Files
bitfinex-api-py/bfxapi/websocket/BfxWebsocketClient.py

111 lines
4.1 KiB
Python

import json, asyncio, hmac, hashlib, time, websockets
from pyee.asyncio import AsyncIOEventEmitter
from .handlers import Channels, PublicChannelsHandler, AuthenticatedEventsHandler
from .errors import BfxWebsocketException, ConnectionNotOpen, InvalidAuthenticationCredentials
HEARTBEAT = "hb"
class BfxWebsocketClient(object):
def __init__(self, host, API_KEY=None, API_SECRET=None):
self.host, self.chanIds, self.event_emitter = host, dict(), AsyncIOEventEmitter()
self.websocket, self.API_KEY, self.API_SECRET = None, API_KEY, API_SECRET
self.handlers = {
"public": PublicChannelsHandler(event_emitter=self.event_emitter),
"authenticated": AuthenticatedEventsHandler(event_emitter=self.event_emitter)
}
async def connect(self):
async for websocket in websockets.connect(self.host):
self.websocket = websocket
try:
self.event_emitter.emit("open")
if self.API_KEY != None and self.API_SECRET != None:
await self.authenticate(self.API_KEY, self.API_SECRET)
async for message in websocket:
message = json.loads(message)
if isinstance(message, dict) and message["event"] == "subscribed":
self.chanIds[message["chanId"]] = message
self.event_emitter.emit("subscribed", message)
elif isinstance(message, dict) and message["event"] == "unsubscribed":
if message["status"] == "OK":
del self.chanIds[message["chanId"]]
elif isinstance(message, dict) and message["event"] == "auth":
if message["status"] == "OK":
self.event_emitter.emit("authenticated", message)
else: raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
elif isinstance(message, list) and ((chanId := message[0]) or True) and message[1] != HEARTBEAT:
if chanId == 0:
self.handlers["authenticated"].handle(message[1], message[2])
else: self.handlers["public"].handle(self.chanIds[chanId], *message[1:])
except websockets.ConnectionClosed:
continue
@staticmethod
def __require_websocket_connection(function):
async def wrapper(self, *args, **kwargs):
if self.websocket == None or self.websocket.open == False:
raise ConnectionNotOpen("No open connection with the server.")
await function(self, *args, **kwargs)
return wrapper
@__require_websocket_connection
async def subscribe(self, channel, **kwargs):
await self.websocket.send(json.dumps({
"event": "subscribe",
"channel": channel,
**kwargs
}))
@__require_websocket_connection
async def unsubscribe(self, chanId):
await self.websocket.send(json.dumps({
"event": "unsubscribe",
"chanId": chanId
}))
@__require_websocket_connection
async def authenticate(self, API_KEY, API_SECRET, filter=None):
data = { "event": "auth", "filter": filter, "apiKey": API_KEY }
data["authNonce"] = int(time.time()) * 1000
data["authPayload"] = "AUTH" + str(data["authNonce"])
data["authSig"] = hmac.new(
API_SECRET.encode("utf8"),
data["authPayload"].encode("utf8"),
hashlib.sha384
).hexdigest()
await self.websocket.send(json.dumps(data))
async def clear(self):
for chanId in self.chanIds.keys():
await self.unsubscribe(chanId)
def on(self, event):
def handler(function):
self.event_emitter.on(event, function)
return handler
def once(self, event):
def handler(function):
self.event_emitter.once(event, function)
return handler
def run(self):
asyncio.run(self.connect())