14. finishing connectors
This commit is contained in:
Dobromir Popov
@ -251,23 +251,161 @@ class MEXCConnector(BaseExchangeConnector):
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async def _handle_orderbook_update(self, data: Dict) -> None:
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"""Handle order book update from MEXC."""
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# Implementation would parse MEXC-specific order book update format
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logger.debug("Received MEXC order book update")
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try:
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set_correlation_id()
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symbol_data = data.get('s', '') # Symbol
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if not symbol_data:
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logger.warning("Order book update missing symbol")
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return
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symbol = symbol_data # Already in standard format
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order_data = data.get('d', {})
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# Parse bids and asks
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bids = []
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for bid_data in order_data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in order_data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(data.get('t', 0)) / 1000, tz=timezone.utc),
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bids=bids,
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asks=asks,
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sequence_id=order_data.get('lastUpdateId')
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)
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# Notify callbacks
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self._notify_data_callbacks(orderbook)
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logger.debug(f"Processed order book update for {symbol}")
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except Exception as e:
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logger.error(f"Error handling order book update: {e}")
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async def _handle_orderbook_snapshot(self, data: Dict) -> None:
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"""Handle order book snapshot from MEXC."""
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# Implementation would parse MEXC-specific order book snapshot format
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logger.debug("Received MEXC order book snapshot")
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try:
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set_correlation_id()
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symbol_data = data.get('s', '') # Symbol
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if not symbol_data:
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logger.warning("Order book snapshot missing symbol")
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return
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symbol = symbol_data # Already in standard format
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order_data = data.get('d', {})
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# Parse bids and asks
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bids = []
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for bid_data in order_data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in order_data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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# Create order book snapshot
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orderbook = OrderBookSnapshot(
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symbol=symbol,
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exchange=self.exchange_name,
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timestamp=datetime.fromtimestamp(int(data.get('t', 0)) / 1000, tz=timezone.utc),
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bids=bids,
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asks=asks,
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sequence_id=order_data.get('lastUpdateId')
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)
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# Notify callbacks
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self._notify_data_callbacks(orderbook)
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logger.debug(f"Processed order book snapshot for {symbol}")
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except Exception as e:
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logger.error(f"Error handling order book snapshot: {e}")
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async def _handle_trade_update(self, data: Dict) -> None:
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"""Handle trade update from MEXC."""
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# Implementation would parse MEXC-specific trade format
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logger.debug("Received MEXC trade update")
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try:
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set_correlation_id()
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symbol_data = data.get('s', '') # Symbol
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if not symbol_data:
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logger.warning("Trade update missing symbol")
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return
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symbol = symbol_data # Already in standard format
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trade_data = data.get('d', {})
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# MEXC trade data format
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trades = trade_data.get('deals', [])
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for trade_info in trades:
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price = float(trade_info.get('p', 0))
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quantity = float(trade_info.get('v', 0))
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# Validate data
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if not validate_price(price) or not validate_volume(quantity):
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logger.warning(f"Invalid trade data: price={price}, quantity={quantity}")
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continue
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# Determine side (MEXC uses 'S' field: 1=buy, 2=sell)
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side_code = trade_info.get('S', 0)
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side = 'buy' if side_code == 1 else 'sell'
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# Create trade event
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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(int(trade_info.get('t', 0)) / 1000, tz=timezone.utc),
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price=price,
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size=quantity,
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side=side,
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trade_id=str(trade_info.get('i', ''))
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)
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# Notify callbacks
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self._notify_data_callbacks(trade)
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logger.debug(f"Processed trade for {symbol}: {side} {quantity} @ {price}")
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except Exception as e:
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logger.error(f"Error handling trade update: {e}")
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async def _handle_pong(self, data: Dict) -> None:
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"""Handle pong response from MEXC."""
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logger.debug("Received MEXC pong")
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async def _send_ping(self) -> None:
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"""Send ping to keep connection alive."""
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try:
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ping_msg = {"method": "PING"}
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await self._send_message(ping_msg)
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logger.debug("Sent ping to MEXC")
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except Exception as e:
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logger.error(f"Error sending ping: {e}")
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def get_mexc_stats(self) -> Dict[str, Any]:
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"""Get MEXC-specific statistics."""
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base_stats = self.get_stats()
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