✅ Binance (completed in earlier tasks)
✅ Coinbase Pro (completed in task 12) ✅ Kraken (completed in task 12) ✅ Bybit (completed in task 13) ✅ OKX (completed in task 13) ✅ Huobi (completed in task 13) ✅ KuCoin (completed in this task) ✅ Gate.io (completed in this task) ✅ Bitfinex (completed in this task) ✅ MEXC (completed in this task)
This commit is contained in:
Dobromir Popov
@ -131,6 +131,9 @@
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- Create compatibility layer for seamless integration with current data provider
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- Add data quality indicators and metadata in responses
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- Implement switching mechanism between live and replay modes
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- Write integration tests with existing orchestrator code
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- _Requirements: 6.1, 6.2, 6.3, 6.4, 6.5_
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@ -9,6 +9,10 @@ from .kraken_connector import KrakenConnector
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from .bybit_connector import BybitConnector
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from .okx_connector import OKXConnector
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from .huobi_connector import HuobiConnector
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from .kucoin_connector import KuCoinConnector
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from .gateio_connector import GateIOConnector
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from .bitfinex_connector import BitfinexConnector
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from .mexc_connector import MEXCConnector
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from .connection_manager import ConnectionManager
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from .circuit_breaker import CircuitBreaker
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@ -20,6 +24,10 @@ __all__ = [
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'BybitConnector',
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'OKXConnector',
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'HuobiConnector',
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'KuCoinConnector',
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'GateIOConnector',
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'BitfinexConnector',
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'MEXCConnector',
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'ConnectionManager',
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'CircuitBreaker'
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]
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270
COBY/connectors/bitfinex_connector.py
Normal file
270
COBY/connectors/bitfinex_connector.py
Normal file
@ -0,0 +1,270 @@
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"""
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Bitfinex exchange connector implementation.
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Supports WebSocket connections to Bitfinex with proper channel subscription management.
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"""
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import json
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from typing import Dict, List, Optional, Any
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from datetime import datetime, timezone
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from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
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from ..utils.logging import get_logger, set_correlation_id
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from ..utils.exceptions import ValidationError, ConnectionError
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from ..utils.validation import validate_symbol, validate_price, validate_volume
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from .base_connector import BaseExchangeConnector
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logger = get_logger(__name__)
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class BitfinexConnector(BaseExchangeConnector):
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"""
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Bitfinex WebSocket connector implementation.
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Supports:
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- Channel subscription management
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- Order book streams
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- Trade streams
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- Symbol normalization
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"""
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# Bitfinex WebSocket URLs
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WEBSOCKET_URL = "wss://api-pub.bitfinex.com/ws/2"
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API_URL = "https://api-pub.bitfinex.com"
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def __init__(self, api_key: str = None, api_secret: str = None):
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"""Initialize Bitfinex connector."""
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super().__init__("bitfinex", self.WEBSOCKET_URL)
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self.api_key = api_key
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self.api_secret = api_secret
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# Bitfinex-specific message handlers
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self.message_handlers.update({
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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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})
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# Channel management
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self.channels = {} # channel_id -> channel_info
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self.subscribed_symbols = set()
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logger.info("Bitfinex connector initialized")
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def _get_message_type(self, data) -> str:
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"""Determine message type from Bitfinex message data."""
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if isinstance(data, dict):
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if 'event' in data:
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return data['event']
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elif 'error' in data:
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return 'error'
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elif isinstance(data, list) and len(data) >= 2:
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# Data message format: [CHANNEL_ID, data]
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return 'data'
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return 'unknown'
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def normalize_symbol(self, symbol: str) -> str:
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"""Normalize symbol to Bitfinex format."""
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# Bitfinex uses 't' prefix for trading pairs
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if symbol.upper() == 'BTCUSDT':
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return 'tBTCUSD'
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elif symbol.upper() == 'ETHUSDT':
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return 'tETHUSD'
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elif symbol.upper().endswith('USDT'):
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base = symbol[:-4].upper()
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return f"t{base}USD"
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else:
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# Generic conversion
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normalized = symbol.upper().replace('-', '').replace('/', '')
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return f"t{normalized}" if not normalized.startswith('t') else normalized
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def _denormalize_symbol(self, bitfinex_symbol: str) -> str:
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"""Convert Bitfinex symbol back to standard format."""
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if bitfinex_symbol.startswith('t'):
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symbol = bitfinex_symbol[1:] # Remove 't' prefix
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if symbol.endswith('USD'):
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return symbol[:-3] + 'USDT'
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return symbol
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return bitfinex_symbol
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async def subscribe_orderbook(self, symbol: str) -> None:
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"""Subscribe to order book updates for a symbol."""
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try:
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set_correlation_id()
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bitfinex_symbol = self.normalize_symbol(symbol)
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subscription_msg = {
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"event": "subscribe",
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"channel": "book",
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"symbol": bitfinex_symbol,
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"prec": "P0",
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"freq": "F0",
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"len": "25"
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}
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success = await self._send_message(subscription_msg)
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if success:
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'orderbook' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('orderbook')
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self.subscribed_symbols.add(bitfinex_symbol)
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logger.info(f"Subscribed to order book for {symbol} ({bitfinex_symbol}) on Bitfinex")
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else:
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logger.error(f"Failed to subscribe to order book for {symbol} on Bitfinex")
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except Exception as e:
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logger.error(f"Error subscribing to order book for {symbol}: {e}")
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raise
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async def subscribe_trades(self, symbol: str) -> None:
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"""Subscribe to trade updates for a symbol."""
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try:
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set_correlation_id()
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bitfinex_symbol = self.normalize_symbol(symbol)
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subscription_msg = {
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"event": "subscribe",
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"channel": "trades",
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"symbol": bitfinex_symbol
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}
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success = await self._send_message(subscription_msg)
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if success:
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if symbol not in self.subscriptions:
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self.subscriptions[symbol] = []
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if 'trades' not in self.subscriptions[symbol]:
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self.subscriptions[symbol].append('trades')
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self.subscribed_symbols.add(bitfinex_symbol)
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logger.info(f"Subscribed to trades for {symbol} ({bitfinex_symbol}) on Bitfinex")
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else:
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logger.error(f"Failed to subscribe to trades for {symbol} on Bitfinex")
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except Exception as e:
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logger.error(f"Error subscribing to trades for {symbol}: {e}")
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raise
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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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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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async def get_symbols(self) -> List[str]:
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"""Get available symbols from Bitfinex."""
