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from typing import Optional, List, Callable |
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import websockets |
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import json |
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class DemexWebsocket: |
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""" |
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DemexWebsocket is a high-level async implementation off the official Tradehub Demex websocket and provides all |
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functionalities described in the documentation. |
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""" |
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def __init__(self, uri: str, ping_interval: Optional[int] = 10, ping_timeout: Optional[int] = 30): |
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""" |
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Create a websocket which is complaint with the specification provided by the offical documentation. |
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.. see:: |
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https://docs.switcheo.org/#/?id=websocket |
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:param uri: Websocket URI, starting with 'ws://' or 'wss://' e.g. 'ws://85.214.81.155:5000/ws' |
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:param ping_interval: Interval for pinging the server in seconds. |
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:param ping_timeout: Time after no response for pings are considered as timeout in seconds. |
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""" |
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self._uri: str = uri |
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self._ping_interval: int = ping_interval |
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self._ping_timeout: int = ping_timeout |
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self._websocket: Optional[websockets.WebSocketClientProtocol] = None |
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async def subscribe(self, message_id: str, channels: List[str]): |
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""" |
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Subscribe to one or many channels. |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param channels: List with channels to join. |
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:return: None |
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""" |
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await self.send({ |
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"id": message_id, |
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"method": "subscribe", |
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"params": {"channels": channels} |
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}) |
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async def unsubscribe(self, message_id: str, channels: List[str]): |
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""" |
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Unsubscribe to one or many channels. |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param channels: List with channels to leave. |
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:return: None |
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""" |
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await self.send({ |
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"id": message_id, |
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"method": "unsubscribe", |
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"params": {"channels": channels} |
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}) |
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async def subscribe_leverages(self, message_id: str, swth_address: str): |
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""" |
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Subscribe to wallet specific leverages channel. |
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.. warning:: |
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This channel has not been tested yet. |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
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:return: None |
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""" |
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# TODO not tested yet |
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channel_name: str = f"leverages.{swth_address}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_market_stats(self, message_id: str): |
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""" |
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Subscribe to market stats. |
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Example:: |
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ws_client.subscribe_market_stats('market_stats') |
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The initial channel message is expected as:: |
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{ |
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'id':'market_stats', |
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'result': ['market_stats'] |
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} |
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The subscription and channel messages are expected as follow:: |
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{ |
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'channel': 'market_stats', |
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'sequence_number': 484, |
