class CandlestickChannel:
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "wss://stream.binance.com:9443"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def open(self, symbol_list, interval):
streams = StringWrapper()
streams.add_string_array(symbol_list, True)
streams.combine_string_items(
"", CEIUtils.string_replace("@kline_{0}", interval), "/")
self.__connection.connect(
CEIUtils.string_replace("/ws/{0}", streams.to_string()))
def set_on_candlestick_handler(self, on_candlestick):
on_candlestick_event = WebSocketEvent(True)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("e", "kline", root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_stream_var = CandlestickStream()
candlestick_stream_var.symbol = root_obj.get_string("s")
on_candlestick(candlestick_stream_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
class WSClient:
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "http://127.0.0.1:8888"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def open(self, channel, name):
def on_connect_event(connection):
login = JsonWrapper()
login.add_json_string("op", "echo")
obj = JsonWrapper()
obj.add_json_string("Name", name)
login.add_json_object("param", obj)
connection.send("login")
self.__connection.set_on_connect(on_connect_event)
self.__connection.connect(CEIUtils.string_replace("/websocket/{0}", channel))
def request_echo(self, name, price, number, status, on_echo):
on_echo_event = WebSocketEvent(False)
def on_echo_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "echo", root_obj)
obj = root_obj.get_object_or_none("param")
json_checker.check_equal("Name", name, obj)
return json_checker.complete()
on_echo_event.set_trigger(on_echo_event_trigger)
def on_echo_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
on_echo(simple_info_var)
on_echo_event.set_event(on_echo_event_event)
self.__connection.register_event(on_echo_event)
json = JsonWrapper()
json.add_json_string("op", "echo")
obj = JsonWrapper()
obj.add_json_string("Name", name)
obj.add_json_number("Price", price)
obj.add_json_number("Number", number)
obj.add_json_boolean("Status", status)
json.add_json_object("param", obj)
self.__connection.send(json.to_json_string())
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "wss://stream.binance.com:9443"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "wss://api.huobi.pro/ws/v2"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
class AssetOrderV2ChannelClient:
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "wss://api.huobi.pro/ws/v2"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def open(self):
on_ping_event = WebSocketEvent(True)
def on_ping_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "ping", root_obj)
return json_checker.complete()
on_ping_event.set_trigger(on_ping_event_trigger)
def on_ping_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
ts = Timestamp()
obj = root_obj.get_object("data")
ts.timestamp = obj.get_int("ts")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_number("ts", ts.timestamp)
connection.send(json_result.to_json_string())
on_ping_event.set_event(on_ping_event_event)
self.__connection.register_event(on_ping_event)
self.__connection.connect("")
def set_handler(self, on_order, on_trade):
on_order_event = WebSocketEvent(True)
def on_order_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "push", root_obj)
json_checker.value_include("ch", "order.", root_obj)
return json_checker.complete()
on_order_event.set_trigger(on_order_event_trigger)
def on_order_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
order_update_var = OrderUpdate()
obj = root_obj.get_object("data")
order_update_var.event_type = obj.get_string_or_none("eventType")
order_update_var.symbol = obj.get_string_or_none("symbol")
order_update_var.order_id = obj.get_int_or_none("orderId")
order_update_var.client_order_id = obj.get_string_or_none(
"clientOrderId")
order_update_var.type = obj.get_string_or_none("type")
order_update_var.order_price = obj.get_string_or_none("orderPrice")
order_update_var.order_size = obj.get_string_or_none("orderSize")
order_update_var.type = obj.get_string_or_none("type")
order_update_var.order_status = obj.get_string_or_none(
"orderStatus")
order_update_var.order_create_time = obj.get_int_or_none(
"orderCreateTime")
order_update_var.trade_price = obj.get_string_or_none("tradePrice")
order_update_var.trade_volume = obj.get_string_or_none(
"tradeVolume")
order_update_var.trade_id = obj.get_int_or_none("tradeId")
order_update_var.trade_time = obj.get_int_or_none("tradeTime")
order_update_var.aggressor = obj.get_bool_or_none("aggressor")
order_update_var.remain_amt = obj.get_string_or_none("remainAmt")
order_update_var.last_act_time = obj.get_string_or_none(
"lastActTime")
on_order(order_update_var)
on_order_event.set_event(on_order_event_event)