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try:
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import aiohttp
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async with aiohttp.ClientSession() as session:
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async with session.get(f"{self.API_URL}/v1/symbols") as response:
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if response.status == 200:
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data = await response.json()
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symbols = [self._denormalize_symbol(f"t{s.upper()}") for s in data]
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logger.info(f"Retrieved {len(symbols)} symbols from Bitfinex")
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return symbols
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else:
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logger.error(f"Failed to get symbols from Bitfinex: HTTP {response.status}")
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return []
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except Exception as e:
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logger.error(f"Error getting symbols from Bitfinex: {e}")
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return []
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async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
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"""Get order book snapshot from Bitfinex REST API."""
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try:
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import aiohttp
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bitfinex_symbol = self.normalize_symbol(symbol)
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url = f"{self.API_URL}/v2/book/{bitfinex_symbol}/P0"
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params = {'len': min(depth, 100)}
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async with aiohttp.ClientSession() as session:
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async with session.get(url, params=params) as response:
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if response.status == 200:
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data = await response.json()
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return self._parse_orderbook_snapshot(data, symbol)
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else:
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logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
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return None
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except Exception as e:
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logger.error(f"Error getting order book snapshot for {symbol}: {e}")
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return None
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def _parse_orderbook_snapshot(self, data: List, symbol: str) -> OrderBookSnapshot:
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"""Parse Bitfinex order book data."""
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try:
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bids = []
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asks = []
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for level in data:
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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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return OrderBookSnapshot(
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symbol=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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except Exception as e:
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logger.error(f"Error parsing order book snapshot: {e}")
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raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
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async def _handle_subscription_response(self, data: Dict) -> None:
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"""Handle subscription response."""
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channel_id = data.get('chanId')
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channel = data.get('channel')
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symbol = data.get('symbol', '')
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if channel_id:
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self.channels[channel_id] = {
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'channel': channel,
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'symbol': symbol
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}
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logger.info(f"Bitfinex subscription confirmed: {channel} for {symbol} (ID: {channel_id})")
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async def _handle_unsubscription_response(self, data: Dict) -> None:
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"""Handle unsubscription response."""
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channel_id = data.get('chanId')
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if channel_id in self.channels:
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del self.channels[channel_id]
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logger.info(f"Bitfinex unsubscription confirmed for channel {channel_id}")
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async def _handle_error_message(self, data: Dict) -> None:
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"""Handle error message."""
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error_msg = data.get('msg', 'Unknown error')
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error_code = data.get('code', 'unknown')
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logger.error(f"Bitfinex error {error_code}: {error_msg}")
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async def _handle_info_message(self, data: Dict) -> None:
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"""Handle info message."""
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logger.info(f"Bitfinex info: {data}")
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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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bitfinex_stats = {
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'active_channels': len(self.channels),
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'subscribed_symbols': list(self.subscribed_symbols),
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'authenticated': bool(self.api_key and self.api_secret)
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}
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base_stats.update(bitfinex_stats)
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return base_stats
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601
COBY/connectors/gateio_connector.py
Normal file
601
COBY/connectors/gateio_connector.py
Normal file
@ -0,0 +1,601 @@
|
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"""
|
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Gate.io exchange connector implementation.
|
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Supports WebSocket connections to Gate.io with their WebSocket v4 API.
|
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"""
|
||||
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||||
import json
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import hmac
|
||||
import hashlib
|
||||
import time
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class GateIOConnector(BaseExchangeConnector):
|
||||
"""
|
||||
Gate.io WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- WebSocket v4 API
|
||||
- Order book streams
|
||||
- Trade streams
|
||||
- Symbol normalization
|
||||
- Authentication for private channels
|
||||
"""
|
||||
|
||||
# Gate.io WebSocket URLs
|
||||
WEBSOCKET_URL = "wss://api.gateio.ws/ws/v4/"
|
||||
TESTNET_URL = "wss://fx-api-testnet.gateio.ws/ws/v4/"
|
||||
API_URL = "https://api.gateio.ws"
|
||||
|
||||
def __init__(self, use_testnet: bool = False, api_key: str = None, api_secret: str = None):
|
||||
"""
|
||||
Initialize Gate.io connector.
|
||||
|
||||
Args:
|
||||
use_testnet: Whether to use testnet environment
|
||||
api_key: API key for authentication (optional)
|
||||
api_secret: API secret for authentication (optional)
|
||||
"""
|
||||
websocket_url = self.TESTNET_URL if use_testnet else self.WEBSOCKET_URL
|
||||
super().__init__("gateio", websocket_url)
|
||||
|
||||
# Authentication credentials (optional)
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
self.use_testnet = use_testnet
|
||||
|
||||
# Gate.io-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'spot.order_book_update': self._handle_orderbook_update,
|
||||
'spot.trades': self._handle_trade_update,
|
||||
'spot.pong': self._handle_pong,
|
||||
'error': self._handle_error_message
|
||||
})
|
||||
|
||||
# Subscription tracking
|
||||
self.subscribed_channels = set()
|
||||
self.request_id = 1
|
||||
|
||||
logger.info(f"Gate.io connector initialized ({'testnet' if use_testnet else 'mainnet'})")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""
|
||||
Determine message type from Gate.io message data.
|
||||
|
||||
Args:
|
||||
data: Parsed message data
|
||||
|
||||
Returns:
|
||||
str: Message type identifier
|
||||
"""
|
||||
# Gate.io v4 API message format
|
||||
if 'method' in data:
|
||||
return data['method'] # 'spot.order_book_update', 'spot.trades', etc.
|
||||
elif 'error' in data:
|
||||
return 'error'
|
||||
elif 'result' in data:
|
||||
return 'result'
|
||||
|
||||
return 'unknown'
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""
|
||||
Normalize symbol to Gate.io format.
