def request_candlestick_event(self,
symbols,
interval,
callback,
from_ts_second,
end_ts_second,
auto_close,
error_handler=None):
check_symbol_list(symbols)
check_should_not_none(interval, "interval")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(
request_kline_channel(val, interval, from_ts_second,
end_ts_second))
time.sleep(0.01)
def json_parse(json_wrapper):
candle_stick_event_obj = CandlestickRequest.json_parse(
json_wrapper)
candle_stick_event_obj.interval = interval
return candle_stick_event_obj
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = False
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_orders_update_event(self, symbol, callback, error_handler=None):
check_should_not_none(symbol, "symbol")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(orders_update_channel(symbol))
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = False
request.is_trading = True
request.json_parser = OrdersUpdateEvent.json_parse
request.update_callback = callback
request.error_handler = error_handler
request.api_version = ApiVersion.VERSION_V2
return request
def request_order_list_event(self,
symbol,
account_id,
callback,
order_states,
client_req_id,
auto_close,
error_handler=None):
check_should_not_none(symbol, "symbol")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(
request_order_list_channel(symbol=symbol,
account_id=account_id,
states_str=order_states,
client_req_id=client_req_id))
def get_account_type_map(json_wrapper):
#get account type mapping
account_id_type_map = {}
error_code = json_wrapper.get_int("err-code")
if error_code == 0:
order_list_json = json_wrapper.get_array("data")
for order_json in order_list_json.get_items():
account_id = order_json.get_int("account-id")
account_type = account_info_map.get_account_by_id(
self.__api_key, account_id).account_type
account_id_type_map[account_id] = account_type
return account_id_type_map
def json_parse(json_wrapper):
account_type_map = get_account_type_map(json_wrapper)
req_obj = OrderListRequest.json_parse(json_wrapper,
account_type_map)
req_obj = OrderListRequest.update_symbol(req_obj)
return req_obj
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = True
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def request_account_balance_event(self,
callback,
client_req_id,
auto_close,
error_handler=None):
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(request_account_list_channel(client_req_id))
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = True
request.json_parser = AccountBalanceRequest.json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_accounts_update_event(self, mode, callback, error_handler=None):
check_should_not_none(callback, "callback")
if str(mode) == AccountBalanceMode.TOTAL:
mode = AccountBalanceMode.TOTAL
else:
mode = AccountBalanceMode.BALANCE
def subscription_handler(connection):
connection.send(accounts_update_channel(mode))
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = False
request.is_trading = True
request.json_parser = AccountsUpdateEvent.json_parse
request.update_callback = callback
request.error_handler = error_handler
request.api_version = ApiVersion.VERSION_V2
return request
def request_trade_event(self,
symbols,
callback,
auto_close,
error_handler=None):
check_symbol_list(symbols)
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(request_trade_channel(val))
time.sleep(0.01)
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = False
request.json_parser = TradeRequest.json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def subscribe_trade_clearing_event(self, symbols, callback, error_handler=None):
if ("*" in symbols):
symbols = ["*"]
else:
check_symbol_list(symbols)
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(trade_clearing_channel(val))
time.sleep(0.01)
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = False
request.is_trading = True
request.json_parser = TradeClearingEvent.json_parse
request.update_callback = callback
request.error_handler = error_handler
request.api_version = ApiVersion.VERSION_V2
return request
def request_order_detail_event(self,
order_id,
callback,
client_req_id,
auto_close,
error_handler=None):
check_should_not_none(order_id, "order_id")
check_should_not_none(callback, "callback")
def subscription_handler(connection):
connection.send(
request_order_detail_channel(order_id, client_req_id))
def get_account_type_map(json_wrapper):
#get account type mapping
account_id_type_map = {}
data = json_wrapper.get_object("data")
account_id = data.get_int("account-id")
account_type = account_info_map.get_account_by_id(
self.__api_key, account_id).account_type
account_id_type_map[account_id] = account_type
return account_id_type_map
def json_parse(json_wrapper):
account_type_map = get_account_type_map(json_wrapper)
req_obj = OrderDetailRequest.json_parse(json_wrapper,
account_type_map)
return req_obj
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = True
request.json_parser = json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
def request_price_depth_event(self,
symbols,
depth_step,
callback,
auto_close,
error_handler=None):
check_symbol_list(symbols)
new_step = PriceDepth.get_valid_depth_step(
value=depth_step, defalut_value=DepthStep.STEP0)
check_should_not_none(callback, "callback")
def subscription_handler(connection):
for val in symbols:
connection.send(request_price_depth_channel(val, new_step))
time.sleep(0.01)
request = WebsocketRequest()
request.subscription_handler = subscription_handler
request.auto_close = auto_close
request.is_trading = False
request.json_parser = PriceDepthRequest.json_parse
request.update_callback = callback
request.error_handler = error_handler
return request
