Files
bitfinex-api-py/bfxapi/websocket/_handlers/public_channels_handler.py
2024-02-26 19:43:14 +01:00

206 lines
7.7 KiB
Python

from typing import Any, List, cast
from pyee.base import EventEmitter
from bfxapi.types import serializers
from bfxapi.websocket.subscriptions import (
Book,
Candles,
Status,
Subscription,
Ticker,
Trades,
)
_CHECKSUM = "cs"
class PublicChannelsHandler:
def __init__(self, event_emitter: EventEmitter) -> None:
self.__event_emitter = event_emitter
def handle(self, subscription: Subscription, stream: List[Any]) -> None:
if subscription["channel"] == "ticker":
self.__ticker_channel_handler(cast(Ticker, subscription), stream)
elif subscription["channel"] == "trades":
self.__trades_channel_handler(cast(Trades, subscription), stream)
elif subscription["channel"] == "book":
subscription = cast(Book, subscription)
if stream[0] == _CHECKSUM:
self.__checksum_handler(subscription, stream[1])
else:
if subscription["prec"] != "R0":
self.__book_channel_handler(subscription, stream)
else:
self.__raw_book_channel_handler(subscription, stream)
elif subscription["channel"] == "candles":
self.__candles_channel_handler(cast(Candles, subscription), stream)
elif subscription["channel"] == "status":
self.__status_channel_handler(cast(Status, subscription), stream)
# pylint: disable-next=inconsistent-return-statements
def __ticker_channel_handler(self, subscription: Ticker, stream: List[Any]):
if subscription["symbol"].startswith("t"):
return self.__event_emitter.emit(
"t_ticker_update",
subscription,
serializers.TradingPairTicker.parse(*stream[0]),
)
if subscription["symbol"].startswith("f"):
return self.__event_emitter.emit(
"f_ticker_update",
subscription,
serializers.FundingCurrencyTicker.parse(*stream[0]),
)
# pylint: disable-next=inconsistent-return-statements
def __trades_channel_handler(self, subscription: Trades, stream: List[Any]):
if (event := stream[0]) and event in ["te", "tu", "fte", "ftu"]:
events = {
"te": "t_trade_execution",
"tu": "t_trade_execution_update",
"fte": "f_trade_execution",
"ftu": "f_trade_execution_update",
}
if subscription["symbol"].startswith("t"):
return self.__event_emitter.emit(
events[event],
subscription,
serializers.TradingPairTrade.parse(*stream[1]),
)
if subscription["symbol"].startswith("f"):
return self.__event_emitter.emit(
events[event],
subscription,
serializers.FundingCurrencyTrade.parse(*stream[1]),
)
if subscription["symbol"].startswith("t"):
return self.__event_emitter.emit(
"t_trades_snapshot",
subscription,
[
serializers.TradingPairTrade.parse(*sub_stream)
for sub_stream in stream[0]
],
)
if subscription["symbol"].startswith("f"):
return self.__event_emitter.emit(
"f_trades_snapshot",
subscription,
[
serializers.FundingCurrencyTrade.parse(*sub_stream)
for sub_stream in stream[0]
],
)
# pylint: disable-next=inconsistent-return-statements
def __book_channel_handler(self, subscription: Book, stream: List[Any]):
if subscription["symbol"].startswith("t"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit(
"t_book_snapshot",
subscription,
[
serializers.TradingPairBook.parse(*sub_stream)
for sub_stream in stream[0]
],
)
return self.__event_emitter.emit(
"t_book_update",
subscription,
serializers.TradingPairBook.parse(*stream[0]),
)
if subscription["symbol"].startswith("f"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit(
"f_book_snapshot",
subscription,
[
serializers.FundingCurrencyBook.parse(*sub_stream)
for sub_stream in stream[0]
],
)
return self.__event_emitter.emit(
"f_book_update",
subscription,
serializers.FundingCurrencyBook.parse(*stream[0]),
)
# pylint: disable-next=inconsistent-return-statements
def __raw_book_channel_handler(self, subscription: Book, stream: List[Any]):
if subscription["symbol"].startswith("t"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit(
"t_raw_book_snapshot",
subscription,
[
serializers.TradingPairRawBook.parse(*sub_stream)
for sub_stream in stream[0]
],
)
return self.__event_emitter.emit(
"t_raw_book_update",
subscription,
serializers.TradingPairRawBook.parse(*stream[0]),
)
if subscription["symbol"].startswith("f"):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit(
"f_raw_book_snapshot",
subscription,
[
serializers.FundingCurrencyRawBook.parse(*sub_stream)
for sub_stream in stream[0]
],
)
return self.__event_emitter.emit(
"f_raw_book_update",
subscription,
serializers.FundingCurrencyRawBook.parse(*stream[0]),
)
# pylint: disable-next=inconsistent-return-statements
def __candles_channel_handler(self, subscription: Candles, stream: List[Any]):
if all(isinstance(sub_stream, list) for sub_stream in stream[0]):
return self.__event_emitter.emit(
"candles_snapshot",
subscription,
[serializers.Candle.parse(*sub_stream) for sub_stream in stream[0]],
)
return self.__event_emitter.emit(
"candles_update", subscription, serializers.Candle.parse(*stream[0])
)
# pylint: disable-next=inconsistent-return-statements
def __status_channel_handler(self, subscription: Status, stream: List[Any]):
if subscription["key"].startswith("deriv:"):
return self.__event_emitter.emit(
"derivatives_status_update",
subscription,
serializers.DerivativesStatus.parse(*stream[0]),
)
if subscription["key"].startswith("liq:"):
return self.__event_emitter.emit(
"liquidation_feed_update",
subscription,
serializers.Liquidation.parse(*stream[0][0]),
)
# pylint: disable-next=inconsistent-return-statements
def __checksum_handler(self, subscription: Book, value: int):
return self.__event_emitter.emit("checksum", subscription, value & 0xFFFFFFFF)