Update bfxapi/websocket/handlers.py and bfxapi/websocket/typings.py with new public channel handling logic.

This commit is contained in:
Davide Casale
2022-11-15 04:34:29 +01:00
parent 7d6ba4302a
commit b9db5dd133
2 changed files with 56 additions and 28 deletions

View File

@@ -14,39 +14,32 @@ class PublicChannelsHandler(object):
self.event_emitter = event_emitter self.event_emitter = event_emitter
self.__handlers = { self.__handlers = {
Channels.TICKER: self.__ticker_channel_handler,
Channels.TRADES: self.__trades_channel_handler,
Channels.BOOK: self.__book_channel_handler, Channels.BOOK: self.__book_channel_handler,
Channels.CANDLES: self.__candles_channel_handler,
Channels.STATUS: self.__status_channel_handler,
} }
def handle(self, subscription, *parameters): def handle(self, subscription, *stream):
self.__handlers[subscription["channel"]](subscription, *parameters) return self.__handlers[subscription["channel"]](subscription, *stream)
def __ticker_channel_handler(self, subscription, *parameters): def __book_channel_handler(self, subscription, *stream):
self.event_emitter.emit("ticker", subscription, parameters[0]) subscription = _filter_dictionary_keys(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
def __trades_channel_handler(self, subscription, *parameters): if subscription["prec"] == "R0":
if len(parameters) == 1: _trading_pairs_labels, _funding_currencies_labels, IS_RAW_BOOK = [ "ORDER_ID", "PRICE", "AMOUNT" ], [ "OFFER_ID", "PERIOD", "RATE", "AMOUNT" ], True
self.event_emitter.emit("trades_snapshot", subscription, parameters[0]) else: _trading_pairs_labels, _funding_currencies_labels, IS_RAW_BOOK = [ "PRICE", "COUNT", "AMOUNT" ], [ "RATE", "PERIOD", "COUNT", "AMOUNT" ], False
if len(parameters) == 2: if all(isinstance(substream, list) for substream in stream[0]):
self.event_emitter.emit("trades_update", subscription, parameters[0], parameters[1]) return self.event_emitter.emit(
IS_RAW_BOOK and "raw_book_snapshot" or "book_snapshot",
def __book_channel_handler(self, subscription, *parameters): subscription,
if all(isinstance(element, list) for element in parameters[0]): [ _label_stream_data({ 3: _trading_pairs_labels, 4: _funding_currencies_labels }[len(substream)], *substream) for substream in stream[0] ]
self.event_emitter.emit("book_snapshot", subscription, parameters[0]) )
else: self.event_emitter.emit("book_update", subscription, parameters[0])
def __candles_channel_handler(self, subscription, *parameters):
if all(isinstance(element, list) for element in parameters[0]):
self.event_emitter.emit("candles_snapshot", subscription, parameters[0])
else: self.event_emitter.emit("candles_update", subscription, parameters[0])
def __status_channel_handler(self, subscription, *parameters):
self.event_emitter.emit("status", subscription, parameters[0])
return self.event_emitter.emit(
IS_RAW_BOOK and "raw_book_update" or "book_update",
subscription,
_label_stream_data({ 3: _trading_pairs_labels, 4: _funding_currencies_labels }[len(stream[0])], *stream[0])
)
class AuthenticatedChannelsHandler(object): class AuthenticatedChannelsHandler(object):
def __init__(self, event_emitter, strict = False): def __init__(self, event_emitter, strict = False):
self.event_emitter, self.strict = event_emitter, strict self.event_emitter, self.strict = event_emitter, strict
@@ -317,4 +310,7 @@ def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
if len(labels) != len(args): if len(labels) != len(args):
raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.") raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.")
return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE } return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE }
def _filter_dictionary_keys(dictionary, keys):
return { key: dictionary[key] for key in dictionary if key in keys }

View File

@@ -2,6 +2,36 @@ from typing import Type, List, Dict, TypedDict, Union, Optional
JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]] JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
#region Type hinting for Websocket Public Channels
BookSubscription = TypedDict("BookSubscription", {
"chanId": int,
"symbol": str,
"prec": str,
"freq": str,
"len": str,
"subId": int,
"pair": str
})
Book = Union[
TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float }),
]
Books = List[Book]
RawBook = Union[
TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
]
RawBooks = List[RawBook]
#endregion
#region Type hinting for Websocket Authenticated Channels
Order = TypedDict("Order", { Order = TypedDict("Order", {
"ID": int, "ID": int,
"GID": int, "GID": int,
@@ -145,4 +175,6 @@ Wallets = List[Wallet]
BalanceInfo = TypedDict("BalanceInfo", { BalanceInfo = TypedDict("BalanceInfo", {
"AUM": float, "AUM": float,
"AUM_NET": float "AUM_NET": float
}) })
#endregion