def open(self, symbol_list, interval):
streams = StringWrapper()
streams.add_string_array(symbol_list, True)
streams.combine_string_items(
"", CEIUtils.string_replace("@kline_{0}", interval), "/")
self.__connection.connect(
CEIUtils.string_replace("/ws/{0}", streams.to_string()))
def open(self, channel, name, on_connect):
on_ping_event = WebSocketEvent(True)
def on_ping_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "ping", root_obj)
return json_checker.complete()
on_ping_event.set_trigger(on_ping_event_trigger)
def on_ping_event_event(connection, msg):
ts = CEIUtils.get_now("Unix_ms")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_string("ts", ts)
connection.send(json_result.to_json_string())
on_ping_event.set_event(on_ping_event_event)
self.__connection.register_event(on_ping_event)
def on_connect_event(connection):
login = JsonWrapper()
login.add_json_string("op", "login")
obj = JsonWrapper()
obj.add_json_string("Name", name)
login.add_json_object("param", obj)
obj0 = JsonWrapper()
obj0.add_json_number("[]", float("1"))
obj0.add_json_number("[]", float("2"))
login.add_json_object("array", obj0)
connection.send(login.to_json_string())
on_connect(connection)
self.__connection.set_on_connect(on_connect_event)
self.__connection.connect(CEIUtils.string_replace("/websocket/{0}", channel))
def subscript_order(self, symbol, on_sub):
on_sub_event = WebSocketEvent(False)
def on_sub_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "sub", root_obj)
json_checker.value_include("ch", "orders", root_obj)
return json_checker.complete()
on_sub_event.set_trigger(on_sub_event_trigger)
def on_sub_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
code_var = Code()
code_var.code = root_obj.get_int("code")
on_sub(code_var)
on_sub_event.set_event(on_sub_event_event)
self.__connection.register_event(on_sub_event)
json = JsonWrapper()
json.add_json_string("action", "sub")
json.add_json_string("ch",
CEIUtils.string_replace("orders#{0}", symbol))
self.__connection.send(json.to_json_string())
def restful_auth(request, option):
request.add_header_string("X-MBX-APIKEY", option.api_key)
ts = CEIUtils.get_now("Unix_ms")
request.add_query_string("timestamp", ts)
query_string = CEIUtils.combine_query_string(request,
CEIUtils.Constant.NONE,
"&")
post_body = CEIUtils.get_request_info(request,
CEIUtils.Constant.POSTBODY,
CEIUtils.Constant.NONE)
buffer = StringWrapper()
buffer.append_string_item(query_string)
buffer.append_string_item(post_body)
buffer.combine_string_items("", "", "")
hmac = CEIUtils.hmacsha256(buffer.to_string(), option.secret_key)
output = CEIUtils.hex(hmac)
request.add_query_string("signature", output)
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
def request_depth(self, symbol, type_u, on_depth):
on_depth_event = WebSocketEvent(True)
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
on_depth_event.set_trigger(on_depth_event_trigger)
def on_depth_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
depth_var = Depth()
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
on_depth(depth_var)
on_depth_event.set_event(on_depth_event_event)
self.__connection.register_event(on_depth_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol, type_u))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"rep",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
def request_candlestick(self, symbol, period, on_candlestick):
on_candlestick_event = WebSocketEvent(False)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"rep",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_var = Candlestick()
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
on_candlestick(candlestick_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"req",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol, period))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def open(self, channel, name):
def on_connect_event(connection):
login = JsonWrapper()
login.add_json_string("op", "echo")
obj = JsonWrapper()
obj.add_json_string("Name", name)
login.add_json_object("param", obj)
connection.send("login")
self.__connection.set_on_connect(on_connect_event)
self.__connection.connect(CEIUtils.string_replace("/websocket/{0}", channel))
def cancel_order(self, order_id):
request = RestfulRequest(self.__option)
request.set_target(
CEIUtils.string_replace("/v1/order/orders/{0}/submitcancel",
str(order_id)))
request.set_method(RestfulRequest.Method.POST)
Procedures.restful_auth(request, self.__option)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
order_idvar = OrderID()
order_idvar.status = root_obj.get_string("status")
order_idvar.data = root_obj.get_int("data")
return order_idvar
def subscript_candlestick(self, symbol, period, on_candlestick):
on_candlestick_event = WebSocketEvent(True)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_data_var = CandlestickData()
obj = root_obj.get_object("tick")
candlestick_data_var.id = obj.get_int("id")
candlestick_data_var.amount = obj.get_decimal("amount")
candlestick_data_var.count = obj.get_int("count")
candlestick_data_var.open = obj.get_decimal("open")
candlestick_data_var.close = obj.get_decimal("close")
candlestick_data_var.low = obj.get_decimal("low")
candlestick_data_var.high = obj.get_decimal("high")
candlestick_data_var.vol = obj.get_decimal("vol")
on_candlestick(candlestick_data_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol, period))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def restful_auth(request, option):
timestamp = CEIUtils.get_now("%Y':'%m':'%d'T'#H':'%M':'%S")
request.add_query_string("AccessKeyId", option.api_key)
request.add_query_string("SignatureMethod", "HmacSHA256")
request.add_query_string("SignatureVersion", "2")
request.add_query_string("Timestamp", timestamp)
query_string = CEIUtils.combine_query_string(request, CEIUtils.Constant.ASC, "&")
method = CEIUtils.get_request_info(request, CEIUtils.Constant.METHOD, CEIUtils.Constant.UPPERCASE)
host = CEIUtils.get_request_info(request, CEIUtils.Constant.HOST, CEIUtils.Constant.NONE)
target = CEIUtils.get_request_info(request, CEIUtils.Constant.TARGET, CEIUtils.Constant.NONE)
buffer = StringWrapper()
buffer.append_string_item(method)
buffer.append_string_item(host)
buffer.append_string_item(target)
buffer.append_string_item(query_string)
buffer.combine_string_items("", "", "\\n")
hmacsha256 = CEIUtils.hmacsha256(buffer.to_string(), option.secret_key)
result = CEIUtils.base64(hmacsha256)
request.add_query_string("Signature", result)
def on_ping_event_event(connection, msg):
ts = CEIUtils.get_now("Unix_ms")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_string("ts", ts)
connection.send(json_result.to_json_string())
def on_any_message_event_event(connection, msg):
decoded = CEIUtils.gzip(msg.get_bytes())
msg.upgrade(decoded)
def url(self, input_u):
request = RestfulRequest(self.__option)
request.set_target(CEIUtils.string_replace("/restful/get/url/{0}", input_u))
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
return response.get_string()