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dark mode. new COB style

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This commit is contained in:
Dobromir Popov
2025-07-22 22:00:27 +03:00
parent 55803c4fb9
commit 8898f71832
4 changed files with 162 additions and 37 deletions
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31
core/multi_exchange_cob_provider.py
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@ -46,12 +46,17 @@ import aiohttp.resolver
logger = logging.getLogger(__name__)
# goal: use top 10 exchanges
# https://www.coingecko.com/en/exchanges
class ExchangeType(Enum):
BINANCE = "binance"
COINBASE = "coinbase"
KRAKEN = "kraken"
HUOBI = "huobi"
BITFINEX = "bitfinex"
BYBIT = "bybit"
BITGET = "bitget"
@dataclass
class ExchangeOrderBookLevel:
@ -288,6 +293,24 @@ class MultiExchangeCOBProvider:
rate_limits={'requests_per_minute': 1000}
)
# Bybit configuration
configs[ExchangeType.BYBIT.value] = ExchangeConfig(
exchange_type=ExchangeType.BYBIT,
weight=0.18,
websocket_url="wss://stream.bybit.com/v5/public/spot",
rest_api_url="https://api.bybit.com",
symbols_mapping={'BTC/USDT': 'BTCUSDT', 'ETH/USDT': 'ETHUSDT'},
rate_limits={'requests_per_minute': 1200}
)
# Bitget configuration
configs[ExchangeType.BITGET.value] = ExchangeConfig(
exchange_type=ExchangeType.BITGET,
weight=0.12,
websocket_url="wss://ws.bitget.com/spot/v1/stream",
rest_api_url="https://api.bitget.com",
symbols_mapping={'BTC/USDT': 'BTCUSDT_SPBL', 'ETH/USDT': 'ETHUSDT_SPBL'},
rate_limits={'requests_per_minute': 1200}
)
return configs
async def start_streaming(self):
@ -459,6 +482,10 @@ class MultiExchangeCOBProvider:
await self._stream_huobi_orderbook(symbol, config)
elif exchange_name == ExchangeType.BITFINEX.value:
await self._stream_bitfinex_orderbook(symbol, config)
elif exchange_name == ExchangeType.BYBIT.value:
await self._stream_bybit_orderbook(symbol, config)
elif exchange_name == ExchangeType.BITGET.value:
await self._stream_bitget_orderbook(symbol, config)
except Exception as e:
logger.error(f"Error streaming {exchange_name} for {symbol}: {e}")
@ -467,7 +494,9 @@ class MultiExchangeCOBProvider:
async def _stream_binance_orderbook(self, symbol: str, config: ExchangeConfig):
"""Stream order book data from Binance"""
try:
ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@depth@1000ms"
# Use partial book depth stream with maximum levels - Binance format
# @depth20@100ms gives us 20 levels at 100ms, but we also have REST API for full depth
ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@depth20@100ms"
logger.info(f"Connecting to Binance WebSocket: {ws_url}")
if websockets is None or websockets_connect is None: