True, 'watchTickers': False, 'watchOrderBook': True, 'watchTrades': True, 'watchTradesForSymbols': False, 'watchMyTrades': True, 'watchBalance': True, 'watchOHLCV': True, 'watchOrders': True, }, 'urls': { 'api': { 'ws': { 'public': 'wss://api-pub.bitfinex.com/ws/2', 'private': 'wss://api.bitfinex.com/ws/2', }, }, }, 'options': { 'watchOrderBook': { 'prec': 'P0', 'freq': 'F0', 'checksum': True, }, 'ordersLimit': 1000, }, }) async def subscribe(self, channel, symbol, params={}): await self.load_markets() market = self.market(symbol) marketId = market['id'] url = self.urls['api']['ws']['public'] client = self.client(url) messageHash = channel + ':' + marketId request: dict = { 'event': 'subscribe', 'channel': channel, 'symbol': marketId, } result = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash, {'checksum': False}) checksum = self.safe_bool(self.options, 'checksum', True) if checksum and not client.subscriptions[messageHash]['checksum'] and (channel == 'book'): client.subscriptions[messageHash]['checksum'] = True await client.send({ 'event': 'conf', 'flags': 131072, }) return result async def subscribe_private(self, messageHash): await self.load_markets() await self.authenticate() url = self.urls['api']['ws']['private'] return await self.watch(url, messageHash, None, 1) 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 :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 :returns int[][]: A list of candles ordered, open, high, low, close, volume """ await self.load_markets() market = self.market(symbol) symbol = market['symbol'] interval = self.safe_string(self.timeframes, timeframe, timeframe) channel = 'candles' key = 'trade:' + interval + ':' + market['id'] messageHash = channel + ':' + interval + ':' + market['id'] request: dict = { 'event': 'subscribe', 'channel': channel, 'key': key, } url = self.urls['api']['ws']['public'] # not using subscribe here because self message has a different format ohlcv = await self.watch(url, messageHash, self.deep_extend(request, params), messageHash) if self.newUpdates: limit = ohlcv.getLimit(symbol, limit) return self.filter_by_since_limit(ohlcv, since, limit, 0, True) def handle_ohlcv(self, client: Client, message, subscription): # # initial snapshot # [ # 341527, # channel id # [ # [ # 1654705860000, # timestamp # 1802.6, # open # 1800.3, # close # 1802.8, # high # 1800.3, # low # 86.49588236 # volume # ], # [ # 1654705800000, # 1803.6, # 1802.6, # 1804.9, # 1802.3, # 74.6348086 # ], # [ # 1654705740000, # 1802.5, # 1803.2, # 1804.4, # 1802.4, # 23.61801085 # ] # ] # ] # # update # [ # 211171, # [ # 1654705680000, # 1801, # 1802.4, # 1802.9, # 1800.4, # 23.91911091 # ] # ] # data = self.safe_value(message, 1, []) ohlcvs = None first = self.safe_value(data, 0) if isinstance(first, list): # snapshot ohlcvs = data else: # update ohlcvs = [data] channel = self.safe_value(subscription, 'channel') key = self.safe_string(subscription, 'key') keyParts = key.split(':') interval = self.safe_string(keyParts, 1) marketId = key marketId = marketId.replace('trade:', '') marketId = marketId.replace(interval + ':', '') market = self.safe_market(marketId) timeframe = self.find_timeframe(interval) symbol = market['symbol'] messageHash = channel + ':' + interval + ':' + marketId self.ohlcvs[symbol] = self.safe_value(self.ohlcvs, symbol, {}) stored = self.safe_value(self.ohlcvs[symbol], timeframe) if stored is None: limit = self.safe_integer(self.options, 'OHLCVLimit', 1000) stored = ArrayCacheByTimestamp(limit) self.ohlcvs[symbol][timeframe] = stored ohlcvsLength = len(ohlcvs) for i in range(0, ohlcvsLength): ohlcv = ohlcvs[ohlcvsLength - i - 1] parsed = self.parse_ohlcv(ohlcv, market) stored.append(parsed) client.resolve(stored, messageHash) 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 :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 ` """ trades = await self.subscribe('trades', symbol, params) if self.newUpdates: limit = trades.getLimit(symbol, limit) return self.filter_by_since_limit(trades, since, limit, 'timestamp', True) async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ watches information on multiple trades made by the user :param str symbol: unified market symbol of the market trades were made in :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trade structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ await self.load_markets() messageHash = 'myTrade' if symbol is not None: market = self.market(symbol) messageHash += ':' + market['id'] trades = await self.subscribe_private(messageHash) if self.newUpdates: limit = trades.getLimit(symbol, limit) return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True) 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 :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 ` """ return await self.subscribe('ticker', symbol, params) def handle_my_trade(self, client: Client, message, subscription={}): # # trade execution # [ # 0, # "te", # or tu # [ # 1133411090, # "tLTCUST", # 1655110144598, # 97084883506, # 0.1, # 42.821, # "EXCHANGE MARKET", # 42.799, # -1, # null, # null, # 1655110144596 # ] # ] # name = 'myTrade' data = self.safe_value(message, 2) trade = self.parse_ws_trade(data) symbol = trade['symbol'] market = self.market(symbol) messageHash = name + ':' + market['id'] if self.myTrades is None: limit = self.safe_integer(self.options, 'tradesLimit', 1000) self.myTrades = ArrayCacheBySymbolById(limit) tradesArray = self.myTrades tradesArray.append(trade) self.myTrades = tradesArray # generic subscription client.resolve(tradesArray, name) # specific subscription client.resolve(tradesArray, messageHash) def handle_trades(self, client: Client, message, subscription): # # initial snapshot # # [ # 188687, # channel id # [ # [1128060675, 1654701572690, 0.00217533, 1815.3], # id, mts, amount, price # [1128060665, 1654701551231, -0.00280472, 1814.1], # [1128060664, 1654701550996, -0.00364444, 1814.1], # [1128060656, 1654701527730, -0.00265203, 1814.2], # [1128060647, 1654701505193, 0.00262395, 1815.2], # [1128060642, 1654701484656, -0.13411443, 1816], # [1128060641, 1654701484656, -0.00088557, 1816], # [1128060639, 1654701478326, -0.002, 1816], # ] # ] # update # # [ # 360141, # "te", # [ # 1128060969, # id # 1654702500098, # mts # 0.00325131, # amount positive buy, negative sell # 1818.5, # price # ], # ] # # channel = self.safe_value(subscription, 'channel') marketId = self.safe_string(subscription, 'symbol') market = self.safe_market(marketId) messageHash = channel + ':' + marketId tradesLimit = self.safe_integer(self.options, 'tradesLimit', 1000) symbol = market['symbol'] stored = self.safe_value(self.trades, symbol) if stored is None: stored = ArrayCache(tradesLimit) self.trades[symbol] = stored messageLength = len(message) if messageLength == 2: # initial snapshot trades = self.safe_list(message, 1, []) # needs to be reversed to make chronological order length = len(trades) for i in range(0, length): index = length - i - 1 parsed = self.parse_ws_trade(trades[index], market) stored.append(parsed) else: # update type = self.safe_string(message, 1) if type == 'tu': # don't resolve for a duplicate update # since te and tu updates are duplicated on the public stream return trade = self.safe_value(message, 2, []) parsed = self.parse_ws_trade(trade, market) stored.append(parsed) client.resolve(stored, messageHash) def parse_ws_trade(self, trade, market=None): # # [ # 1128060969, # id # 1654702500098, # mts # 0.00325131, # amount positive buy, negative sell # 1818.5, # price # ] # # trade execution # # [ # 1133411090, # id # "tLTCUST", # symbol # 1655110144598, # create