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'result': { |
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'cel1_usdc1': { |
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'day_high': '5.97', |
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'day_low': '5.72', |
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'day_open': '5.86', |
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'day_close': '5.74', |
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'day_volume': '414.4', |
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'day_quote_volume': '2429.009', |
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'index_price': '0', |
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'mark_price': '0', |
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'last_price': '5.74', |
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'market': 'cel1_usdc1', |
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'market_type': 'spot', |
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'open_interest': '0' |
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} |
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... |
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} |
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} |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:return: None |
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""" |
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channel_name: str = "market_stats" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_books(self, message_id: str, market: str): |
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""" |
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Subscribe to book channel. |
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Example:: |
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ws_client.subscribe_books('orderbook', "swth_eth1') |
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The initial channel message is expected as:: |
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{ |
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'id':'orderbook', |
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'result': ['books.eth1_usdc1', ...] |
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} |
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The initial subscription message is expected as:: |
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{ |
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'channel': 'books.eth1_usdc1', |
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'sequence_number': 924, |
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'result': [ |
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{ |
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'market': 'eth1_usdc1', |
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'price': '1797.1', |
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'quantity': '0.02', |
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'side': 'sell', |
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'type': 'new' |
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}, |
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... |
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{ |
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'market': 'eth1_usdc1', |
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'price': '1790.1', |
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'quantity': '0.02', |
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'side': 'buy', |
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'type': 'new' |
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} |
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... |
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] |
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} |
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The channel update messages are expected as:: |
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{ |
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'channel': 'books.eth1_usdc1', |
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'sequence_number': 924, |
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'result': [ |
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{ |
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'market': 'eth1_usdc1', |
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'price': '1797.1', |
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'quantity': '0', |
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'side': 'sell', |
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'type': 'delete' |
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}, |
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... |
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{ |
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'market':'eth1_usdc1', |
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'price': '1800.18', |
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'quantity': '-0.43', |
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'side': 'sell', |
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'type': 'update' |
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}, |
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... |
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{ |
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'market': 'eth1_usdc1', |
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'price': '1114.48', |
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'quantity': '182.716', |
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'side': 'buy', |
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'type': 'new' |
