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from typing import Optional, List, Callable |
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import asyncio |
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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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: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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.. note:: |
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The first message is a snapshot off 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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: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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: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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Subscribe to recent trades. |
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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"recent_trades.{market}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_account_trades(self, message_id: str, swth_address: str, market: Optional[str] = None): |
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""" |
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Subscribe to account trades. |
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.. note:: |
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The market identifier is optional and acts as a filter. |
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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"account_trades_by_market.{market}.{swth_address}" |
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else: |
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channel_name: str = f"account_trades.{swth_address}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_balances(self, message_id: str, swth_address: str): |
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""" |
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Subscribe to wallet specific balance channel. |
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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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channel_name: str = f"balances.{swth_address}" |
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await self.subscribe(message_id, [channel_name]) |
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async def subscribe_candlesticks(self, message_id: str, market: str, granularity: int): |
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""" |
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Subscribe to candlesticks channel. |
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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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:param granularity: Define the candlesticks granularity. Allowed values: 1, 5, 15, 30, 60, 1360, 1440. |
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:return: None |
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""" |
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if granularity not in [1, 5, 15, 30, 60, 1360, 1440]: |
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raise ValueError(f"Granularity '{granularity}' not supported. Allowed values: 1, 5, 15, 30, 60, 1360, 1440") |
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channel_name: str = f"candlesticks.{market}.{granularity}" |
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await self.subscribe(message_id, [channel_name]) |
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async def get_order_history(self, message_id: str, swth_address: str, market: Optional[str] = None): |
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""" |
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Request order history. |
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.. note:: |
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The market identifier is optional and acts as a filter. |
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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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await self.send({ |
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"id": message_id, |
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"method": "get_order_history", |
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"params": { |
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"address": swth_address, |
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"market": market |
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} |
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}) |
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async def get_recent_trades(self, message_id: str, market: str): |
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""" |
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Request recent trades. |
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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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await self.send({ |
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"id": message_id, |
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"method": "get_recent_trades", |
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"params": { |
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"market": market |
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} |
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}) |
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async def get_candlesticks(self, message_id: str, market: str, granularity: int, |
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from_epoch: Optional[int] = None, to_epoch: Optional[int] = None): |
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""" |
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Requests candlesticks for market with granularity. |
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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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:param granularity: Define the candlesticks granularity. Allowed values: 1, 5, 15, 30, 60, 1360, 1440. |
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:param from_epoch: Starting from epoch seconds. |
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:param to_epoch: Ending to epoch seconds. |
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:return: None |
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""" |
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if granularity not in [1, 5, 15, 30, 60, 1360, 1440]: |
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raise ValueError(f"Granularity '{granularity}' not supported. Allowed values: 1, 5, 15, 30, 60, 1360, 1440") |
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await self.send({ |
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"id": message_id, |
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"method": "get_candlesticks", |
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"params": { |
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"market": market, |
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"resolution": granularity, |
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"from": from_epoch, |
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"to": to_epoch |
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} |
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}) |
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async def get_open_orders(self, message_id: str, swth_address: str, market: Optional[str] = None): |
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""" |
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Request open orders. |
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.. note:: |
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The market identifier is optional and acts as a filter. |
