def __init__(self, address, pairs=None, channels=None, callbacks=None, book_interval=1000):
self.address = address
self.standardized_pairs = pairs
self.standardized_channels = channels
self.book_update_interval = book_interval
self.updates = 0
self.do_deltas = False
if channels is not None and FUNDING in channels and self.id == BITFINEX:
if len(channels) > 1:
raise ValueError("Funding channel must be in a separate feedhanlder on Bitfinex")
if pairs:
self.pairs = [pair_std_to_exchange(pair, self.id) for pair in pairs]
if channels:
self.channels = [feed_to_exchange(self.id, chan) for chan in channels]
self.l3_book = {}
self.l2_book = {}
self.callbacks = {TRADES: Callback(None),
TICKER: Callback(None),
L2_BOOK: Callback(None),
L3_BOOK: Callback(None),
VOLUME: Callback(None),
FUNDING: Callback(None)}
if callbacks:
for cb in callbacks:
self.callbacks[cb] = callbacks[cb]
if isinstance(callbacks[cb], BookUpdateCallback):
self.do_deltas = True
def __init__(self, address, pairs=None, channels=None, callbacks=None):
self.address = address
self.standardized_pairs = pairs
self.standardized_channels = channels
if pairs:
self.pairs = [
pair_std_to_exchange(pair, self.id) for pair in pairs
]
if channels:
self.channels = [
feed_to_exchange(self.id, chan) for chan in channels
]
self.l3_book = {}
self.l2_book = {}
self.callbacks = {
TRADES: Callback(None),
TICKER: Callback(None),
L2_BOOK: Callback(None),
L3_BOOK: Callback(None),
VOLUME: Callback(None)
}
if callbacks:
for cb in callbacks:
self.callbacks[cb] = callbacks[cb]
def __init__(self, pairs=None, channels=None, callbacks=None, **kwargs):
if len(pairs) != 1:
LOG.error("Binance requires a websocket per trading pair")
raise ValueError("Binance requires a websocket per trading pair")
if len(channels) != 1:
LOG.error("Binance requires a websocket per channel pair")
raise ValueError("Binance requires a websocket per channel pair")
p = pair_std_to_exchange(pairs[0], BINANCE)
self.pairs = pairs[0]
c = feed_to_exchange(BINANCE, channels[0])
endpoint = "wss://stream.binance.com:9443/ws/{}@{}".format(p.lower(), c)
super().__init__(endpoint, None, None, callbacks, **kwargs)
self.__reset()
def __init__(self,
address,
pairs=None,
channels=None,
callbacks=None,
book_interval=1000):
self.address = address
self.standardized_pairs = pairs
self.standardized_channels = channels
self.book_update_interval = book_interval
self.updates = 0
self.do_deltas = False
if channels is not None and FUNDING in channels and self.id == BITFINEX:
if any(map(lambda x: x[0] != 'f', pairs)):
raise ValueError(
"Funding channel on bitfinex can be used with funding pairs only"
)
if pairs:
self.pairs = [
pair_std_to_exchange(pair, self.id) for pair in pairs
]
if channels:
self.channels = [
feed_to_exchange(self.id, chan) for chan in channels
]
self.l3_book = {}
self.l2_book = {}
self.callbacks = {
TRADES: Callback(None),
TICKER: Callback(None),
L2_BOOK: Callback(None),
L3_BOOK: Callback(None),
VOLUME: Callback(None),
FUNDING: Callback(None)
}
if callbacks:
for cb in callbacks:
self.callbacks[cb] = callbacks[cb]
if isinstance(callbacks[cb], BookUpdateCallback):
self.do_deltas = True
def __init__(self,
address,
pairs=None,
channels=None,
callbacks=None,
intervals=None,
default_interval=60 * 60):
self.address = address
self.standardized_pairs = pairs
self.standardized_channels = channels
if pairs:
self.pairs = [
pair_std_to_exchange(pair, self.id) for pair in pairs
]
if channels:
self.channels = [
feed_to_exchange(self.id, chan) for chan in channels
]
self.l3_book = {}
self.l2_book = {}
self.callbacks = {
TRADES: Callback(None),
TICKER: Callback(None),
L2_BOOK: Callback(None),
L3_BOOK: Callback(None),
L3_BOOK_UPDATE: Callback(None),
VOLUME: Callback(None)
}
self.intervals = defaultdict(
lambda: default_interval
) # {func_name: schedule_interval_in_seconds}
if intervals is not None:
self.intervals.update(intervals)
if callbacks:
for cb in callbacks:
self.callbacks[cb] = callbacks[cb]
def __init__(self,
address,
pairs=None,
channels=None,
callbacks=None,
book_interval=1000):
self.address = address
self.standardized_pairs = pairs
self.standardized_channels = channels
self.book_update_interval = book_interval
self.updates = 0
self.do_deltas = False
if pairs:
self.pairs = [
pair_std_to_exchange(pair, self.id) for pair in pairs
]
if channels:
self.channels = [
feed_to_exchange(self.id, chan) for chan in channels
]
self.l3_book = {}
self.l2_book = {}
self.callbacks = {
TRADES: Callback(None),
TICKER: Callback(None),
L2_BOOK: Callback(None),
L3_BOOK: Callback(None),
VOLUME: Callback(None)
}
if callbacks:
for cb in callbacks:
self.callbacks[cb] = callbacks[cb]
if isinstance(callbacks[cb], BookUpdateCallback):
self.do_deltas = True