ms # 97084883506, # order id # 0.1, # amount # 42.821, # price # "EXCHANGE MARKET", # order type # 42.799, # order price # -1, # maker # null, # fee # null, # fee currency # 1655110144596 # cid # ] # # trade update # # [ # 1133411090, # "tLTCUST", # 1655110144598, # 97084883506, # 0.1, # 42.821, # "EXCHANGE MARKET", # 42.799, # -1, # -0.0002, # "LTC", # 1655110144596 # ] # numFields = len(trade) isPublic = numFields <= 8 marketId = self.safe_string(trade, 1) if (not isPublic) else None market = self.safe_market(marketId, market) createdKey = 1 if isPublic else 2 priceKey = 3 if isPublic else 5 amountKey = 2 if isPublic else 4 marketId = market['id'] type = self.safe_string(trade, 6) if type is not None: if type.find('LIMIT') > -1: type = 'limit' elif type.find('MARKET') > -1: type = 'market' orderId = self.safe_string(trade, 3) if (not isPublic) else None id = self.safe_string(trade, 0) timestamp = self.safe_integer(trade, createdKey) price = self.safe_string(trade, priceKey) amountString = self.safe_string(trade, amountKey) amount = self.parse_number(Precise.string_abs(amountString)) side = None if amount is not None: side = 'buy' if Precise.string_gt(amountString, '0') else 'sell' symbol = self.safe_symbol(marketId, market) feeValue = self.safe_string(trade, 9) fee = None if feeValue is not None: currencyId = self.safe_string(trade, 10) code = self.safe_currency_code(currencyId) fee = { 'cost': feeValue, 'currency': code, } maker = self.safe_integer(trade, 8) takerOrMaker = None if maker is not None: takerOrMaker = 'taker' if (maker == -1) else 'maker' return self.safe_trade({ 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': symbol, 'id': id, 'order': orderId, 'type': type, 'takerOrMaker': takerOrMaker, 'side': side, 'price': price, 'amount': amount, 'cost': None, 'fee': fee, }, market) def handle_ticker(self, client: Client, message, subscription): # # [ # 340432, # channel ID # [ # 236.62, # 1 BID float Price of last highest bid # 9.0029, # 2 BID_SIZE float Size of the last highest bid # 236.88, # 3 ASK float Price of last lowest ask # 7.1138, # 4 ASK_SIZE float Size of the last lowest ask # -1.02, # 5 DAILY_CHANGE float Amount that the last price has changed since yesterday # 0, # 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms # 236.52, # 7 LAST_PRICE float Price of the last trade. # 5191.36754297, # 8 VOLUME float Daily volume # 250.01, # 9 HIGH float Daily high # 220.05, # 10 LOW float Daily low # ] # ] # ticker = self.safe_value(message, 1) marketId = self.safe_string(subscription, 'symbol') market = self.safe_market(marketId) symbol = self.safe_symbol(marketId) parsed = self.parse_ws_ticker(ticker, market) channel = 'ticker' messageHash = channel + ':' + marketId self.tickers[symbol] = parsed client.resolve(parsed, messageHash) def parse_ws_ticker(self, ticker, market=None): # # [ # 236.62, # 1 BID float Price of last highest bid # 9.0029, # 2 BID_SIZE float Size of the last highest bid # 236.88, # 3 ASK float Price of last lowest ask # 7.1138, # 4 ASK_SIZE float Size of the last lowest ask # -1.02, # 5 DAILY_CHANGE float Amount that the last price has changed since yesterday # 0, # 6 DAILY_CHANGE_PERC float Amount that the price has changed expressed in percentage terms # 236.52, # 7 LAST_PRICE float Price of the last trade. # 5191.36754297, # 8 VOLUME float Daily volume # 250.01, # 9 HIGH float Daily high # 220.05, # 10 LOW float Daily low # ] # market = self.safe_market(None, market) symbol = market['symbol'] last = self.safe_string(ticker, 6) change = self.safe_string(ticker, 4) return self.safe_ticker({ 'symbol': symbol, 'timestamp': None, 'datetime': None, 'high': self.safe_string(ticker, 8), 'low': self.safe_string(ticker, 9), 'bid': self.safe_string(ticker, 0), 'bidVolume': self.safe_string(ticker, 1), 