self.__connection.register_event(on_order_event)
on_trade_event = WebSocketEvent(True)
def on_trade_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "push", root_obj)
json_checker.value_include("ch", "trade.clearing.", root_obj)
return json_checker.complete()
on_trade_event.set_trigger(on_trade_event_trigger)
def on_trade_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
trade_clearing_update_var = TradeClearingUpdate()
obj = root_obj.get_object("data")
trade_clearing_update_var.symbol = obj.get_string_or_none("symbol")
trade_clearing_update_var.order_id = obj.get_int_or_none("orderId")
trade_clearing_update_var.trade_price = obj.get_string_or_none(
"tradePrice")
trade_clearing_update_var.trade_volume = obj.get_string_or_none(
"tradeVolume")
trade_clearing_update_var.order_side = obj.get_string_or_none(
"orderSide")
trade_clearing_update_var.order_type = obj.get_string_or_none(
"orderType")
trade_clearing_update_var.aggressor = obj.get_bool_or_none(
"aggressor")
trade_clearing_update_var.trade_id = obj.get_int_or_none("tradeId")
trade_clearing_update_var.trade_time = obj.get_string_or_none(
"tradeTime")
trade_clearing_update_var.transact_fee = obj.get_string_or_none(
"transactFee")
trade_clearing_update_var.fee_deduct = obj.get_string_or_none(
"feeDeduct")
trade_clearing_update_var.fee_deduct_type = obj.get_string_or_none(
"feeDeductType")
on_trade(trade_clearing_update_var)
on_trade_event.set_event(on_trade_event_event)
self.__connection.register_event(on_trade_event)
def subscript_order(self, symbol, on_sub):
on_sub_event = WebSocketEvent(False)
def on_sub_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "sub", root_obj)
json_checker.value_include("ch", "orders", root_obj)
return json_checker.complete()
on_sub_event.set_trigger(on_sub_event_trigger)
def on_sub_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
code_var = Code()
code_var.code = root_obj.get_int("code")
on_sub(code_var)
on_sub_event.set_event(on_sub_event_event)
self.__connection.register_event(on_sub_event)
json = JsonWrapper()
json.add_json_string("action", "sub")
json.add_json_string("ch",
CEIUtils.string_replace("orders#{0}", symbol))
self.__connection.send(json.to_json_string())
def subscript_trade_clearing(self, symbol, on_sub):
on_sub_event = WebSocketEvent(False)
def on_sub_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "sub", root_obj)
json_checker.value_include("ch", "trade.clearing", root_obj)
return json_checker.complete()
on_sub_event.set_trigger(on_sub_event_trigger)
def on_sub_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
code_var = Code()
code_var.code = root_obj.get_int("code")
on_sub(code_var)
on_sub_event.set_event(on_sub_event_event)
self.__connection.register_event(on_sub_event)
json = JsonWrapper()
json.add_json_string("action", "sub")
json.add_json_string(
"ch", CEIUtils.string_replace("trade.clearing#{0}", symbol))
class MarketChannelClient:
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "wss://api.huobi.pro/ws"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def open(self):
on_any_message_event = WebSocketEvent(True)
def on_any_message_event_trigger(msg):
return True
on_any_message_event.set_trigger(on_any_message_event_trigger)
def on_any_message_event_event(connection, msg):
decoded = CEIUtils.gzip(msg.get_bytes())
msg.upgrade(decoded)
on_any_message_event.set_event(on_any_message_event_event)
self.__connection.register_event(on_any_message_event)
on_ping_event = WebSocketEvent(True)
def on_ping_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "ping", root_obj)
return json_checker.complete()
on_ping_event.set_trigger(on_ping_event_trigger)
def on_ping_event_event(connection, msg):
ts = CEIUtils.get_now("Unix_ms")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_string("ts", ts)
connection.send(json_result.to_json_string())
on_ping_event.set_event(on_ping_event_event)
self.__connection.register_event(on_ping_event)
self.__connection.connect("")
def subscript_candlestick(self, symbol, period, on_candlestick):
on_candlestick_event = WebSocketEvent(True)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_data_var = CandlestickData()
obj = root_obj.get_object("tick")
candlestick_data_var.id = obj.get_int("id")
candlestick_data_var.amount = obj.get_decimal("amount")
candlestick_data_var.count = obj.get_int("count")
candlestick_data_var.open = obj.get_decimal("open")
candlestick_data_var.close = obj.get_decimal("close")
candlestick_data_var.low = obj.get_decimal("low")
candlestick_data_var.high = obj.get_decimal("high")
candlestick_data_var.vol = obj.get_decimal("vol")
on_candlestick(candlestick_data_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol, period))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def request_candlestick(self, symbol, period, on_candlestick):
