def setUpClass(cls) -> None:
super().setUpClass()
cls.ev_loop: asyncio.AbstractEventLoop = asyncio.get_event_loop()
cls.rate_limits: List[RateLimit] = [
RateLimit(limit_id=TEST_POOL_ID, limit=1, time_interval=5.0),
RateLimit(limit_id=TEST_PATH_URL,
limit=1,
time_interval=5.0,
linked_limits=[LinkedLimitWeightPair(TEST_POOL_ID)]),
RateLimit(limit_id=TEST_WEIGHTED_POOL_ID,
limit=10,
time_interval=5.0),
RateLimit(limit_id=TEST_WEIGHTED_TASK_1_ID,
limit=1000,
time_interval=5.0,
linked_limits=[
LinkedLimitWeightPair(TEST_WEIGHTED_POOL_ID, 5)
]),
RateLimit(limit_id=TEST_WEIGHTED_TASK_2_ID,
limit=1000,
time_interval=5.0,
linked_limits=[
LinkedLimitWeightPair(TEST_WEIGHTED_POOL_ID, 1)
]),
]
def _build_public_rate_limits():
public_rate_limits = [
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.LATEST_SYMBOL_INFORMATION_ENDPOINT[
CONSTANTS.NON_LINEAR_MARKET],
limit=CONSTANTS.GET_RATE,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID)],
),
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.QUERY_SYMBOL_ENDPOINT[
CONSTANTS.NON_LINEAR_MARKET],
limit=CONSTANTS.GET_RATE,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID)],
),
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.ORDER_BOOK_ENDPOINT[
CONSTANTS.NON_LINEAR_MARKET],
limit=CONSTANTS.GET_RATE,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID)],
),
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.SERVER_TIME_PATH_URL[
CONSTANTS.NON_LINEAR_MARKET],
limit=CONSTANTS.GET_RATE,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID)],
)
]
return public_rate_limits
def _build_private_general_rate_limits() -> List[RateLimit]:
rate_limits = [
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.GET_WALLET_BALANCE_PATH_URL[
CONSTANTS.NON_LINEAR_MARKET],
limit=120,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
CONSTANTS.NON_LINEAR_PRIVATE_BUCKET_120_B_LIMIT_ID)
],
),
RateLimit( # same for linear and non-linear
limit_id=CONSTANTS.SET_POSITION_MODE_URL[CONSTANTS.LINEAR_MARKET],
limit=120,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
CONSTANTS.NON_LINEAR_PRIVATE_BUCKET_120_B_LIMIT_ID)
],
),
]
return rate_limits
def _build_private_pair_specific_linear_rate_limits(
trading_pair: str) -> List[RateLimit]:
pair_specific_linear_private_bucket_100_limit_id = get_pair_specific_limit_id(
base_limit_id=CONSTANTS.LINEAR_PRIVATE_BUCKET_100_LIMIT_ID,
trading_pair=trading_pair)
pair_specific_linear_private_bucket_600_limit_id = get_pair_specific_limit_id(
base_limit_id=CONSTANTS.LINEAR_PRIVATE_BUCKET_600_LIMIT_ID,
trading_pair=trading_pair)
pair_specific_linear_private_bucket_75_limit_id = get_pair_specific_limit_id(
base_limit_id=CONSTANTS.LINEAR_PRIVATE_BUCKET_75_LIMIT_ID,
trading_pair=trading_pair)
pair_specific_linear_private_bucket_120_a_limit_id = get_pair_specific_limit_id(
base_limit_id=CONSTANTS.LINEAR_PRIVATE_BUCKET_120_A_LIMIT_ID,
trading_pair=trading_pair)
rate_limits = [
RateLimit(limit_id=pair_specific_linear_private_bucket_100_limit_id,
limit=100,
time_interval=60),
RateLimit(limit_id=pair_specific_linear_private_bucket_600_limit_id,
limit=600,
time_interval=60),
RateLimit(limit_id=pair_specific_linear_private_bucket_75_limit_id,
limit=75,
time_interval=60),
RateLimit(limit_id=pair_specific_linear_private_bucket_120_a_limit_id,
limit=120,
time_interval=60),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.SET_LEVERAGE_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=75,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.POST_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_75_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.GET_LAST_FUNDING_RATE_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair,
),
limit=120,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_120_a_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.GET_POSITIONS_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=120,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_120_a_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.PLACE_ACTIVE_ORDER_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=100,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.POST_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_100_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.CANCEL_ACTIVE_ORDER_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=100,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.POST_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_100_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.QUERY_ACTIVE_ORDER_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=600,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_600_limit_id)
],
),
RateLimit(
limit_id=get_pair_specific_limit_id(
base_limit_id=CONSTANTS.USER_TRADE_RECORDS_PATH_URL[
CONSTANTS.LINEAR_MARKET],
trading_pair=trading_pair),
limit=120,
time_interval=60,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.GET_LIMIT_ID),
LinkedLimitWeightPair(
pair_specific_linear_private_bucket_120_a_limit_id)
],
),
]
return rate_limits
class Constants:
"""
API Documentation Links:
https://api-docs.coinzoom.com/
https://api-markets.coinzoom.com/
"""
EXCHANGE_NAME = "coinzoom"
REST_URL = "https://api.coinzoom.com/api/v1/public"
# REST_URL = "https://api.stage.coinzoom.com/api/v1/public"
WS_PRIVATE_URL = "wss://api.coinzoom.com/api/v1/public/market/data/stream"
# WS_PRIVATE_URL = "wss://api.stage.coinzoom.com/api/v1/public/market/data/stream"
WS_PUBLIC_URL = "wss://api.coinzoom.com/api/v1/public/market/data/stream"
# WS_PUBLIC_URL = "wss://api.stage.coinzoom.com/api/v1/public/market/data/stream"
HBOT_BROKER_ID = "CZ_API_HBOT"