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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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await self.send({ |
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"id": message_id, |
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"method": "get_open_orders", |
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"params": { |
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"address": swth_address, |
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"market": market |
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} |
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}) |
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async def get_account_trades(self, message_id: str, swth_address: str, |
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market: Optional[str] = None, page: Optional[int] = None): |
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""" |
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Request account trades. |
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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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The parameter page results in an error. Do not use it(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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:param page: Used for pagination. |
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:return: None |
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""" |
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# TODO page does not work and causes an error |
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await self.send({ |
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"id": message_id, |
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"method": "get_account_trades", |
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"params": { |
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"address": swth_address, |
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"market": market, |
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"page": page |
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} |
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}) |
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async def get_market_stats(self, message_id: str, market: Optional[str] = None): |
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""" |
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Request market stats. |
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.. warning:: |
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Parameter 'market' has no effect. Maybe not intended as parameter. Request will result in all market stats. |
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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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# TODO market has no effect |
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await self.send({ |
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"id": message_id, |
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"method": "get_market_stats", |
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"params": { |
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"market": market |
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} |
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}) |
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async def get_leverages(self, message_id: str, swth_address: str, market: Optional[str] = None): |
340
|
|
|
""" |
341
|
|
|
Request leverages. |
342
|
|
|
|
343
|
|
|
.. note:: |
344
|
|
|
The market identifier is optional and acts as a filter. |
345
|
|
|
|
346
|
|
|
.. warning:: |
347
|
|
|
The request method has not been tested yet. |
348
|
|
|
|
349
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
350
|
|
|
identify which channel the notification is originated from. |
351
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
352
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
353
|
|
|
:return: None |
354
|
|
|
""" |
355
|
|
|
# TODO not tested yet |
356
|
|
|
await self.send({ |
357
|
|
|
"id": message_id, |
358
|
|
|
"method": "get_leverages", |
359
|
|
|
"params": { |
360
|
|
|
"address": swth_address, |
361
|
|
|
"market": market |
362
|
|
|
} |
363
|
|
|
}) |
364
|
|
|
|
365
|
|
|
async def get_open_positions(self, message_id: str, swth_address: str, market: Optional[str] = None): |
366
|
|
|
""" |
367
|
|
|
Request open positions. |
368
|
|
|
|
369
|
|
|
.. note:: |
370
|
|
|
The market identifier is optional and acts as a filter. |
371
|
|
|
|
372
|
|
|
.. warning:: |
373
|
|
|
The request method has not been tested yet. |
374
|
|
|
|
375
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
376
|
|
|
identify which channel the notification is originated from. |
377
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
378
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
379
|
|
|
:return: None |
380
|
|
|
""" |
381
|
|
|
# TODO not tested yet |
382
|
|
|
await self.send({ |
383
|
|
|
"id": message_id, |
384
|
|
|
"method": "get_open_positions", |
385
|
|
|
"params": { |
386
|
|
|
"address": swth_address, |
387
|
|
|
"market": market |
388
|
|
|
} |
389
|
|
|
}) |
390
|
|
|
|
391
|
|
|
async def get_closed_positions(self, message_id: str, swth_address: str, market: Optional[str] = None): |
392
|
|
|
""" |
393
|
|
|
Request closed positions. |
394
|
|
|
|
395
|
|
|
.. note:: |
396
|
|
|
The market identifier is optional and acts as a filter. |
397
|
|
|
|
398
|
|
|
.. warning:: |
399
|
|
|
The request method has not been tested yet. |
400
|
|
|
|
401
|
|
|
:param message_id: Identifier that will be included in the websocket message response to allow the subscriber to |
402
|
|
|
identify which channel the notification is originated from. |
403
|
|
|
:param swth_address: Tradehub wallet address starting with 'swth1' for mainnet and 'tswth1' for testnet. |
404
|
|
|
:param market: Tradehub market identifier, e.g. 'swth_eth1'. |
405
|
|
|
:return: None |
406
|
|
|
""" |
407
|
|
|
# TODO not tested yet |
408
|
|
|
await self.send({ |
409
|
|
|
"id": message_id, |
410
|
|
|
"method": "get_closed_positions", |
411
|
|
|
"params": { |
412
|
|
|
"address": swth_address, |
413
|
|
|
"market": market |
414
|
|
|
} |
415
|
|
|
}) |
416
|
|
|
|
417
|
|
|
async def send(self, data: dict): |
418
|
|
|
""" |
419
|
|
|
Send data to websocket server. Provided data will be translated to json. |
420
|
|
|
|
421
|
|
|
:param data: data as dictionary. |
422
|
|
|
:return: |
423
|
|
|
""" |
424
|
|
|
await self._websocket.send(json.dumps(data)) |
425
|
|
|
|
426
|
|
|
async def connect(self, |
427
|
|
|
on_receive_message_callback: Callable, |
428
|
|
|
on_connect_callback: Optional[Callable] = None, |
429
|
|
|
on_error_callback: Optional[Callable] = None): |
430
|
|
|
""" |
431
|
|
|
Connect to websocket server. |
432
|
|
|
|
433
|
|
|
.. warning:: |
434
|
|
|
Callbacks need to be NON-BLOCKING! Otherwise the PING-PONG coroutine is blocked and the server will close |
435
|
|
|
the connection. You will not receive any notification about this. |
436
|
|
|
|
437
|
|
|
:param on_receive_message_callback: async callback which is called with the received message as dict. |
438
|
|
|
:param on_connect_callback: async callback which is called if websocket is connected. |
439
|
|
|
:param on_error_callback: async callback which is called if websocket has an error. |
440
|
|
|
:return: None |
441
|
|
|
""" |
442
|
|
|
try: |
443
|
|
|
async with websockets.connect(self._uri, |
444
|
|
|
ping_interval=self._ping_interval, |
445
|
|
|
ping_timeout=self._ping_timeout) as websocket: |
446
|
|
|
self._websocket = websocket |
447
|
|
|
|
448
|
|
|
if on_connect_callback: |
449
|
|
|
await on_connect_callback() |
450
|
|
|
|
451
|
|
|
async for message in websocket: |
452
|
|
|
data = json.loads(message) |
453
|
|
|
await on_receive_message_callback(data) |
454
|
|
|
except Exception as e: |
455
|
|
|
if on_error_callback: |
456
|
|
|
await on_error_callback(e) |
457
|
|
|
else: |
458
|
|
|
raise e |
459
|
|
|
|