from enum import Enum from . import serializers from .errors import BfxWebsocketException def _get_sub_dictionary(dictionary, keys): return { key: dictionary[key] for key in dictionary if key in keys } def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]): if len(labels) != len(args): raise BfxWebsocketException(" 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 } class Channels(str, Enum): TICKER = "ticker" TRADES = "trades" BOOK = "book" CANDLES = "candles" STATUS = "status" class PublicChannelsHandler(object): EVENTS = [ "tp_ticker_update", "fc_ticker_update", "tp_trade_executed", "tp_trade_execution_update", "fc_trade_executed", "fc_trade_execution_update", "tp_trades_snapshot", "fc_trades_snapshot", "tp_book_snapshot", "fc_book_snapshot", "tp_raw_book_snapshot", "fc_raw_book_snapshot", "tp_book_update", "fc_book_update", "tp_raw_book_update", "fc_raw_book_update", "candles_snapshot", "candles_update", "derivatives_status_update", ] def __init__(self, event_emitter): self.event_emitter = event_emitter self.__handlers = { Channels.TICKER: self.__ticker_channel_handler, Channels.TRADES: self.__trades_channel_handler, Channels.BOOK: self.__book_channel_handler, Channels.CANDLES: self.__candles_channel_handler, Channels.STATUS: self.__status_channel_handler } def handle(self, subscription, *stream): if channel := subscription["channel"] or channel in self.__handlers.keys(): return self.__handlers[channel](subscription, *stream) def __ticker_channel_handler(self, subscription, *stream): if subscription["symbol"].startswith("t"): return self.event_emitter.emit( "tp_ticker_update", _get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), serializers.TradingPairTicker.parse(*stream[0]) ) if subscription["symbol"].startswith("f"): return self.event_emitter.emit( "fc_ticker_update", _get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), serializers.FundingCurrencyTicker.parse(*stream[0]) ) def __trades_channel_handler(self, subscription, *stream): if type := stream[0] or type in [ "te", "tu", "fte", "ftu" ]: if subscription["symbol"].startswith("t"): return self.event_emitter.emit( { "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type], _get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), serializers.TradingPairTrade.parse(*stream[1]) ) if subscription["symbol"].startswith("f"): return self.event_emitter.emit( { "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type], _get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), serializers.FundingCurrencyTrade.parse(*stream[1]) ) if subscription["symbol"].startswith("t"): return self.event_emitter.emit( "tp_trades_snapshot", _get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), [ serializers.TradingPairTrade.parse(*substream) for substream in stream[0] ] ) if subscription["symbol"].startswith("f"): return self.event_emitter.emit( "fc_trades_snapshot", _get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), [ serializers.FundingCurrencyTrade.parse(*substream) for substream in stream[0] ] ) def __book_channel_handler(self, subscription, *stream): subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ]) type = subscription["symbol"][0] if subscription["prec"] == "R0": _trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairRawBook, serializers.FundingCurrencyRawBook, True else: _trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairBook, serializers.FundingCurrencyBook, False if all(isinstance(substream, list) for substream in stream[0]): return self.event_emitter.emit( { "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_snapshot", subscription, [ { "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*substream) for substream in stream[0] ] ) return self.event_emitter.emit( { "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_update", subscription, { "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*stream[0]) ) def __candles_channel_handler(self, subscription, *stream): subscription = _get_sub_dictionary(subscription, [ "chanId", "key" ]) if all(isinstance(substream, list) for substream in stream[0]): return self.event_emitter.emit( "candles_snapshot", subscription, [ serializers.Candle.parse(*substream) for substream in stream[0] ] ) return self.event_emitter.emit( "candles_update", subscription, serializers.Candle.parse(*stream[0]) ) def __status_channel_handler(self, subscription, *stream): subscription = _get_sub_dictionary(subscription, [ "chanId", "key" ]) if subscription["key"].startswith("deriv:"): return self.event_emitter.emit( "derivatives_status_update", subscription, serializers.DerivativesStatus.parse(*stream[0]) ) class AuthenticatedChannelsHandler(object): EVENTS = [ "order_snapshot", "new_order", "order_update", "order_cancel", "position_snapshot", "new_position", "position_update", "position_close", "trade_executed", "trade_execution_update", "funding_offer_snapshot", "funding_offer_new", "funding_offer_update", "funding_offer_cancel", "funding_credit_snapshot", "funding_credit_new", "funding_credit_update", "funding_credit_close", "funding_loan_snapshot", "funding_loan_new", "funding_loan_update", "funding_loan_close", "wallet_snapshot", "wallet_update", "balance_update", ] def __init__(self, event_emitter, strict = False): self.event_emitter, self.strict = event_emitter, strict self.