def test_request(self):
impl = WebsocketRequestImpl("")
symbols = list()
symbols.append("btcusdt")
def callback(event):
pass
request = impl.subscribe_24h_trade_statistics_event(symbols, callback)
mock_connection = MockWebsocketConnection(request)
request.subscription_handler(mock_connection)
subscription = mock_connection.pop_output_message()
self.assertTrue(subscription.find("btcusdt.detail") != -1)
def test_result(self):
impl = WebsocketRequestImpl("")
symbols = list()
symbols.append("btcusdt")
def callback(event):
pass
request = impl.subscribe_24h_trade_statistics_event(symbols, callback)
event = request.json_parser(parse_json_from_string(data))
self.assertEqual("btcusdt", event.symbol)
self.assertEqual(1550740513421, event.timestamp)
self.assertEqual(204966, event.trade_statistics.count)
self.assertEqual(115320213.26007387, event.trade_statistics.volume)
self.assertEqual(0.00030342, event.trade_statistics.open)
self.assertEqual(3903.5, event.trade_statistics.low)
self.assertEqual(4015, event.trade_statistics.high)
self.assertEqual(3947.03, event.trade_statistics.close)
self.assertEqual(29147.328607142535, event.trade_statistics.amount)
class SubscriptionClient(object):
def __init__(self, **kwargs):
"""
Create the subscription client to subscribe the update from server.
:param kwargs: The option of subscription connection.
api_key: The public key applied from Huobi.
secret_key: The private key applied from Huobi.
uri: Set the URI for subscription.
is_auto_connect: When the connection lost is happening on the subscription line, specify whether the client
reconnect to server automatically. The connection lost means:
Caused by network problem
The connection close triggered by server (happened every 24 hours)
No any message can be received from server within a specified time, see receive_limit_ms
receive_limit_ms: Set the receive limit in millisecond. If no message is received within this limit time,
the connection will be disconnected.
connection_delay_failure: If auto reconnect is enabled, specify the delay time before reconnect.
"""
api_key = None
secret_key = None
if "api_key" in kwargs:
api_key = kwargs["api_key"]
if "secret_key" in kwargs:
secret_key = kwargs["secret_key"]
self.__api_key = api_key
self.__secret_key = secret_key
self.websocket_request_impl = WebsocketRequestImpl(self.__api_key)
self.connections = list()
self.uri = WebSocketDefine.Uri
is_auto_connect = True
receive_limit_ms = 60000
connection_delay_failure = 15
if "uri" in kwargs:
self.uri = kwargs["uri"]
if "is_auto_connect" in kwargs:
is_auto_connect = kwargs["is_auto_connect"]
if "receive_limit_ms" in kwargs:
receive_limit_ms = kwargs["receive_limit_ms"]
if "connection_delay_failure" in kwargs:
connection_delay_failure = kwargs["connection_delay_failure"]
self.__watch_dog = WebSocketWatchDog(is_auto_connect, receive_limit_ms,
connection_delay_failure)
try:
host = urllib.parse.urlparse(self.uri).hostname
impl = RestApiRequestImpl(api_key, secret_key, "https://" + host)
account_info_map.update_user_info(api_key, impl)
except Exception:
pass
def __create_connection(self, request):
connection = WebsocketConnection(self.__api_key, self.__secret_key,
self.uri, self.__watch_dog, request)
self.connections.append(connection)
connection.connect()
def subscribe_candlestick_event(self,
symbols: 'str',
interval: 'CandlestickInterval',
callback,
error_handler=None):
"""
Subscribe candlestick/kline event. If the candlestick/kline is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param interval: The candlestick/kline interval, MIN1, MIN5, DAY1 etc.
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(candlestick_event: 'CandlestickEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_candlestick_event(
symbol_list, interval, callback, error_handler)
self.__create_connection(request)
def subscribe_price_depth_event(self,
symbols: 'str',
depth_step: 'str',
callback,
error_handler=None):
"""
Subscribe price depth event. If the price depth is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param depth_step: The depth precision, string from step0 to step5.
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(price_depth_event: 'PriceDepthEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_price_depth_event(
symbol_list, depth_step, callback, error_handler)
self.__create_connection(request)
def subscribe_price_depth_bbo_event(self,
symbols: 'str',
callback,
error_handler=None):
"""
Subscribe price depth event. If the price depth is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(price_depth_event: 'PriceDepthEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_price_depth_bbo_event(
symbol_list, callback, error_handler)
self.__create_connection(request)
def subscribe_order_update_event(self,
symbols: 'str',
callback,
error_handler=None):
"""
Subscribe order changing event. If a order is created, canceled etc, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(order_update_event: 'OrderUpdateEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_order_update(
symbol_list, callback, error_handler)
self.__create_connection(request)
def subscribe_order_update_new_event(self,
symbols: 'str',
callback,
error_handler=None):
"""
Subscribe order changing event. If a order is created, canceled etc, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(order_update_event: 'OrderUpdateEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_order_update_new(
symbol_list, callback, error_handler)
self.__create_connection(request)
def subscribe_trade_event(self,
symbols: 'str',
callback,
error_handler=None):
"""
Subscribe price depth event. If the price depth is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(trade_event: 'TradeEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_trade_event(
symbol_list, callback, error_handler)
self.__create_connection(request)
def subscribe_24h_trade_statistics_event(self,
symbols: 'str',
callback,
error_handler=None):
"""
Subscribe 24 hours trade statistics event. If statistics is generated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(trade_statistics_event: 'TradeStatisticsEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.subscribe_24h_trade_statistics_event(
symbol_list, callback, error_handler)
self.__create_connection(request)
def subscribe_account_event(self,
mode: 'BalanceMode',
callback,
error_handler=None):
"""
Subscribe account changing event. If the balance is updated, server will send the data to client and onReceive in callback will be called.
