def watch_dog_job(*args):
watch_dog_obj = args[0]
for idx, websocket_manage in enumerate(
watch_dog_obj.websocket_manage_list):
if websocket_manage.request.auto_close == True: # setting auto close no need reconnect
pass
elif websocket_manage.state == ConnectionState.CONNECTED:
if watch_dog_obj.is_auto_connect:
ts = get_current_timestamp(
) - websocket_manage.last_receive_time
if ts > watch_dog_obj.heart_beat_limit_ms:
watch_dog_obj.logger.warning("[Sub][" +
str(websocket_manage.id) +
"] No response from server")
websocket_manage.close_and_wait_reconnect(
watch_dog_obj.wait_reconnect_millisecond())
elif websocket_manage.state == ConnectionState.WAIT_RECONNECT:
watch_dog_obj.logger.warning("[Sub] call re_connect")
websocket_manage.re_connect()
pass
elif websocket_manage.state == ConnectionState.CLOSED_ON_ERROR:
if watch_dog_obj.is_auto_connect:
websocket_manage.close_and_wait_reconnect(
watch_dog_obj.reconnect_after_ms)
pass
def request_account_list_channel(client_req_id=None):
channel = dict()
channel["op"] = "req"
channel["topic"] = "accounts.list"
channel["cid"] = str(client_req_id) if client_req_id else str(
get_current_timestamp())
return json.dumps(channel)
def wait_reconnect_millisecond(self):
wait_millisecond = int(self.reconnect_after_ms -
self.heart_beat_limit_ms)
now_ms = get_current_timestamp()
wait_millisecond = wait_millisecond if wait_millisecond else 1000
# job loop after 1 second
return (wait_millisecond + now_ms)
def request_order_detail_channel(order_id, client_req_id=None):
channel = dict()
channel["op"] = "req"
channel["topic"] = "orders.detail"
channel["order-id"] = str(order_id)
channel["cid"] = str(client_req_id) if client_req_id else str(
get_current_timestamp())
return json.dumps(channel)
def request_kline_channel(symbol,
interval,
from_ts_second=None,
to_ts_second=None):
channel = dict()
channel["req"] = "market." + symbol + ".kline." + interval
channel["id"] = str(get_current_timestamp())
if from_ts_second:
channel["from"] = int(from_ts_second)
if to_ts_second:
channel["to"] = int(to_ts_second)
return json.dumps(channel)
def request_order_list_channel(symbol,
account_id,
states_str=None,
client_req_id=None,
more_key={}):
channel = dict()
try:
channel["op"] = "req"
channel["account-id"] = account_id
channel["topic"] = "orders.list"
channel["symbol"] = symbol
if states_str and len(states_str):
channel["states"] = str(states_str)
channel["cid"] = str(client_req_id) if client_req_id else str(
get_current_timestamp())
channel = dict_add_new(channel, more_key)
except Exception as e:
print(e)
return json.dumps(channel)
def request_market_detail_channel(symbol):
channel = dict()
channel["req"] = "market." + symbol + ".detail"
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def request_price_depth_channel(symbol, step_type="step0"):
channel = dict()
channel["req"] = "market." + symbol + ".depth." + step_type
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def request_mbp_channel(symbol, levels):
channel = dict()
channel["req"] = "market.{symbol}.mbp.{levels}".format(symbol=symbol,
levels=levels)
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def mbp_full_channel(symbol, levels):
channel = dict()
channel["sub"] = "market.{symbol}.mbp.refresh.{levels}".format(
symbol=symbol, levels=levels)
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def kline_channel(symbol, interval):
channel = dict()
channel["sub"] = "market." + symbol + ".kline." + interval
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def price_depth_bbo_channel(symbol):
channel = dict()
channel["sub"] = "market." + symbol + ".bbo"
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def price_depth_channel(symbol, step_type=DepthStep.STEP0):
channel = dict()
channel["sub"] = "market." + symbol + ".depth." + step_type
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def trade_detail_channel(symbol):
channel = dict()
channel["sub"] = "market." + symbol + ".trade.detail"
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
