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Rewrite AuthenticatedEventsHandler with _label_array_elements logic. Add support to multiple new events. Fix bug in BfxWebsocketClient.py.

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This commit is contained in:
Davide Casale
2022-11-10 11:57:57 +01:00
parent 50644e8116
commit 61b082db2e
2 changed files with 136 additions and 7 deletions
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4
bfxapi/websocket/BfxWebsocketClient.py
View File

@@ -43,9 +43,9 @@ class BfxWebsocketClient(object):
if message["status"] == "OK": if message["status"] == "OK":
self.event_emitter.emit("authenticated", message) self.event_emitter.emit("authenticated", message)
else: raise AuthenticationCredentialsError("Cannot authenticate with given API-KEY and API-SECRET.") else: raise AuthenticationCredentialsError("Cannot authenticate with given API-KEY and API-SECRET.")
elif isinstance(message, list) and (chanId := message[0]) and message[1] != HEARTBEAT: elif isinstance(message, list) and ((chanId := message[0]) or True) and message[1] != HEARTBEAT:
if chanId == 0: if chanId == 0:
self.handlers["authenticated"].handle(message[1], *message[2:]) self.handlers["authenticated"].handle(message[1], message[2])
else: self.handlers["public"].handle(self.chanIds[chanId], *message[1:]) else: self.handlers["public"].handle(self.chanIds[chanId], *message[1:])
except websockets.ConnectionClosed: except websockets.ConnectionClosed:
continue continue

139
bfxapi/websocket/handlers.py
View File

@@ -50,11 +50,140 @@ class AuthenticatedEventsHandler(object):
self.event_emitter = event_emitter self.event_emitter = event_emitter
self.__handlers = { self.__handlers = {
"bu": self.__bu_event_handler "bu": self.__bu_event_handler,
"ws": self.__ws_event_handler,
"wu": self.__wu_event_handler,
"os": self.__os_event_handler,
"on": self.__on_event_handler
} }
def handle(self, type, *parameters): def handle(self, type, parameters):
self.__handlers[type](*parameters) if type in self.__handlers:
self.__handlers[type](*parameters)
def __bu_event_handler(self, AUM, AUM_NET): def __bu_event_handler(self, *parameters):
self.event_emitter.emit("balance_update", AUM, AUM_NET) self.event_emitter.emit("balance_update", _label_array_elements(
[
"AUM",
"AUM_NET"
],
*parameters
))
def __ws_event_handler(self, *parameters):
self.event_emitter.emit("wallet_snapshot", [
_label_array_elements(
[
"WALLET_TYPE",
"CURRENCY",
"BALANCE",
"UNSETTLED_INTEREST",
"BALANCE_AVAILABLE",
"DESCRIPTION",
"META"
],
*parameter
) for parameter in parameters
])
def __wu_event_handler(self, *parameters):
self.event_emitter.emit("wallet_update", _label_array_elements(
[
"WALLET_TYPE",
"CURRENCY",
"BALANCE",
"UNSETTLED_INTEREST",
"BALANCE_AVAILABLE",
"DESCRIPTION",
"META"
],
*parameters
))
def __os_event_handler(self, *parameters):
self.event_emitter.emit("order_snapshot", [
_label_array_elements(
[
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"META"
],
*parameter
) for parameter in parameters
])
def __on_event_handler(self, *parameters):
self.event_emitter.emit("new_order", _label_array_elements(
[
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"ORDER_STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER"
],
*parameters
))
def _label_array_elements(labels, *args):
if len(labels) != len(args):
raise Exception("<labels> and <*args> arguments should contain the same amount of elements.")
_PLACEHOLDER = "_PLACEHOLDER"
return { label: args[index] for index, label in enumerate(labels) if label != _PLACEHOLDER }