'ask': self.safe_string(ticker, 2), 'askVolume': self.safe_string(ticker, 3), 'vwap': None, 'open': None, 'close': last, 'last': last, 'previousClose': None, 'change': change, 'percentage': self.safe_string(ticker, 5), 'average': None, 'baseVolume': self.safe_string(ticker, 7), 'quoteVolume': None, 'info': ticker, }, market) 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 :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 """ if limit is not None: if (limit != 25) and (limit != 100): raise ExchangeError(self.id + ' watchOrderBook limit argument must be None, 25 or 100') options = self.safe_value(self.options, 'watchOrderBook', {}) prec = self.safe_string(options, 'prec', 'P0') freq = self.safe_string(options, 'freq', 'F0') request: dict = { 'prec': prec, # string, level of price aggregation, 'P0', 'P1', 'P2', 'P3', 'P4', default P0 'freq': freq, # string, frequency of updates 'F0' = realtime, 'F1' = 2 seconds, default is 'F0' } if limit is not None: request['len'] = limit # string, number of price points, '25', '100', default = '25' orderbook = await self.subscribe('book', symbol, self.deep_extend(request, params)) return orderbook.limit() def handle_order_book(self, client: Client, message, subscription): # # first message(snapshot) # # [ # 18691, # channel id # [ # [7364.8, 10, 4.354802], # price, count, size > 0 = bid # [7364.7, 1, 0.00288831], # [7364.3, 12, 0.048], # [7364.9, 3, -0.42028976], # price, count, size < 0 = ask # [7365, 1, -0.25], # [7365.5, 1, -0.00371937], # ] # ] # # subsequent updates # # [ # 358169, # channel id # [ # 1807.1, # price # 0, # cound # 1 # size # ] # ] # marketId = self.safe_string(subscription, 'symbol') symbol = self.safe_symbol(marketId) channel = 'book' messageHash = channel + ':' + marketId prec = self.safe_string(subscription, 'prec', 'P0') isRaw = (prec == 'R0') # if it is an initial snapshot if not (symbol in self.orderbooks): limit = self.safe_integer(subscription, 'len') if isRaw: # raw order books self.orderbooks[symbol] = self.indexed_order_book({}, limit) else: # P0, P1, P2, P3, P4 self.orderbooks[symbol] = self.counted_order_book({}, limit) orderbook = self.orderbooks[symbol] if isRaw: deltas = message[1] for i in range(0, len(deltas)): delta = deltas[i] delta2 = delta[2] size = -delta2 if (delta2 < 0) else delta2 side = 'asks' if (delta2 < 0) else 'bids' bookside = orderbook[side] idString = self.safe_string(delta, 0) price = self.safe_float(delta, 1) bookside.storeArray([price, size, idString]) else: deltas = message[1] for i in range(0, len(deltas)): delta = deltas[i] amount = self.safe_number(delta, 2) counter = self.safe_number(delta, 1) price = self.safe_number(delta, 0) size = -amount if (amount < 0) else amount side = 'asks' if (amount < 0) else 'bids' bookside = orderbook[side] bookside.storeArray([price, size, counter]) orderbook['symbol'] = symbol client.resolve(orderbook, messageHash) else: orderbook = self.orderbooks[symbol] deltas = message[1] orderbookItem = self.orderbooks[symbol] if isRaw: price = self.safe_string(deltas, 1) deltas2 = deltas[2] size = -deltas2 if (deltas2 < 0) else deltas2 side = 'asks' if (deltas2 < 0) else 'bids' bookside = orderbookItem[side] # price = 0 means that you have to remove the order from your book amount = size if Precise.string_gt(price, '0') else '0' idString = self.safe_string(deltas, 0) bookside.storeArray([self.parse_number(price), self.parse_number(amount), idString]) else: amount = self.safe_string(deltas, 2) counter = self.safe_string(deltas, 1) price = self.safe_string(deltas, 0) size = Precise.string_neg(amount) if Precise.string_lt(amount, '0') else amount side = 'asks' if Precise.string_lt(amount, '0') else 'bids' bookside = orderbookItem[side] bookside.storeArray([self.parse_number(price), self.parse_number(size), self.parse_number(counter)]) client.resolve(orderbook, messageHash) def