14. finishing connectors
This commit is contained in:
Dobromir Popov
@ -43,7 +43,8 @@ class BitfinexConnector(BaseExchangeConnector):
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'subscribed': self._handle_subscription_response,
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'unsubscribed': self._handle_unsubscription_response,
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'error': self._handle_error_message,
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'info': self._handle_info_message
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'info': self._handle_info_message,
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'data': self._handle_data_message
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})
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# Channel management
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@ -150,13 +151,75 @@ class BitfinexConnector(BaseExchangeConnector):
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async def unsubscribe_orderbook(self, symbol: str) -> None:
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"""Unsubscribe from order book updates."""
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# Implementation would find the channel ID and send unsubscribe message
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pass
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try:
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bitfinex_symbol = self.normalize_symbol(symbol)
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# Find channel ID for this symbol's order book
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channel_id = None
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for cid, info in self.channels.items():
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if info.get('channel') == 'book' and info.get('symbol') == bitfinex_symbol:
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channel_id = cid
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break
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if channel_id:
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unsubscription_msg = {
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"event": "unsubscribe",
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"chanId": channel_id
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}
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success = await self._send_message(unsubscription_msg)
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if success:
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if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('orderbook')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_symbols.discard(bitfinex_symbol)
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logger.info(f"Unsubscribed from order book for {symbol} on Bitfinex")
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else:
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logger.error(f"Failed to unsubscribe from order book for {symbol} on Bitfinex")
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else:
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logger.warning(f"No active order book subscription found for {symbol}")
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except Exception as e:
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logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
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raise
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async def unsubscribe_trades(self, symbol: str) -> None:
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"""Unsubscribe from trade updates."""
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# Implementation would find the channel ID and send unsubscribe message
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pass
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try:
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bitfinex_symbol = self.normalize_symbol(symbol)
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# Find channel ID for this symbol's trades
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channel_id = None
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for cid, info in self.channels.items():
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if info.get('channel') == 'trades' and info.get('symbol') == bitfinex_symbol:
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channel_id = cid
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break
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if channel_id:
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unsubscription_msg = {
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"event": "unsubscribe",
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"chanId": channel_id
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}
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success = await self._send_message(unsubscription_msg)
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if success:
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if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('trades')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_symbols.discard(bitfinex_symbol)
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logger.info(f"Unsubscribed from trades for {symbol} on Bitfinex")
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else:
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logger.error(f"Failed to unsubscribe from trades for {symbol} on Bitfinex")
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else:
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logger.warning(f"No active trades subscription found for {symbol}")
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except Exception as e:
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logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
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raise
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async def get_symbols(self) -> List[str]:
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"""Get available symbols from Bitfinex."""
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@ -256,6 +319,127 @@ class BitfinexConnector(BaseExchangeConnector):
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"""Handle info message."""
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logger.info(f"Bitfinex info: {data}")
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async def _handle_data_message(self, data: List) -> None:
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"""Handle data message from Bitfinex."""
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try:
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if len(data) < 2:
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return
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channel_id = data[0]
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message_data = data[1]
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if channel_id not in self.channels:
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logger.warning(f"Received data for unknown channel: {channel_id}")
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return
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channel_info = self.channels[channel_id]
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channel_type = channel_info.get('channel')
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symbol = channel_info.get('symbol', '')
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if channel_type == 'book':
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await self._handle_orderbook_data(message_data, symbol)
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elif channel_type == 'trades':
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await self._handle_trades_data(message_data, symbol)
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except Exception as e:
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logger.error(f"Error handling data message: {e}")
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async def _handle_orderbook_data(self, data, symbol: str) -> None:
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"""Handle order book data from Bitfinex."""
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try:
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set_correlation_id()
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if not isinstance(data, list):
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return
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standard_symbol = self._denormalize_symbol(symbol)
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# Handle snapshot vs update
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if len(data) > 0 and isinstance(data[0], list):
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# Snapshot - array of [price, count, amount]
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bids = []
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asks = []
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for level in data:
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if len(level) >= 3:
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price = float(level[0])
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count = int(level[1])
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amount = float(level[2])
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if validate_price(price) and validate_volume(abs(amount)):
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if amount > 0:
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bids.append(PriceLevel(price=price, size=amount))
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else:
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asks.append(PriceLevel(price=price, size=abs(amount)))
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orderbook = OrderBookSnapshot(
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symbol=standard_symbol,
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exchange=self.exchange_name,
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timestamp=datetime.now(timezone.utc),
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bids=bids,
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asks=asks
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)
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self._notify_data_callbacks(orderbook)
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logger.debug(f"Processed order book snapshot for {standard_symbol}")
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except Exception as e:
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logger.error(f"Error handling order book data: {e}")
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async def _handle_trades_data(self, data, symbol: str) -> None:
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"""Handle trades data from Bitfinex."""
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try:
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set_correlation_id()
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if not isinstance(data, list):
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return
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standard_symbol = self._denormalize_symbol(symbol)
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# Handle snapshot vs update
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if len(data) > 0 and isinstance(data[0], list):
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# Snapshot - array of trades
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for trade_data in data:
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await self._process_single_trade(trade_data, standard_symbol)
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elif len(data) >= 4:
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# Single trade update
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await self._process_single_trade(data, standard_symbol)
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except Exception as e:
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logger.error(f"Error handling trades data: {e}")
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async def _process_single_trade(self, trade_data: List, symbol: str) -> None:
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"""Process a single trade from Bitfinex."""
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try:
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if len(trade_data) < 4:
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return
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trade_id = str(trade_data[0])
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timestamp = int(trade_data[1]) / 1000 # Convert to seconds
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amount = float(trade_data[2])
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price = float(trade_data[3])
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if not validate_price(price) or not validate_volume(abs(amount)):
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return
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side = 'buy' if amount > 0 else 'sell'
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trade = TradeEvent(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(timestamp, tz=timezone.utc),
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price=price,
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size=abs(amount),
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side=side,
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trade_id=trade_id
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)
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self._notify_data_callbacks(trade)
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logger.debug(f"Processed trade for {symbol}: {side} {abs(amount)} @ {price}")
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except Exception as e:
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logger.error(f"Error processing single trade: {e}")
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def get_bitfinex_stats(self) -> Dict[str, Any]:
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"""Get Bitfinex-specific statistics."""
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base_stats = self.get_stats()
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