def _on_message(self, ws, message):
# log.debug(f"on_msg:{message}")
message = json.loads(message)
message_type = message['type']
if message_type in {'subscribed', 'unsubscribed'}:
return
elif message_type == 'info':
if message['code'] == 20001:
return self.reconnect()
elif message_type == 'error':
raise Exception(message)
if message =="pong":
log.debug(message)
pass
channel = message.get('channel',None)
if channel == 'orderbook':
self.orderbook_message(message)
elif channel == 'trades':
self.trades_message(message)
elif channel == 'ticker':
self.ticker_message(message)
elif channel == 'fills':
self.fills_message(message)
elif channel == 'orders':
self.orders_message(message)
def subscribe(self, channels):
for k in channels.keys():
c=self.chanels.get(k,"")
for symbol in self.symbols:
log.debug(f"subscrpbe:{c}:{symbol}")
self.send_json({'op': 'subscribe', "channel":c, "market": symbol})
self.subscribes[k] = channels[k]
def _ping(self,ws):
timeout = 30
count = 0
while self.ws:
if count < timeout:
time.sleep(1)
count = count + 1
else:
log.debug("ping")
self.send_json({'op':'ping'})
count=0
def login(self) -> None:
if self._api_key:
ts = int(time.time() * 1000)
self.send_json({'op': 'login', 'args': {
'key': self._api_key,
'sign': hmac.new(
self._api_secret.encode(), f'{ts}websocket_login'.encode(), 'sha256').hexdigest(),
'time': ts,
}})
self._logged_in = True
log.debug("login")
def savedb(self):
if not self.taker_price == 0 and not self.maker_price == 0:
try:
db.insert_one(
"spreed", {
"symbol": "BTCUSDT",
"timestamp": get_cur_timestamp_ms(),
"makerprice": self.maker_price,
"takerprice": self.taker_price
})
except Exception as e:
log.debug(e)
def connect(self):
credentials = pika.PlainCredentials(self._username, self._password)
connection = pika.BlockingConnection(
pika.ConnectionParameters(host=self._host,
port=self._port,
credentials=credentials,
heartbeat=0))
channel = connection.channel()
self._connect = connection
exchanges = [
"Trade", "Ticker", "OrderBook", "Kline.15min", "Asset", "Logger"
]
for name in exchanges:
channel.exchange_declare(name, "topic")
self._channel = channel
log.debug("create default exchanges success!")
def callback(self, event):
"""
{'e': 'forceOrder', 'E': 1594107015086,
'o': {'s': 'BTCUSDT',
'S': 'SELL',
'o': 'LIMIT',
'f': 'IOC',
'q': '1.300',
'p': '9206.39',
'ap': '9242.01',
'X': 'FILLED',
'l': '1.084',
'z': '1.300',
'T': 1594107015081}}
:param event:
:return:
"""
e = event.data
try:
data = e["o"]
db.insert_one("forceorder", data)
except Exception as e:
log.debug(e)