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} |
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] |
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} |
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.. note:: |
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The initial message is a snapshot of the current orderbook. The following messages are delta messages to the |
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snapshot. Each message has a 'sequence_number'. |
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Updates can contain update types: 'new', 'update' or 'delete'. The quantity in a 'update' message can be |
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negative indicating a reduction, while positive value means an increment. |
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All updates need to be processed in the provided order to maintain an consistent orderbook. |
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.. warning:: |
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The initial snapshot is a partial orderbook with a total of 100 entries! |
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Expect receiving updates for orders outside the local managed orderbook. |
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Ignore or reconnect to maintain the local orderbook. |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param market: Tradehub market identifier, e.g. 'swth_eth1' |
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:return: None |
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""" |
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channel_name: str = f"books.{market}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_orders(self, message_id: str, swth_address: str, market: Optional[str] = None): |
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""" |
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Subscribe to orders channel. |
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.. note:: |
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The market identifier is optional and acts as a filter. |
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Example:: |
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ws_client.subscribe_orders('orders', "swth1...abcd') |
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The initial channel message is expected as:: |
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{ |
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'id':'orders', |
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'result': ['orders.swth1...abcd'] |
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} |
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The channel update messages are expected as:: |
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{ |
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'channel': 'orders.swth1...abcd', |
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'result': [ |
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{ |
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'order_id': '7CBBF51B75CF2E046726BB...56757D6D502B01F4BB62178DCF', |
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'block_height': 7375724, |
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'triggered_block_height': 0, |
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'address': 'swth1...abcd', |
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'market': 'eth1_wbtc1', |
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'side': 'sell', |
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'price': '0', |
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'quantity': '0.08', |
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'available': '0.08', |
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'filled': '0', |
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'order_status': 'pending', |
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'order_type': 'market', |
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'initiator': 'user', |
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'time_in_force': 'fok', |
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'stop_price': '0', |
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'trigger_type': '', |
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'allocated_margin_denom': 'eth1', |
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'allocated_margin_amount': '0', |
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'is_liquidation': False, |
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'is_post_only': False, |
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'is_reduce_only': False, |
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'type': 'new', |
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'block_created_at': '2021-02-11T20:36:02.244175356Z', |
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'username': '', |
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'id': '' |
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} |
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... |
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] |
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} |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
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:param market: Tradehub market identifier, e.g. 'swth_eth1' |
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:return: None |
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""" |
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if market: |
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channel_name: str = f"orders_by_market.{market}.{swth_address}" |