ENDPOINT = {
# Public Endpoints
"NETWORK_CHECK": "currencies",
"TICKER": "marketwatch/ticker",
"SYMBOL": "instruments",
"ORDER_BOOK": "marketwatch/orderbook/{trading_pair}/150/2",
"ORDER_CREATE": "orders/new",
"ORDER_DELETE": "orders/cancel",
"ORDER_STATUS": "orders/list",
"USER_ORDERS": "orders/list",
"USER_BALANCES": "ledger/list",
}
WS_SUB = {
"TRADES": "TradeSummaryRequest",
"ORDERS": "OrderBookRequest",
"USER_ORDERS_TRADES": "OrderUpdateRequest",
}
WS_METHODS = {
"ORDERS_SNAPSHOT": "ob",
"ORDERS_UPDATE": "oi",
"TRADES_UPDATE": "ts",
"USER_BALANCE": "getTradingBalance",
"USER_ORDERS": "OrderResponse",
"USER_ORDERS_CANCEL": "OrderCancelResponse",
}
# Timeouts
MESSAGE_TIMEOUT = 30.0
PING_TIMEOUT = 10.0
API_CALL_TIMEOUT = 10.0
API_MAX_RETRIES = 4
# Intervals
# Only used when nothing is received from WS
SHORT_POLL_INTERVAL = 5.0
# One minute should be fine since we request balance updates on order updates
LONG_POLL_INTERVAL = 60.0
# One minute should be fine for order status since we get these via WS
UPDATE_ORDER_STATUS_INTERVAL = 60.0
# 10 minute interval to update trading rules, these would likely never change whilst running.
INTERVAL_TRADING_RULES = 600
REST_TOTAL_LIMIT_ID = "RestAPITotal"
WS_REQUEST_LIMIT_ID = "WSRequest"
REST_ORDERBOOK_LIMIT_ID = "OrderBook"
RATE_LIMITS = [
RateLimit(limit_id=REST_TOTAL_LIMIT_ID, limit=120, time_interval=60),
RateLimit(limit_id=WS_REQUEST_LIMIT_ID, limit=30, time_interval=60),
RateLimit(limit_id=ENDPOINT["NETWORK_CHECK"],
limit=12,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["TICKER"],
limit=12,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["SYMBOL"],
limit=12,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=REST_ORDERBOOK_LIMIT_ID,
limit=12,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["ORDER_CREATE"],
limit=60,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["ORDER_DELETE"],
limit=60,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["ORDER_STATUS"],
limit=30,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
RateLimit(limit_id=ENDPOINT["USER_BALANCES"],
limit=60,
time_interval=60,
linked_limits=[LinkedLimitWeightPair(REST_TOTAL_LIMIT_ID)]),
]
}
# Websocket event types
DIFF_EVENT_TYPE = "depthUpdate"
TRADE_EVENT_TYPE = "trade"
RATE_LIMITS = [
# Pools
RateLimit(limit_id=REQUEST_WEIGHT, limit=1200, time_interval=ONE_MINUTE),
RateLimit(limit_id=ORDERS, limit=10, time_interval=ONE_SECOND),
RateLimit(limit_id=ORDERS_24HR, limit=100000, time_interval=ONE_DAY),
# Weighted Limits
RateLimit(limit_id=TICKER_PRICE_CHANGE_PATH_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT, 40)]),
RateLimit(limit_id=EXCHANGE_INFO_PATH_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[(LinkedLimitWeightPair(REQUEST_WEIGHT, 10))]),
RateLimit(limit_id=SNAPSHOT_PATH_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT, 50)]),
RateLimit(limit_id=BINANCE_USER_STREAM_PATH_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT, 1)]),
RateLimit(limit_id=SERVER_TIME_PATH_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
# Intervals
# Only used when nothing is received from WS
SHORT_POLL_INTERVAL = 5.0
# 45 seconds should be fine since we get trades, orders and balances via WS
LONG_POLL_INTERVAL = 45.0
# One minute should be fine since we get trades, orders and balances via WS
UPDATE_ORDER_STATUS_INTERVAL = 60.0
