def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] def subscription(connection): for symbol in symbol_list: connection.send(market_detail_channel(symbol)) time.sleep(0.01) def parse(dict_data): return default_parse(dict_data, MarketDetailEvent, MarketDetail) SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] level = self.params["levels"] def subscription(connection): for symbol in symbol_list: connection.send(mbp_increase_channel(symbol, level)) time.sleep(0.01) def parse(dict_data): return MbpIncreaseEvent.json_parse(dict_data) SubscribeClient(**kwargs).execute_subscribe_mbp( subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] interval = self.params["interval"] def subscription(connection): for symbol in symbol_list: connection.send(kline_channel(symbol, interval)) time.sleep(0.01) def parse(dict_data): return default_parse(dict_data, CandlestickEvent, Candlestick) SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] def subscription(connection): for symbol in symbol_list: connection.send(price_depth_bbo_channel(symbol)) time.sleep(0.01) def parse(dict_data): return default_parse(dict_data, PriceDepthBboEvent, PriceDepthBbo) SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] def subscription(connection): for val in symbol_list: connection.send(orders_update_channel(val)) time.sleep(0.01) def parse(dict_data): return default_parse(dict_data, OrderUpdateEvent, OrderUpdate) SubscribeClient(**kwargs).execute_subscribe_v2(subscription, parse, callback, error_handler, is_trade=True)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] def subscription(connection): for symbol in symbol_list: connection.send(trade_clearing_channel(symbol)) time.sleep(0.01) def parse(dict_data): return TradeClearingEvent.json_parse(dict_data) SubscribeClient(**kwargs).execute_subscribe_v2(subscription, parse, callback, error_handler, is_trade=True)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] def subscription(connection): for symbol in symbol_list: connection.send(trade_detail_channel(symbol)) time.sleep(0.01) def parse(dict_data): tick = dict_data.get("tick", {}) trade_detail_event = default_parse(tick, TradeDetailEvent, TradeDetail) trade_detail_event.ch = dict_data.get("ch", "") return trade_detail_event SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): symbol_list = self.params["symbol_list"] step = self.params["step"] def subscription(connection): for symbol in symbol_list: connection.send(price_depth_channel(symbol, step)) time.sleep(0.01) def parse(dict_data): price_depth_event_obj = PriceDepthEvent() price_depth_event_obj.ch = dict_data.get("ch", "") tick = dict_data.get("tick", "") price_depth_event_obj.tick = PriceDepth.json_parse(tick) return price_depth_event_obj SubscribeClient(**kwargs).execute_subscribe_v1(subscription, parse, callback, error_handler)
def subscribe(self, callback, error_handler, **kwargs): mode = self.params["mode"] def subscription(connection): connection.send(accounts_update_channel(mode)) def parse(dict_data): account_change_event = AccountUpdateEvent() account_change_event.ch = dict_data.get("ch") data = dict_data.get("data", {}) if data and len(data): account_change_event.data = default_parse_list_dict(data, AccountUpdate) return account_change_event SubscribeClient(**kwargs).execute_subscribe_v2(subscription, parse, callback, error_handler, is_trade=True)