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else: |
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channel_name: str = f"orders.{swth_address}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_positions(self, message_id: str, swth_address: str, market: Optional[str] = None): |
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""" |
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Subscribe to positions channel. |
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.. note:: |
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The market identifier is optional and acts as a filter. |
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.. warning:: |
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This channel is not tested yet. |
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:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
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identify which channel the notification is originated from. |
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:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
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:param market: Tradehub market identifier, e.g. 'swth_eth1' |
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:return: None |
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""" |
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# TODO not tested yet |
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if market: |
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channel_name: str = f"positions_by_market.{market}.{swth_address}" |
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else: |
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channel_name: str = f"positions.{swth_address}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_recent_trades(self, message_id: str, market: str): |
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""" |
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308
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Subscribe to recent trades. |
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310
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Example:: |
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ws_client.subscribe_recent_trades('trades', "swth_eth1') |
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314
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315
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The initial channel message is expected as:: |
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317
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{ |
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'id': 'trades', |
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'result': ['recent_trades.swth_eth1'] |
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} |
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321
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322
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The channel update messages are expected as:: |
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324
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{ |
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'channel': 'recent_trades.eth1_usdc1', |
|
326
|
|
|
'sequence_number': 812, |
|
327
|
|
|
'result': [ |
|
328
|
|
|
{ |
|
329
|
|
|
'id': '0', |
|
330
|
|
|
'block_created_at': '2021-02-11T20:49:07.095418551Z', |
|
331
|
|
|
'taker_id': '5FF349410F9CF59BED36D412D1223424835342274BC0E504ED0A17EE4B5B0856', |
|
332
|
|
|
'taker_address': 'swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p', |
|
333
|
|
|
'taker_fee_amount': '0.00002', |
|
334
|
|
|
'taker_fee_denom': 'eth1', |
|
335
|
|
|
'taker_side': 'buy', |
|
336
|
|
|
'maker_id': '8334A9C97CAEFAF84774AAADB0D5666E7764BA023DF145C8AF90BB6A6862EA2E', |
|
337
|
|
|
'maker_address': 'swth1wmcj8gmz4tszy5v8c0d9lxnmguqcdkw22275w5', |
|
338
|
|
|
'maker_fee_amount': '-0.00001', |
|
339
|
|
|
'maker_fee_denom': 'eth1', |
|
340
|
|
|
'maker_side': 'sell', |
|
341
|
|
|
'market': 'eth1_usdc1', |
|
342
|
|
|
'price': '1797.1', |
|
343
|
|
|
'quantity': '0.02', |
|
344
|
|
|
'liquidation': '', |
|
345
|
|
|
'taker_username': '', |
|
346
|
|
|
'maker_username': '', |
|
347
|
|
|
'block_height': '7376096' |
|
348
|
|
|
}, |
|
349
|
|
|
... |
|
350
|
|
|
] |
|
351
|
|
|
} |
|
352
|
|
|
|
|
353
|
|
|
.. warning:: |
|
354
|
|
|
The field 'id' is sometimes '0'. This endpoint/channel does not seem to work correct. |
|
355
|
|
|
|
|
356
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
357
|
|
|
identify which channel the notification is originated from. |
|
358
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
359
|
|
|
:return: None |
|
360
|
|
|
""" |
|
361
|
|
|
channel_name: str = f"recent_trades.{market}" |
|
362
|
|
|
await self.subscribe(message_id, [channel_name]) |
|
363
|
|
|
|
|
364
|
|
|
async def subscribe_account_trades(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
365
|
|
|
""" |
|
366
|
|
|
Subscribe to account trades. |
|
367
|
|
|
|
|
368
|
|
|
Example:: |
|
369
|
|
|
|
|
370
|
|
|
ws_client.subscribe_account_trades('account', 'swth...abcd', 'eth1_usdc1') |
|
371
|
|
|
# or for all markets |
|
372
|
|
|
ws_client.subscribe_account_trades('account', "swth...abcd') |
|
373
|
|
|
|
|
374
|
|
|
|
|
375
|
|
|
The initial channel message is expected as:: |
|
376
|
|
|
|
|
377
|
|
|
{ |
|
378
|
|
|
'id': 'account', |
|
379
|
|
|
'result': ['account_trades_by_market.eth1_usdc1.swth1...abcd'] |
|
380
|
|
|
} |
|
381
|
|
|
# or for all markets |
|
382
|
|
|
{ |
|
383
|
|
|
'id': 'account', |
|
384
|
|
|
'result': ['account_trades.swth1...abcd'] |
|
385
|
|
|
} |
|
386
|
|
|
|
|
387
|
|
|