# 10 minute interval to update trading rules, these would likely never change whilst running.
INTERVAL_TRADING_RULES = 600
PUBLIC_URL_POINTS_LIMIT_ID = "PublicPoints"
PRIVATE_URL_POINTS_LIMIT_ID = "PrivatePoints" # includes place-orders
CANCEL_ORDERS_LIMITS_ID = "CancelOrders"
ORDER_DELETE_LIMIT_ID = "OrderDelete"
ORDER_STATUS_LIMIT_ID = "OrderStatus"
RATE_LIMITS = [
RateLimit(limit_id=PUBLIC_URL_POINTS_LIMIT_ID, limit=900, time_interval=1),
RateLimit(limit_id=PRIVATE_URL_POINTS_LIMIT_ID, limit=900, time_interval=1),
RateLimit(limit_id=CANCEL_ORDERS_LIMITS_ID, limit=5_000, time_interval=1),
RateLimit(limit_id=NETWORK_CHECK_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=SYMBOL_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=ORDER_CREATE_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=ORDER_DELETE_LIMIT_ID, limit=5_000, time_interval=1, linked_limits=[LinkedLimitWeightPair(CANCEL_ORDERS_LIMITS_ID)]),
RateLimit(limit_id=USER_BALANCES_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=ORDER_STATUS_LIMIT_ID, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=USER_ORDERS_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=TICKER_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=ORDER_BOOK_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=MY_TRADES_PATH_URL, limit=900, time_interval=1, linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
]
RateLimit(
limit_id=PRIVATE_ENDPOINT_LIMIT_ID,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=PRIVATE_ENDPOINT_LIMIT_INTERVAL,
),
RateLimit(
limit_id=MATCHING_ENGINE_LIMIT_ID,
limit=MATCHING_ENGINE_LIMIT,
time_interval=MATCHING_ENGINE_LIMIT_INTERVAL,
),
# public endpoints
RateLimit(
limit_id=SNAPSHOT_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=ASSET_PAIRS_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=TICKER_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=TIME_PATH_URL,
ONE_MINUTE = 60
ONE_SECOND = 1
ONE_DAY = 86400
MAX_REQUEST = 2400
RATE_LIMITS = [
# Pool Limits
RateLimit(limit_id=REQUEST_WEIGHT, limit=2400, time_interval=ONE_MINUTE),
RateLimit(limit_id=ORDERS_1MIN, limit=1200, time_interval=ONE_MINUTE),
RateLimit(limit_id=ORDERS_1SEC, limit=300, time_interval=10),
# Weight Limits for individual endpoints
RateLimit(limit_id=SNAPSHOT_REST_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT,
weight=20)]),
RateLimit(limit_id=TICKER_PRICE_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT, weight=2)]),
RateLimit(limit_id=TICKER_PRICE_CHANGE_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT, weight=1)]),
RateLimit(limit_id=EXCHANGE_INFO_URL,
limit=MAX_REQUEST,
time_interval=ONE_MINUTE,
linked_limits=[LinkedLimitWeightPair(REQUEST_WEIGHT,
weight=40)]),
RateLimit(limit_id=RECENT_TRADES_URL,
limit=MAX_REQUEST,
MINUTE = 60
HTTP_ENDPOINTS_LIMIT_ID = "AllHTTP"
HTTP_LIMIT = 600
WS_AUTH_LIMIT_ID = "AllWsAuth"
WS_ENDPOINTS_LIMIT_ID = "AllWs"
WS_LIMIT = 500
RATE_LIMITS = [
RateLimit(limit_id=HTTP_ENDPOINTS_LIMIT_ID,
limit=HTTP_LIMIT,
time_interval=MINUTE),
# public http
RateLimit(
limit_id=MARKETS_URL,
limit=HTTP_LIMIT,
time_interval=MINUTE,
linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)],
),
RateLimit(
limit_id=ORDER_BOOK_URL,
limit=HTTP_LIMIT,
time_interval=MINUTE,
linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)],
),
RateLimit(
limit_id=LAST_TRADE_PRICE_URL,
limit=HTTP_LIMIT,
time_interval=MINUTE,
