def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
def subscription(connection):
for symbol in symbol_list:
connection.send(market_detail_channel(symbol))
time.sleep(0.01)
def parse(dict_data):
return default_parse(dict_data, MarketDetailEvent, MarketDetail)
SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse,
callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
level = self.params["levels"]
def subscription(connection):
for symbol in symbol_list:
connection.send(mbp_increase_channel(symbol, level))
time.sleep(0.01)
def parse(dict_data):
return MbpIncreaseEvent.json_parse(dict_data)
SubscribeClient(**kwargs).execute_subscribe_mbp(
subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
interval = self.params["interval"]
def subscription(connection):
for symbol in symbol_list:
connection.send(kline_channel(symbol, interval))
time.sleep(0.01)
def parse(dict_data):
return default_parse(dict_data, CandlestickEvent, Candlestick)
SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse,
callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
def subscription(connection):
for symbol in symbol_list:
connection.send(price_depth_bbo_channel(symbol))
time.sleep(0.01)
def parse(dict_data):
return default_parse(dict_data, PriceDepthBboEvent, PriceDepthBbo)
SubscribeClient(**kwargs).execute_subscribe_v1(subscription,
parse,
callback,
error_handler)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
def subscription(connection):
for val in symbol_list:
connection.send(orders_update_channel(val))
time.sleep(0.01)
def parse(dict_data):
return default_parse(dict_data, OrderUpdateEvent, OrderUpdate)
SubscribeClient(**kwargs).execute_subscribe_v2(subscription,
parse,
callback,
error_handler,
is_trade=True)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
def subscription(connection):
for symbol in symbol_list:
connection.send(trade_clearing_channel(symbol))
time.sleep(0.01)
def parse(dict_data):
return TradeClearingEvent.json_parse(dict_data)
SubscribeClient(**kwargs).execute_subscribe_v2(subscription,
parse,
callback,
error_handler,
is_trade=True)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
def subscription(connection):
for symbol in symbol_list:
connection.send(trade_detail_channel(symbol))
time.sleep(0.01)
def parse(dict_data):
tick = dict_data.get("tick", {})
trade_detail_event = default_parse(tick, TradeDetailEvent, TradeDetail)
trade_detail_event.ch = dict_data.get("ch", "")
return trade_detail_event
SubscribeClient(**kwargs).execute_subscribe_v1(subscription,
parse,
callback,
error_handler)
def subscribe(self, callback, error_handler, **kwargs):
symbol_list = self.params["symbol_list"]
step = self.params["step"]
def subscription(connection):
for symbol in symbol_list:
connection.send(price_depth_channel(symbol, step))
time.sleep(0.01)
def parse(dict_data):
price_depth_event_obj = PriceDepthEvent()
price_depth_event_obj.ch = dict_data.get("ch", "")
tick = dict_data.get("tick", "")
price_depth_event_obj.tick = PriceDepth.json_parse(tick)
return price_depth_event_obj
SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse,
callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs):
mode = self.params["mode"]
def subscription(connection):
connection.send(accounts_update_channel(mode))
def parse(dict_data):
account_change_event = AccountUpdateEvent()
account_change_event.ch = dict_data.get("ch")
data = dict_data.get("data", {})
if data and len(data):
account_change_event.data = default_parse_list_dict(data, AccountUpdate)
return account_change_event
SubscribeClient(**kwargs).execute_subscribe_v2(subscription,
parse,
callback,
error_handler,
is_trade=True)