The channel update messages are expected as:: |
|
388
|
|
|
|
|
389
|
|
|
{ |
|
390
|
|
|
'channel': 'recent_trades.eth1_usdc1', |
|
391
|
|
|
'sequence_number': 812, |
|
392
|
|
|
'result': [ |
|
393
|
|
|
{ |
|
394
|
|
|
'id': '0', |
|
395
|
|
|
'block_created_at': '2021-02-11T20:49:07.095418551Z', |
|
396
|
|
|
'taker_id': '5FF349410F9CF59BED36D412D1223424835342274BC0E504ED0A17EE4B5B0856', |
|
397
|
|
|
'taker_address': 'swth1...taker', |
|
398
|
|
|
'taker_fee_amount': '0.00002', |
|
399
|
|
|
'taker_fee_denom': 'eth1', |
|
400
|
|
|
'taker_side': 'buy', |
|
401
|
|
|
'maker_id': '8334A9C97CAEFAF84774AAADB0D5666E7764BA023DF145C8AF90BB6A6862EA2E', |
|
402
|
|
|
'maker_address': 'swth1...maker', |
|
403
|
|
|
'maker_fee_amount': '-0.00001', |
|
404
|
|
|
'maker_fee_denom': 'eth1', |
|
405
|
|
|
'maker_side': 'sell', |
|
406
|
|
|
'market': 'eth1_usdc1', |
|
407
|
|
|
'price': '1797.1', |
|
408
|
|
|
'quantity': '0.02', |
|
409
|
|
|
'liquidation': '', |
|
410
|
|
|
'taker_username': '', |
|
411
|
|
|
'maker_username': '', |
|
412
|
|
|
'block_height': '7376096' |
|
413
|
|
|
}, |
|
414
|
|
|
... |
|
415
|
|
|
] |
|
416
|
|
|
} |
|
417
|
|
|
|
|
418
|
|
|
.. note:: |
|
419
|
|
|
The market identifier is optional and acts as a filter. |
|
420
|
|
|
|
|
421
|
|
|
.. warning:: |
|
422
|
|
|
The field 'id' is '0' all the time. This endpoint/channel does not seem to work correct. |
|
423
|
|
|
|
|
424
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
425
|
|
|
identify which channel the notification is originated from. |
|
426
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
427
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
428
|
|
|
:return: None |
|
429
|
|
|
""" |
|
430
|
|
|
if market: |
|
431
|
|
|
channel_name: str = f"account_trades_by_market.{market}.{swth_address}" |
|
432
|
|
|
else: |
|
433
|
|
|
channel_name: str = f"account_trades.{swth_address}" |
|
434
|
|
|
await self.subscribe(message_id, [channel_name]) |
|
435
|
|
|
|
|
436
|
|
|
async def subscribe_balances(self, message_id: str, swth_address: str): |
|
437
|
|
|
""" |
|
438
|
|
|
Subscribe to wallet specific balance channel. |
|
439
|
|
|
|
|
440
|
|
|
Example:: |
|
441
|
|
|
|
|
442
|
|
|
ws_client.subscribe_balances('balance', "swth1...abcd') |
|
443
|
|
|
|
|
444
|
|
|
|
|
445
|
|
|
The initial channel message is expected as:: |
|
446
|
|
|
|
|
447
|
|
|
{ |
|
448
|
|
|
'id': 'balance', |
|
449
|
|
|
'result': ['balances.swth1...abcd'] |
|
450
|
|
|
} |
|
451
|
|
|
|
|
452
|
|
|
The subscription and channel messages are expected as follow:: |
|
453
|
|
|
|
|
454
|
|
|
{ |
|
455
|
|
|
'channel': 'balances.swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p', |
|
456
|
|
|
'result': { |
|
457
|
|
|
'eth1': { |
|
458
|
|
|
'available': '0.83941506825', |
|
459
|
|
|
'order': '0', |
|
460
|
|
|
'position': '0', |
|
461
|
|
|
'denom': 'eth1' |
|
462
|
|
|
}, |
|
463
|
|
|
... |
|
464
|
|
|
} |
|
465
|
|
|
} |
|
466
|
|
|
|
|
467
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
468
|
|
|
identify which channel the notification is originated from. |
|
469
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
470
|
|
|
:return: None |
|
471
|
|
|
""" |
|
472
|
|
|
channel_name: str = f"balances.{swth_address}" |
|
473
|
|
|
await self.subscribe(message_id, [channel_name]) |
|
474
|
|
|
|
|
475
|
|
|
async def subscribe_candlesticks(self, message_id: str, market: str, granularity: int): |
|
476
|
|
|
""" |
|
477
|
|
|
Subscribe to candlesticks channel. |
|
478
|
|
|
|
|
479
|
|
|
Example:: |
|
480
|
|
|
|
|
481
|
|
|
ws_client.subscribe_candlesticks('candle', "swth_eth1', 1) |
|
482
|
|
|
|
|
483
|
|
|
|
|
484
|
|
|
The initial channel message is expected as:: |
|
485
|
|
|
|
|
486
|
|
|
{ |
|
487
|
|
|
'id': 'candle', |
|
488
|
|
|
'result': ['candlesticks.swth_eth1.1'] |
|
489
|
|
|
} |
|
490
|
|
|
|
|
491
|
|
|
The subscription and channel messages are expected as follow:: |
|
492
|
|
|
|
|
493
|
|
|
{ |
|
494
|
|
|
'channel': 'candlesticks.swth_eth1.1', |
|
495
|
|
|
'sequence_number': 57, |
|
496
|
|
|
'result': { |
|
497
|
|
|
'id': 0, |
|
498
|
|
|
'market':'swth_eth1', |
|
499
|
|
|
'time': '2021-02-17T10:59:00Z', |
|
500
|
|
|
'resolution': 1, |
|
501
|
|
|
'open': '0.000018', |
|
502
|
|
|
'close': '0.000018', |
|
503
|
|
|
'high': '0.000018', |
|
504
|
|
|
'low': '0.000018', |
|
505
|
|
|
'volume': '5555', |
|
506
|
|
|
'quote_volume': '0.09999' |
|
507
|
|
|
} |
|
508
|
|
|
} |
|
509
|
|
|
|
|
510
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
511
|
|
|
identify which channel the notification is originated from. |
|
512
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
513
|
|
|
:param granularity: Define the candlesticks granularity. Allowed values: 1, 5, 15, 30, 60, 360, 1440. |
|
514
|
|
|
:return: None |
|
515
|
|
|
""" |
|
516
|
|
|
if granularity not in [1, 5, 15, 30, 60, 360, 1440]: |
|
517
|
|
|
raise ValueError(f"Granularity '{granularity}' not supported. Allowed values: 1, 5, 15, 30, 60, 360, 1440") |
|
518
|
|
|
channel_name: str = f"candlesticks.{market}.{granularity}" |
|
519
|
|
|
await self.subscribe(message_id, [channel_name]) |
|
520
|
|
|
|
|
521
|
|
|
async def get_order_history(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
522
|
|
|
""" |
|
523
|
|
|
Request up to 200 order histories. |
|
524
|
|
|
|
|
525
|
|
|
Example:: |
|
526
|
|
|
|
|
527
|
|
|
ws_client.get_order_history('order_history', "swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p") |
|
528
|
|
|
|
|
529
|
|
|
The expected return result for this function is as follows:: |
|
530
|
|
|
|
|
531
|
|
|
{ |
|
532
|
|
|
"id": "order_history", |
|
533
|
|
|
"result": [ |
|
534
|
|
|
{ |
|
535
|
|
|
"order_id": "C7D7DDDCFDC68DF2D078CBD8630B657148893AC24CF8DB8F2E23293C6EDC90AD", |