handle_checksum(self, client: Client, message, subscription): # # [173904, "cs", -890884919] # marketId = self.safe_string(subscription, 'symbol') symbol = self.safe_symbol(marketId) channel = 'book' messageHash = channel + ':' + marketId book = self.safe_value(self.orderbooks, symbol) if book is None: return depth = 25 # covers the first 25 bids and asks stringArray = [] bids = book['bids'] asks = book['asks'] prec = self.safe_string(subscription, 'prec', 'P0') isRaw = (prec == 'R0') idToCheck = 2 if isRaw else 0 # pepperoni pizza from bitfinex for i in range(0, depth): bid = self.safe_value(bids, i) ask = self.safe_value(asks, i) if bid is not None: stringArray.append(self.number_to_string(bids[i][idToCheck])) stringArray.append(self.number_to_string(bids[i][1])) if ask is not None: stringArray.append(self.number_to_string(asks[i][idToCheck])) aski1 = asks[i][1] stringArray.append(self.number_to_string(-aski1)) payload = ':'.join(stringArray) localChecksum = self.crc32(payload, True) responseChecksum = self.safe_integer(message, 2) if responseChecksum != localChecksum: del client.subscriptions[messageHash] del self.orderbooks[symbol] checksum = self.handle_option('watchOrderBook', 'checksum', True) if checksum: error = ChecksumError(self.id + ' ' + self.orderbook_checksum_message(symbol)) client.reject(error, messageHash) async def watch_balance(self, params={}) -> Balances: """ 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 str [params.type]: spot or contract if not provided self.options['defaultType'] is used :returns dict: a `balance structure ` """ await self.load_markets() balanceType = self.safe_string(params, 'wallet', 'exchange') # exchange, margin params = self.omit(params, 'wallet') messageHash = 'balance:' + balanceType return await self.subscribe_private(messageHash) def handle_balance(self, client: Client, message, subscription): # # snapshot(exchange + margin together) # [ # 0, # "ws", # [ # [ # "exchange", # "LTC", # 0.05479727, # 0, # null, # "Trading fees for 0.05 LTC(LTCUST) @ 51.872 on BFX(0.2%)", # null, # ] # [ # "margin", # "USTF0", # 11.960650700086292, # 0, # null, # "Trading fees for 0.1 LTCF0(LTCF0:USTF0) @ 51.844 on BFX(0.065%)", # null, # ], # ], # ] # # spot # [ # 0, # "wu", # [ # "exchange", # "LTC", # currency # 0.06729727, # wallet balance # 0, # unsettled balance # 0.06729727, # available balance might be null # "Exchange 0.4 LTC for UST @ 65.075", # { # "reason": "TRADE", # "order_id": 96596397973, # "order_id_oppo": 96596632735, # "trade_price": "65.075", # "trade_amount": "-0.4", # "order_cid": 1654636218766, # "order_gid": null # } # ] # ] # # margin # # [ # "margin", # "USTF0", # 11.960650700086292, # total # 0, # 6.776250700086292, # available # "Trading fees for 0.1 LTCF0(LTCF0:USTF0) @ 51.844 on BFX(0.065%)", # null # ] # updateType = self.safe_value(message, 1) data = None if updateType == 'ws': data = self.safe_value(message, 2) else: data = [self.safe_value(message, 2)] updatedTypes: dict = {} for i in range(0, len(data)): rawBalance = data[i] currencyId = self.safe_string(rawBalance, 1) code = self.safe_currency_code(currencyId) balance = self.parse_ws_balance(rawBalance) balanceType = self.safe_string(rawBalance, 0) oldBalance = self.safe_value(self.balance, balanceType, {}) oldBalance[code] = balance oldBalance['info'] = message self.balance[balanceType] = self.safe_balance(oldBalance) updatedTypes[balanceType] = True updatesKeys = list(updatedTypes.keys()) for i in range(0, len(updatesKeys)): type = updatesKeys[i] messageHash = 'balance:' + type client.resolve(self.balance[type], messageHash) def parse_ws_balance(self, balance): # # [ # "exchange", # "LTC", # 0.05479727, # balance # 0, # null, # available null if not calculated