linked_limits=[LinkedLimitWeightPair(HTTP_ENDPOINTS_LIMIT_ID)],
),
# private http
RateLimit(
# OrderStates
ORDER_STATE = {
"PendingNew": OrderState.PENDING_CREATE,
"New": OrderState.OPEN,
"Filled": OrderState.FILLED,
"PartiallyFilled": OrderState.PARTIALLY_FILLED,
"Canceled": OrderState.CANCELLED,
"Rejected": OrderState.FAILED,
}
# AscendEx has multiple pools for API request limits
# Any call increases call rate in ALL pool, so e.g. a cash/order call will contribute to both ALL and cash/order pools.
ALL_ENDPOINTS_LIMIT = "All"
RATE_LIMITS = [
RateLimit(limit_id=ALL_ENDPOINTS_LIMIT, limit=100, time_interval=1),
RateLimit(limit_id=ORDER_PATH_URL, limit=50, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_BATCH_PATH_URL, limit=50, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_OPEN_PATH_URL, limit=50, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_STATUS_PATH_URL, limit=50, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=BALANCE_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=HIST_PATH_URL, limit=60, time_interval=60, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=TICKER_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=PRODUCTS_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=TRADES_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=DEPTH_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=INFO_PATH_URL, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=SUB_ENDPOINT_NAME, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=PONG_ENDPOINT_NAME, limit=100, time_interval=1, linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
]
LISTEN_KEY_KEEP_ALIVE_INTERVAL = float(TWELVE_HOURS)
UPDATE_ORDER_STATUS_MIN_INTERVAL = 10.0 * SECOND
WS_HEARTBEAT_TIME_INTERVAL = 30 * SECOND
GENERAL_TPS = 700
MAX_ALLOWED_TPS = 3500
SUBSCRIPTION_ID_BOOKS = 0
SUBSCRIPTION_ID_TRADES = 1
SUBSCRIPTION_ID_ACCOUNT = 2
SUBSCRIPTION_ID_ORDERS = 3
SUBSCRIPTION_ID_TRADE_UPDATE = 4
PUBLIC_LIMIT_ID = "PublicPoints"
PRIVATE_LIMIT_ID = "PrivatePoints" # includes place-orders
PUBLIC_LINKED_LIMITS = [LinkedLimitWeightPair(PUBLIC_LIMIT_ID)]
PRIVATE_LINKED_LIMITS = [LinkedLimitWeightPair(PRIVATE_LIMIT_ID)]
RATE_LIMITS = [
RateLimit(limit_id=PUBLIC_LIMIT_ID,
limit=GENERAL_TPS,
time_interval=SECOND),
RateLimit(limit_id=PRIVATE_LIMIT_ID,
limit=GENERAL_TPS,
time_interval=SECOND),
# Public API
RateLimit(limit_id=TICKER_PATH_URL,
limit=GENERAL_TPS,
time_interval=SECOND,
linked_limits=PUBLIC_LINKED_LIMITS),
RateLimit(limit_id=CURRENCY_PATH_URL,
class Constants:
EXCHANGE_NAME = "altmarkets"
REST_URL = "https://v2.altmarkets.io/api/v2/peatio"
WS_PRIVATE_URL = "wss://v2.altmarkets.io/api/v2/ranger/private"
WS_PUBLIC_URL = "wss://v2.altmarkets.io/api/v2/ranger/public"
HBOT_BROKER_ID = "HBOT"
USER_AGENT = "HBOT_AMv2"
ENDPOINT = {
# Public Endpoints
"NETWORK_CHECK": "public/timestamp",
"TICKER": "public/markets/tickers",
"TICKER_SINGLE": "public/markets/{trading_pair}/tickers",
"SYMBOL": "public/markets",
"ORDER_BOOK": "public/markets/{trading_pair}/depth",
"ORDER_CREATE": "market/orders",
"ORDER_DELETE": "market/orders/{id}/cancel",
"ORDER_STATUS": "market/orders/{id}",
"USER_ORDERS": "market/orders",
"USER_BALANCES": "account/balances",
}
WS_SUB = {
"TRADES": "{trading_pair}.trades",
"ORDERS": "{trading_pair}.ob-inc",
"USER_ORDERS_TRADES": ['balance', 'order', 'trade'],
}
WS_EVENT_SUBSCRIBE = "subscribe"
WS_EVENT_UNSUBSCRIBE = "unsubscribe"