__handlers = { ("os", "on", "ou", "oc",): self.__orders_channel_handler, ("ps", "pn", "pu", "pc",): self.__positions_channel_handler, ("te", "tu",): self.__trades_channel_handler, ("fos", "fon", "fou", "foc",): self.__funding_offers_channel_handler, ("fcs", "fcn", "fcu", "fcc",): self.__funding_credits_channel_handler, ("fls", "fln", "flu", "flc",): self.__funding_loans_channel_handler, ("ws", "wu",): self.__wallets_channel_handler, ("bu",): self.__balance_info_channel_handler } def handle(self, type, stream): for abbreviations in self.__handlers.keys(): if type in abbreviations: return self.__handlers[abbreviations](type, stream) if self.strict == True: raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.") def __orders_channel_handler(self, type, stream): _labels = [ "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", "META" ] if type == "os": self.event_emitter.emit("order_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "on" or type == "ou" or type == "oc": self.event_emitter.emit({ "on": "new_order", "ou": "order_update", "oc": "order_cancel" }[type], _label_stream_data(_labels, *stream)) def __positions_channel_handler(self, type, stream): _labels = [ "SYMBOL", "STATUS", "AMOUNT", "BASE_PRICE", "MARGIN_FUNDING", "MARGIN_FUNDING_TYPE", "PL", "PL_PERC", "PRICE_LIQ", "LEVERAGE", "FLAG", "POSITION_ID", "MTS_CREATE", "MTS_UPDATE", "_PLACEHOLDER", "TYPE", "_PLACEHOLDER", "COLLATERAL", "COLLATERAL_MIN", "META" ] if type == "ps": self.event_emitter.emit("position_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "pn" or type == "pu" or type == "pc": self.event_emitter.emit({ "pn": "new_position", "pu": "position_update", "pc": "position_close" }[type], _label_stream_data(_labels, *stream)) def __trades_channel_handler(self, type, stream): if type == "te": self.event_emitter.emit("trade_executed", _label_stream_data([ "ID", "SYMBOL", "MTS_CREATE", "ORDER_ID", "EXEC_AMOUNT", "EXEC_PRICE", "ORDER_TYPE", "ORDER_PRICE", "MAKER", "_PLACEHOLDER", "_PLACEHOLDER", "CID" ], *stream)) if type == "tu": self.event_emitter.emit("trade_execution_update", _label_stream_data([ "ID", "SYMBOL", "MTS_CREATE", "ORDER_ID", "EXEC_AMOUNT", "EXEC_PRICE", "ORDER_TYPE", "ORDER_PRICE", "MAKER", "FEE", "FEE_CURRENCY", "CID" ], *stream)) def __funding_offers_channel_handler(self, type, stream): _labels = [ "ID", "SYMBOL", "MTS_CREATED", "MTS_UPDATED", "AMOUNT", "AMOUNT_ORIG", "OFFER_TYPE", "_PLACEHOLDER", "_PLACEHOLDER", "FLAGS", "STATUS", "_PLACEHOLDER", "_PLACEHOLDER", "_PLACEHOLDER", "RATE", "PERIOD", "NOTIFY", "HIDDEN", "_PLACEHOLDER", "RENEW", "_PLACEHOLDER", ] if type == "fos": self.event_emitter.emit("funding_offer_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "fon" or type == "fou" or type == "foc": self.event_emitter.emit({ "fon": "funding_offer_new", "fou": "funding_offer_update", "foc": "funding_offer_cancel" }[type], _label_stream_data(_labels, *stream)) def __funding_credits_channel_handler(self, type, stream): _labels = [ "ID", "SYMBOL", "SIDE", "MTS_CREATE", "MTS_UPDATE", "AMOUNT", "FLAGS", "STATUS", "_PLACEHOLDER", "_PLACEHOLDER", "_PLACEHOLDER", "RATE", "PERIOD", "MTS_OPENING", "MTS_LAST_PAYOUT", "NOTIFY", "HIDDEN", "_PLACEHOLDER", "RENEW", "RATE_REAL", "NO_CLOSE", "POSITION_PAIR" ] if type == "fcs": self.event_emitter.emit("funding_credit_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "fcn" or type == "fcu" or type == "fcc": self.event_emitter.emit({ "fcn": "funding_credit_new", "fcu": "funding_credit_update", "fcc": "funding_credit_close" }[type], _label_stream_data(_labels, *stream)) def __funding_loans_channel_handler(self, type, stream): _labels = [ "ID", "SYMBOL", "SIDE", "MTS_CREATE", "MTS_UPDATE", "AMOUNT", "FLAGS", "STATUS", "_PLACEHOLDER", "_PLACEHOLDER", "_PLACEHOLDER", "RATE", "PERIOD", "MTS_OPENING", "MTS_LAST_PAYOUT", "NOTIFY", "HIDDEN", "_PLACEHOLDER", "RENEW", "RATE_REAL", "NO_CLOSE" ] if type == "fls": self.event_emitter.emit("funding_loan_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "fln" or type == "flu" or type == "flc": self.event_emitter.emit({ "fln": "funding_loan_new", "flu": "funding_loan_update", "flc": "funding_loan_close" }[type], _label_stream_data(_labels, *stream)) def __wallets_channel_handler(self, type, stream): _labels = [ "WALLET_TYPE", "CURRENCY", "BALANCE", "UNSETTLED_INTEREST", "BALANCE_AVAILABLE", "DESCRIPTION", "META" ] if type == "ws": self.event_emitter.emit("wallet_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ]) if type == "wu": self.event_emitter.emit("wallet_update", _label_stream_data(_labels, *stream)) def __balance_info_channel_handler(self, type, stream): if type == "bu": self.event_emitter.emit("balance_update", _label_stream_data([ "AUM", "AUM_NET" ], *stream))