ei@ddlZddlmZmZddlmZmZmZm Z ddl m Z ddl m Z ddlmZGddejjZdS) N) ArrayCacheArrayCacheByTimestamp)AnyInt OrderBookTrade)Client)List) ExchangeErrorc eZdZdeffd ZddifdedededeefdZ ifdedefdZ d Z dd Z difdedede fd Zifdedefd Zd efdZdZdddifdedededeefdZdifdedefdZd efdZd efdZd efdZxZS)dydxreturnc |tt|ddddddddddiddidiiidS) NTF)ws watchBalance watchTicker watchTickers watchTradeswatchOrderBook watchOHLCVrz+wss://indexer.v4testnet.dydx.exchange/v4/wszwss://indexer.dydx.trade/v4/ws)testapi)hasurlsoptions streaming exceptions) deep_extendsuperr describe)self __class__s K/var/www/html/volatility/venv/lib/python3.11/site-packages/ccxt/pro/dydx.pyr z dydx.describesdD 1 1 : : < < %$ %#"&"G: )? ?    NsymbolsincelimitcK|d{V|jdd}||}d|dz}dd|dd }|||||||d{V} |jr| ||}|| ||d d S) a* get the list of most recent trades for a particular symbol https://docs.dydx.xyz/indexer-client/websockets#trades :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` Nrrtrade:r% subscribe v4_tradesidtypechannelr, timestampT) load_marketsrmarketwatchextend newUpdatesgetLimitfilter_by_since_limit) r!r%r&r'paramsurlr2 messageHashrequesttradess r# watch_tradeszdydx.watch_trades(s!!!!!!!!!it$V$$!11 ",   zz#{DKK4P4PR]^^^^^^^^ ? 3OOFE22E))&% TRRRr$cK|d{V|jdd}||}d|dz}dd|dd }|||||||d{VS) ax unsubscribes from the trades channel https://docs.dydx.xyz/indexer-client/websockets#trades :param str symbol: unified symbol of the market to fetch trades for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `trade structures ` Nrrr)r% unsubscriber+r,r-r1rr2r3r4r!r%r8r9r2r:r;s r#un_watch_tradeszdydx.un_watch_tradesBs!!!!!!!!!it$V$$!11 !",   ZZ[$++gv2N2NP[\\\\\\\\\r$cF||d}||}|d}||d}||dg}||j|}|5||jdd} t| }||j|<| ||} tdt| D]} | | } | |  d|z} | || dS) Nr,r%contentsr< tradesLimitrr)) safe_string safe_market safe_dict safe_list safe_valuer< safe_integerrr parse_tradesrangelenappendresolve)r!clientmessagemarketIdr2r%content rawTradesstoredr' parsedTradesiparsedr:s r# handle_tradeszdydx.handle_tradesWs".##GT22!!(++!..*55NN7Hb99 f55 >%%dlM4HHE&&F"(DK ((F;; q#l++,, " "A!!_F MM& ! ! ! !#f, v{+++++r$c|||d}|||d||||||dd||d||dd||d||dddd |S) N createdAtr,r%r.sidepricesize) r,infor0datetimer%orderr.r^ takerOrMakerr_amountcostfee) parse8601rG safe_tradeiso8601safe_string_lower)r!trader2r0s r#parse_ws_tradezdydx.parse_ws_tradesNN4#3#3E;#G#GHH ""5$//" Y//&&vx88**5&99**5&99 %%eW55&&uf55    r$cDK|d{V|jdd}||}d|dz}dd|dd }|||||||d{V}|S) a2 watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.dydx.xyz/indexer-client/websockets#orders :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nrr orderbook:r%r* v4_orderbookr,r-)r1rr2r3r4r') r!r%r'r8r9r2r:r; orderbooks r#watch_order_bookzdydx.watch_order_books!!!!!!!!!it$V$$"VH%55 %,   **S+t{{7F7S7SU`aaaaaaaa    r$cK|d{V|jdd}||}d|dz}dd|dd }|||||||d{VS) a unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://docs.dydx.xyz/indexer-client/websockets#orders :param str symbol: unified array of symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols Nrrror%r?rpr,r-r@rAs r#un_watch_order_bookzdydx.un_watch_order_books!!!!!!!!!it$V$$"VH%55 !