# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code import ccxt.async_support from ccxt.async_support.base.ws.cache import ArrayCache from ccxt.base.types import Int, OrderBook, Ticker, Trade from ccxt.async_support.base.ws.client import Client from typing import List class upbit(ccxt.async_support.upbit): def describe(self): return self.deep_extend(super(upbit, self).describe(), { 'has': { 'ws': True, 'watchOrderBook': True, 'watchTicker': True, 'watchTrades': True, }, 'urls': { 'api': { 'ws': 'wss://api.upbit.com/websocket/v1', }, }, 'options': { 'tradesLimit': 1000, }, }) async def watch_public(self, symbol: str, channel, params={}): await self.load_markets() market = self.market(symbol) symbol = market['symbol'] marketId = market['id'] url = self.urls['api']['ws'] self.options[channel] = self.safe_value(self.options, channel, {}) self.options[channel][symbol] = True symbols = list(self.options[channel].keys()) marketIds = self.market_ids(symbols) request = [ { 'ticket': self.uuid(), }, { 'type': channel, 'codes': marketIds, # 'isOnlySnapshot': False, # 'isOnlyRealtime': False, }, ] messageHash = channel + ':' + marketId return await self.watch(url, messageHash, request, messageHash) async def watch_ticker(self, symbol: str, params={}) -> Ticker: """ watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ return await self.watch_public(symbol, 'ticker') async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` """ await self.load_markets() symbol = self.symbol(symbol) trades = await self.watch_public(symbol, 'trade') if self.newUpdates: limit = trades.getLimit(symbol, limit) return self.filter_by_since_limit(trades, since, limit, 'timestamp', True) async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ orderbook = await self.watch_public(symbol, 'orderbook') return orderbook.limit() def handle_ticker(self, client: Client, message): # 2020-03-17T23:07:36.511Z "onMessage" # {type: "ticker", # "code": "BTC-ETH", # "opening_price": 0.02295092, # "high_price": 0.02295092, # "low_price": 0.02161249, # "trade_price": 0.02161249, # "prev_closing_price": 0.02185802, # "acc_trade_price": 2.32732482, # "change": "FALL", # "change_price": 0.00024553, # "signed_change_price": -0.00024553, # "change_rate": 0.0112329479, # "signed_change_rate": -0.0112329479, # "ask_bid": "ASK", # "trade_volume": 2.12, # "acc_trade_volume": 106.11798418, # "trade_date": "20200317", # "trade_time": "215843", # "trade_timestamp": 1584482323000, # "acc_ask_volume": 90.16935908, # "acc_bid_volume": 15.9486251, # "highest_52_week_price": 0.03537414, # "highest_52_week_date": "2019-04-08", # "lowest_52_week_price": 0.01614901, # "lowest_52_week_date": "2019-09-06", # "trade_status": null, # "market_state": "ACTIVE", # "market_state_for_ios": null, # "is_trading_suspended": False, # "delisting_date": null, # "market_warning": "NONE", # "timestamp": 1584482323378, # "acc_trade_price_24h": 2.5955306323568927, # "acc_trade_volume_24h": 118.38798416, # "stream_type": "SNAPSHOT"} marketId = self.safe_string(message, 'code') messageHash = 'ticker:' + marketId ticker = self.parse_ticker(message) symbol = ticker['symbol'] self.tickers[symbol] = ticker client.resolve(ticker, messageHash) def handle_order_book(self, client: Client, message): # {type: "orderbook", # "code": "BTC-ETH", # "timestamp": 1584486737444, # "total_ask_size": 16.76384456, # "total_bid_size": 168.9020623, # "orderbook_units": # [{ask_price: 0.02295077, # "bid_price": 0.02161249, # "ask_size": 3.57100696, # "bid_size": 22.5303265}, # {ask_price: 0.02295078, # "bid_price": 0.02152658, # "ask_size": 0.52451651, # "bid_size": 2.30355128}, # {ask_price: 0.02295086, # "bid_price": 0.02150802, # "ask_size": 1.585, # "bid_size": 5}, ...], # "stream_type": "SNAPSHOT"} marketId = self.safe_string(message, 'code') symbol = self.safe_symbol(marketId, None, '-') type = self.safe_string(message, 'stream_type') options = self.safe_value(self.options, 'watchOrderBook', {}) limit = self.safe_integer(options, 'limit', 15) if type == 'SNAPSHOT': self.orderbooks[symbol] = self.order_book({}, limit) orderbook = self.orderbooks[symbol] # upbit always returns a snapshot of 15 topmost entries # the "REALTIME" deltas are not incremental # therefore we reset the orderbook on each update # and reinitialize it again with new bidasks orderbook.reset({}) orderbook['symbol'] = symbol bids = orderbook['bids'] asks = orderbook['asks'] data = self.safe_value(message, 'orderbook_units', []) for i in range(0, len(data)): entry = data[i] ask_price = self.safe_float(entry, 'ask_price') ask_size = self.safe_float(entry, 'ask_size') bid_price = self.safe_float(entry, 'bid_price') bid_size = self.safe_float(entry, 'bid_size') asks.store(ask_price, ask_size) bids.store(bid_price, bid_size) timestamp = self.safe_integer(message, 'timestamp') datetime = self.iso8601(timestamp) orderbook['timestamp'] = timestamp orderbook['datetime'] = datetime messageHash = 'orderbook:' + marketId client.resolve(orderbook, messageHash) def handle_trades(self, client: Client, message): # {type: "trade", # "code": "KRW-BTC", # "timestamp": 1584508285812, # "trade_date": "2020-03-18", # "trade_time": "05:11:25", # "trade_timestamp": 1584508285000, # "trade_price": 6747000, # "trade_volume": 0.06499468, # "ask_bid": "ASK", # "prev_closing_price": 6774000, # "change": "FALL", # "change_price": 27000, # "sequential_id": 1584508285000002, # "stream_type": "REALTIME"} trade = self.parse_trade(message) symbol = trade['symbol'] stored = self.safe_value(self.trades, symbol) if stored is None: limit = self.safe_integer(self.options, 'tradesLimit', 1000) stored = ArrayCache(limit) self.trades[symbol] = stored stored.append(trade) marketId = self.safe_string(message, 'code') messageHash = 'trade:' + marketId client.resolve(stored, messageHash) def handle_message(self, client: Client, message): methods = { 'ticker': self.handle_ticker, 'orderbook': self.handle_order_book, 'trade': self.handle_trades, } methodName = self.safe_string(message, 'type') method = self.safe_value(methods, methodName) if method: method(client, message)