def connect(
self
) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[
[str, float], None]]]:
"""
Generic connection method for exchanges. Exchanges that require/support
multiple addresses will need to override this method in their specific class
unless they use the same subscribe method and message handler for all
connections.
Connect returns a list of tuples. Each tuple contains
1. an AsyncConnection object
2. the subscribe function pointer associated with this connection
3. the message handler for this connection
"""
ret = []
if isinstance(self.address, str):
return [(AsyncConnection(self.address, self.id,
**self.ws_defaults), self.subscribe,
self.message_handler)]
for _, addr in self.address.items():
ret.append((AsyncConnection(addr, self.id, **self.ws_defaults),
self.subscribe, self.message_handler))
return ret
def connect(self) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[[str, float], None]]]:
ret = []
if any(pair[-4:] == 'USDT' for pair in self.normalized_symbols):
subscribe = partial(self.subscribe, quote='USDT')
ret.append((AsyncConnection(self.address['USDT'], self.id, **self.ws_defaults), subscribe, self.message_handler))
if any(pair[-3:] == 'USD' for pair in self.normalized_symbols):
subscribe = partial(self.subscribe, quote='USD')
ret.append((AsyncConnection(self.address['USD'], self.id, **self.ws_defaults), subscribe, self.message_handler))
return ret
def connect(self) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[[str, float], None]]]:
ret = []
for channel in self.subscription or self.channels:
if is_authenticated_channel(channel):
syms = self.symbols or self.subscription[channel]
for s in syms:
ret.append((AsyncConnection(self.address, self.id, **self.ws_defaults), partial(self.user_order_subscribe, symbol=s), self.message_handler))
else:
ret.append((AsyncConnection(self.address, self.id, **self.ws_defaults), self.subscribe, self.message_handler))
return ret
def _connect_builder(self,
address: str,
options: list,
header=None,
sub=None,
handler=None):
"""
Helper method for building a custom connect tuple
"""
subscribe = partial(self.subscribe if not sub else sub,
options=options)
conn = AsyncConnection(address,
self.id,
extra_headers=header,
**self.ws_defaults)
return conn, subscribe, handler if handler else self.message_handler
def connect(
self
) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[
[str, float], None]]]:
addrs = []
for chan in self.channels if self.channels else self.config:
for pair in self.pairs if not self.config else self.config[chan]:
if chan == MARKET_INFO:
addrs.append(
f"{self.address}coins/{pair}?localization=false&tickers=false&market_data=true&community_data=true&developer_data=false&sparkline=false"
)
return [(AsyncConnection(addrs,
self.id,
delay=self.sleep_time * 2,
sleep=self.sleep_time), self.subscribe,
self.message_handler)]
def connect(
self
) -> List[Tuple[AsyncConnection, Callable[[None], None], Callable[
[str, float], None]]]:
ret = []
if self.address:
ret = super().connect()
for chan in set(self.channels or self.subscription):
if chan == 'open_interest':
addrs = [
f"{self.rest_endpoint}/openInterest?symbol={pair}"
for pair in set(self.symbols or self.subscription[chan])
]
ret.append((AsyncConnection(addrs,
self.id,
delay=60.0,
sleep=1.0,
**self.ws_defaults),
self.subscribe, self.message_handler))
return ret
def build(options: list):
subscribe = partial(self.subscribe, options=options)
conn = AsyncConnection(self.address, self.id, **self.ws_defaults)
return conn, subscribe, self.message_handler