async def websocket_connection(
self) -> (signalr_aio.Connection, signalr_aio.hubs.Hub):
if self._websocket_connection and self._websocket_hub:
return self._websocket_connection, self._websocket_hub
self._websocket_connection = signalr_aio.Connection(BITTREX_WS_FEED,
session=None)
self._websocket_hub = self._websocket_connection.register_hub("c2")
trading_pairs = self._trading_pairs
for trading_pair in trading_pairs:
# TODO: Refactor accordingly when V3 WebSocket API is released
# WebSocket API requires trading_pair to be in 'Quote-Base' format
trading_pair = f"{trading_pair.split('-')[1]}-{trading_pair.split('-')[0]}"
self.logger().info(f"Subscribed to {trading_pair} deltas")
self._websocket_hub.server.invoke("SubscribeToExchangeDeltas",
trading_pair)
self.logger().info(f"Query {trading_pair} snapshot.")
self._websocket_hub.server.invoke("queryExchangeState",
trading_pair)
self._websocket_connection.start()
return self._websocket_connection, self._websocket_hub
async def listen_for_user_stream(self, ev_loop: asyncio.AbstractEventLoop, output: asyncio.Queue):
while True:
try:
self._websocket_connection = signalr_aio.Connection(BITTREX_WS_FEED, session=None)
self.hub = self._websocket_connection.register_hub("c3")
await self.authenticate()
self.hub.server.invoke("Subscribe", ["heartbeat", "order", "balance", "execution"])
self._websocket_connection.start()
async for raw_message in self._socket_user_stream(self._websocket_connection):
decode: Dict[str, Any] = self._transform_raw_message(raw_message)
self.logger().debug(f"Got ws message {decode}")
if decode.get("error") is not None:
self.logger().error(decode["error"])
continue
content_type = decode.get("event_type")
if content_type is not None:
if content_type in ["balance", "order", "execution"]:
output.put_nowait(decode)
elif content_type == "re-authenticate":
await self.authenticate()
elif content_type == "heartbeat":
self.logger().debug("WS heartbeat")
continue
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with Bittrex WebSocket connection. " "Retrying after 30 seconds...", exc_info=True
)
await asyncio.sleep(30.0)
async def listen_for_user_stream(self, ev_loop: asyncio.BaseEventLoop, output: asyncio.Queue):
while True:
try:
self._websocket_connection = signalr_aio.Connection(BITTREX_WS_FEED, session=None)
hub = self._websocket_connection.register_hub("c2")
self.logger().info("Invoked GetAuthContext")
hub.server.invoke("GetAuthContext", self._bittrex_auth.api_key)
self._websocket_connection.start()
async for raw_message in self._socket_user_stream(self._websocket_connection):
decode: Dict[str, Any] = self._transform_raw_message(raw_message)
if decode.get("error") is not None:
self.logger().error(decode["error"])
continue
if decode.get("content") is not None:
signature = decode["content"].get("signature")
content_type = decode["event_type"]
if signature is not None:
hub.server.invoke("Authenticate", self._bittrex_auth.api_key, signature)
continue
if content_type in ["uO", "uB"]: # uB: Balance Delta, uO: Order Delta
order_delta: OrderBookMessage = self.order_book_class.diff_message_from_exchange(decode)
output.put_nowait(order_delta)
except asyncio.CancelledError:
raise
except Exception:
self.logger().error(
"Unexpected error with Bittrex WebSocket connection. " "Retrying after 30 seconds...", exc_info=True
)
await asyncio.sleep(30.0)
async def _build_websocket_connection(self) -> signalr_aio.Connection:
websocket_connection = signalr_aio.Connection(BITTREX_WS_FEED, session=None)
websocket_hub = websocket_connection.register_hub("c3")
subscription_names = [f"trade_{trading_pair}" for trading_pair in self._trading_pairs]
subscription_names.extend([f"orderbook_{trading_pair}_25" for trading_pair in self._trading_pairs])
websocket_hub.server.invoke("Subscribe", subscription_names)
self.logger().info(f"Subscribed to {self._trading_pairs} deltas")
websocket_connection.start()
self.logger().info("Websocket connection started...")
return websocket_connection
async def websocket_connection(
self) -> (signalr_aio.Connection, signalr_aio.hubs.Hub):
if self._websocket_connection and self._websocket_hub:
return self._websocket_connection, self._websocket_hub
self._websocket_connection = signalr_aio.Connection(BITTREX_WS_FEED,
session=None)
self._websocket_hub = self._websocket_connection.register_hub("c3")
trading_pairs = self._trading_pairs
for trading_pair in trading_pairs:
self._websocket_hub.server.invoke("Subscribe",
[f"orderbook_{trading_pair}_25"])
self._websocket_hub.server.invoke("Subscribe",
[f"trade_{trading_pair}"])
self.logger().info(f"Subscribed to {trading_pair} deltas")
self._websocket_connection.start()
self.logger().info("Websocket connection started...")
return self._websocket_connection, self._websocket_hub