on_candlestick_event = WebSocketEvent(False)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"rep",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_var = Candlestick()
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
on_candlestick(candlestick_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"req",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol, period))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def subscript_market_depth(self, symbol, type_u, on_depth):
on_depth_event = WebSocketEvent(True)
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
on_depth_event.set_trigger(on_depth_event_trigger)
def on_depth_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
depth_var = Depth()
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
on_depth(depth_var)
on_depth_event.set_event(on_depth_event_event)
self.__connection.register_event(on_depth_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol, type_u))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def request_depth(self, symbol, type_u, on_depth):
on_depth_event = WebSocketEvent(True)
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
on_depth_event.set_trigger(on_depth_event_trigger)
def on_depth_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
depth_var = Depth()
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
on_depth(depth_var)
on_depth_event.set_event(on_depth_event_event)
self.__connection.register_event(on_depth_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol, type_u))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "ws://127.0.0.1:8888"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
class WSClient:
def __init__(self, option=None):
self.__option = WebSocketOptions()
self.__option.url = "ws://127.0.0.1:8888"
if option is not None:
self.__option.set_from(option)
self.__connection = WebSocketConnection(self.__option)
def open(self, channel, name, on_connect):
on_ping_event = WebSocketEvent(True)
def on_ping_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "ping", root_obj)
return json_checker.complete()
on_ping_event.set_trigger(on_ping_event_trigger)
def on_ping_event_event(connection, msg):
ts = CEIUtils.get_now("Unix_ms")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_string("ts", ts)
connection.send(json_result.to_json_string())
on_ping_event.set_event(on_ping_event_event)
self.__connection.register_event(on_ping_event)
def on_connect_event(connection):
login = JsonWrapper()
login.add_json_string("op", "login")
obj = JsonWrapper()
obj.add_json_string("Name", name)
login.add_json_object("param", obj)
obj0 = JsonWrapper()
obj0.add_json_number("[]", float("1"))
obj0.add_json_number("[]", float("2"))
login.add_json_object("array", obj0)
connection.send(login.to_json_string())
on_connect(connection)
self.__connection.set_on_connect(on_connect_event)
self.__connection.connect(CEIUtils.string_replace("/websocket/{0}", channel))
def close(self, on_close):
def on_close_event(connection):
on_close(connection)
self.__connection.set_on_close(on_close_event)
self.__connection.close()
def request_echo(self, name, price, number, status, on_echo):
on_echo_event = WebSocketEvent(False)
def on_echo_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "echo", root_obj)
obj = root_obj.get_object_or_none("param")
json_checker.check_equal("Name", name, obj)
return json_checker.complete()
on_echo_event.set_trigger(on_echo_event_trigger)
def on_echo_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
simple_info_var = SimpleInfo()
obj = root_obj.get_object("param")
simple_info_var.name = obj.get_string("Name")
simple_info_var.number = obj.get_int("Number")
simple_info_var.price = obj.get_decimal("Price")
simple_info_var.status = obj.get_bool("Status")
on_echo(simple_info_var)
on_echo_event.set_event(on_echo_event_event)
self.__connection.register_event(on_echo_event)
json_result = JsonWrapper()
json_result.add_json_string("op", "echo")
obj = JsonWrapper()
obj.add_json_string("Name", name)
obj.add_json_number("Price", price)
obj.add_json_number("Number", number)
obj.add_json_boolean("Status", status)
json_result.add_json_object("param", obj)
self.__connection.send(json_result.to_json_string())
def subscribe_second1(self, on_second1):
on_second1event = WebSocketEvent(True)
def on_second1event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("ch", "Second1", root_obj)
return json_checker.complete()
on_second1event.set_trigger(on_second1event_trigger)
def on_second1event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
on_second1(simple_info_var)
on_second1event.set_event(on_second1event_event)
self.__connection.register_event(on_second1event)
json_result = JsonWrapper()
json_result.add_json_string("op", "sub")
json_result.add_json_string("name", "Second1")
self.__connection.send(json_result.to_json_string())