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 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 kline_channel(symbol, _interval):
channel = dict()
channel["sub"] = "market." + symbol + ".kline." + _interval
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def request_mbp_channel(symbol, level):
channel = dict()
channel["req"] = "market.{symbol}.mbp.{level}".format(
symbol=symbol, level=level)
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def mbp_full_channel(symbol, level):
channel = dict()
channel["sub"] = "market.{symbol}.mbp.refresh.{level}".format(
symbol=symbol, level=level)
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def request_trade_detail_channel(symbol):
channel = dict()
channel["req"] = "market." + symbol + ".trade.detail"
channel["id"] = str(get_current_timestamp())
return json.dumps(channel)
def market_detail_channel(_symbol):
channel = dict()
channel["sub"] = "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 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)