mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 06:44:22 +01:00
63 lines
2.0 KiB
Python
63 lines
2.0 KiB
Python
from collections import OrderedDict
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from typing import List
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from bfxapi import Client, Constants
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from bfxapi.websocket import BfxWebsocketClient
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from bfxapi.websocket.enums import Channels, Errors
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from bfxapi.websocket.typings import Subscriptions, TradingPairRawBook
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class RawOrderBook(object):
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def __init__(self, symbols: List[str]):
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self.__raw_order_book = {
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symbol: {
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"bids": OrderedDict(), "asks": OrderedDict()
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} for symbol in symbols
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}
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def update(self, symbol: str, data: TradingPairRawBook) -> None:
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order_id, price, amount = data["ORDER_ID"], data["PRICE"], data["AMOUNT"]
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kind = (amount > 0) and "bids" or "asks"
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if price > 0:
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self.__raw_order_book[symbol][kind][order_id] = {
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"order_id": order_id,
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"price": price,
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"amount": amount
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}
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if price == 0:
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if order_id in self.__raw_order_book[symbol][kind]:
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del self.__raw_order_book[symbol][kind][order_id]
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SYMBOLS = [ "tBTCUSD", "tLTCUSD", "tLTCBTC", "tETHUSD", "tETHBTC" ]
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raw_order_book = RawOrderBook(symbols=SYMBOLS)
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bfx = Client(WSS_HOST=Constants.PUB_WSS_HOST)
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@bfx.wss.on("wss-error")
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def on_wss_error(code: Errors, msg: str):
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print(code, msg)
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@bfx.wss.on("open")
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async def on_open():
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for symbol in SYMBOLS:
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await bfx.wss.subscribe(Channels.BOOK, symbol=symbol, prec="R0")
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@bfx.wss.on("subscribed")
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def on_subscribed(subscription):
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print(f"Subscription successful for pair <{subscription['pair']}>")
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@bfx.wss.on("t_raw_book_snapshot")
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def on_t_raw_book_snapshot(subscription: Subscriptions.Book, snapshot: List[TradingPairRawBook]):
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for data in snapshot:
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raw_order_book.update(subscription["symbol"], data)
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@bfx.wss.on("t_raw_book_update")
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def on_t_raw_book_update(subscription: Subscriptions.Book, data: TradingPairRawBook):
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raw_order_book.update(subscription["symbol"], data)
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bfx.wss.run() |