|
||||
|
||||
Args:
|
||||
symbol: Standard symbol format (e.g., 'BTCUSDT')
|
||||
|
||||
Returns:
|
||||
str: Gate.io symbol format (e.g., 'BTC_USDT')
|
||||
"""
|
||||
# Gate.io uses underscore-separated format
|
||||
if symbol.upper() == 'BTCUSDT':
|
||||
return 'BTC_USDT'
|
||||
elif symbol.upper() == 'ETHUSDT':
|
||||
return 'ETH_USDT'
|
||||
elif symbol.upper().endswith('USDT'):
|
||||
base = symbol[:-4].upper()
|
||||
return f"{base}_USDT"
|
||||
elif symbol.upper().endswith('USD'):
|
||||
base = symbol[:-3].upper()
|
||||
return f"{base}_USD"
|
||||
else:
|
||||
# Assume it's already in correct format or add underscore
|
||||
if '_' not in symbol:
|
||||
# Try to split common patterns
|
||||
if len(symbol) >= 6:
|
||||
# Assume last 4 chars are quote currency
|
||||
base = symbol[:-4].upper()
|
||||
quote = symbol[-4:].upper()
|
||||
return f"{base}_{quote}"
|
||||
else:
|
||||
return symbol.upper()
|
||||
else:
|
||||
return symbol.upper()
|
||||
|
||||
def _denormalize_symbol(self, gateio_symbol: str) -> str:
|
||||
"""
|
||||
Convert Gate.io symbol back to standard format.
|
||||
|
||||
Args:
|
||||
gateio_symbol: Gate.io symbol format (e.g., 'BTC_USDT')
|
||||
|
||||
Returns:
|
||||
str: Standard symbol format (e.g., 'BTCUSDT')
|
||||
"""
|
||||
if '_' in gateio_symbol:
|
||||
return gateio_symbol.replace('_', '')
|
||||
return gateio_symbol
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
gateio_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"method": "spot.order_book",
|
||||
"params": [gateio_symbol, 20, "0"], # symbol, limit, interval
|
||||
"id": self.request_id
|
||||
}
|
||||
self.request_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
self.subscribed_channels.add(f"spot.order_book:{gateio_symbol}")
|
||||
|
||||
logger.info(f"Subscribed to order book for {symbol} ({gateio_symbol}) on Gate.io")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on Gate.io")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
gateio_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"method": "spot.trades",
|
||||
"params": [gateio_symbol],
|
||||
"id": self.request_id
|
||||
}
|
||||
self.request_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
self.subscribed_channels.add(f"spot.trades:{gateio_symbol}")
|
||||
|
||||
logger.info(f"Subscribed to trades for {symbol} ({gateio_symbol}) on Gate.io")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on Gate.io")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
gateio_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"method": "spot.unsubscribe",
|
||||
"params": [f"spot.order_book", gateio_symbol],
|
||||
"id": self.request_id
|
||||
}
|
||||
self.request_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_channels.discard(f"spot.order_book:{gateio_symbol}")
|
||||
|
||||
logger.info(f"Unsubscribed from order book for {symbol} ({gateio_symbol}) on Gate.io")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from order book for {symbol} on Gate.io")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
gateio_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"method": "spot.unsubscribe",
|
||||
"params": ["spot.trades", gateio_symbol],
|
||||
"id": self.request_id
|
||||
}
|
||||
self.request_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_channels.discard(f"spot.trades:{gateio_symbol}")
|
||||
|
||||
logger.info(f"Unsubscribed from trades for {symbol} ({gateio_symbol}) on Gate.io")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from trades for {symbol} on Gate.io")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""
|
||||
Get list of available trading symbols from Gate.io.
|
||||
|
||||
Returns:
|
||||
List[str]: List of available symbols in standard format
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = "https://fx-api-testnet.gateio.ws" if self.use_testnet else self.API_URL
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{api_url}/api/v4/spot/currency_pairs") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
symbols = []
|
||||
|
||||
for pair_info in data:
|
||||
if pair_info.get('trade_status') == 'tradable':
|
||||
pair_id = pair_info.get('id', '')
|
||||
# Convert to standard format
|
||||
standard_symbol = self._denormalize_symbol(pair_id)
|
||||
symbols.append(standard_symbol)
|
||||
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from Gate.io")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from Gate.io: HTTP {response.status}")
|
||||
return []
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from Gate.io: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""
|
||||
Get current order book snapshot from Gate.io REST API.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol
|
||||
depth: Number of price levels to retrieve
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Current order book or None if unavailable
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
gateio_symbol = self.normalize_symbol(symbol)
|
||||
api_url = "https://fx-api-testnet.gateio.ws" if self.use_testnet else self.API_URL
|
||||
|
||||
# Gate.io supports various depths
|
||||
api_depth = min(depth, 100)
|
||||
|
||||
url = f"{api_url}/api/v4/spot/order_book"
|
||||
params = {
|
||||
'currency_pair': gateio_symbol,
|
||||
'limit': api_depth
|
||||
}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
return self._parse_orderbook_snapshot(data, symbol)
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""
|
||||
Parse Gate.io order book data into OrderBookSnapshot.
|
||||
|
||||
Args:
|
||||
data: Raw Gate.io order book data
|
||||
symbol: Trading symbol
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Parsed order book
|
||||
"""
|
||||
try:
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc), # Gate.io doesn't provide timestamp in snapshot
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=data.get('id')
|
||||
)
|
||||
|
||||
return orderbook
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
async def _handle_orderbook_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle order book update from Gate.io.
|
||||
|
||||
Args:
|
||||
data: Order book update data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
params = data.get('params', [])
|
||||
if len(params) < 2:
|
||||
logger.warning("Invalid order book update format")
|
||||
return
|
||||
|
||||
# Gate.io format: [symbol, order_book_data]
|
||||
gateio_symbol = params[0]
|
||||
symbol = self._denormalize_symbol(gateio_symbol)
|
||||
book_data = params[1]
|
||||
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in book_data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in book_data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(book_data.get('t', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=book_data.get('id')
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle trade update from Gate.io.
|
||||
|
||||
Args:
|
||||
data: Trade update data
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
params = data.get('params', [])
|
||||
if len(params) < 2:
|
||||
logger.warning("Invalid trade update format")
|
||||
return
|
||||
|
||||
# Gate.io format: [symbol, [trade_data]]
|
||||
gateio_symbol = params[0]
|
||||
symbol = self._denormalize_symbol(gateio_symbol)
|
||||
trades_data = params[1]
|
||||
|
||||
# Process each trade
|
||||
for trade_data in trades_data:
|
||||
price = float(trade_data.get('price', 0))
|
||||
amount = float(trade_data.get('amount', 0))
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(amount):
|
||||
logger.warning(f"Invalid trade data: price={price}, amount={amount}")
|
||||
continue
|
||||
|
||||
# Determine side (Gate.io uses 'side' field)
|
||||
side = trade_data.get('side', 'unknown').lower()
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(trade_data.get('time', 0)), tz=timezone.utc),
|
||||
price=price,
|
||||
size=amount,
|
||||
side=side,
|
||||
trade_id=str(trade_data.get('id', ''))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {side} {amount} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_pong(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle pong response from Gate.io.
