def symbol_liquidation_channel(symbol):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@forceOrder")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def symbol_ticker_channel(symbol):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@ticker")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def all_bookticker_channel():
channel = dict()
channel["params"] = list()
channel["params"].append("!bookTicker")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def kline_channel(symbol, interval):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@kline_" + interval)
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def aggregate_trade_channel(symbol):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@aggTrade")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def all_mark_price_channel():
channel = dict()
channel["params"] = list()
channel["params"].append("!markPrice@arr")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def composite_index_channel(symbol):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@compositeIndex")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def user_data_channel(listenKey):
channel = dict()
channel["params"] = list()
channel["params"].append(listenKey)
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def mark_price_channel(symbol):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@markPrice")
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def book_depth_channel(symbol, limit, update_time):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@depth" + str(limit) + str(update_time))
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def diff_depth_channel(symbol, update_time):
channel = dict()
channel["params"] = list()
channel["params"].append(symbol + "@depth" + update_time)
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def watch_dog_job(*args):
watch_dog_instance = args[0]
for connection in watch_dog_instance.connection_list:
if connection.state == ConnectionState.CONNECTED:
if watch_dog_instance.is_auto_connect:
ts = get_current_timestamp() - connection.last_receive_time
if ts > watch_dog_instance.receive_limit_ms:
watch_dog_instance.logger.warning(
"[Sub][" + str(connection.id) +
"] No response from server")
connection.re_connect_in_delay(
watch_dog_instance.connection_delay_failure)
elif connection.in_delay_connection():
watch_dog_instance.logger.warning("[Sub] call re_connect")
connection.re_connect()
# try:
# connection.re_connect()
# except WebSocketException as e:
# connection.re_connect_in_delay(
# watch_dog_instance.connection_delay_failure
# )
elif connection.state == ConnectionState.CLOSED_ON_ERROR:
if watch_dog_instance.is_auto_connect:
connection.re_connect_in_delay(
watch_dog_instance.connection_delay_failure)
pass
def continuous_kline_channel(pair, contract_type, interval):
channel = dict()
channel["params"] = list()
channel["params"].append(pair + '_' + contract_type + "@continuousKline_" + interval)
channel["id"] = get_current_timestamp()
channel["method"] = "SUBSCRIBE"
return json.dumps(channel)
def on_open(self, ws):
self.logger.info("[Sub][" + str(self.id) + "] Connected to server")
self.ws = ws
self.last_receive_time = get_current_timestamp()
self.state = ConnectionState.CONNECTED
self.__watch_dog.on_connection_created(self)
if self.request.subscription_handler is not None:
self.request.subscription_handler(self)
return
def on_message(self, message):
self.last_receive_time = get_current_timestamp()
json_wrapper = parse_json_from_string(message)
if json_wrapper.contain_key("status") and json_wrapper.get_string("status") != "ok":
error_code = json_wrapper.get_string_or_default("err-code", "Unknown error")
error_msg = json_wrapper.get_string_or_default("err-msg", "Unknown error")
self.on_error(error_code + ": " + error_msg)
elif json_wrapper.contain_key("err-code") and json_wrapper.get_int("err-code") != 0:
error_code = json_wrapper.get_string_or_default("err-code", "Unknown error")
error_msg = json_wrapper.get_string_or_default("err-msg", "Unknown error")
self.on_error(error_code + ": " + error_msg)
elif json_wrapper.contain_key("result") and json_wrapper.contain_key("id"):
self.__on_receive_response(json_wrapper)
else:
self.__on_receive_payload(json_wrapper)
def on_pong(self):
self.logger.info("[Sub][" + str(self.id) + "] Pong")
self.last_receive_time = get_current_timestamp()