WS_METHODS = {
"ORDERS_SNAPSHOT": ".ob-snap",
"ORDERS_UPDATE": ".ob-inc",
"TRADES_UPDATE": ".trades",
"USER_BALANCES": "balance",
"USER_ORDERS": "order",
"USER_TRADES": "trade",
}
ORDER_STATES = {
"DONE": {"done", "cancel", "partial-canceled", "reject", "fail"},
"FAIL": {"reject", "fail"},
"OPEN": {"submitted", "wait", "pending"},
"CANCEL": {"partial-canceled", "cancel"},
"CANCEL_WAIT": {'wait', 'cancel', 'done', 'reject'},
}
# Timeouts
MESSAGE_TIMEOUT = 30.0
PING_TIMEOUT = 10.0
API_CALL_TIMEOUT = 10.0
API_MAX_RETRIES = 4
# Intervals
# Only used when nothing is received from WS
SHORT_POLL_INTERVAL = 10.0
# Two minutes should be fine since we get balances via WS
LONG_POLL_INTERVAL = 120.0
# Two minutes should be fine for order status since we get these via WS
UPDATE_ORDER_STATUS_INTERVAL = 120.0
# We don't get many messages here if we're not updating orders so set this pretty high
USER_TRACKER_MAX_AGE = 300.0
# 10 minute interval to update trading rules, these would likely never change whilst running.
INTERVAL_TRADING_RULES = 600
# Trading pair splitter regex
TRADING_PAIR_SPLITTER = r"^(\w+)(btc|ltc|altm|doge|eth|bnb|usdt|usdc|usds|tusd|cro|roger)$"
RL_TIME_INTERVAL = 12
RL_ID_HTTP_ENDPOINTS = "AllHTTP"
RL_ID_WS_ENDPOINTS = "AllWs"
RL_ID_WS_AUTH = "AllWsAuth"
RL_ID_TICKER = "Ticker"
RL_ID_ORDER_BOOK = "OrderBook"
RL_ID_ORDER_CREATE = "OrderCreate"
RL_ID_ORDER_DELETE = "OrderDelete"
RL_ID_ORDER_STATUS = "OrderStatus"
RL_ID_USER_ORDERS = "OrdersUser"
RL_HTTP_LIMIT = 30
RL_WS_LIMIT = 50
RATE_LIMITS = [
RateLimit(limit_id=RL_ID_HTTP_ENDPOINTS,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL),
# http
RateLimit(
limit_id=ENDPOINT["NETWORK_CHECK"],
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_TICKER,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=ENDPOINT["SYMBOL"],
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_ORDER_BOOK,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_ORDER_CREATE,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_ORDER_DELETE,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_ORDER_STATUS,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=RL_ID_USER_ORDERS,
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
RateLimit(
limit_id=ENDPOINT["USER_BALANCES"],
limit=RL_HTTP_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_HTTP_ENDPOINTS)],
),
# ws
RateLimit(limit_id=RL_ID_WS_ENDPOINTS,
limit=RL_WS_LIMIT,
time_interval=RL_TIME_INTERVAL),
RateLimit(
limit_id=WS_EVENT_SUBSCRIBE,
limit=RL_WS_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_WS_ENDPOINTS)],
),
RateLimit(
limit_id=WS_EVENT_UNSUBSCRIBE,
limit=RL_WS_LIMIT,
time_interval=RL_TIME_INTERVAL,