yet # "Trading fees for 0.05 LTC(LTCUST) @ 51.872 on BFX(0.2%)", # null, # ] # totalBalance = self.safe_string(balance, 2) availableBalance = self.safe_string(balance, 4) account = self.account() if availableBalance is not None: account['free'] = availableBalance account['total'] = totalBalance return account def handle_system_status(self, client: Client, message): # # { # "event": "info", # "version": 2, # "serverId": "e293377e-7bb7-427e-b28c-5db045b2c1d1", # "platform": {status: 1}, # 1 for operative, 0 for maintenance # } # return message def handle_subscription_status(self, client: Client, message): # # { # "event": "subscribed", # "channel": "book", # "chanId": 67473, # "symbol": "tBTCUSD", # "prec": "P0", # "freq": "F0", # "len": "25", # "pair": "BTCUSD" # } # channelId = self.safe_string(message, 'chanId') client.subscriptions[channelId] = message return message async def authenticate(self, params={}): url = self.urls['api']['ws']['private'] client = self.client(url) messageHash = 'authenticated' future = client.future(messageHash) authenticated = self.safe_value(client.subscriptions, messageHash) if authenticated is None: nonce = self.milliseconds() payload = 'AUTH' + str(nonce) signature = self.hmac(self.encode(payload), self.encode(self.secret), hashlib.sha384, 'hex') event = 'auth' request: dict = { 'apiKey': self.apiKey, 'authSig': signature, 'authNonce': nonce, 'authPayload': payload, 'event': event, } message = self.extend(request, params) self.watch(url, messageHash, message, messageHash) return await future def handle_authentication_message(self, client: Client, message): messageHash = 'authenticated' status = self.safe_string(message, 'status') if status == 'OK': # we resolve the future here permanently so authentication only happens once future = self.safe_value(client.futures, messageHash) future.resolve(True) else: error = AuthenticationError(self.json(message)) client.reject(error, messageHash) # allows further authentication attempts if messageHash in client.subscriptions: del client.subscriptions[messageHash] 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 :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 :returns dict[]: a list of `order structures ` """ await self.load_markets() messageHash = 'orders' if symbol is not None: market = self.market(symbol) messageHash += ':' + market['id'] orders = await self.subscribe_private(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, subscription): # # limit order # [ # 0, # "on", # ou or oc # [ # 96923856256, # order id # null, # gid # 1655029337026, # cid # "tLTCUST", # symbol # 1655029337027, # created timestamp # 1655029337029, # updated timestamp # 0.1, # amount # 0.1, # amount_orig # "EXCHANGE LIMIT", # order type # null, # type_prev # null, # mts_tif # null, # placeholder # 0, # flags # "ACTIVE", # status # null, # null, # 30, # price # 0, # price average # 0, # price_trailling # 0, # price_aux_limit # null, # null, # null, # 0, # notify # 0, # null, # null, # null, # "BFX", # null, # null, # ] # ] # data = self.safe_value(message, 2, []) messageType = self.safe_string(message, 1) if self.orders is None: limit = self.safe_integer(self.options, 'ordersLimit', 1000) self.orders = ArrayCacheBySymbolById(limit) orders = self.orders symbolIds: dict = {} if messageType == 'os': snapshotLength = len(data) if snapshotLength == 0: return for i in range(0, len(data)): value = data[i] parsed = self.parse_ws_order(value) symbol = parsed['symbol'] symbolIds[symbol] = True orders.append(parsed) else: parsed = self.parse_ws_order(data) orders.append(parsed) symbol = parsed['symbol'] symbolIds[symbol] = True name = 'orders' client.resolve(self.orders, name) keys = list(symbolIds.keys()) for i in range(0, len(keys)): symbol = keys[i] market = self.market(symbol) messageHash = name + ':' + market['id'] client.resolve(self.orders, messageHash) def parse_ws_order_status(self, status): statuses: dict = { 'ACTIVE': 'open', 'CANCELED': 'canceled', 'EXECUTED': 'closed', 'PARTIALLY': 'open', } return self.safe_string(statuses, status, status) def parse_ws_order(self, order, market=None): # # [ # 97084883506, # order id # null, # 1655110144596, # clientOrderId # "tLTCUST", # symbol # 1655110144596, # created timestamp # 1655110144598, # updated timestamp # 0, # amount # 0.1, # amount_orig negative if sell order # "EXCHANGE MARKET", # type # null, # null, # null, # 0, # "EXECUTED @ 42.821(0.1)", # status # null, # null, # 42.799, # price # 42.821, # price average # 0, # price trailling # 0, # price_aux_limit # null, # null, # null, # 0, # 0, # null, # null, # null, # "BFX", # null, # null, # {} # ] # id = self.safe_string(order, 0) clientOrderId = self.safe_string(order, 1) marketId = self.safe_string(order, 3) symbol = self.safe_symbol(marketId) market = self.safe_market(symbol) amount = self.safe_string(order, 7) side = 'buy' if Precise.string_lt(amount, '0'): amount = Precise.string_abs(amount) side = 'sell' remaining = Precise.string_abs(self.safe_string(order, 6)) type = self.safe_string(order, 8) if type.find('LIMIT') > -1: type = 'limit' elif type.find('MARKET') > -1: type = 'market' rawState = self.safe_string(order, 13) stateParts = rawState.split(' ') trimmedStatus = self.safe_string(stateParts, 0) status = self.parse_ws_order_status(trimmedStatus) price = self.safe_string(order, 16) timestamp = self.safe_integer_2(order, 5, 4) average = self.safe_string(order, 17) stopPrice = self.omit_zero(self.safe_string(order, 18)) return self.safe_order({ 'info': order, 'id': id, 'clientOrderId': clientOrderId, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'symbol': symbol, 'type': type, 'side': side, 'price': price, 'stopPrice': stopPrice, 'triggerPrice': stopPrice, 'average': average, 'amount': amount, 'remaining': remaining, 'filled': None, 'status': status, 'fee': None, 'cost': None, 'trades': None, }, market) def handle_message(self, client: Client, message): channelId = self.safe_string(message, 0) # # [ # 1231, # "hb", # ] # # auth message # { # "event": "auth", # "status": "OK", # "chanId": 0, # "userId": 3159883, # "auth_id": "ac7108e7-2f26-424d-9982-c24700dc02ca", # "caps": { # "orders": {read: 1, write: 1}, # "account": {read: 1, write: 1}, # "funding": {read: 1, write: 1}, # "history": {read: 1, write: 0}, # "wallets": {read: 1, write: 1}, # "withdraw": {read: 0, write: 1}, # "positions": {read: 1, write: 1}, # "ui_withdraw": {read: 0, write: 0} # } # } # if isinstance(message, list): if message[1] == 'hb': return # skip heartbeats within subscription channels for now subscription = self.safe_value(client.subscriptions, channelId, {}) channel = self.safe_string(subscription, 'channel') name = self.safe_string(message, 1) publicMethods: dict = { 'book': self.handle_order_book, 'cs': self.handle_checksum, 'candles': self.handle_ohlcv, 'ticker': self.handle_ticker, 'trades': self.handle_trades, } privateMethods: dict = { 'os': self.handle_orders, 'ou': self.handle_orders, 'on': self.handle_orders, 'oc': self.handle_orders, 'wu': self.handle_balance, 'ws': self.handle_balance, 'tu': self.handle_my_trade, } method = None if channelId == '0': method = self.safe_value(privateMethods, name) else: method = self.safe_value_2(publicMethods, name, channel) if method is not None: method(client, message, subscription) else: event = self.safe_string(message, 'event') if event is not None: methods: dict = { 'info': self.handle_system_status, 'subscribed': self.handle_subscription_status, 'auth': self.handle_authentication_message, } method = self.safe_value(methods, event) if method is not None: method(client, message)