def _format_trading_rules(
self, raw_trading_pair_info: List[Dict[str,
Any]]) -> List[TradingRule]:
trading_rules = []
for info in raw_trading_pair_info:
try:
trading_rules.append(
TradingRule(
trading_pair=convert_from_exchange_trading_pair(
info['symbol']),
# min_order_size=Decimal(info["min_amount"]),
# max_order_size=Decimal(info["max_amount"]),
min_price_increment=Decimal(
num_to_increment(info["price_scale"])),
min_base_amount_increment=Decimal(
num_to_increment(info["quantity_scale"])),
# min_quote_amount_increment=Decimal(info["1e-{info['value-precision']}"]),
# min_notional_size=Decimal(info["min-order-value"])
min_notional_size=Decimal(info["min_amount"]),
# max_notional_size=Decimal(info["max_amount"]),
))
except Exception:
self.logger().error(
f"Error parsing the trading pair rule {info}. Skipping.",
exc_info=True)
return trading_rules
async def listen_for_order_book_diffs(self, ev_loop: asyncio.BaseEventLoop,
output: asyncio.Queue):
msg_queue = self._message_queue[MexcWebSocketAdaptor.DEPTH_CHANNEL_ID]
while True:
try:
decoded_msg = await msg_queue.get()
if decoded_msg['data'].get('asks'):
asks = [{
'price': ask['p'],
'quantity': ask['q']
} for ask in decoded_msg["data"]["asks"]]
decoded_msg['data']['asks'] = asks
if decoded_msg['data'].get('bids'):
bids = [{
'price': bid['p'],
'quantity': bid['q']
} for bid in decoded_msg["data"]["bids"]]
decoded_msg['data']['bids'] = bids
order_book_message: OrderBookMessage = MexcOrderBook.diff_message_from_exchange(
decoded_msg['data'],
microseconds(),
metadata={
"trading_pair":
convert_from_exchange_trading_pair(
decoded_msg['symbol'])
})
output.put_nowait(order_book_message)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with WebSocket connection. Retrying after 30 seconds...",
exc_info=True)
await self._sleep(30.0)
async def listen_for_trades(self, ev_loop: asyncio.BaseEventLoop,
output: asyncio.Queue):
msg_queue = self._message_queue[MexcWebSocketAdaptor.DEAL_CHANNEL_ID]
while True:
try:
decoded_msg = await msg_queue.get()
self.logger().debug(f"Recived new trade: {decoded_msg}")
for data in decoded_msg['data']['deals']:
trading_pair = convert_from_exchange_trading_pair(
decoded_msg['symbol'])
trade_message: OrderBookMessage = MexcOrderBook.trade_message_from_exchange(
data,
data['t'],
metadata={"trading_pair": trading_pair})
self.logger().debug(
f'Putting msg in queue: {str(trade_message)}')
output.put_nowait(trade_message)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with WebSocket connection ,Retrying after 30 seconds...",
exc_info=True)
await self._sleep(30.0)
async def fetch_trading_pairs() -> List[str]:
async with aiohttp.ClientSession() as client:
throttler = MexcAPIOrderBookDataSource._get_throttler_instance()
async with throttler.execute_task(CONSTANTS.MEXC_SYMBOL_URL):
url = CONSTANTS.MEXC_BASE_URL + CONSTANTS.MEXC_SYMBOL_URL
async with client.get(url) as products_response:
products_response: aiohttp.ClientResponse = products_response
if products_response.status != 200:
return []
# raise IOError(f"Error fetching active MEXC. HTTP status is {products_response.status}.")
data = await products_response.json()
data = data['data']
trading_pairs = []
for item in data:
if item['state'] == "ENABLED":
trading_pairs.append(
convert_from_exchange_trading_pair(
item["symbol"]))
return trading_pairs