|
536
|
|
|
"block_height": 7561537, |
|
537
|
|
|
"triggered_block_height": 0, |
|
538
|
|
|
"address": "swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p", |
|
539
|
|
|
"market": "wbtc1_usdc1", |
|
540
|
|
|
"side": "sell", |
|
541
|
|
|
"price": "0", |
|
542
|
|
|
"quantity": "0.0011", |
|
543
|
|
|
"available": "0", |
|
544
|
|
|
"filled": "0.0011", |
|
545
|
|
|
"order_status": "filled", |
|
546
|
|
|
"order_type": "market", |
|
547
|
|
|
"initiator": "user", |
|
548
|
|
|
"time_in_force": "fok", |
|
549
|
|
|
"stop_price": "0", |
|
550
|
|
|
"trigger_type": "", |
|
551
|
|
|
"allocated_margin_denom": "wbtc1", |
|
552
|
|
|
"allocated_margin_amount": "0", |
|
553
|
|
|
"is_liquidation": false, |
|
554
|
|
|
"is_post_only": false, |
|
555
|
|
|
"is_reduce_only": false, |
|
556
|
|
|
"type": "", |
|
557
|
|
|
"block_created_at": "2021-02-16T08:31:13.225303Z", |
|
558
|
|
|
"username": "", |
|
559
|
|
|
"id": "2315998" |
|
560
|
|
|
}, |
|
561
|
|
|
... |
|
562
|
|
|
] |
|
563
|
|
|
} |
|
564
|
|
|
|
|
565
|
|
|
|
|
566
|
|
|
.. note:: |
|
567
|
|
|
The market identifier is optional and acts as a filter. |
|
568
|
|
|
|
|
569
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
570
|
|
|
identify which channel the notification is originated from. |
|
571
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
572
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
573
|
|
|
:return: None |
|
574
|
|
|
""" |
|
575
|
|
|
await self.send({ |
|
576
|
|
|
"id": message_id, |
|
577
|
|
|
"method": "get_order_history", |
|
578
|
|
|
"params": { |
|
579
|
|
|
"address": swth_address, |
|
580
|
|
|
"market": market |
|
581
|
|
|
} |
|
582
|
|
|
}) |
|
583
|
|
|
|
|
584
|
|
|
async def get_recent_trades(self, message_id: str, market: str): |
|
585
|
|
|
""" |
|
586
|
|
|
Request up to 100 recent trades for a market. |
|
587
|
|
|
|
|
588
|
|
|
Example:: |
|
589
|
|
|
|
|
590
|
|
|
ws_client.get_recent_trades('recent_trades', "swth_eth1") |
|
591
|
|
|
|
|
592
|
|
|
The expected return result for this function is as follows:: |
|
593
|
|
|
|
|
594
|
|
|
{ |
|
595
|
|
|
"id": "recent_trades", |
|
596
|
|
|
"sequence_number": 3, |
|
597
|
|
|
"result": [ |
|
598
|
|
|
{ |
|
599
|
|
|
"id": "0", |
|
600
|
|
|
"block_created_at": "2021-02-16T10:21:31.346041707Z", |
|
601
|
|
|
"taker_id": "3F71918F83D84639F505464335FD355105EE63E622CBB819AAFBBAC97368CC7A", |
|
602
|
|
|
"taker_address": "swth1ysezxr46dhd4dzjsswqte35wfm0ml5dxx97aqt", |
|
603
|
|
|
"taker_fee_amount": "3.2475", |
|
604
|
|
|
"taker_fee_denom": "swth", |
|
605
|
|
|
"taker_side": "buy", |
|
606
|
|
|
"maker_id": "343590CF4F54FEB1E2429F60B77CD3BED701A040418AEB914BB41D561E24E7DE", |
|
607
|
|
|
"maker_address": "swth1a5v8pyhkzjjmyw03mh9zqfakwyu0t5wkv0tf66", |
|
608
|
|
|
"maker_fee_amount": "-0.6495", |
|
609
|
|
|
"maker_fee_denom": "swth", |
|
610
|
|
|
"maker_side": "sell", |
|
611
|
|
|
"market": "swth_eth1", |
|
612
|
|
|
"price": "0.0000182", |
|
613
|
|
|
"quantity": "1299", |
|
614
|
|
|
"liquidation": "", |
|
615
|
|
|
"taker_username": "", |
|
616
|
|
|
"maker_username": "", |
|
617
|
|
|
"block_height": "7564715" |
|
618
|
|
|
}, |
|
619
|
|
|
... |
|
620
|
|
|
] |
|
621
|
|
|
} |
|
622
|
|
|
|
|
623
|
|
|
.. warning:: |
|
624
|
|
|
The field 'id' is sometimes '0'. This endpoint/channel does not seem to work correct. |
|
625
|
|
|
|
|
626
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
627
|
|
|
identify which channel the notification is originated from. |
|
628
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
629
|
|
|
:return: None |
|
630
|
|
|
""" |
|
631
|
|
|
await self.send({ |
|
632
|
|
|
"id": message_id, |
|
633
|
|
|
"method": "get_recent_trades", |
|
634
|
|
|
"params": { |
|
635
|
|
|
"market": market |
|
636
|
|
|
} |
|
637
|
|
|
}) |
|
638
|
|
|
|
|
639
|
|
|
async def get_candlesticks(self, message_id: str, market: str, granularity: int, |
|
640
|
|
|
from_epoch: int, to_epoch: int): |
|
641
|
|
|
""" |
|
642
|
|
|
Requests candlesticks for market with granularity. |
|
643
|
|
|
|
|
644
|
|
|
Example:: |
|
645
|
|
|
|
|
646
|
|
|
ws_client.get_candlesticks('recent_trades', "swth_eth1") |
|
647
|
|
|
|
|
648
|
|
|
The subscription and channel messages are expected as follow:: |
|
649
|
|
|
|
|
650
|
|
|
{ |
|
651
|
|
|
'id': 'candlesticks.swth_eth1.1', |
|
652
|
|
|
'sequence_number': 57, |
|
653
|
|
|
'result': [ |
|
654
|
|
|
{ |
|
655
|
|
|
'id': 0, |
|
656
|
|
|
'market':'swth_eth1', |
|
657
|
|
|
'time': '2021-02-17T10:59:00Z', |
|
658
|
|
|
'resolution': 1, |
|
659
|
|
|
'open': '0.000018', |
|
660
|
|
|
'close': '0.000018', |
|
661
|
|
|
'high': '0.000018', |
|
662
|
|
|
'low': '0.000018', |
|
663
|
|
|
'volume': '5555', |
|
664
|
|
|
'quote_volume': '0.09999' |
|
665
|
|
|
} |
|
666
|
|
|
] |
|
667
|
|
|
} |
|
668
|
|
|
|
|
669
|
|
|
.. note:: |
|
670
|
|
|
Only candles with non empty volume will be returned. Expect almost none or just a few candles with a low |
|
671
|
|
|
granularity. |
|
672
|
|
|
|
|
673
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
674
|
|
|
identify which channel the notification is originated from. |
|
675
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
676
|
|
|
:param granularity: Define the candlesticks granularity. Allowed values: 1, 5, 15, 30, 60, 360, 1440. |
|
677
|
|
|
:param from_epoch: Starting from epoch seconds. |
|
678
|
|
|
:param to_epoch: Ending to epoch seconds. |
|
679
|
|
|
:return: None |
|
680
|
|
|
""" |
|
681
|
|
|
if granularity not in [1, 5, 15, 30, 60, 360, 1440]: |
|
682
|
|
|
raise ValueError(f"Granularity '{granularity}' not supported. Allowed values: 1, 5, 15, 30, 60, 360, 1440") |
|
683
|
|
|
await self.send({ |
|
684
|
|
|
"id": message_id, |
|
685
|
|
|
"method": "get_candlesticks", |
