def subscribe_book_depth_event(self,
symbol,
limit,
update_time,
callback,
error_handler=None):
check_should_not_none(symbol, "symbol")
check_should_not_none(limit, "limit")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(book_depth_channel(symbol, limit, update_time))
time.sleep(0.01)
def json_parse(json_wrapper):
result = OrderBookEvent.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_user_data_event(self,
listenKey,
callback,
error_handler=None):
check_should_not_none(listenKey, "listenKey")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(user_data_channel(listenKey))
time.sleep(0.01)
def json_parse(json_wrapper):
if (json_wrapper.get_string("e") == "ACCOUNT_UPDATE"):
result = AccountUpdate.json_parse(json_wrapper)
elif (json_wrapper.get_string("e") == "ORDER_TRADE_UPDATE"):
result = OrderUpdate.json_parse(json_wrapper)
elif (json_wrapper.get_string("e") == "listenKeyExpired"):
result = ListenKeyExpired.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_continuous_candlestick_event(self,
pair,
contract_type,
interval,
callback,
error_handler=None):
check_should_not_none(pair, "pair")
check_should_not_none(contract_type, "contract_type")
check_should_not_none(interval, "interval")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(
continuous_kline_channel(pair, contract_type, interval))
time.sleep(0.01)
def json_parse(json_wrapper):
result = ContinuousCandlestickEvent.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_all_liquidation_event(self, callback, error_handler=None):
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(all_liquidation_channel())
time.sleep(0.01)
def json_parse(json_wrapper):
result = LiquidationOrderEvent.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_backend(self, callback, error_handler=None):
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(json.dumps({"status": "Connect"}))
time.sleep(0.01)
def json_parse(json_wrapper: JsonWrapper):
result = json_wrapper.json_object
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_mark_price_event(self, symbol, callback, error_handler=None):
check_should_not_none(symbol, "symbol")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(mark_price_channel(symbol))
time.sleep(0.01)
def json_parse(json_wrapper):
result = MarkPriceEvent.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_blvt_nav_candlestick_event(self, symbol, interval, callback, error_handler=None):
check_should_not_none(symbol, "symbol")
check_should_not_none(interval, "interval")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(blvt_nav_kline_channel(symbol, interval))
time.sleep(0.01)
def json_parse(json_wrapper):
result = BLVTNAVCandlestickEvent.json_parse(json_wrapper)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_all_ticker_event(self, callback, error_handler=None):
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(all_ticker_channel())
time.sleep(0.01)
def json_parse(json_wrapper):
result = list()
data_list = json_wrapper.convert_2_array()
for item in data_list.get_items():
ticker_event_obj = SymbolTickerEvent.json_parse(item)
result.append(ticker_event_obj)
return result
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
