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websocket: add new events and use t/f to define ticker

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This commit is contained in:
JacobPlaster
2020-04-16 10:42:40 +01:00
committed by Jacob Plaster
parent 554c8c6112
commit 1f300dd326
3 changed files with 22 additions and 13 deletions
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6
bfxapi/examples/ws/subscribe_tickers.py
View File

@@ -12,12 +12,12 @@ bfx = Client(
def log_error(err): def log_error(err):
print ("Error: {}".format(err)) print ("Error: {}".format(err))
@bfx.ws.on('new_ticker') @bfx.ws.on('new_funding_ticker')
def log_candle(ticker): def log_ticker(ticker):
print ("New ticker: {}".format(ticker)) print ("New ticker: {}".format(ticker))
async def start(): async def start():
await bfx.ws.subscribe('ticker', 'tBTCUSD') await bfx.ws.subscribe('ticker', 'fUSD')
bfx.ws.on('connected', start) bfx.ws.on('connected', start)
bfx.ws.run() bfx.ws.run()

6
bfxapi/models/ticker.py
View File

@@ -11,7 +11,7 @@ class TickerModel:
ASK = 2 ASK = 2
ASK_SIZE = 3 ASK_SIZE = 3
DAILY_CHANGE = 4 DAILY_CHANGE = 4
DAILY_CHANGE_RELATIVE = 5 DAILY_CHANGE_PERCENT = 5
LAST_PRICE = 6 LAST_PRICE = 6
VOLUME = 7 VOLUME = 7
HIGH = 8 HIGH = 8
@@ -24,7 +24,7 @@ class Ticker:
ASK float Price of last lowest ask ASK float Price of last lowest ask
ASK_SIZE float Sum of the 25 lowest ask sizes ASK_SIZE float Sum of the 25 lowest ask sizes
DAILY_CHANGE float Amount that the last price has changed since yesterday DAILY_CHANGE float Amount that the last price has changed since yesterday
DAILY_CHANGE_RELATIVE float Relative price change since yesterday (*100 for percentage change) DAILY_CHANGE_PERCENT float Relative price change since yesterday (*100 for percentage change)
LAST_PRICE float Price of the last trade LAST_PRICE float Price of the last trade
VOLUME float Daily volume VOLUME float Daily volume
HIGH float Daily high HIGH float Daily high
@@ -60,7 +60,7 @@ class Ticker:
raw_ticker[TickerModel.ASK], raw_ticker[TickerModel.ASK],
raw_ticker[TickerModel.ASK_SIZE], raw_ticker[TickerModel.ASK_SIZE],
raw_ticker[TickerModel.DAILY_CHANGE], raw_ticker[TickerModel.DAILY_CHANGE],
raw_ticker[TickerModel.DAILY_CHANGE_RELATIVE], raw_ticker[TickerModel.DAILY_CHANGE_PERCENT],
raw_ticker[TickerModel.LAST_PRICE], raw_ticker[TickerModel.LAST_PRICE],
raw_ticker[TickerModel.VOLUME], raw_ticker[TickerModel.VOLUME],
raw_ticker[TickerModel.HIGH], raw_ticker[TickerModel.HIGH],

23
bfxapi/websockets/bfx_websocket.py
View File

@@ -135,6 +135,9 @@ class BfxWebsocket(GenericWebsocket):
- `funding_credit_snapshot` (array): opening funding credit balances - `funding_credit_snapshot` (array): opening funding credit balances
- `balance_update` (array): when the state of a balance is changed - `balance_update` (array): when the state of a balance is changed
- `new_trade` (array): a new trade on the market has been executed - `new_trade` (array): a new trade on the market has been executed
- `new_ticker` (Ticker|FundingTicker): a new ticker update has been published
- `new_funding_ticker` (FundingTicker): a new funding ticker update has been published
- `new_trading_ticker` (Ticker): a new trading ticker update has been published
- `trade_update` (array): a trade on the market has been updated - `trade_update` (array): a trade on the market has been updated
- `new_candle` (array): a new candle has been produced - `new_candle` (array): a new candle has been produced
- `margin_info_updates` (array): new margin information has been broadcasted - `margin_info_updates` (array): new margin information has been broadcasted
@@ -212,14 +215,16 @@ class BfxWebsocket(GenericWebsocket):
# candles do not have an event # candles do not have an event
if subscription.channel_name == 'candles': if subscription.channel_name == 'candles':
await self._candle_handler(data) await self._candle_handler(data)
if subscription.channel_name == 'book': elif subscription.channel_name == 'book':
await self._order_book_handler(data, raw_message_str) await self._order_book_handler(data, raw_message_str)
if subscription.channel_name == 'trades': elif subscription.channel_name == 'trades':
await self._trade_handler(data) await self._trade_handler(data)
if subscription.channel_name == 'status': elif subscription.channel_name == 'status':
await self._status_handler(data) await self._status_handler(data)
if subscription.channel_name == 'ticker': elif subscription.channel_name == 'ticker':
await self._ticker_handler(data) await self._ticker_handler(data)
else:
self.logger.warn("Unknown channel type '{}'".format(subscription.channel_name))
else: else:
self.logger.warn( self.logger.warn(
"Unknown data event: '{}' {}".format(dataEvent, data)) "Unknown data event: '{}' {}".format(dataEvent, data))
@@ -360,13 +365,17 @@ class BfxWebsocket(GenericWebsocket):
async def _ticker_handler(self, data): async def _ticker_handler(self, data):
symbol = self.subscriptionManager.get(data[0]).symbol symbol = self.subscriptionManager.get(data[0]).symbol
if type(data[1]) is list: if type(data[1]) is list and len(symbol) > 0:
raw_ticker = data[1] raw_ticker = data[1]
t = None t = None
if len(raw_ticker) == 10: if symbol[0] == 't':
t = Ticker.from_raw_ticker(raw_ticker, symbol) t = Ticker.from_raw_ticker(raw_ticker, symbol)
else: self._emit('new_trading_ticker', t)
elif symbol[0] == 'f':
t = FundingTicker.from_raw_ticker(raw_ticker, symbol) t = FundingTicker.from_raw_ticker(raw_ticker, symbol)
self._emit('new_funding_ticker', t)
else:
self.logger.warn('Unknown ticker type: {}'.format(raw_ticker))
self._emit('new_ticker', t) self._emit('new_ticker', t)
async def _trade_handler(self, data): async def _trade_handler(self, data):