async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'ticker.do'
stock_data = await self.rest_send(request_url, params={
'symbol': 'all'})
current_date = datetime.datetime.now()
for market in stock_data:
ticks = ticks.append(pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple()))*1000,
market['symbol'],
market['ticker']['latest'],],
index=formats.tick,
name=current_date,))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'public/Ticker'
stock_data = await self.rest_send(
request_url,
params={'pair':','.join(
self._get_markets().index.values.tolist())},)
current_date = datetime.datetime.now()
for market_name in stock_data['result'].keys():
market = self._get_markets().loc[market_name]
ticks = ticks.append(pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple()))*1000,
'_'.join([market.at['base'], market.at['quot']]),
stock_data['result'][market_name]['c'][0],],
index=formats.tick,
name=current_date,))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
def __assume_tick(self, message):
tick = None
try:
current_date = datetime.datetime.now()
tick = pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) * 1000,
'_'.join([
message['data']['symbol1'].lower(),
message['data']['symbol2'].lower(),
]),
message['data']['price'],
],
index=formats.tick,
name=current_date,
)
Logger.log_info(tick)
except Exception as e:
Logger.log_error(e)
finally:
return tick
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'pairs'
stock_data = await self.rest_send(request_url)
current_date = datetime.datetime.now()
for market in stock_data['data']:
if market['last_price'] is not None:
ticks = ticks.append(
pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) *
1000,
'_'.join([
market['base']['name'].lower(),
market['quote']['name'].lower()
]),
market['last_price'],
],
index=formats.tick,
name=current_date,
))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'ticker_utc'
stock_data = await self.rest_send(request_url,
params={
'currency': 'all',
'format': 'json',
})
current_date = datetime.datetime.now()
for market_name in stock_data.keys():
if isinstance(stock_data[market_name], dict):
ticks = ticks.append(
pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) *
1000,
'_'.join([market_name, 'krw']),
stock_data[market_name]['last'],
],
index=formats.tick,
name=current_date,
))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'currency_limits'
stock_data = await self.rest_send(request_url)
for market_data in stock_data['data']['pairs']:
markets = markets.append(
pd.Series(
data=[
self.name,
market_data['symbol1'],
market_data['symbol2'],
market_data['minLotSize'],
market_data['maxLotSize'],
],
index=formats.market,
name='_'.join(
[market_data['symbol1'], market_data['symbol2']]),
))
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'v1/mdata'
stock_data = await self.rest_send(
request_url,
params={
'cmd': 'pairList',
},
)
for market in stock_data['result']:
markets = markets.append(
pd.Series(data=[
self.name,
market['pair'].split('_')[0].lower(),
market['pair'].split('_')[1].lower(),
None,
None,
],
index=formats.market,
name=market['id']))
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'v1/mdata'
stock_data = await self.rest_send(
request_url,
params={
'cmd': 'marketAll',
},
)
current_date = datetime.datetime.now()
for market_data in stock_data['result']:
market = self._get_markets().loc[market_data['id']]
ticks = ticks.append(
pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) * 1000,
'_'.join([market.at['base'], market.at['quot']]),
market_data['last'],
],
index=formats.tick,
name=current_date,
))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'common/symbols'
stock_data = await self.rest_send(request_url)
for market_data in stock_data['data']:
markets = markets.append(
pd.Series(
data=[
self.name,
market_data['base-currency'].lower(),
market_data['quote-currency'].lower(),
None,
None,
],
index=formats.market,
name=(market_data['base-currency'].lower() +
market_data['quote-currency'].lower()),
))
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def execute(self, action, *args, **kwargs):
result = None
try:
nonce = utils.get_nonce()
Logger.log_info('execute')
Logger.log_info(nonce)
self.__await_events[nonce] = asyncio.Event()