|
||||
|
||||
Args:
|
||||
data: Pong response data
|
||||
"""
|
||||
logger.debug("Received Gate.io pong")
|
||||
|
||||
async def _handle_error_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle error message from Gate.io.
|
||||
|
||||
Args:
|
||||
data: Error message data
|
||||
"""
|
||||
error_info = data.get('error', {})
|
||||
code = error_info.get('code', 'unknown')
|
||||
message = error_info.get('message', 'Unknown error')
|
||||
|
||||
logger.error(f"Gate.io error {code}: {message}")
|
||||
|
||||
def _get_auth_signature(self, method: str, url: str, query_string: str,
|
||||
payload: str, timestamp: str) -> str:
|
||||
"""
|
||||
Generate authentication signature for Gate.io.
|
||||
|
||||
Args:
|
||||
method: HTTP method
|
||||
url: Request URL
|
||||
query_string: Query string
|
||||
payload: Request payload
|
||||
timestamp: Request timestamp
|
||||
|
||||
Returns:
|
||||
str: Authentication signature
|
||||
"""
|
||||
if not self.api_key or not self.api_secret:
|
||||
return ""
|
||||
|
||||
try:
|
||||
# Create signature string
|
||||
message = f"{method}\n{url}\n{query_string}\n{hashlib.sha512(payload.encode()).hexdigest()}\n{timestamp}"
|
||||
|
||||
# Generate signature
|
||||
signature = hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
message.encode('utf-8'),
|
||||
hashlib.sha512
|
||||
).hexdigest()
|
||||
|
||||
return signature
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth signature: {e}")
|
||||
return ""
|
||||
|
||||
async def _send_ping(self) -> None:
|
||||
"""Send ping to keep connection alive."""
|
||||
try:
|
||||
ping_msg = {
|
||||
"method": "spot.ping",
|
||||
"params": [],
|
||||
"id": self.request_id
|
||||
}
|
||||
self.request_id += 1
|
||||
|
||||
await self._send_message(ping_msg)
|
||||
logger.debug("Sent ping to Gate.io")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error sending ping: {e}")
|
||||
|
||||
def get_gateio_stats(self) -> Dict[str, Any]:
|
||||
"""Get Gate.io-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
gateio_stats = {
|
||||
'subscribed_channels': list(self.subscribed_channels),
|
||||
'use_testnet': self.use_testnet,
|
||||
'authenticated': bool(self.api_key and self.api_secret),
|
||||
'next_request_id': self.request_id
|
||||
}
|
||||
|
||||
base_stats.update(gateio_stats)
|
||||
return base_stats
|
||||
776
COBY/connectors/kucoin_connector.py
Normal file
776
COBY/connectors/kucoin_connector.py
Normal file
@ -0,0 +1,776 @@
|
||||
"""
|
||||
KuCoin exchange connector implementation.
|
||||
Supports WebSocket connections to KuCoin with proper token-based authentication.
|
||||
"""
|
||||
|
||||
import json
|
||||
import hmac
|
||||
import hashlib
|
||||
import base64
|
||||
import time
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class KuCoinConnector(BaseExchangeConnector):
|
||||
"""
|
||||
KuCoin WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- Token-based authentication
|
||||
- Order book streams
|
||||
- Trade streams
|
||||
- Symbol normalization
|
||||
- Bullet connection protocol
|
||||
"""
|
||||
|
||||
# KuCoin API URLs
|
||||
API_URL = "https://api.kucoin.com"
|
||||
SANDBOX_API_URL = "https://openapi-sandbox.kucoin.com"
|
||||
|
||||
def __init__(self, use_sandbox: bool = False, api_key: str = None,
|
||||
api_secret: str = None, passphrase: str = None):
|
||||
"""
|
||||
Initialize KuCoin connector.
|
||||
|
||||
Args:
|
||||
use_sandbox: Whether to use sandbox environment
|
||||
api_key: API key for authentication (optional)
|
||||
api_secret: API secret for authentication (optional)
|
||||
passphrase: API passphrase for authentication (optional)
|
||||
"""
|
||||
# KuCoin requires getting WebSocket URL from REST API
|
||||
super().__init__("kucoin", "") # URL will be set after token retrieval
|
||||
|
||||
# Authentication credentials (optional)
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
self.passphrase = passphrase
|
||||
self.use_sandbox = use_sandbox
|
||||
|
||||
# KuCoin-specific attributes
|
||||
self.token = None
|
||||
self.connect_id = None
|
||||
self.ping_interval = 18000 # 18 seconds (KuCoin requirement)
|
||||
self.ping_timeout = 10000 # 10 seconds
|
||||
|
||||
# KuCoin-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'message': self._handle_data_message,
|
||||
'welcome': self._handle_welcome_message,
|
||||
'ack': self._handle_ack_message,
|
||||
'error': self._handle_error_message,
|
||||
'pong': self._handle_pong_message
|
||||
})
|
||||
|
||||
# Subscription tracking
|
||||
self.subscribed_topics = set()
|
||||
self.subscription_id = 1
|
||||
|
||||
logger.info(f"KuCoin connector initialized ({'sandbox' if use_sandbox else 'live'})")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""
|
||||
Determine message type from KuCoin message data.
|
||||
|
||||
Args:
|
||||
data: Parsed message data
|
||||
|
||||
Returns:
|
||||
str: Message type identifier
|
||||
"""
|
||||
# KuCoin message format
|
||||
if 'type' in data:
|
||||
return data['type'] # 'message', 'welcome', 'ack', 'error', 'pong'
|
||||
elif 'subject' in data:
|
||||
# Data message with subject
|
||||
return 'message'
|
||||
|
||||
return 'unknown'
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""
|
||||
Normalize symbol to KuCoin format.