linked_limits=[LinkedLimitWeightPair(RL_ID_WS_ENDPOINTS)],
),
]
MATCHING_ENGINE_LIMIT_INTERVAL = 60
WS_CONNECTION_LIMIT_ID = "WSConnectionLimitID"
PUBLIC_API_LIMITS = [
# Public API Pool
RateLimit(
limit_id=PUBLIC_ENDPOINT_LIMIT_ID,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
),
# Public Endpoints
RateLimit(
limit_id=SNAPSHOT_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=ASSET_PAIRS_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=TICKER_PATH_URL,
limit=PUBLIC_ENDPOINT_LIMIT,
time_interval=PUBLIC_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[LinkedLimitWeightPair(PUBLIC_ENDPOINT_LIMIT_ID)],
),
RateLimit(
limit_id=TIME_PATH_URL,
PUBLIC_URL_POINTS_LIMIT_ID = "PublicPoints"
PRIVATE_URL_POINTS_LIMIT_ID = "PrivatePoints" # includes place-orders
CANCEL_ORDERS_LIMITS_ID = "CancelOrders"
ORDER_DELETE_LIMIT_ID = "OrderDelete"
ORDER_STATUS_LIMIT_ID = "OrderStatus"
RATE_LIMITS = [
RateLimit(limit_id=PUBLIC_URL_POINTS_LIMIT_ID, limit=900, time_interval=1),
RateLimit(limit_id=PRIVATE_URL_POINTS_LIMIT_ID, limit=900,
time_interval=1),
RateLimit(limit_id=CANCEL_ORDERS_LIMITS_ID, limit=5_000, time_interval=1),
RateLimit(
limit_id=NETWORK_CHECK_PATH_URL,
limit=900,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(
limit_id=SYMBOL_PATH_URL,
limit=900,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(PUBLIC_URL_POINTS_LIMIT_ID)]),
RateLimit(
limit_id=ORDER_CREATE_PATH_URL,
limit=900,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(PRIVATE_URL_POINTS_LIMIT_ID)]),
RateLimit(limit_id=ORDER_DELETE_LIMIT_ID,
limit=5_000,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(CANCEL_ORDERS_LIMITS_ID)]),
RateLimit(
def _build_private_rate_limits(
tier: KrakenAPITier = KrakenAPITier.STARTER) -> List[RateLimit]:
private_rate_limits = []
PRIVATE_ENDPOINT_LIMIT, MATCHING_ENGINE_LIMIT = CONSTANTS.KRAKEN_TIER_LIMITS[
tier]
# Private REST endpoints
private_rate_limits.extend([
# Private API Pool
RateLimit(
limit_id=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_ID,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_INTERVAL,
),
# Private endpoints
RateLimit(
limit_id=CONSTANTS.GET_TOKEN_PATH_URL,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_INTERVAL,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.PRIVATE_ENDPOINT_LIMIT_ID)
],
),
RateLimit(
limit_id=CONSTANTS.BALANCE_PATH_URL,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_INTERVAL,
weight=2,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.PRIVATE_ENDPOINT_LIMIT_ID)
],
),
RateLimit(
limit_id=CONSTANTS.OPEN_ORDERS_PATH_URL,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_INTERVAL,
