def __init__(
self,
trading_pairs: Optional[List[str]] = None,
rest_api_url: str = "https://api.dydx.exchange/v1",
websocket_url: str = "wss://api.dydx.exchange/v1/ws",
dydx_auth: str = "",
token_configuration: DydxAPITokenConfigurationDataSource = None,
):
super().__init__(
DydxAPIOrderBookDataSource(
trading_pairs=trading_pairs,
rest_api_url=rest_api_url,
websocket_url=websocket_url,
token_configuration=token_configuration), trading_pairs)
self._order_books: Dict[str, DydxOrderBook] = {}
self._saved_message_queues: Dict[
str, Deque[DydxOrderBookMessage]] = defaultdict(
lambda: deque(maxlen=1000))
self._order_book_snapshot_stream: asyncio.Queue = asyncio.Queue()
self._order_book_diff_stream: asyncio.Queue = asyncio.Queue()
self._order_book_trade_stream: asyncio.Queue = asyncio.Queue()
self._ev_loop: asyncio.BaseEventLoop = asyncio.get_event_loop()
self._dydx_auth = DydxAuth(dydx_auth)
self._token_configuration: DydxAPITokenConfigurationDataSource = token_configuration
self._active_order_trackers: Dict[
str, DydxActiveOrderTracker] = defaultdict(
lambda: DydxActiveOrderTracker(self.token_configuration))
def __init__(self, trading_pairs: List[str] = None, rest_api_url="", websocket_url="", token_configuration=None):
super().__init__(trading_pairs)
self.REST_URL = rest_api_url
self.WS_URL = websocket_url
self._get_tracking_pair_done_event: asyncio.Event = asyncio.Event()
self.order_book_create_function = lambda: OrderBook()
self._token_configuration: DydxAPITokenConfigurationDataSource = token_configuration
self.token_configuration
self._active_order_tracker: DydxActiveOrderTracker = DydxActiveOrderTracker(self.token_configuration)
def active_order_tracker(self) -> DydxActiveOrderTracker:
if not self._active_order_tracker:
self._active_order_tracker = DydxActiveOrderTracker(
self.token_configuration)
return self._active_order_tracker