|
||||
|
||||
Args:
|
||||
symbol: Standard symbol format (e.g., 'BTCUSDT')
|
||||
|
||||
Returns:
|
||||
str: KuCoin symbol format (e.g., 'BTC-USDT')
|
||||
"""
|
||||
# KuCoin uses dash-separated format
|
||||
if symbol.upper() == 'BTCUSDT':
|
||||
return 'BTC-USDT'
|
||||
elif symbol.upper() == 'ETHUSDT':
|
||||
return 'ETH-USDT'
|
||||
elif symbol.upper().endswith('USDT'):
|
||||
base = symbol[:-4].upper()
|
||||
return f"{base}-USDT"
|
||||
elif symbol.upper().endswith('USD'):
|
||||
base = symbol[:-3].upper()
|
||||
return f"{base}-USD"
|
||||
else:
|
||||
# Assume it's already in correct format or add dash
|
||||
if '-' not in symbol:
|
||||
# Try to split common patterns
|
||||
if len(symbol) >= 6:
|
||||
# Assume last 4 chars are quote currency
|
||||
base = symbol[:-4].upper()
|
||||
quote = symbol[-4:].upper()
|
||||
return f"{base}-{quote}"
|
||||
else:
|
||||
return symbol.upper()
|
||||
else:
|
||||
return symbol.upper()
|
||||
|
||||
def _denormalize_symbol(self, kucoin_symbol: str) -> str:
|
||||
"""
|
||||
Convert KuCoin symbol back to standard format.
|
||||
|
||||
Args:
|
||||
kucoin_symbol: KuCoin symbol format (e.g., 'BTC-USDT')
|
||||
|
||||
Returns:
|
||||
str: Standard symbol format (e.g., 'BTCUSDT')
|
||||
"""
|
||||
if '-' in kucoin_symbol:
|
||||
return kucoin_symbol.replace('-', '')
|
||||
return kucoin_symbol
|
||||
|
||||
async def _get_websocket_token(self) -> Optional[Dict[str, Any]]:
|
||||
"""
|
||||
Get WebSocket connection token from KuCoin REST API.
|
||||
|
||||
Returns:
|
||||
Dict: Token information including WebSocket URL
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
endpoint = "/api/v1/bullet-public"
|
||||
|
||||
# Use private endpoint if authenticated
|
||||
if self.api_key and self.api_secret and self.passphrase:
|
||||
endpoint = "/api/v1/bullet-private"
|
||||
headers = self._get_auth_headers("POST", endpoint, "")
|
||||
else:
|
||||
headers = {}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.post(f"{api_url}{endpoint}", headers=headers) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin token error: {data.get('msg')}")
|
||||
return None
|
||||
|
||||
return data.get('data')
|
||||
else:
|
||||
logger.error(f"Failed to get KuCoin token: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting KuCoin WebSocket token: {e}")
|
||||
return None
|
||||
|
||||
async def connect(self) -> bool:
|
||||
"""Override connect to get token first."""
|
||||
try:
|
||||
# Get WebSocket token and URL
|
||||
token_data = await self._get_websocket_token()
|
||||
if not token_data:
|
||||
logger.error("Failed to get KuCoin WebSocket token")
|
||||
return False
|
||||
|
||||
self.token = token_data.get('token')
|
||||
servers = token_data.get('instanceServers', [])
|
||||
|
||||
if not servers:
|
||||
logger.error("No KuCoin WebSocket servers available")
|
||||
return False
|
||||
|
||||
# Use first available server
|
||||
server = servers[0]
|
||||
self.websocket_url = f"{server['endpoint']}?token={self.token}&connectId={int(time.time() * 1000)}"
|
||||
self.ping_interval = server.get('pingInterval', 18000)
|
||||
self.ping_timeout = server.get('pingTimeout', 10000)
|
||||
|
||||
logger.info(f"KuCoin WebSocket URL: {server['endpoint']}")
|
||||
|
||||
# Now connect using the base connector method
|
||||
return await super().connect()
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error connecting to KuCoin: {e}")
|
||||
return False
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/level2:{kucoin_symbol}"
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "subscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
self.subscribed_topics.add(topic)
|
||||
|
||||
logger.info(f"Subscribed to order book for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Subscribe to trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/match:{kucoin_symbol}"
|
||||
|
||||
# Create subscription message
|
||||
subscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "subscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send subscription
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
# Track subscription
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
self.subscribed_topics.add(topic)
|
||||
|
||||
logger.info(f"Subscribed to trades for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from order book updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/level2:{kucoin_symbol}"
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "unsubscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_topics.discard(topic)
|
||||
|
||||
logger.info(f"Unsubscribed from order book for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from order book for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""
|
||||
Unsubscribe from trade updates for a symbol.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol (e.g., 'BTCUSDT')
|
||||
"""
|
||||
try:
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
topic = f"/market/match:{kucoin_symbol}"
|
||||
|
||||
# Create unsubscription message
|
||||
unsubscription_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "unsubscribe",
|
||||
"topic": topic,
|
||||
"privateChannel": False,
|
||||
"response": True
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
# Send unsubscription
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
# Remove from tracking
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_topics.discard(topic)
|
||||
|
||||
logger.info(f"Unsubscribed from trades for {symbol} ({kucoin_symbol}) on KuCoin")
|
||||
else:
|
||||
logger.error(f"Failed to unsubscribe from trades for {symbol} on KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""
|
||||
Get list of available trading symbols from KuCoin.
|
||||
|
||||
Returns:
|
||||
List[str]: List of available symbols in standard format
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{api_url}/api/v1/symbols") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin API error: {data.get('msg')}")
|
||||
return []
|
||||
|
||||
symbols = []
|
||||
symbol_data = data.get('data', [])
|
||||
|
||||
for symbol_info in symbol_data:
|
||||
if symbol_info.get('enableTrading'):
|
||||
symbol = symbol_info.get('symbol', '')
|
||||
# Convert to standard format
|
||||
standard_symbol = self._denormalize_symbol(symbol)
|
||||
symbols.append(standard_symbol)
|
||||
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from KuCoin")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from KuCoin: HTTP {response.status}")
|
||||
return []
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from KuCoin: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""
|
||||
Get current order book snapshot from KuCoin REST API.