await self.push({
'type':'service',
'id': nonce,
'action':action,
'args':args,
'kwargs':kwargs,})
await self.__await_events[nonce].wait()
Logger.log_info('executed')
result = self.__events_results[nonce]
Logger.log_info(result)
del self.__events_results[nonce]
del self.__await_events[nonce]
except Exception as e:
Logger.log_error(e)
finally:
return result
async def __run(self):
try:
while True:
try:
await self.__set_status('connection')
self.__markets = await self.get_markets()
await self._prepare_ws_connection()
async with websockets.connect(
self._ws_path,
extra_headers=self._ws_headers,
) as websocket:
self.__ws_socket = websocket
self.__clear_channels()
await self._ws_auth()
await self._subscribe_channels()
async for message in websocket:
payload = await self._resolve_message(message)
if payload is not None:
await self.__set_status('connected')
await self.__exchanges_buffer.push(payload)
except Exception as e:
self.__ws_socket = None
Logger.log_error(e)
finally:
await self.__set_status('disconnected')
await asyncio.sleep(1)
except Exception as e:
Logger.log_error(e)
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'exchangeInfo'
exchange_info = await self.rest_send(request_url)
for market_data in exchange_info['symbols']:
if market_data['status'].lower() == 'trading':
market = pd.Series(
data=[None, None, None, None, None],
index=formats.market,
)
market.at['stock'] = self.name
market.at['base'] = market_data['baseAsset'].lower()
market.at['quot'] = market_data['quoteAsset'].lower()
for limit in market_data['filters']:
if limit['filterType'].lower() == 'lot_size':
market.at['trade_min'] = limit['minQty']
market.at['trade_max'] = limit['maxQty']
market.name = market.at['base'] + market.at['quot']
markets = markets.append(market)
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def request(self, request_url, params=None, type_='get'):
response = None
try:
full_url = self.__base_url + request_url
if type_ == 'get' and params is not None:
full_url += '?' + urllib.parse.urlencode(params)
now = datetime.datetime.now()
self.__timeline = self.__timeline.loc[now - datetime.timedelta(
seconds=REQUEST_INTERVAL_SECONDS):now]
if (self.__timeline.loc[:, "request"].count() >
self.__request_limit):
self.__queue.append(full_url)
await asyncio.sleep(REQUEST_INTERVAL_SECONDS +
len(self._queue) // self.__request_limit *
REQUEST_INTERVAL_SECONDS)
if type_ == 'get':
response = await self.__process_request(full_url)
else:
response = await self.__post(full_url, params=params)
return response
except Exception as e:
Logger.log_error(e)
finally:
return response
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'tickerall'
stock_data = await self.rest_send(request_url)
current_date = datetime.datetime.now()
for market_name in stock_data['data'].keys():
ticks = ticks.append(
pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) * 1000,
market_name,
stock_data['data'][market_name]['last'],
],
index=formats.tick,
name=current_date,
))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'symbols_details'
stock_data = await self.rest_send(request_url)
for market_data in stock_data:
markets = markets.append(
pd.Series(
data=[
self.name,
market_data['pair'].lower()[:3],
market_data['pair'].lower()[3:],
market_data['minimum_order_size'],
market_data['maximum_order_size'],
],
index=formats.market,
name=market_data['pair'].lower(),
))
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def __process_request(self, full_url):
try:
request = pd.Series(data=[full_url], index=['request'])
request.name = datetime.datetime.now()
self.__timeline = self.__timeline.append(request)
headers = {
'Accept': ('text/html,application/xhtml+xml' +
',application/xml;q=0.9,image/webp,' +
'image/apng,*/*;q=0.8'),
'Accept-Encoding':
'gzip, deflate, br',
'Accept-Language':
'en-US,en;q=0.9',
'Cache-Control':
'max-age=0',
'Connection':
'keep-alive',
'Upgrade-Insecure-Requests':
'1',
'User-Agent': ('Mozilla/5.0 (Macintosh;' +
' Intel Mac OS X 10_11_6) AppleWebKit/537.36 ' +
'(KHTML, like Gecko) Chrome/66.0.3359.139' +
' Safari/537.36'),
}
async with aiohttp.ClientSession(headers=headers) as session:
async with session.get(full_url) as resp:
text = await resp.text()
return utils.parse_data(text)
except Exception as e:
Logger.log_error(e)
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'products'
stock_data = await self.rest_send(request_url)
for market_data in stock_data:
markets = markets.append(
pd.Series(
data=[
self.name,
market_data['base_currency'].lower(),
market_data['quote_currency'].lower(),
market_data['min_market_funds'],
market_data['max_market_funds'],
],
index=formats.market,
name=market_data['id'].lower(),
))
except Exception as e:
Logger.log_error(e)
finally:
return markets
def __assume_tick(self, tick_data):
tick = None
try:
market = self._get_markets().loc[tick_data['params']['symbol']]
tick = pd.Series(
data=[
self.name,
int(
datetime.datetime.strptime(
tick_data['params']['timestamp'].split('.')[0],
'%Y-%m-%dT%H:%M:%S',
).timestamp() * 1000),
'_'.join([market.at['base'].lower(), market.at['quot']]),
tick_data['params']['last'],
],
index=formats.tick,
name=datetime.datetime.now(),
)
except Exception as e:
Logger.log_info(tick_data['params']['timestamp'].split('.')[0])
Logger.log_error(e)
finally:
return tick
async def ws_send(self, message):
try:
if self.__ws_socket is not None:
self.__request_counter += 1
await self.__ws_socket.send(json.dumps(message))
except Exception as e:
Logger.log_error(e)
async def get_ticks(self):
ticks = pd.DataFrame(data=[], columns=formats.tick)
try:
request_url = 'Api_Market/getPriceList'
stock_data = await self.rest_send(request_url)
current_date = datetime.datetime.now()
for quot_name in stock_data.keys():
for market in stock_data[quot_name]:
ticks = ticks.append(
pd.Series(
data=[
self.name,
int(time.mktime(current_date.timetuple())) *
1000,
'_'.join(
[market['coin_from'], market['coin_to']]),
market['current'],
],
index=formats.tick,
name=current_date,
))
Logger.log_info(ticks)
except Exception as e:
Logger.log_error(e)
finally:
return ticks
async def get_markets(self):
markets = pd.DataFrame(data=[], columns=formats.market)
try:
request_url = 'markets'
stock_data = await self.rest_send(request_url)
for market_name in stock_data.keys():
markets = markets.append(
pd.Series(
data=[
self.name,
market_name.split('_')[0],
market_name.split('_')[1],
None,
None,
],
index=formats.market,
name=market_name.replace('_', ''),
))
except Exception as e:
Logger.log_error(e)
finally:
return markets
async def __client_connector(self, pure_websocket, path):
try:
websocket = Websocket(websocket=pure_websocket)
self.__exchanges_buffer.connect(socket=websocket)
await websocket.listen()
except Exception as e:
Logger.log_error(e)
def __assume_channel(self, message):
try:
self._register_channel(
channel_name=message['subbed'],
market_name=message['subbed'].split('.')[1],
)
except Exception as e:
Logger.log_error(e)
async def _ws_auth(self):
try:
await self.signalr_send(
'GetAuthContext',
self._key,
callback=self.__sign)
except Exception as e:
Logger.log_error(e)
async def _subscribe_channels(self):
try:
for market_name, market in self._get_markets().iterrows():
await self.ws_send({
'event': 'addChannel',
'channel': '%s_ticker' % (market_name),
})
except Exception as e:
Logger.log_error(e)
async def __subscribe_channels(self, message):
try:
if message.get('R', None) == True:
#await self.signalr_send('SubscribeToExchangeDeltas', 'BTC-ETH')
await self.signalr_send('SubscribeToSummaryLiteDeltas')
else:
raise Warning(*['Auth failed']*2)
except Exception as e:
Logger.log_error(e)
def __assume_channel(self, message):
try:
if message.get('event', None) == 'subscribed':
self._register_channel(
channel_name=message['chanId'],
market_name=message['pair'].lower(),
)
except Exception as e:
Logger.log_error(e)
async def __set_status(self, status):
try:
if self.status != status:
self.status = status
await self.__exchanges_buffer.push({
'exchange': self.name,
'status': status,
})
except Exception as e:
Logger.log_error(e)
async def _subscribe_channels(self):
try:
await self.ws_send(
{
"id": self._get_request_counter(),
"method": "ticker.subscribe",
"params": self._get_markets().index.values.tolist()
}, )
except Exception as e:
Logger.log_error(e)
async def _subscribe_channels(self):
try:
await self.ws_send({
'type':
'subscribe',
'product_ids':
self._get_markets().index.values.tolist(),
'channels': ['ticker'],
})
except Exception as e:
Logger.log_error(e)