%,   ZZ[$++gv2N2NP[\\\\\\\\\r$rRcL||d}||}|d}||d}||j|}||}||d<||dg}||dg} ||d|||d| ||d|d<d|z} ||j|<| || dS) Nr,r%rDasksbids message_idnoncero) rGrHrIrK orderbooks order_bookrJ handle_deltasrLrQ) r!rRrSrTr2r%rUrqrvrwr:s r#handle_order_bookzdydx.handle_order_books'0##GT22!!(++!..*55OODOV<<  ))I$ (~~gvr22~~gvr22 9V,d333 9V,d333!..w EE '"V+ "+y+.....r$ct|trD||d}||d}|||dS||dd}||dS)Nrr_r`) isinstancelist safe_floatstore parse_bid_ask storeArray)r!booksidedeltar_rebidAsks r# handle_deltazdydx.handle_deltas eT " " (OOE1--E__UA..F NN5& ) ) ) ) )''w??F    ' ' ' ' 'r$1mcK|d{V|jdd}||}d|dz}||j||} dd|dd z| zd } ||||| ||d{V} |jr| ||}| | ||d d S) a watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.dydx.xyz/indexer-client/websockets#candles :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns int[][]: A list of candles ordered, open, high, low, close, volume Nrrohlcv:r%r* v4_candlesr,/r-rT) r1rr2rG timeframesr3r4r5r6r7) r!r% timeframer&r'r8r9r2r: resolutionr;ohlcvs r# watch_ohlcvzdydx.watch_ohlcvs !!!!!!!!!it$V$$!11 %%doy)LL #,$z1   jjk4;;w3O3OQ\]]]]]]]] ? 2NN6511E))%q$GGGr$c`K|d{V|jdd}||}d|dz}||j||}dd|dd z|zd }|||||||d{VS) a unWatches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://docs.dydx.xyz/indexer-client/websockets#candles :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param dict [params]: extra parameters specific to the exchange API endpoint :param dict [params.timezone]: if provided, kline intervals are interpreted in that timezone instead of UTC, example '+08:00' :returns int[][]: A list of candles ordered, open, high, low, close, volume Nrrrr%r?rr,rr-)r1rr2rGrr3r4) r!r%rr8r9r2r:rr;s r#un_watch_ohlcvzdydx.un_watch_ohlcvs!!!!!!!!!it$V$$!11 %%doy)LL !#,$z1   ZZ[$++gv2N2NP[\\\\\\\\\r$c.||d}|d}||d}||}||d}||}|d} ||d} || d} d| z} || d| } || |}||j| i|j| <||j| |}|;| |j d d }t|}||j| |<| || || dS) Nr,rrrr%rDcandlesr OHLCVLimitrF)rGsplitfind_timeframerHrIrJ parse_ohlcvrKohlcvsrLrrrPrQ)r!rRrSr,partintervalrrTr2r%rUrr:rrZrWr's r# handle_ohlcvzdydx.handle_ohlcv.s}h  gt , ,xx}}##D!,,''11 ##D!,,!!(++!..*55..)44' w733!!%00"oodk62FF FV!4i@@ >%%dlL$GGE*511F-3DK  * fv{+++++r$c ||d}t|jdz|z#t$r}||Yd}~nd}~wwxYwdS)NrS T)rGr r, Exceptionreject)r!rRrSmsges r#handle_error_messagezdydx.handle_error_messagewsz ""7I66C#  344 4    MM!         ts02 AAAc||d}|dkr|||dS|Q||d}|j|j|jd}|||}||||dSdSdS)Nr.errorr/)r+rpr)rGrr[r}rrK)r!rRrSr.topicmethodsmethods r#handle_messagezdydx.handle_messages00 7?? 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