:param mode: when mode is AVAILABLE, balance refers to available balance; when mode is TOTAL, balance refers to TOTAL balance for trade sub account (available+frozen).
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(account_event: 'AccountEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
request = self.websocket_request_impl.subscribe_account_event(
mode, callback, error_handler)
self.__create_connection(request)
def request_account_balance_event(self,
callback,
client_req_id=None,
auto_close=True,
error_handler=None):
"""
Subscribe account changing event. If the balance is updated, server will send the data to client and onReceive in callback will be called.
:param client_req_id: client request ID
:param auto_close : close websocket connection after get data
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(account_event: 'AccountEvent'):
pass
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
request = self.websocket_request_impl.request_account_balance_event(
callback, client_req_id, auto_close, error_handler)
self.__create_connection(request)
def request_candlestick_event(self,
symbols: 'str',
interval: 'CandlestickInterval',
callback,
from_ts_second=None,
end_ts_second=None,
auto_close=True,
error_handler=None):
"""
Subscribe candlestick/kline event. If the candlestick/kline is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param interval: The candlestick/kline interval, MIN1, MIN5, DAY1 etc.
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(candlestick_event: 'CandlestickEvent'):
pass
:param from_ts_second : data from timestamp [it's second]
:param end_ts_second : data util timestamp [it's second]
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.request_candlestick_event(
symbol_list, interval, callback, from_ts_second, end_ts_second,
auto_close, error_handler)
self.__create_connection(request)
def request_price_depth_event(self,
symbols: 'str',
depth_step: 'str',
callback,
auto_close=True,
error_handler=None):
"""
Subscribe price depth event. If the price depth is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param depth_step: The depth precision, string from step0 to step5.
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(price_depth_event: 'PriceDepthEvent'):
pass
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.request_price_depth_event(
symbol_list, depth_step, callback, auto_close, error_handler)
self.__create_connection(request)
def request_trade_event(self,
symbols: 'str',
callback,
auto_close=True,
error_handler=None):
"""
Subscribe price depth event. If the price depth is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(trade_event: 'TradeEvent'):
pass
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.request_trade_event(
symbol_list, callback, auto_close, error_handler)
self.__create_connection(request)
def request_24h_trade_statistics_event(self,
symbols: 'str',
callback,
auto_close=True,
error_handler=None):
"""
Subscribe 24 hours trade statistics event. If statistics is generated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(trade_statistics_event: 'TradeStatisticsEvent'):
pass
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
symbol_list = symbols.split(",")
request = self.websocket_request_impl.request_24h_trade_statistics_event(
symbol_list, callback, auto_close, error_handler)
self.__create_connection(request)
def request_order_list_event(self,
symbol: 'str',
account_id: int,
callback,
order_states=None,
client_req_id=True,
auto_close=True,
error_handler=None):
"""
Subscribe candlestick/kline event. If the candlestick/kline is updated, server will send the data to client and onReceive in callback will be called.
:param symbol: The symbol, like "btcusdt".
:param order_states: order status, can be one state or many state sepearted by comma, such as "submitted,partial-filled,partial-canceled,filled,canceled,created"
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(candlestick_event: 'CandlestickEvent'):
pass
:param client_req_id: client request ID
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
request = self.websocket_request_impl.request_order_list_event(
symbol, account_id, callback, order_states, client_req_id,
auto_close, error_handler)
self.__create_connection(request)
def request_order_detail_event(self,
order_id: 'str',
callback,
client_req_id=None,
auto_close=True,
error_handler=None):
"""
Subscribe candlestick/kline event. If the candlestick/kline is updated, server will send the data to client and onReceive in callback will be called.
:param symbols: The symbols, like "btcusdt". Use comma to separate multi symbols, like "btcusdt,ethusdt".
:param interval: The candlestick/kline interval, MIN1, MIN5, DAY1 etc.
:param callback: The implementation is required. onReceive will be called if receive server's update.
example: def callback(candlestick_event: 'CandlestickEvent'):
pass
:param client_req_id: client request ID
:param auto_close : close websocket connection after get data
:param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
example: def error_handler(exception: 'HuobiApiException')
pass
:return: No return
"""
request = self.websocket_request_impl.request_order_detail_event(
order_id, callback, client_req_id, auto_close, error_handler)
self.__create_connection(request)
def unsubscribe_all(self):
for conn in self.connections:
conn.close()
self.connections.clear()
