async def _run(self):
async with websockets.connect(self.ws_uri) as websocket:
self.ws_conn = websocket
added_channels = set()
while True:
for channel in self.channels:
if channel in added_channels:
continue
added_channels.add(channel)
req = json.dumps({
"id": utils.get_req_id(),
"method": "subscribeOrderbook",
"params": {
"symbol": channel
}
})
await websocket.send(req)
resp = await websocket.recv()
data = json.loads(resp)
if 'method' in data and data['method'] in [
'snapshotOrderbook', 'updateOrderbook'
]:
self.notify(data)
else:
logger.warning("unknown data %s", data)
async def _run(self):
async with websockets.connect(self.ws_uri) as websocket:
self.ws_conn = websocket
added_channels = set()
while True:
for channel in self.channels:
if channel in added_channels:
continue
added_channels.add(channel)
req = json.dumps({
"event":
"addChannel",
"channel":
f"bibox_sub_spot_{channel}_depth"
})
await websocket.send(req)
resp = await websocket.recv()
data = json.loads(resp)
if 'ping' in data:
req = json.dumps({"pong": data['ping']})
await websocket.send(req)
elif 'pong' in data:
logger.warning("ping data %s", data)
else:
self.notify(data)
async def _run(self):
async with websockets.connect(self.ws_uri,
ping_interval=None) as websocket:
self.ws_conn = websocket
added_channels = set()
while True:
for channel in self.channels:
if channel in added_channels:
continue
added_channels.add(channel)
req = json.dumps(["sub.symbol", {"symbol": channel}])
await websocket.send(f"42{req}")
req = json.dumps(["get.depth", {"symbol": channel}])
await websocket.send(f"42{req}")
resp = await websocket.recv()
if resp.startswith('42'):
data = json.loads(resp.lstrip('42'))
if data[0] in ['push.symbol', 'rs.depth']:
self.notify(data)
else:
logger.warning("unknown data %s", data)
elif resp.startswith('3'):
# ping pong
pass
else:
logger.warning("unknown data %s", resp)
async def _run(self):
async with websockets.connect(self.ws_uri) as websocket:
self.ws_conn = websocket
added_channels = set()
while True:
for channel in self.channels:
if channel in added_channels:
continue
added_channels.add(channel)
req = json.dumps({"op": "sub", "ch": f"depth:{channel}"})
await websocket.send(req)
req = json.dumps({
"op": "req",
"action": "depth-snapshot-top100",
"args": {
"symbol": channel
}
})
await websocket.send(req)
resp = await websocket.recv()
data = json.loads(resp)
if data['m'] == 'ping':
req = json.dumps({'op': 'pong'})
await websocket.send(req)
elif data['m'] in ['depth-snapshot', 'depth']:
self.notify(data)
else:
logger.warning("unknown data %s", data)
def notify(self, data):
if 'data' not in data:
logger.warning("unknown data %s", data)
return
final_data = {'full': True, 'asks': [], 'bids': []}
final_data['asks'] = [[float(item[0]), float(item[1])]
for item in data['data']['asks']]
final_data['bids'] = [[float(item[0]), float(item[1])]
for item in data['data']['bids']]
for observer in self.observers:
if observer.channel not in data['stream']:
continue
observer.update(final_data)
async def _run(self):
async with websockets.connect(self.ws_uri) as websocket:
self.ws_conn = websocket
is_added = False
while True:
params = {"op": "subscribe", "args": [f'spot/depth5:{item}' for item in self.channels]}
if not is_added:
req = json.dumps(params)
await websocket.send(req)
is_added = True
resp = await websocket.recv()
decoded_data = zlib.decompress(resp, -15)
data = json.loads(decoded_data)
if 'table' in data and data['table'] == 'spot/depth5':
self.notify(data)
else:
logger.warning("unknown data %s", data)
def notify(self, data):
if len(data) > 1:
logger.warning("unknown data %s", data)
return
b64_data = data[0]['data']
gz_data = base64.b64decode(b64_data)
decoded_data = gzip.decompress(gz_data)
j_data = json.loads(decoded_data)
final_data = {'full': True, 'asks': [], 'bids': []}
final_data['asks'] = [[float(item['price']),
float(item['volume'])]
for item in j_data['asks']]
final_data['bids'] = [[float(item['price']),
float(item['volume'])]
for item in j_data['bids']]
for observer in self.observers:
if observer.channel not in data[0]['channel']:
continue
observer.update(final_data)
async def _run(self):
async with websockets.connect(self.ws_uri,
ping_interval=None) as websocket:
self.ws_conn = websocket
is_added = False
while True:
if not is_added:
params = [[item, 5, '0'] for item in self.channels]
req = json.dumps({
"id": utils.get_req_id(),
"method": "depth.subscribe_multi",
"params": params
})
await websocket.send(req)
is_added = True
resp = await websocket.recv()
data = json.loads(resp)
if 'method' in data and data['method'] == 'depth.update':
self.notify(data)
else:
logger.warning("unknown data %s", data)
def notify(self, data):
final_data = {'asks': [], 'bids': []}
if len(data) >= 3:
if data[2][0][0] == 'i':
final_data['full'] = True
final_data['asks'] = [[float(p), float(v)] for p, v in data[2][0][1]['orderBook'][0].items()]
final_data['bids'] = [[float(p), float(v)] for p, v in data[2][0][1]['orderBook'][1].items()]
elif data[2][0][0] == 'o':
final_data['full'] = False
final_data['asks'] = [[float(item[2]), float(item[3])] for item in data[2] if item[0] == 'o' and item[1] == 0]
final_data['bids'] = [[float(item[2]), float(item[3])] for item in data[2] if item[0] == 'o' and item[1] == 1]
else:
logger.warning("unknown data %s", data)
return
else:
logger.warning("unknown data %s", data)
return
for observer in self.observers:
if observer.channel != data[0]:
continue
observer.update(final_data)
async def _run(self):
exchange = self.observers[0].exchange
resp = await exchange.publicPostBulletPublic()
endpoint = resp['data']['instanceServers'][0]['endpoint']
self.ping_sleep_time = float(
resp['data']['instanceServers'][0]['pingInterval']) / 1000
token = resp['data']['token']
ws_uri = f'{endpoint}?token={token}'
async with websockets.connect(ws_uri) as websocket:
self.ws_conn = websocket
is_available = False
is_added = False
while True:
if not is_available:
resp = await websocket.recv()
data = json.loads(resp)
if data['type'] == 'welcome':
is_available = True
else:
asyncio.sleep(1)
continue
if not is_added:
params = {
"id": utils.get_req_id(),
"type": "subscribe",
"topic":
f"/spotMarket/level2Depth5:{','.join(self.channels)}",
"privateChannel": False,
"response": True
}
req = json.dumps(params)
await websocket.send(req)
is_added = True
resp = await websocket.recv()
data = json.loads(resp)
if 'subject' in data and data['subject'] == 'level2':
self.notify(data)
else:
logger.warning("unknown data %s", data)