weight=2,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.PRIVATE_ENDPOINT_LIMIT_ID)
],
),
RateLimit(
limit_id=CONSTANTS.QUERY_ORDERS_PATH_URL,
limit=PRIVATE_ENDPOINT_LIMIT,
time_interval=CONSTANTS.PRIVATE_ENDPOINT_LIMIT_INTERVAL,
weight=2,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.PRIVATE_ENDPOINT_LIMIT_ID)
],
),
])
# Matching Engine Limits
private_rate_limits.extend([
RateLimit(
limit_id=CONSTANTS.ADD_ORDER_PATH_URL,
limit=MATCHING_ENGINE_LIMIT,
time_interval=CONSTANTS.MATCHING_ENGINE_LIMIT_INTERVAL,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.MATCHING_ENGINE_LIMIT_ID)
],
),
RateLimit(
limit_id=CONSTANTS.CANCEL_ORDER_PATH_URL,
limit=MATCHING_ENGINE_LIMIT,
time_interval=CONSTANTS.MATCHING_ENGINE_LIMIT_INTERVAL,
linked_limits=[
LinkedLimitWeightPair(CONSTANTS.MATCHING_ENGINE_LIMIT_ID)
],
),
])
return private_rate_limits
"New": OrderState.OPEN,
"Filled": OrderState.FILLED,
"PartiallyFilled": OrderState.PARTIALLY_FILLED,
"Canceled": OrderState.CANCELLED,
"Rejected": OrderState.FAILED,
}
# AscendEx has multiple pools for API request limits
# Any call increases call rate in ALL pool, so e.g. a cash/order call will contribute to both ALL and cash/order pools.
ALL_ENDPOINTS_LIMIT = "All"
RATE_LIMITS = [
RateLimit(limit_id=ALL_ENDPOINTS_LIMIT, limit=100, time_interval=1),
RateLimit(limit_id=ORDER_PATH_URL,
limit=50,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_BATCH_PATH_URL,
limit=50,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_OPEN_PATH_URL,
limit=50,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=ORDER_STATUS_PATH_URL,
limit=50,
time_interval=1,
linked_limits=[LinkedLimitWeightPair(ALL_ENDPOINTS_LIMIT)]),
RateLimit(limit_id=BALANCE_PATH_URL,
limit=100,
time_interval=1,
time_interval=SIX_SECONDS),
RateLimit(limit_id=REQUEST_POST,
limit=MAX_REQUEST_POST,
time_interval=TWO_MINUTES),
RateLimit(limit_id=REQUEST_POST_BURST,
limit=MAX_REQUEST_POST_BURST,
time_interval=ONE_SECOND),
RateLimit(limit_id=REQUEST_POST_MIXED,
limit=MAX_REQUEST_POST_MIXED,
time_interval=SIX_SECONDS),
# Linked limits
RateLimit(limit_id=LAST_TRADED_PRICE_PATH,
limit=MAX_REQUEST_GET,
time_interval=TWO_MINUTES,
linked_limits=[
LinkedLimitWeightPair(REQUEST_GET, 1),
LinkedLimitWeightPair(REQUEST_GET_BURST, 1),
LinkedLimitWeightPair(REQUEST_GET_MIXED, 1)
]),
RateLimit(limit_id=EXCHANGE_INFO_PATH_URL,
limit=MAX_REQUEST_GET,
time_interval=TWO_MINUTES,
linked_limits=[
LinkedLimitWeightPair(REQUEST_GET, 1),
LinkedLimitWeightPair(REQUEST_GET_BURST, 1),
LinkedLimitWeightPair(REQUEST_GET_MIXED, 1)
]),
RateLimit(limit_id=SNAPSHOT_PATH_URL,
limit=MAX_REQUEST_GET,
time_interval=TWO_MINUTES,
linked_limits=[
