420 lines
16 KiB
Python
420 lines
16 KiB
Python
"""
|
|
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."""
|
|
try:
|
|
set_correlation_id()
|
|
|
|
symbol_data = data.get('s', '') # Symbol
|
|
if not symbol_data:
|
|
logger.warning("Order book update missing symbol")
|
|
return
|
|
|
|
symbol = symbol_data # Already in standard format
|
|
order_data = data.get('d', {})
|
|
|
|
# Parse bids and asks
|
|
bids = []
|
|
for bid_data in order_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 order_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('t', 0)) / 1000, tz=timezone.utc),
|
|
bids=bids,
|
|
asks=asks,
|
|
sequence_id=order_data.get('lastUpdateId')
|
|
)
|
|
|
|
# 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_orderbook_snapshot(self, data: Dict) -> None:
|
|
"""Handle order book snapshot from MEXC."""
|
|
try:
|
|
set_correlation_id()
|
|
|
|
symbol_data = data.get('s', '') # Symbol
|
|
if not symbol_data:
|
|
logger.warning("Order book snapshot missing symbol")
|
|
return
|
|
|
|
symbol = symbol_data # Already in standard format
|
|
order_data = data.get('d', {})
|
|
|
|
# Parse bids and asks
|
|
bids = []
|
|
for bid_data in order_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 order_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('t', 0)) / 1000, tz=timezone.utc),
|
|
bids=bids,
|
|
asks=asks,
|
|
sequence_id=order_data.get('lastUpdateId')
|
|
)
|
|
|
|
# Notify callbacks
|
|
self._notify_data_callbacks(orderbook)
|
|
|
|
logger.debug(f"Processed order book snapshot for {symbol}")
|
|
|
|
except Exception as e:
|
|
logger.error(f"Error handling order book snapshot: {e}")
|
|
|
|
async def _handle_trade_update(self, data: Dict) -> None:
|
|
"""Handle trade update from MEXC."""
|
|
try:
|
|
set_correlation_id()
|
|
|
|
symbol_data = data.get('s', '') # Symbol
|
|
if not symbol_data:
|
|
logger.warning("Trade update missing symbol")
|
|
return
|
|
|
|
symbol = symbol_data # Already in standard format
|
|
trade_data = data.get('d', {})
|
|
|
|
# MEXC trade data format
|
|
trades = trade_data.get('deals', [])
|
|
|
|
for trade_info in trades:
|
|
price = float(trade_info.get('p', 0))
|
|
quantity = float(trade_info.get('v', 0))
|
|
|
|
# Validate data
|
|
if not validate_price(price) or not validate_volume(quantity):
|
|
logger.warning(f"Invalid trade data: price={price}, quantity={quantity}")
|
|
continue
|
|
|
|
# Determine side (MEXC uses 'S' field: 1=buy, 2=sell)
|
|
side_code = trade_info.get('S', 0)
|
|
side = 'buy' if side_code == 1 else 'sell'
|
|
|
|
# Create trade event
|
|
trade = TradeEvent(
|
|
symbol=symbol,
|
|
exchange=self.exchange_name,
|
|
timestamp=datetime.fromtimestamp(int(trade_info.get('t', 0)) / 1000, tz=timezone.utc),
|
|
price=price,
|
|
size=quantity,
|
|
side=side,
|
|
trade_id=str(trade_info.get('i', ''))
|
|
)
|
|
|
|
# Notify callbacks
|
|
self._notify_data_callbacks(trade)
|
|
|
|
logger.debug(f"Processed trade for {symbol}: {side} {quantity} @ {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 MEXC."""
|
|
logger.debug("Received MEXC pong")
|
|
|
|
async def _send_ping(self) -> None:
|
|
"""Send ping to keep connection alive."""
|
|
try:
|
|
ping_msg = {"method": "PING"}
|
|
await self._send_message(ping_msg)
|
|
logger.debug("Sent ping to MEXC")
|
|
except Exception as e:
|
|
logger.error(f"Error sending ping: {e}")
|
|
|
|
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 |