eiddlZddlmZmZmZmZddlmZm Z m Z m Z m Z m Z mZmZmZmZmZmZddlmZddlmZddlmZddlmZddlmZGd d ejjZdS) N) ArrayCacheArrayCacheBySymbolByIdArrayCacheBySymbolBySideArrayCacheByTimestamp) AnyBalancesBoolIntOrder OrderBookPositionStrStringsTickerTickersTrade)Client)List)AuthenticationError) NotSupported)Precisec eZdZdeffd ZdZdZdifdedede fdZ d e fd Z ifdede fd Zd3d Zd e fd ZdifdedefdZd e fdZdifdedefdZd e fdZd3dZdddifdededededeef dZd e fdZddifdedededeefdZd e fdZd3dZd e fdZ ifdZ!ifdZ"ifdZ#dddifde$dededee%fd Z&dddifde$dededeefd!Z'd3d"Z(d e fd#Z)d e fd$Z*d e fd%Z+dddifdedededee,fd&Z-d3d e defd'Z.d(Z/d)Z0d3d*Z1ifde2fd+Z3d,Z4d e de5fd-Z6d e fd.Z7d e fd/Z8d e fd0Z9d e fd1Z:d e fd2Z;xZ > @ @ $!%""&## $!%#)."&   "F#Z"N#b  !$$ $#.2.2##  " )+>_6C 6C 6 6 6 c||jdi}|||d}||d}||jd|<|S)Nr4r) safe_dictr; safe_integersum)rAurlr; previousValuenewValues rC request_idzwoofipro.request_idKsY..{B??))'3:: 88M1--)1 [!#&rDcKd}|j|jdkr|j}|jddddz|z}||}d|i}|||}||||||d{VS)N(OqdphuyCtYWxwzhxyLLjOWNdFP7sQt8RPWzmb5xYr*rr(/id)r.r9rMextendwatch)rA messageHashmessagerRrJr4 subscriberequests rC watch_publiczwoofipro.watch_publicRs 7 > %$.B*>*>Bit$X.4r9OOC(( ) ++i11ZZ['; RRRRRRRRRrDNsymbollimitcK|d{Vd}||}|ddz|z}d|d}|||}|||d{V} | S)aS https://orderly.network/docs/build-on-omnichain/evm-api/websocket-api/public/orderbook watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return. :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols N orderbookrR@rWeventtopic) load_marketsmarketrSrYr[) rArZr[paramsnamercrarXrVr]s rCwatch_order_bookzwoofipro.watch_order_book_s!!!!!!!!!V$$t s"T)   ++gv..++E7;;;;;;;;    rDclientc||di}||d}||}|d}||d}||jvr||j|<|j|}||d} |||| dd} || |||dS)NdatarZratsbidsasks) rG safe_string safe_market orderbooks order_bookrHparse_order_bookresetresolve) rArgrVrimarketIdrcrZrar] timestampsnapshots rChandle_order_bookzwoofipro.handle_order_bookvs,~~gvr22##D(33!!(++!  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" t#! $**68<<++FH==)! ! ! * + rDcz||di}||d}||d}||}||d}||d<|||}|d|d<||j|d<||||S)NrirarZrjdate)rGrmrnrHrtickersrs) rArgrVrirartrcrurys rC handle_tickerzwoofipro.handle_tickers"~~gvr22  '22##D(33!!(++%%gt44  V %%dF33!(+x)/ VH%&vu%%%rDsymbolscK|d{V||}d}|}d|d}|||}|||d{V}||d|S)a https://orderly.network/docs/build-on-omnichain/evm-api/websocket-api/public/24-hour-tickers watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list :param str[] symbols: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` NrrWr_rZrbmarket_symbolsrSrYfilter_by_arrayrArrdrerarXrVrs rC watch_tickerszwoofipro.watch_tickerss!!!!!!!!!%%g..   ++gv..))%99999999##GXw???rDc ||d}||dg}||d}g}tdt |D]}|||d}||} ||||d|i| } | |j| d<| | | ||dS)NrarirjrrZr) rm safe_listrHrangelenrnrrSrappendrs) rArgrVrariruresultirtrcrys rChandle_tickerszwoofipro.handle_tickerss(  '22~~gvr22%%gt44 q#d))$$ " "A''Q::H%%h//F))$++d1g ?R*S*SU[\\F-3DL) * MM& ! ! ! !vu%%%%%rDcK|d{V||}d}|}d|d}|||}|||d{V}||d|S)a https://orderly.network/docs/build-on-omnichain/evm-api/websocket-api/public/bbos watches best bid & ask for symbols :param str[] symbols: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` NbbosrWr_rZrrs rCwatch_bids_askszwoofipro.watch_bids_asks&s!!!!!!!!!%%g..   ++gv..))%99999999##GXw???rDc||d}||dg}||d}g}tdt |D]X}||||d|i}||j|d<||Y| ||dS)NrarirjrrZ) rmrrHrrparse_ws_bid_askrSrrrs) rArgrVrarirurrrys rChandle_bid_askzwoofipro.handle_bid_ask<s   '22~~gvr22%%gt44 q#d))$$ " "A**4;;tAwy@Q+R+RSSF-3DL) * MM& ! ! ! !vu%%%%%rDc ||d}|||}||d}||d}|||||||d||d||d||d|d|S)NrZrjraskSizerbidSize)rZrur|rrrrr)rmrnrHriso8601)rAryrcrtrZrus rCrzwoofipro.parse_ws_bid_askVs##FH55!!(F33!!&(33%%fd33 " Y//##FE22))&)<<##FE22))&)<< ! !     rD1m timeframesincec<K|d{V|dkrA|dkr;|dkr5|dkr/|dkr)|dkr#|dkr|d krt|jd z||}||j||}d }|d d z|zdz|z} d| d} || |} || | d{V} |jr| |d|}| | ||ddS)a watches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://orderly.network/docs/build-on-omnichain/evm-api/websocket-api/public/k-line :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 Nr5m15m30m1h1d1w1MzG watchOHLCV timeframe argument must be 1m, 5m, 15m, 30m, 1h, 1d, 1w, 1MklinerRr^_rWr_rZrT) rbrrRrcrm timeframesrSrY newUpdatesgetLimitfilter_by_since_limit) rArZrrr[rdrcintervalrerarXrVohlcvs rC watch_ohlcvzwoofipro.watch_ohlcvfs!!!!!!!!!   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" t# $"-      rDc<||d}||d}t|trt dt |D]b}||}|||d}||||||||cdS|||d}||||||||dS)Nrarirr) rmr isinstancelistrr omit_zerohandle_my_trade handle_order)rArgrVrarirrrs rChandle_order_updatezwoofipro.handle_order_update,s%:  '22w// dD ! ! 31c$ii(( 8 8Q..)9)9$ )J)JKK&((777!!&%7777  8 8nnT%5%5dI%F%FGGG"$$VT222   fdE 2 2 2 2 2rDc&||}||d}||d}|L|j0||jdd}t ||_|j}||j|i} || |} | || d} | | |d<| | d} | | |d<| | d|d<|| d|d<|| d |d <| || |j||d z|z} | |j| dSdS) NrZrRr3r/rfeesrrur|r) r8rmrrHr;rrGhashmaprrrrs)rArgrVrarrZrr[ cachedOrdersrrrrAmessageHashSymbols rCr>zwoofipro.handle_orderZs$$W--!!&(33""6400  {"))$, tLL4U;; ;L^^L$8&"EEFNN6733E ooeU33?$'F5M~~eV44#%)F6N#'>>%#B#Bx &*&7&7{&K&K{#%)%5%5eZ%H%Hz"    ' ' ' NN4; . . . % f 4  NN4;(9 : : : : :)  rDcd}||d}||}|d}|||}|j}|2||jdd} t | }||_||||||dz|z} ||| dS)NrrZr2r/r) rmrnrrrHr;rrrs) rArgrVrUrtrcrZrrr[symbolSpecificMessageHashs rCr=zwoofipro.handle_my_tradets:! ##GX66!!(++!##GV44 >%%dlM4HHE+E22F"DM ev{+++$/#$5$>!v899999rDcHK|d{Vg}||}||sAtdt |D]"}||}|d|z#n|d|jddddz|jz}||} | | || d d d } | d d d } | r=| r;|j 4| d d{V} | | |||d Sd dd} ||| |d{V}|jr|S| |j |||d S)a https://orderly.network/docs/build-on-omnichain/evm-api/websocket-api/private/position-push watch all open positions :param str[] [symbols]: list of unified market symbols @param since timestamp in ms of the earliest position to fetch @param limit the maximum number of positions to fetch :param dict params: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `position structure ` Nr positions:: positionsr*rr)rQr'r0Tr1rWpositionr_)rbris_emptyrrrr9r.rgset_positions_cache handle_optionrIrfilter_by_symbols_since_limitrr)rArrr[rdrrrZrJrgr0r1rvrX newPositionss rCwatch_positionszwoofipro.watch_positionss!!!!!!!!! %%g..}}W%% .1c'll++ = = $$]V%;<<<< =   - - -it$Y/#5FS!!   111!%!3!34DF^`d!e!e!%!3!34DF^`d!e!e ! ]&< ]AW#]]+CDDDDDDDDH55hPUW[\\ \   "88QWXXXXXXXX ?  11$.'5RWY]^^^rDc|ddd}|r@d}||jvr3||||j||dSdSt |_dS)Nr'r0F)rMrrspawnload_positions_snapshotrrI)rArgrrr0rUs rCrLzwoofipro.set_positions_caches!%!3!34DF^`e!f!f ! 82K6>11 k*** 47MMMMM21677DNNNrDcK|d{V}t|_|j}tdt |D]K}||}||dd}t j|dr||L||j vr:|j |}| || |ddSdS)Nr contractsr$rI) fetch_positionsrrIrrrmr string_gtrrrs) rArgrUrIcacherrJrUrs rCrSz woofipro.load_positions_snapshots..00000000 133q#i..)) 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