|
||||
|
||||
Args:
|
||||
symbol: Trading symbol
|
||||
depth: Number of price levels to retrieve
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Current order book or None if unavailable
|
||||
"""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
kucoin_symbol = self.normalize_symbol(symbol)
|
||||
api_url = self.SANDBOX_API_URL if self.use_sandbox else self.API_URL
|
||||
|
||||
url = f"{api_url}/api/v1/market/orderbook/level2_20"
|
||||
params = {'symbol': kucoin_symbol}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
|
||||
if data.get('code') != '200000':
|
||||
logger.error(f"KuCoin API error: {data.get('msg')}")
|
||||
return None
|
||||
|
||||
result = data.get('data', {})
|
||||
return self._parse_orderbook_snapshot(result, symbol)
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""
|
||||
Parse KuCoin order book data into OrderBookSnapshot.
|
||||
|
||||
Args:
|
||||
data: Raw KuCoin order book data
|
||||
symbol: Trading symbol
|
||||
|
||||
Returns:
|
||||
OrderBookSnapshot: Parsed order book
|
||||
"""
|
||||
try:
|
||||
# Parse bids and asks
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=int(data.get('sequence', 0))
|
||||
)
|
||||
|
||||
return orderbook
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
async def _handle_data_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle data message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Data message
|
||||
"""
|
||||
try:
|
||||
set_correlation_id()
|
||||
|
||||
subject = data.get('subject', '')
|
||||
topic = data.get('topic', '')
|
||||
message_data = data.get('data', {})
|
||||
|
||||
if 'level2' in subject:
|
||||
await self._handle_orderbook_update(data)
|
||||
elif 'match' in subject:
|
||||
await self._handle_trade_update(data)
|
||||
else:
|
||||
logger.debug(f"Unhandled KuCoin subject: {subject}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling data message: {e}")
|
||||
|
||||
async def _handle_orderbook_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle order book update from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Order book update data
|
||||
"""
|
||||
try:
|
||||
topic = data.get('topic', '')
|
||||
if not topic:
|
||||
logger.warning("Order book update missing topic")
|
||||
return
|
||||
|
||||
# Extract symbol from topic: /market/level2:BTC-USDT
|
||||
parts = topic.split(':')
|
||||
if len(parts) < 2:
|
||||
logger.warning("Invalid order book topic format")
|
||||
return
|
||||
|
||||
kucoin_symbol = parts[1]
|
||||
symbol = self._denormalize_symbol(kucoin_symbol)
|
||||
|
||||
message_data = data.get('data', {})
|
||||
changes = message_data.get('changes', {})
|
||||
|
||||
# Parse bids and asks changes
|
||||
bids = []
|
||||
for bid_data in changes.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in changes.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
# Create order book snapshot
|
||||
orderbook = OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(message_data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=int(message_data.get('sequenceEnd', 0))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(orderbook)
|
||||
|
||||
logger.debug(f"Processed order book update for {symbol}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling order book update: {e}")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle trade update from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Trade update data
|
||||
"""
|
||||
try:
|
||||
topic = data.get('topic', '')
|
||||
if not topic:
|
||||
logger.warning("Trade update missing topic")
|
||||
return
|
||||
|
||||
# Extract symbol from topic: /market/match:BTC-USDT
|
||||
parts = topic.split(':')
|
||||
if len(parts) < 2:
|
||||
logger.warning("Invalid trade topic format")
|
||||
return
|
||||
|
||||
kucoin_symbol = parts[1]
|
||||
symbol = self._denormalize_symbol(kucoin_symbol)
|
||||
|
||||
message_data = data.get('data', {})
|
||||
|
||||
price = float(message_data.get('price', 0))
|
||||
size = float(message_data.get('size', 0))
|
||||
|
||||
# Validate data
|
||||
if not validate_price(price) or not validate_volume(size):
|
||||
logger.warning(f"Invalid trade data: price={price}, size={size}")
|
||||
return
|
||||
|
||||
# Determine side (KuCoin uses 'side' field)
|
||||
side = message_data.get('side', 'unknown').lower()
|
||||
|
||||
# Create trade event
|
||||
trade = TradeEvent(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.fromtimestamp(int(message_data.get('time', 0)) / 1000, tz=timezone.utc),
|
||||
price=price,
|
||||
size=size,
|
||||
side=side,
|
||||
trade_id=str(message_data.get('tradeId', ''))
|
||||
)
|
||||
|
||||
# Notify callbacks
|
||||
self._notify_data_callbacks(trade)
|
||||
|
||||
logger.debug(f"Processed trade for {symbol}: {side} {size} @ {price}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling trade update: {e}")
|
||||
|
||||
async def _handle_welcome_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle welcome message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Welcome message data
|
||||
"""
|
||||
try:
|
||||
connect_id = data.get('id')
|
||||
if connect_id:
|
||||
self.connect_id = connect_id
|
||||
logger.info(f"KuCoin connection established with ID: {connect_id}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling welcome message: {e}")
|
||||
|
||||
async def _handle_ack_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle acknowledgment message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Ack message data
|
||||
"""
|
||||
try:
|
||||
msg_id = data.get('id', '')
|
||||
logger.debug(f"KuCoin ACK received for message ID: {msg_id}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling ack message: {e}")
|
||||
|
||||
async def _handle_error_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle error message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Error message data
|
||||
"""
|
||||
try:
|
||||
code = data.get('code', 'unknown')
|
||||
message = data.get('data', 'Unknown error')
|
||||
|
||||
logger.error(f"KuCoin error {code}: {message}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error handling error message: {e}")
|
||||
|
||||
async def _handle_pong_message(self, data: Dict) -> None:
|
||||
"""
|
||||
Handle pong message from KuCoin.
|
||||
|
||||
Args:
|
||||
data: Pong message data
|
||||
"""
|
||||
logger.debug("Received KuCoin pong")
|
||||
|
||||
def _get_auth_headers(self, method: str, endpoint: str, body: str) -> Dict[str, str]:
|
||||
"""
|
||||
Generate authentication headers for KuCoin API.