|
686
|
|
|
"params": { |
|
687
|
|
|
"market": market, |
|
688
|
|
|
"resolution": str(granularity), |
|
689
|
|
|
"from": str(from_epoch), |
|
690
|
|
|
"to": str(to_epoch) |
|
691
|
|
|
} |
|
692
|
|
|
}) |
|
693
|
|
|
|
|
694
|
|
|
async def get_open_orders(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
695
|
|
|
""" |
|
696
|
|
|
Request open orders. |
|
697
|
|
|
|
|
698
|
|
|
Example:: |
|
699
|
|
|
|
|
700
|
|
|
ws_client.get_open_orders('open_orders', "swth1p5hjhag5glkpqaj0y0vn3au7x0vz33k0gxuejk") |
|
701
|
|
|
|
|
702
|
|
|
The expected return result for this function is as follows:: |
|
703
|
|
|
|
|
704
|
|
|
{ |
|
705
|
|
|
"id": "open_orders", |
|
706
|
|
|
"result": [ |
|
707
|
|
|
{ |
|
708
|
|
|
"order_id": "A7C488A6AE25249E90523FCD603236342025340E3DCAE6A6312133905C41794C", |
|
709
|
|
|
"block_height": 7564973, |
|
710
|
|
|
"triggered_block_height": 0, |
|
711
|
|
|
"address": "swth1p5hjhag5glkpqaj0y0vn3au7x0vz33k0gxuejk", |
|
712
|
|
|
"market": "swth_eth1", |
|
713
|
|
|
"side": "sell", |
|
714
|
|
|
"price": "0.0000181", |
|
715
|
|
|
"quantity": "58806", |
|
716
|
|
|
"available": "58806", |
|
717
|
|
|
"filled": "0", |
|
718
|
|
|
"order_status": "open", |
|
719
|
|
|
"order_type": "limit", |
|
720
|
|
|
"initiator": "amm", |
|
721
|
|
|
"time_in_force": "gtc", |
|
722
|
|
|
"stop_price": "0", |
|
723
|
|
|
"trigger_type": "", |
|
724
|
|
|
"allocated_margin_denom": "swth", |
|
725
|
|
|
"allocated_margin_amount": "0", |
|
726
|
|
|
"is_liquidation": false, |
|
727
|
|
|
"is_post_only": false, |
|
728
|
|
|
"is_reduce_only": false, |
|
729
|
|
|
"type": "", |
|
730
|
|
|
"block_created_at": "2021-02-16T10:30:27.079962Z", |
|
731
|
|
|
"username": "", |
|
732
|
|
|
"id": "2316597" |
|
733
|
|
|
}, |
|
734
|
|
|
... |
|
735
|
|
|
] |
|
736
|
|
|
} |
|
737
|
|
|
|
|
738
|
|
|
.. note:: |
|
739
|
|
|
The market identifier is optional and acts as a filter. |
|
740
|
|
|
|
|
741
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
742
|
|
|
identify which channel the notification is originated from. |
|
743
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
744
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
745
|
|
|
:return: None |
|
746
|
|
|
""" |
|
747
|
|
|
await self.send({ |
|
748
|
|
|
"id": message_id, |
|
749
|
|
|
"method": "get_open_orders", |
|
750
|
|
|
"params": { |
|
751
|
|
|
"address": swth_address, |
|
752
|
|
|
"market": market |
|
753
|
|
|
} |
|
754
|
|
|
}) |
|
755
|
|
|
|
|
756
|
|
|
async def get_account_trades(self, message_id: str, swth_address: str, |
|
757
|
|
|
market: Optional[str] = None, page: Optional[int] = None): |
|
758
|
|
|
""" |
|
759
|
|
|
Request up to 100 account trades. |
|
760
|
|
|
|
|
761
|
|
|
Example:: |
|
762
|
|
|
|
|
763
|
|
|
ws_client.get_account_trades('account_trades', 'swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p') |
|
764
|
|
|
|
|
765
|
|
|
The expected return result for this function is as follows:: |
|
766
|
|
|
|
|
767
|
|
|
{ |
|
768
|
|
|
"id": "account_trades", |
|
769
|
|
|
"result": [ |
|
770
|
|
|
{ |
|
771
|
|
|
"base_precision": 8, |
|
772
|
|
|
"quote_precision": 6, |
|
773
|
|
|
"fee_precision": 6, |
|
774
|
|
|
"order_id": "C7D7DDDCFDC68DF2D078CBD8630B657148893AC24CF8DB8F2E23293C6EDC90AD", |
|
775
|
|
|
"market": "wbtc1_usdc1", |
|
776
|
|
|
"side": "sell", |
|
777
|
|
|
"quantity": "0.0001", |
|
778
|
|
|
"price": "48745.12", |
|
779
|
|
|
"fee_amount": "0.004875", |
|
780
|
|
|
"fee_denom": "usdc1", |
|
781
|
|
|
"address": "swth1vaavrkrm7usqg9hcwhqh2hev9m3nryw7aera8p", |
|
782
|
|
|
"block_height": "7561537", |
|
783
|
|
|
"block_created_at": "2021-02-16T08:31:13.225303Z", |
|
784
|
|
|
"id": 289733 |
|
785
|
|
|
}, |
|
786
|
|
|
... |
|
787
|
|
|
] |
|
788
|
|
|
} |
|
789
|
|
|
|
|
790
|
|
|
.. note:: |
|
791
|
|
|
The market identifier is optional and acts as a filter. |
|
792
|
|
|
|
|
793
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
794
|
|
|
identify which channel the notification is originated from. |
|
795
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
796
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
|
797
|
|
|
:param page: Used for pagination. |
|
798
|
|
|
:return: None |
|
799
|
|
|
""" |
|
800
|
|
|
await self.send({ |
|
801
|
|
|
"id": message_id, |
|
802
|
|
|
"method": "get_account_trades", |
|
803
|
|
|
"params": { |
|
804
|
|
|
"address": swth_address, |
|
805
|
|
|
"market": market, |
|
806
|
|
|
"page": str(page) if page else None |
|
807
|
|
|
} |
|
808
|
|
|
}) |
|
809
|
|
|
|
|
810
|
|
|
async def get_market_stats(self, message_id: str, market: Optional[str] = None): |
|
811
|
|
|
""" |
|
812
|
|
|
Request market stats. |
|
813
|
|
|
|
|
814
|
|
|
Example:: |
|
815
|
|
|
|
|
816
|
|
|
ws_client.get_market_stats('market_stats') |
|
817
|
|
|
|
|
818
|
|
|
The expected return result for this function is as follows:: |
|
819
|
|
|
|
|
820
|
|
|
{ |
|
821
|
|
|
"id": "market_stats", |
|
822
|
|
|
"result": { |
|
823
|
|
|
"eth1_usdc1": { |
|
824
|
|
|
"day_high": "1818.51", |
|
825
|
|
|
"day_low": "1751.81", |
|
826
|
|
|
"day_open": "1760.07", |
|
827
|
|
|
"day_close": "1788.19", |
|
828
|
|
|
"day_volume": "36.503", |
|
829
|
|
|
"day_quote_volume": "65153.50224", |
|
830
|
|
|
"index_price": "0", |
|
831
|
|
|
"mark_price": "0", |
|
832
|
|
|
"last_price": "1788.19", |
|
833
|
|
|
"market": "eth1_usdc1", |
|
834
|
|
|
"market_type": "spot", |
|
835
|
|
|
"open_interest": "0" |
|
836
|
|
|
}, |
|
837
|
|
|
... |
|
838
|
|
|
} |
|
839
|
|
|
} |
|
840
|
|
|
|
|
841
|
|
|
.. warning:: |
|
842
|
|
|
Parameter 'market' has no effect. Maybe not intended as parameter. Request will result in all market stats. |
|
843
|
|
|
|
|
844
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
845
