# -*- 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 Any, 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) -> Any: 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 ` """ 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 ` 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 ` """ 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 ` """ 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)