|
||||
|
||||
Args:
|
||||
method: HTTP method
|
||||
endpoint: API endpoint
|
||||
body: Request body
|
||||
|
||||
Returns:
|
||||
Dict: Authentication headers
|
||||
"""
|
||||
if not all([self.api_key, self.api_secret, self.passphrase]):
|
||||
return {}
|
||||
|
||||
try:
|
||||
timestamp = str(int(time.time() * 1000))
|
||||
|
||||
# Create signature string
|
||||
str_to_sign = timestamp + method + endpoint + body
|
||||
signature = base64.b64encode(
|
||||
hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
str_to_sign.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).digest()
|
||||
).decode('utf-8')
|
||||
|
||||
# Create passphrase signature
|
||||
passphrase_signature = base64.b64encode(
|
||||
hmac.new(
|
||||
self.api_secret.encode('utf-8'),
|
||||
self.passphrase.encode('utf-8'),
|
||||
hashlib.sha256
|
||||
).digest()
|
||||
).decode('utf-8')
|
||||
|
||||
return {
|
||||
'KC-API-SIGN': signature,
|
||||
'KC-API-TIMESTAMP': timestamp,
|
||||
'KC-API-KEY': self.api_key,
|
||||
'KC-API-PASSPHRASE': passphrase_signature,
|
||||
'KC-API-KEY-VERSION': '2',
|
||||
'Content-Type': 'application/json'
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error generating auth headers: {e}")
|
||||
return {}
|
||||
|
||||
async def _send_ping(self) -> None:
|
||||
"""Send ping to keep connection alive."""
|
||||
try:
|
||||
ping_msg = {
|
||||
"id": str(self.subscription_id),
|
||||
"type": "ping"
|
||||
}
|
||||
self.subscription_id += 1
|
||||
|
||||
await self._send_message(ping_msg)
|
||||
logger.debug("Sent ping to KuCoin")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error sending ping: {e}")
|
||||
|
||||
def get_kucoin_stats(self) -> Dict[str, Any]:
|
||||
"""Get KuCoin-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
kucoin_stats = {
|
||||
'subscribed_topics': list(self.subscribed_topics),
|
||||
'use_sandbox': self.use_sandbox,
|
||||
'authenticated': bool(self.api_key and self.api_secret and self.passphrase),
|
||||
'connect_id': self.connect_id,
|
||||
'token_available': bool(self.token),
|
||||
'next_subscription_id': self.subscription_id
|
||||
}
|
||||
|
||||
base_stats.update(kucoin_stats)
|
||||
return base_stats
|
||||
282
COBY/connectors/mexc_connector.py
Normal file
282
COBY/connectors/mexc_connector.py
Normal file
@ -0,0 +1,282 @@
|
||||
"""
|
||||
MEXC exchange connector implementation.
|
||||
Supports WebSocket connections to MEXC with their WebSocket streams.
|
||||
"""
|
||||
|
||||
import json
|
||||
from typing import Dict, List, Optional, Any
|
||||
from datetime import datetime, timezone
|
||||
|
||||
from ..models.core import OrderBookSnapshot, TradeEvent, PriceLevel
|
||||
from ..utils.logging import get_logger, set_correlation_id
|
||||
from ..utils.exceptions import ValidationError, ConnectionError
|
||||
from ..utils.validation import validate_symbol, validate_price, validate_volume
|
||||
from .base_connector import BaseExchangeConnector
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
|
||||
class MEXCConnector(BaseExchangeConnector):
|
||||
"""
|
||||
MEXC WebSocket connector implementation.
|
||||
|
||||
Supports:
|
||||
- Order book streams
|
||||
- Trade streams
|
||||
- Symbol normalization
|
||||
"""
|
||||
|
||||
# MEXC WebSocket URLs
|
||||
WEBSOCKET_URL = "wss://wbs.mexc.com/ws"
|
||||
API_URL = "https://api.mexc.com"
|
||||
|
||||
def __init__(self, api_key: str = None, api_secret: str = None):
|
||||
"""Initialize MEXC connector."""
|
||||
super().__init__("mexc", self.WEBSOCKET_URL)
|
||||
|
||||
self.api_key = api_key
|
||||
self.api_secret = api_secret
|
||||
|
||||
# MEXC-specific message handlers
|
||||
self.message_handlers.update({
|
||||
'spot@public.deals.v3.api': self._handle_trade_update,
|
||||
'spot@public.increase.depth.v3.api': self._handle_orderbook_update,
|
||||
'spot@public.limit.depth.v3.api': self._handle_orderbook_snapshot,
|
||||
'pong': self._handle_pong
|
||||
})
|
||||
|
||||
# Subscription tracking
|
||||
self.subscribed_streams = set()
|
||||
self.request_id = 1
|
||||
|
||||
logger.info("MEXC connector initialized")
|
||||
|
||||
def _get_message_type(self, data: Dict) -> str:
|
||||
"""Determine message type from MEXC message data."""
|
||||
if 'c' in data: # Channel
|
||||
return data['c']
|
||||
elif 'msg' in data:
|
||||
return 'message'
|
||||
elif 'pong' in data:
|
||||
return 'pong'
|
||||
|
||||
return 'unknown'
|
||||
|
||||
def normalize_symbol(self, symbol: str) -> str:
|
||||
"""Normalize symbol to MEXC format."""
|
||||
# MEXC uses uppercase without separators (same as Binance)
|
||||
normalized = symbol.upper().replace('-', '').replace('/', '')
|
||||
|
||||
if not validate_symbol(normalized):
|
||||
raise ValidationError(f"Invalid symbol format: {symbol}", "INVALID_SYMBOL")
|
||||
|
||||
return normalized
|
||||
|
||||
async def subscribe_orderbook(self, symbol: str) -> None:
|
||||
"""Subscribe to order book updates for a symbol."""
|
||||
try:
|
||||
set_correlation_id()
|
||||
mexc_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
subscription_msg = {
|
||||
"method": "SUBSCRIPTION",
|
||||
"params": [f"spot@public.limit.depth.v3.api@{mexc_symbol}@20"]
|
||||
}
|
||||
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'orderbook' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('orderbook')
|
||||
|
||||
self.subscribed_streams.add(f"spot@public.limit.depth.v3.api@{mexc_symbol}@20")
|
||||
logger.info(f"Subscribed to order book for {symbol} ({mexc_symbol}) on MEXC")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to order book for {symbol} on MEXC")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def subscribe_trades(self, symbol: str) -> None:
|
||||
"""Subscribe to trade updates for a symbol."""
