handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(mbp_event: 'MbpEvent'):
print("Timestamp: " + str(mbp_event.ts))
print("Channel : " + mbp_event.ch)
mbp = mbp_event.data
print("seqNum : ", mbp.seqNum)
print("prevSeqNum : ", mbp.prevSeqNum)
for entry in mbp.bids:
print("Bids: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
for entry in mbp.asks:
print("Asks: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client.subscribe_mbp_event("btcusdt", MbpLevel.MBP150, callback, error)
if mbp_event is None: # need check None
return
mbp = mbp_event.data
print("Subscribe seqNum : ", mbp.seqNum, "prevSeqNum", mbp.prevSeqNum,
"bids size", len(mbp.bids), "asks size", len(mbp.asks))
PrintMbp.print_mbp_sub(mbp_event)
"""
user add process code here!
"""
return
def sub_callback(mbp_event: 'MbpEvent'):
formated_mbp_event = MbpDataFormat.format_subscribe(mbp_event)
user_def_function(formated_mbp_event)
def sub_error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
if __name__ == '__main__':
symbol = "btcusdt"
level = MbpLevel.MBP150
MbpDataFormat.set_request_symbol_level(symbol, level)
sub_client = SubscriptionClient()
sub_client.subscribe_mbp_event(symbol, level, sub_callback, sub_error)
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(mbp_event: 'MbpEvent'):
print("Timestamp: " + str(mbp_event.ts))
print("Channel : " + mbp_event.ch)
mbp = mbp_event.data
print("seqNum : ", mbp.seqNum)
print("prevSeqNum : ", mbp.prevSeqNum)
for entry in mbp.bids:
print("Bids: " + " price: " + str(entry.price) + ", amount: " + str(entry.amount))
for entry in mbp.asks:
print("Asks: " + " price: " + str(entry.price) + ", amount: " + str(entry.amount))
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client.subscribe_mbp_event("BTC_CQ", MbpLevel.MBP150, callback, error)
