websocket: add subscriptions to status channel functionality

bfxapi/models/subscription.py

@@ -21,13 +21,13 @@ class Subscription:
     such as unsibscribe and subscribe.
     """
 
-    def __init__(self, socket, channel_name, symbol, timeframe=None, **kwargs):
+    def __init__(self, socket, channel_name, symbol, key=None, timeframe=None, **kwargs):
         self.socket = socket
         self.channel_name = channel_name
         self.symbol = symbol
         self.timeframe = timeframe
         self.is_subscribed_bool = False
-        self.key = None
+        self.key = key
         self.chan_id = None
         if timeframe:
             self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
@@ -79,7 +79,7 @@ class Subscription:
     def _generate_payload(self, **kwargs):
         payload = {'event': 'subscribe',
                    'channel': self.channel_name, 'symbol': self.symbol}
-        if self.timeframe:
+        if self.timeframe or self.key:
             payload['key'] = self.key
         payload.update(**kwargs)
         return payload

bfxapi/websockets/bfx_websocket.py

@@ -65,6 +65,23 @@ def _parse_trade(tData, symbol):
         'symbol': symbol
     }
 
+def _parse_deriv_status_update(sData, symbol):
+    return {
+            'symbol': symbol,
+            'status_type': 'deriv',
+            'mts': sData[0],
+            # placeholder
+            'deriv_price': sData[2],
+            'spot_price': sData[3],
+            # placeholder
+            'insurance_fund_balance': sData[5],
+            # placeholder
+            # placeholder
+            'funding_accrued': sData[8],
+            'funding_step': sData[9],
+            # placeholder
+        }
+
 
 class BfxWebsocket(GenericWebsocket):
     """
@@ -167,6 +184,8 @@ class BfxWebsocket(GenericWebsocket):
                 await self._order_book_handler(data, raw_message_str)
             if subscription.channel_name == 'trades':
                 await self._trade_handler(data)
+            if subscription.channel_name == 'status':
+                await self._status_handler(data)
         else:
             self.logger.warn(
                 "Unknown data event: '{}' {}".format(dataEvent, data))
@@ -293,6 +312,18 @@ class BfxWebsocket(GenericWebsocket):
         self._emit('funding_credit_snapshot', data[2])
         self.logger.info("Funding credit snapshot: {}".format(data))
 
+    async def _status_handler(self, data):
+        sub = self.subscriptionManager.get(data[0])
+        symbol = sub.symbol
+        status_type = sub.key.split(":")[0]
+        rstatus = data[1]
+        if status_type == "deriv":
+            status = _parse_deriv_status_update(rstatus, symbol)
+        if status:
+            self._emit('status_update', status)
+        else:
+            self.logger.warn('Unknown status data type: {}'.format(data))
+
     async def _trade_handler(self, data):
         symbol = self.subscriptionManager.get(data[0]).symbol
         if type(data[1]) is list:
@@ -439,6 +470,22 @@ class BfxWebsocket(GenericWebsocket):
             if socket.isConnected:
                 await socket.ws.send(json.dumps(payload))
 
+    async def subscribe_order_book(self, symbol):
+        return await self.subscribe('book', symbol)
+
+    async def subscribe_candles(self, symbol, timeframe):
+        return await self.subscribe('candles', symbol, timeframe=timeframe)
+
+    async def subscribe_trades(self, symbol):
+        return await self.subscribe('trades', symbol)
+
+    async def subscribe_ticker(self, symbol):
+        return await self.subscribe('ticker', symbol)
+
+    async def subscribe_derivative_status(self, symbol):
+        key = 'deriv:{}'.format(symbol)
+        return await self.subscribe('status', symbol, key=key)
+
     async def subscribe(self, *args, **kwargs):
         return await self.subscriptionManager.subscribe(*args, **kwargs)
 

bfxapi/websockets/subscription_manager.py

@@ -32,7 +32,7 @@ class SubscriptionManager:
                 count += 1
         return count
 
-    async def subscribe(self, channel_name, symbol, timeframe=None, **kwargs):
+    async def subscribe(self, channel_name, symbol, key=None, timeframe=None, **kwargs):
         """
         Subscribe to a new channel
 
@@ -51,7 +51,7 @@ class SubscriptionManager:
             socket = self.bfxapi.get_most_available_socket()
         # create a new subscription
         subscription = Subscription(
-            socket, channel_name, symbol, timeframe, **kwargs)
+            socket, channel_name, symbol, key, timeframe, **kwargs)
         self.logger.info("Subscribing to channel {}".format(channel_name))
         self.pending_subscriptions[subscription.get_key()] = subscription