Files
bitfinex-api-py/bfxapi/websocket/handlers/public_channels_handler.py
2023-02-15 21:58:01 +01:00

121 lines
5.2 KiB
Python

from .. import serializers
from .. types import *
from .. exceptions import HandlerNotFound
class PublicChannelsHandler(object):
EVENTS = [
"t_ticker_update", "f_ticker_update",
"t_trade_executed", "t_trade_execution_update", "f_trade_executed", "f_trade_execution_update", "t_trades_snapshot", "f_trades_snapshot",
"t_book_snapshot", "f_book_snapshot", "t_raw_book_snapshot", "f_raw_book_snapshot", "t_book_update", "f_book_update", "t_raw_book_update", "f_raw_book_update",
"candles_snapshot", "candles_update",
"derivatives_status_update",
]
def __init__(self, event_emitter, strict = True):
self.event_emitter, self.strict = event_emitter, strict
self.__handlers = {
"ticker": self.__ticker_channel_handler,
"trades": self.__trades_channel_handler,
"book": self.__book_channel_handler,
"candles": self.__candles_channel_handler,
"status": self.__status_channel_handler
}
def handle(self, subscription, *stream):
_clear = lambda dictionary, *args: { key: value for key, value in dictionary.items() if key not in args }
if (channel := subscription["channel"]) and channel in self.__handlers.keys():
return self.__handlers[channel](_clear(subscription, "event", "channel", "chanId"), *stream)
if self.strict:
raise HandlerNotFound(f"No handler found for channel <{subscription['channel']}>.")
def __ticker_channel_handler(self, subscription, *stream):
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])
)
def __trades_channel_handler(self, subscription, *stream):
if (type := stream[0]) and type in [ "te", "tu", "fte", "ftu" ]:
if subscription["symbol"].startswith("t"):
return self.event_emitter.emit(
{ "te": "t_trade_executed", "tu": "t_trade_execution_update" }[type],
subscription,
serializers.TradingPairTrade.parse(*stream[1])
)
if subscription["symbol"].startswith("f"):
return self.event_emitter.emit(
{ "fte": "f_trade_executed", "ftu": "f_trade_execution_update" }[type],
subscription,
serializers.FundingCurrencyTrade.parse(*stream[1])
)
if subscription["symbol"].startswith("t"):
return self.event_emitter.emit(
"t_trades_snapshot",
subscription,
[ serializers.TradingPairTrade.parse(*substream) for substream in stream[0] ]
)
if subscription["symbol"].startswith("f"):
return self.event_emitter.emit(
"f_trades_snapshot",
subscription,
[ serializers.FundingCurrencyTrade.parse(*substream) for substream in stream[0] ]
)
def __book_channel_handler(self, subscription, *stream):
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(
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(
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):
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):
if subscription["key"].startswith("deriv:"):
return self.event_emitter.emit(
"derivatives_status_update",
subscription,
serializers.DerivativesStatus.parse(*stream[0])
)