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ws/client: add channel_filter field

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JacobPlaster
2019-12-20 11:21:32 +00:00
committed by Jacob Plaster
parent 00e39bda0d
commit 2195e8b3b2
2 changed files with 6 additions and 3 deletions
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4
bfxapi/client.py
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@@ -20,9 +20,9 @@ class Client:
def __init__(self, API_KEY=None, API_SECRET=None, rest_host=REST_HOST, def __init__(self, API_KEY=None, API_SECRET=None, rest_host=REST_HOST,
ws_host=WS_HOST, create_event_emitter=None, logLevel='INFO', dead_man_switch=False, ws_host=WS_HOST, create_event_emitter=None, logLevel='INFO', dead_man_switch=False,
ws_capacity=25, *args, **kwargs): ws_capacity=25, channel_filter=[], *args, **kwargs):
self.ws = BfxWebsocket(API_KEY=API_KEY, API_SECRET=API_SECRET, host=ws_host, self.ws = BfxWebsocket(API_KEY=API_KEY, API_SECRET=API_SECRET, host=ws_host,
logLevel=logLevel, dead_man_switch=dead_man_switch, logLevel=logLevel, dead_man_switch=dead_man_switch, channel_filter=channel_filter,
ws_capacity=ws_capacity, create_event_emitter=create_event_emitter, *args, **kwargs) ws_capacity=ws_capacity, create_event_emitter=create_event_emitter, *args, **kwargs)
self.rest = BfxRest(API_KEY=API_KEY, API_SECRET=API_SECRET, host=rest_host, self.rest = BfxRest(API_KEY=API_KEY, API_SECRET=API_SECRET, host=rest_host,
logLevel=logLevel, *args, **kwargs) logLevel=logLevel, *args, **kwargs)

5
bfxapi/websockets/bfx_websocket.py
View File

@@ -147,7 +147,7 @@ class BfxWebsocket(GenericWebsocket):
def __init__(self, API_KEY=None, API_SECRET=None, host='wss://api-pub.bitfinex.com/ws/2', def __init__(self, API_KEY=None, API_SECRET=None, host='wss://api-pub.bitfinex.com/ws/2',
manageOrderBooks=False, dead_man_switch=False, ws_capacity=25, logLevel='INFO', parse_float=float, manageOrderBooks=False, dead_man_switch=False, ws_capacity=25, logLevel='INFO', parse_float=float,
*args, **kwargs): channel_filter=[], *args, **kwargs):
self.API_KEY = API_KEY self.API_KEY = API_KEY
self.API_SECRET = API_SECRET self.API_SECRET = API_SECRET
self.manageOrderBooks = manageOrderBooks self.manageOrderBooks = manageOrderBooks
@@ -155,6 +155,7 @@ class BfxWebsocket(GenericWebsocket):
self.pendingOrders = {} self.pendingOrders = {}
self.orderBooks = {} self.orderBooks = {}
self.ws_capacity = ws_capacity self.ws_capacity = ws_capacity
self.channel_filter = channel_filter
# How should we store float values? could also be bfxapi.decimal # How should we store float values? could also be bfxapi.decimal
# which is slower but has higher precision. # which is slower but has higher precision.
self.parse_float = parse_float self.parse_float = parse_float
@@ -442,6 +443,8 @@ class BfxWebsocket(GenericWebsocket):
jdata = generate_auth_payload(self.API_KEY, self.API_SECRET) jdata = generate_auth_payload(self.API_KEY, self.API_SECRET)
if self.dead_man_switch: if self.dead_man_switch:
jdata['dms'] = 4 jdata['dms'] = 4
if len(self.channel_filter) > 0:
jdata['filter'] = self.channel_filter
await socket.ws.send(json.dumps(jdata)) await socket.ws.send(json.dumps(jdata))
async def on_open(self, socket_id): async def on_open(self, socket_id):