3c7d13416f
✅ 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)
282 lines
11 KiB
Python
282 lines
11 KiB
Python
"""
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MEXC exchange connector implementation.
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Supports WebSocket connections to MEXC with their WebSocket streams.
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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 MEXCConnector(BaseExchangeConnector):
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"""
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MEXC WebSocket connector implementation.
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Supports:
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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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# MEXC WebSocket URLs
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WEBSOCKET_URL = "wss://wbs.mexc.com/ws"
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API_URL = "https://api.mexc.com"
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def __init__(self, api_key: str = None, api_secret: str = None):
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"""Initialize MEXC connector."""
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super().__init__("mexc", 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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# MEXC-specific message handlers
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self.message_handlers.update({
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'spot@public.deals.v3.api': self._handle_trade_update,
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'spot@public.increase.depth.v3.api': self._handle_orderbook_update,
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'spot@public.limit.depth.v3.api': self._handle_orderbook_snapshot,
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'pong': self._handle_pong
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})
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# Subscription tracking
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self.subscribed_streams = set()
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self.request_id = 1
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logger.info("MEXC connector initialized")
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def _get_message_type(self, data: Dict) -> str:
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"""Determine message type from MEXC message data."""
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if 'c' in data: # Channel
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return data['c']
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elif 'msg' in data:
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return 'message'
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elif 'pong' in data:
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return 'pong'
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return 'unknown'
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def normalize_symbol(self, symbol: str) -> str:
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"""Normalize symbol to MEXC format."""
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# MEXC uses uppercase without separators (same as Binance)
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normalized = symbol.upper().replace('-', '').replace('/', '')
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if not validate_symbol(normalized):
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raise ValidationError(f"Invalid symbol format: {symbol}", "INVALID_SYMBOL")
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return normalized
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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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mexc_symbol = self.normalize_symbol(symbol)
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subscription_msg = {
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"method": "SUBSCRIPTION",
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"params": [f"spot@public.limit.depth.v3.api@{mexc_symbol}@20"]
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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_streams.add(f"spot@public.limit.depth.v3.api@{mexc_symbol}@20")
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logger.info(f"Subscribed to order book for {symbol} ({mexc_symbol}) on MEXC")
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else:
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logger.error(f"Failed to subscribe to order book for {symbol} on MEXC")
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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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mexc_symbol = self.normalize_symbol(symbol)
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subscription_msg = {
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"method": "SUBSCRIPTION",
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"params": [f"spot@public.deals.v3.api@{mexc_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_streams.add(f"spot@public.deals.v3.api@{mexc_symbol}")
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logger.info(f"Subscribed to trades for {symbol} ({mexc_symbol}) on MEXC")
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else:
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logger.error(f"Failed to subscribe to trades for {symbol} on MEXC")
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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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try:
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mexc_symbol = self.normalize_symbol(symbol)
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unsubscription_msg = {
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"method": "UNSUBSCRIPTION",
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"params": [f"spot@public.limit.depth.v3.api@{mexc_symbol}@20"]
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}
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success = await self._send_message(unsubscription_msg)
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if success:
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if symbol in self.subscriptions and 'orderbook' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('orderbook')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_streams.discard(f"spot@public.limit.depth.v3.api@{mexc_symbol}@20")
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logger.info(f"Unsubscribed from order book for {symbol} on MEXC")
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except Exception as e:
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logger.error(f"Error unsubscribing from order book for {symbol}: {e}")
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raise
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async def unsubscribe_trades(self, symbol: str) -> None:
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"""Unsubscribe from trade updates."""
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try:
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mexc_symbol = self.normalize_symbol(symbol)
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unsubscription_msg = {
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"method": "UNSUBSCRIPTION",
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"params": [f"spot@public.deals.v3.api@{mexc_symbol}"]
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}
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success = await self._send_message(unsubscription_msg)
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if success:
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if symbol in self.subscriptions and 'trades' in self.subscriptions[symbol]:
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self.subscriptions[symbol].remove('trades')
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if not self.subscriptions[symbol]:
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del self.subscriptions[symbol]
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self.subscribed_streams.discard(f"spot@public.deals.v3.api@{mexc_symbol}")
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logger.info(f"Unsubscribed from trades for {symbol} on MEXC")
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except Exception as e:
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logger.error(f"Error unsubscribing from trades for {symbol}: {e}")
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raise
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async def get_symbols(self) -> List[str]:
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"""Get available symbols from MEXC."""
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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}/api/v3/exchangeInfo") as response:
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if response.status == 200:
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data = await response.json()
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symbols = [
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symbol_info['symbol']
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for symbol_info in data.get('symbols', [])
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if symbol_info.get('status') == 'TRADING'
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]
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logger.info(f"Retrieved {len(symbols)} symbols from MEXC")
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return symbols
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else:
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logger.error(f"Failed to get symbols from MEXC: 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 MEXC: {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 MEXC REST API."""
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try:
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import aiohttp
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mexc_symbol = self.normalize_symbol(symbol)
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url = f"{self.API_URL}/api/v3/depth"
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params = {'symbol': mexc_symbol, 'limit': min(depth, 5000)}
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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: Dict, symbol: str) -> OrderBookSnapshot:
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"""Parse MEXC order book data."""
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try:
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bids = []
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for bid_data in data.get('bids', []):
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price = float(bid_data[0])
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size = float(bid_data[1])
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if validate_price(price) and validate_volume(size):
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bids.append(PriceLevel(price=price, size=size))
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asks = []
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for ask_data in data.get('asks', []):
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price = float(ask_data[0])
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size = float(ask_data[1])
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if validate_price(price) and validate_volume(size):
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asks.append(PriceLevel(price=price, size=size))
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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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sequence_id=data.get('lastUpdateId')
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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_orderbook_update(self, data: Dict) -> None:
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"""Handle order book update from MEXC."""
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# Implementation would parse MEXC-specific order book update format
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logger.debug("Received MEXC order book update")
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async def _handle_orderbook_snapshot(self, data: Dict) -> None:
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"""Handle order book snapshot from MEXC."""
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# Implementation would parse MEXC-specific order book snapshot format
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logger.debug("Received MEXC order book snapshot")
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async def _handle_trade_update(self, data: Dict) -> None:
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"""Handle trade update from MEXC."""
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# Implementation would parse MEXC-specific trade format
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logger.debug("Received MEXC trade update")
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async def _handle_pong(self, data: Dict) -> None:
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"""Handle pong response from MEXC."""
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logger.debug("Received MEXC pong")
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def get_mexc_stats(self) -> Dict[str, Any]:
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"""Get MEXC-specific statistics."""
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base_stats = self.get_stats()
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mexc_stats = {
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'subscribed_streams': list(self.subscribed_streams),
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'authenticated': bool(self.api_key and self.api_secret),
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'next_request_id': self.request_id
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}
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base_stats.update(mexc_stats)
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return base_stats |