|
|
|
identify which channel the notification is originated from. |
|
846
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1' |
|
847
|
|
|
:return: None |
|
848
|
|
|
""" |
|
849
|
|
|
# TODO market has no effect |
|
850
|
|
|
await self.send({ |
|
851
|
|
|
"id": message_id, |
|
852
|
|
|
"method": "get_market_stats", |
|
853
|
|
|
"params": { |
|
854
|
|
|
"market": market |
|
855
|
|
|
} |
|
856
|
|
|
}) |
|
857
|
|
|
|
|
858
|
|
|
async def get_leverages(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
859
|
|
|
""" |
|
860
|
|
|
Request leverages. |
|
861
|
|
|
|
|
862
|
|
|
.. note:: |
|
863
|
|
|
The market identifier is optional and acts as a filter. |
|
864
|
|
|
|
|
865
|
|
|
.. warning:: |
|
866
|
|
|
The request method has not been tested yet. |
|
867
|
|
|
|
|
868
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
869
|
|
|
identify which channel the notification is originated from. |
|
870
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
871
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
|
872
|
|
|
:return: None |
|
873
|
|
|
""" |
|
874
|
|
|
# TODO not tested yet |
|
875
|
|
|
await self.send({ |
|
876
|
|
|
"id": message_id, |
|
877
|
|
|
"method": "get_leverages", |
|
878
|
|
|
"params": { |
|
879
|
|
|
"address": swth_address, |
|
880
|
|
|
"market": market |
|
881
|
|
|
} |
|
882
|
|
|
}) |
|
883
|
|
|
|
|
884
|
|
|
async def get_open_positions(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
885
|
|
|
""" |
|
886
|
|
|
Request open positions. |
|
887
|
|
|
|
|
888
|
|
|
.. note:: |
|
889
|
|
|
The market identifier is optional and acts as a filter. |
|
890
|
|
|
|
|
891
|
|
|
.. warning:: |
|
892
|
|
|
The request method has not been tested yet. |
|
893
|
|
|
|
|
894
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
895
|
|
|
identify which channel the notification is originated from. |
|
896
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
897
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
|
898
|
|
|
:return: None |
|
899
|
|
|
""" |
|
900
|
|
|
# TODO not tested yet |
|
901
|
|
|
await self.send({ |
|
902
|
|
|
"id": message_id, |
|
903
|
|
|
"method": "get_open_positions", |
|
904
|
|
|
"params": { |
|
905
|
|
|
"address": swth_address, |
|
906
|
|
|
"market": market |
|
907
|
|
|
} |
|
908
|
|
|
}) |
|
909
|
|
|
|
|
910
|
|
|
async def get_closed_positions(self, message_id: str, swth_address: str, market: Optional[str] = None): |
|
911
|
|
|
""" |
|
912
|
|
|
Request closed positions. |
|
913
|
|
|
|
|
914
|
|
|
.. note:: |
|
915
|
|
|
The market identifier is optional and acts as a filter. |
|
916
|
|
|
|
|
917
|
|
|
.. warning:: |
|
918
|
|
|
The request method has not been tested yet. |
|
919
|
|
|
|
|
920
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
|
921
|
|
|
identify which channel the notification is originated from. |
|
922
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
|
923
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
|
924
|
|
|
:return: None |
|
925
|
|
|
""" |
|
926
|
|
|
# TODO not tested yet |
|
927
|
|
|
await self.send({ |
|
928
|
|
|
"id": message_id, |
|
929
|
|
|
"method": "get_closed_positions", |
|
930
|
|
|
"params": { |
|
931
|
|
|
"address": swth_address, |
|
932
|
|
|
"market": market |
|
933
|
|
|
} |
|
934
|
|
|
}) |
|
935
|
|
|
|
|
936
|
|
|
async def send(self, data: dict): |
|
937
|
|
|
""" |
|
938
|
|
|
Send data to websocket server. Provided data will be translated to json. |
|
939
|
|
|
|
|
940
|
|
|
:param data: data as dictionary. |
|
941
|
|
|
:return: |
|
942
|
|
|
""" |
|
943
|
|
|
await self._websocket.send(json.dumps(data)) |
|
944
|
|
|
|
|
945
|
|
|
def open(self) -> bool: |
|
946
|
|
|
""" |
|
947
|
|
|
Check if the connection is open. |
|
948
|
|
|
|
|
949
|
|
|
:return: Bool |
|
950
|
|
|
""" |
|
951
|
|
|
if not self._websocket: |
|
952
|
|
|
return False |
|
953
|
|
|
|
|
954
|
|
|
return self._websocket.open |
|
955
|
|
|
|
|
956
|
|
|
async def disconnect(self): |
|
957
|
|
|
""" |
|
958
|
|
|
Safely close the websocket connection. |
|
959
|
|
|
|
|
960
|
|
|
:return: |
|
961
|
|
|
""" |
|
962
|
|
|
if self._websocket: |
|
963
|
|
|
await self._websocket.close() |
|
964
|
|
|
|
|
965
|
|
|
async def connect(self, |
|
966
|
|
|
on_receive_message_callback: Callable, |
|
967
|
|
|
on_connect_callback: Optional[Callable] = None, |
|
968
|
|
|
on_error_callback: Optional[Callable] = None): |
|
969
|
|
|
""" |
|
970
|
|
|
Connect to websocket server. |
|
971
|
|
|
|
|
972
|
|
|
.. warning:: |
|
973
|
|
|
Callbacks need to be NON-BLOCKING! Otherwise the PING-PONG coroutine is blocked and the server will close |
|
974
|
|
|
the connection. You will not receive any notification about this. |
|
975
|
|
|
|
|
976
|
|
|
:param on_receive_message_callback: async callback which is called with the received message as dict. |
|
977
|
|
|
:param on_connect_callback: async callback which is called if websocket is connected. |
|
978
|
|
|
:param on_error_callback: async callback which is called if websocket has an error. |
|
979
|
|
|
:return: None |
|
980
|
|
|
""" |
|
981
|
|
|
try: |
|
982
|
|
|
async with websockets.connect(self._uri, |
|
983
|
|
|
ping_interval=self._ping_interval, |
|
984
|
|
|
ping_timeout=self._ping_timeout) as websocket: |
|
985
|
|
|
self._websocket = websocket |
|
986
|
|
|
|
|
987
|
|
|
if on_connect_callback: |
|
988
|
|
|
await on_connect_callback() |
|
989
|
|
|
|
|
990
|
|
|
async for message in websocket: |
|
991
|
|
|
data = json.loads(message) |
|
992
|
|
|
await on_receive_message_callback(data) |
|
993
|
|
|
except Exception as e: |
|
994
|
|
|
if on_error_callback: |
|
995
|
|
|
await on_error_callback(e) |
|
996
|
|
|
else: |
|
997
|
|
|
raise e |
|
998
|
|
|
|
Mai-Te-Pora /
tradehub-python
