Esempio n. 1
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    def symbol_mapping(cls, refresh=False) -> Dict:
        if Symbols.populated(cls.id) and not refresh:
            return Symbols.get(cls.id)[0]
        try:
            LOG.debug("%s: reading symbol information from %s", cls.id,
                      cls.symbol_endpoint)
            if isinstance(cls.symbol_endpoint, list):
                data = []
                for ep in cls.symbol_endpoint:
                    data.append(cls.http_sync.read(ep, json=True, uuid=cls.id))
            elif isinstance(cls.symbol_endpoint, dict):
                data = []
                for input, output in cls.symbol_endpoint.items():
                    for d in cls.http_sync.read(input, json=True, uuid=cls.id):
                        data.append(
                            cls.http_sync.read(f"{output}{d}",
                                               json=True,
                                               uuid=cls.id))
            else:
                data = cls.http_sync.read(cls.symbol_endpoint,
                                          json=True,
                                          uuid=cls.id)

            syms, info = cls._parse_symbol_data(data)
            Symbols.set(cls.id, syms, info)
            return syms
        except Exception as e:
            LOG.error("%s: Failed to parse symbol information: %s",
                      cls.id,
                      str(e),
                      exc_info=True)
            raise
Esempio n. 2
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    def symbol_mapping(cls, refresh=False) -> Dict:
        if Symbols.populated(cls.id) and not refresh:
            return Symbols.get(cls.id)[0]
        try:
            data = []
            for ep in cls.rest_endpoints:
                addr = cls._symbol_endpoint_prepare(ep)
                if isinstance(addr, list):
                    for ep in addr:
                        LOG.debug("%s: reading symbol information from %s",
                                  cls.id, ep)
                        data.append(
                            cls.http_sync.read(ep, json=True, uuid=cls.id))
                else:
                    LOG.debug("%s: reading symbol information from %s", cls.id,
                              addr)
                    data.append(
                        cls.http_sync.read(addr, json=True, uuid=cls.id))

            syms, info = cls._parse_symbol_data(
                data if len(data) > 1 else data[0])
            Symbols.set(cls.id, syms, info)
            return syms
        except Exception as e:
            LOG.error("%s: Failed to parse symbol information: %s",
                      cls.id,
                      str(e),
                      exc_info=True)
            raise
Esempio n. 3
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 def info(cls) -> Dict:
     """
     Return information about the Exchange for REST and Websocket data channels
     """
     symbols = cls.symbol_mapping()
     data = Symbols.get(cls.id)[1]
     data['symbols'] = list(symbols.keys())
     data['channels'] = {
         'rest': list(cls.rest_channels) if hasattr(cls, 'rest_channels') else [],
         'websocket': list(cls.websocket_channels.keys())
     }
     return data
Esempio n. 4
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    def symbol_mapping(cls, symbol_separator='-', refresh=False) -> Dict:
        if Symbols.populated(cls.id) and not refresh:
            return Symbols.get(cls.id)[0]
        try:
            LOG.debug("%s: reading symbol information from %s", cls.id, cls.symbol_endpoint)
            data = {}
            for ep, quote_curr in cls.symbol_endpoint:
                data[quote_curr] = cls.http_sync.read(ep, json=True, uuid=cls.id)

            syms, info = cls._parse_symbol_data(data, symbol_separator)
            Symbols.set(cls.id, syms, info)
            return syms
        except Exception as e:
            LOG.error("%s: Failed to parse symbol information: %s", cls.id, str(e), exc_info=True)
            raise
Esempio n. 5
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    def __init__(self, config=None, sandbox=False, subaccount=None, **kwargs):
        self.config = Config(config=config)
        self.sandbox = sandbox
        self.subaccount = subaccount

        keys = self.config[self.id.lower()] if self.subaccount is None else self.config[self.id.lower()][self.subaccount]
        self.key_id = keys.key_id
        self.key_secret = keys.key_secret
        self.key_passphrase = keys.key_passphrase
        self.account_name = keys.account_name

        self.ignore_invalid_instruments = self.config.ignore_invalid_instruments

        if not Symbols.populated(self.id):
            self.symbol_mapping()
        self.normalized_symbol_mapping, _ = Symbols.get(self.id)
        self.exchange_symbol_mapping = {value: key for key, value in self.normalized_symbol_mapping.items()}
Esempio n. 6
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    def info(cls) -> dict:
        """
        Return information about the Exchange - what trading symbols are supported, what data channels, etc

        key_id: str
            API key to query the feed, required when requesting supported coins/symbols.
        """
        symbols = cls.symbol_mapping()
        data = Symbols.get(cls.id)[1]
        data['symbols'] = list(symbols.keys())
        data['channels'] = []
        for channel in (FUNDING, FUTURES_INDEX, LIQUIDATIONS, L2_BOOK, L3_BOOK, OPEN_INTEREST, MARKET_INFO, TICKER, TRADES, VOLUME, CANDLES):
            try:
                feed_to_exchange(cls.id, channel, silent=True)
                data['channels'].append(channel)
            except UnsupportedDataFeed:
                pass

        return data
Esempio n. 7
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    def symbol_mapping(cls, refresh=False) -> Dict:
        if Symbols.populated(cls.id) and not refresh:
            return Symbols.get(cls.id)[0]
        try:
            data = {}
            for ep in cls.rest_endpoints[0].route('instruments'):
                ret = cls.http_sync.read(ep, json=True, uuid=cls.id)
                if 'BTC' in ep:
                    data['BTC'] = ret
                else:
                    data['KRW'] = ret

            syms, info = cls._parse_symbol_data(data)
            Symbols.set(cls.id, syms, info)
            return syms
        except Exception as e:
            LOG.error("%s: Failed to parse symbol information: %s",
                      cls.id,
                      str(e),
                      exc_info=True)
            raise