def _websocket_on_message(self, contextId, data):
msg = json.loads(data)
# console.log(msg)
lastSeqId = self._contextGet(contextId, 'sequence_id')
seqId = self.safe_integer(msg, 'socket_sequence')
if lastSeqId is not None:
lastSeqId = lastSeqId + 1
if lastSeqId != seqId:
self.emit('err', NetworkError('sequence id error in exchange: ' + self.id + '(' + str(lastSeqId) + '+1 !=' + str(seqId) + ')'), contextId)
return
self._contextSet(contextId, 'sequence_id', seqId)
symbol = self._contextGet(contextId, 'symbol')
msgType = msg['type']
if msgType == 'heartbeat':
return
if msgType == 'update':
events = self.safe_value(msg, 'events', [])
symbolData = None
obEventActive = False
subscribedEvents = self._contextGetEvents(contextId)
if 'ob' in subscribedEvents:
symbolData = self._contextGetSymbolData(contextId, 'ob', symbol)
obEventActive = True
eventsLength = len(events)
if eventsLength > 0:
event = events[0]
if (event['type'] == 'change') and(self.safe_string(event, 'reason') == 'initial'):
symbolData['ob'] = {
'bids': [],
'asks': [],
'timestamp': None,
'datetime': None,
}
elif event['type'] == 'change':
timestamp = self.safe_float(msg, 'timestamp')
timestamp = timestamp * 1000
symbolData['ob']['timestamp'] = timestamp
symbolData['ob']['datetime'] = self.iso8601(timestamp)
symbolData['ob']['nonce'] = self.safe_integer(msg, 'eventId')
for i in range(0, len(events)):
event = events[i]
eventType = event['type']
if (eventType == 'change') and obEventActive:
side = self.safe_string(event, 'side')
price = self.safe_float(event, 'price')
size = self.safe_float(event, 'remaining')
keySide = 'bids' if (side == 'bid') else 'asks'
self.updateBidAsk([price, size], symbolData['ob'][keySide], side == 'bid')
elif eventType == 'trade' and('trade' in list(subscribedEvents.keys())):
self._websocket_handle_trade(msg, event, symbol)
if obEventActive:
self.emit('ob', symbol, self._cloneOrderBook(symbolData['ob'], symbolData['limit'])) # True even with 'trade', as a trade event has the corresponding ob change event in the same events list
self._contextSetSymbolData(contextId, 'ob', symbol, symbolData)
def _websocket_handle_ob_update(self, contextId, msg, oid, resData):
symbol = resData['pair'].replace(':', '/')
timestamp = resData['time']
data = self._contextGetSymbolData(contextId, 'ob', symbol)
if data['ob']['nonce'] != (resData['id'] - 1):
self.websocketClose()
self.emit(
'err',
NetworkError('invalid orderbook sequence in ' + self.id + ' ' +
data['ob']['nonce'] + ' != ' + resData['id'] +
' -1'))
else:
ob = self.mergeOrderBookDelta(data['ob'], resData, timestamp)
ob['nonce'] = resData['id']
data['ob'] = ob
self._contextSetSymbolData(contextId, 'ob', symbol, data)
self.emit('ob', symbol,
self._cloneOrderBook(data['ob'], data['limit']))
def _websocket_check_sequence(self, contextId, msg):
msgData = self.safe_value(msg, 'data')
if msgData is None:
return
sequeceId = self.safe_integer(msgData, 'sequence')
if sequeceId is None:
return
chan = self.safe_string(msg, 'channel')
lastSeqIdData = self._contextGet(contextId, 'sequence')
if lastSeqIdData is None:
lastSeqIdData = {}
if chan in lastSeqIdData:
lastSeqId = lastSeqIdData[chan]
lastSeqId = self.sum(lastSeqId, 1)
if sequeceId != lastSeqId:
self.emit('err', NetworkError('sequence error in pusher connection ' + sequeceId + ' != ' + lastSeqId), contextId)
return
lastSeqIdData[chan] = sequeceId
self._contextSet(contextId, 'sequence', lastSeqIdData)
def websocket_connection_error(error):
websocket_connection_info['auth'] = False
self._websocket_on_error(conxid)
# self._websocket_reset_context(conxid)
self.emit('err', NetworkError(error), conxid)