def subscribe_trade_event(self, symbols, callback, error_handler=None):
check_symbol_list(symbols)
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(trade_channel(val))
time.sleep(0.01)
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_event = TradeEvent()
trade_event.symbol = parse.symbol
trade_event.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
tick = json_wrapper.get_object("tick")
data_array = tick.get_array("data")
trade_list = list()
for item in data_array.get_items():
trade = Trade()
trade.amount = item.get_float("amount")
trade.price = item.get_float("price")
trade.trade_id = item.get_string("id")
trade.direction = item.get_string("direction")
trade.timestamp = convert_cst_in_millisecond_to_utc(item.get_int("ts"))
trade_list.append(trade)
trade_event.trade_list = trade_list
return trade_event
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.is_trading = False
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_24h_trade_statistics_event(self, symbols, callback, error_handler=None):
check_symbol_list(symbols)
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(trade_statistics_channel(val))
time.sleep(0.01)
def json_parse(json_wrapper):
ch = json_wrapper.get_string("ch")
parse = ChannelParser(ch)
trade_statistics_event = TradeStatisticsEvent()
trade_statistics_event.symbol = parse.symbol
ts = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
trade_statistics_event.timestamp = ts
tick = json_wrapper.get_object("tick")
statistics = TradeStatistics()
statistics.amount = tick.get_float("amount")
statistics.open = tick.get_float("open")
statistics.close = tick.get_float("close")
statistics.high = tick.get_float("high")
statistics.timestamp = ts
statistics.count = tick.get_int("count")
statistics.low = tick.get_float("low")
statistics.volume = tick.get_float("vol")
trade_statistics_event.trade_statistics = statistics
return trade_statistics_event
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.is_trading = False
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