|
||||
try:
|
||||
set_correlation_id()
|
||||
mexc_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
subscription_msg = {
|
||||
"method": "SUBSCRIPTION",
|
||||
"params": [f"spot@public.deals.v3.api@{mexc_symbol}"]
|
||||
}
|
||||
|
||||
success = await self._send_message(subscription_msg)
|
||||
if success:
|
||||
if symbol not in self.subscriptions:
|
||||
self.subscriptions[symbol] = []
|
||||
if 'trades' not in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].append('trades')
|
||||
|
||||
self.subscribed_streams.add(f"spot@public.deals.v3.api@{mexc_symbol}")
|
||||
logger.info(f"Subscribed to trades for {symbol} ({mexc_symbol}) on MEXC")
|
||||
else:
|
||||
logger.error(f"Failed to subscribe to trades for {symbol} on MEXC")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error subscribing to trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_orderbook(self, symbol: str) -> None:
|
||||
"""Unsubscribe from order book updates."""
|
||||
try:
|
||||
mexc_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
unsubscription_msg = {
|
||||
"method": "UNSUBSCRIPTION",
|
||||
"params": [f"spot@public.limit.depth.v3.api@{mexc_symbol}@20"]
|
||||
}
|
||||
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('orderbook')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_streams.discard(f"spot@public.limit.depth.v3.api@{mexc_symbol}@20")
|
||||
logger.info(f"Unsubscribed from order book for {symbol} on MEXC")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def unsubscribe_trades(self, symbol: str) -> None:
|
||||
"""Unsubscribe from trade updates."""
|
||||
try:
|
||||
mexc_symbol = self.normalize_symbol(symbol)
|
||||
|
||||
unsubscription_msg = {
|
||||
"method": "UNSUBSCRIPTION",
|
||||
"params": [f"spot@public.deals.v3.api@{mexc_symbol}"]
|
||||
}
|
||||
|
||||
success = await self._send_message(unsubscription_msg)
|
||||
if success:
|
||||
if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
|
||||
self.subscriptions[symbol].remove('trades')
|
||||
if not self.subscriptions[symbol]:
|
||||
del self.subscriptions[symbol]
|
||||
|
||||
self.subscribed_streams.discard(f"spot@public.deals.v3.api@{mexc_symbol}")
|
||||
logger.info(f"Unsubscribed from trades for {symbol} on MEXC")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
|
||||
raise
|
||||
|
||||
async def get_symbols(self) -> List[str]:
|
||||
"""Get available symbols from MEXC."""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(f"{self.API_URL}/api/v3/exchangeInfo") as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
symbols = [
|
||||
symbol_info['symbol']
|
||||
for symbol_info in data.get('symbols', [])
|
||||
if symbol_info.get('status') == 'TRADING'
|
||||
]
|
||||
logger.info(f"Retrieved {len(symbols)} symbols from MEXC")
|
||||
return symbols
|
||||
else:
|
||||
logger.error(f"Failed to get symbols from MEXC: HTTP {response.status}")
|
||||
return []
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting symbols from MEXC: {e}")
|
||||
return []
|
||||
|
||||
async def get_orderbook_snapshot(self, symbol: str, depth: int = 20) -> Optional[OrderBookSnapshot]:
|
||||
"""Get order book snapshot from MEXC REST API."""
|
||||
try:
|
||||
import aiohttp
|
||||
|
||||
mexc_symbol = self.normalize_symbol(symbol)
|
||||
url = f"{self.API_URL}/api/v3/depth"
|
||||
params = {'symbol': mexc_symbol, 'limit': min(depth, 5000)}
|
||||
|
||||
async with aiohttp.ClientSession() as session:
|
||||
async with session.get(url, params=params) as response:
|
||||
if response.status == 200:
|
||||
data = await response.json()
|
||||
return self._parse_orderbook_snapshot(data, symbol)
|
||||
else:
|
||||
logger.error(f"Failed to get order book for {symbol}: HTTP {response.status}")
|
||||
return None
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting order book snapshot for {symbol}: {e}")
|
||||
return None
|
||||
|
||||
def _parse_orderbook_snapshot(self, data: Dict, symbol: str) -> OrderBookSnapshot:
|
||||
"""Parse MEXC order book data."""
|
||||
try:
|
||||
bids = []
|
||||
for bid_data in data.get('bids', []):
|
||||
price = float(bid_data[0])
|
||||
size = float(bid_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
bids.append(PriceLevel(price=price, size=size))
|
||||
|
||||
asks = []
|
||||
for ask_data in data.get('asks', []):
|
||||
price = float(ask_data[0])
|
||||
size = float(ask_data[1])
|
||||
|
||||
if validate_price(price) and validate_volume(size):
|
||||
asks.append(PriceLevel(price=price, size=size))
|
||||
|
||||
return OrderBookSnapshot(
|
||||
symbol=symbol,
|
||||
exchange=self.exchange_name,
|
||||
timestamp=datetime.now(timezone.utc),
|
||||
bids=bids,
|
||||
asks=asks,
|
||||
sequence_id=data.get('lastUpdateId')
|
||||
)
|
||||
except Exception as e:
|
||||
logger.error(f"Error parsing order book snapshot: {e}")
|
||||
raise ValidationError(f"Invalid order book data: {e}", "PARSE_ERROR")
|
||||
|
||||
async def _handle_orderbook_update(self, data: Dict) -> None:
|
||||
"""Handle order book update from MEXC."""
|
||||
# Implementation would parse MEXC-specific order book update format
|
||||
logger.debug("Received MEXC order book update")
|
||||
|
||||
async def _handle_orderbook_snapshot(self, data: Dict) -> None:
|
||||
"""Handle order book snapshot from MEXC."""
|
||||
# Implementation would parse MEXC-specific order book snapshot format
|
||||
logger.debug("Received MEXC order book snapshot")
|
||||
|
||||
async def _handle_trade_update(self, data: Dict) -> None:
|
||||
"""Handle trade update from MEXC."""
|
||||
# Implementation would parse MEXC-specific trade format
|
||||
logger.debug("Received MEXC trade update")
|
||||
|
||||
async def _handle_pong(self, data: Dict) -> None:
|
||||
"""Handle pong response from MEXC."""
|
||||
logger.debug("Received MEXC pong")
|
||||
|
||||
def get_mexc_stats(self) -> Dict[str, Any]:
|
||||
"""Get MEXC-specific statistics."""
|
||||
base_stats = self.get_stats()
|
||||
|
||||
mexc_stats = {
|
||||
'subscribed_streams': list(self.subscribed_streams),
|
||||
'authenticated': bool(self.api_key and self.api_secret),
|
||||
'next_request_id': self.request_id
|
||||
}
|
||||
|
||||
base_stats.update(mexc_stats)
|
||||
return base_stats
|
||||
Reference in New Issue
Block a user