Merge pull request #97 from kunmosky1/support-phemex

Support phemex

README.md

@@ -29,7 +29,7 @@ An advanced api client for python botters.
     - 取引所別データモデルの実装
 - ✨ Developer Experience
     - `asyncio`ライブラリを利用した非同期プログラミング
-    - `typing`モジュールによる型ヒントのサポート
+    - 型ヒントのサポート
 
 ## 🏦 Exchanges
 
@@ -38,9 +38,9 @@ An advanced api client for python botters.
 | Bybit | ✅ | ✅ | [Official](https://bybit-exchange.github.io/docs/inverse) |
 | Binance | ✅ | ✅(USDⓈ-M) | [Official](https://binance-docs.github.io/apidocs/spot/en/) |
 | FTX | ✅ | ✅ | [Official](https://docs.ftx.com/) |
-| Phemex | ✅ | WIP | [Official](https://github.com/phemex/phemex-api-docs) |
+| Phemex | ✅ | ✅ | [Official](https://github.com/phemex/phemex-api-docs) |
 | BitMEX | ✅ | ✅ | [Official](https://www.bitmex.com/app/apiOverview) |
-| bitFlyer | ✅ | WIP | [Official](https://lightning.bitflyer.com/docs) |
+| bitFlyer | ✅ | ✅ | [Official](https://lightning.bitflyer.com/docs) |
 | GMO Coin | ✅ | ✅ | [Official](https://api.coin.z.com/docs/) |
 | Liquid | ✅ | WIP | [Official](https://document.liquid.com/) |
 | bitbank | ✅ | ✅ | [Official](https://docs.bitbank.cc/) |

pybotters/__init__.py

@@ -17,6 +17,7 @@
 from .models.experimental.bybit import BybitInverseDataStore, BybitUSDTDataStore
 from .models.ftx import FTXDataStore
 from .models.gmocoin import GMOCoinDataStore
+from .models.phemex import PhemexDataStore
 from .typedefs import WsJsonHandler, WsStrHandler
 
 __all__: Tuple[str, ...] = (
@@ -35,6 +36,7 @@
     'bitFlyerDataStore',
     'BitMEXDataStore',
     'GMOCoinDataStore',
+    'PhemexDataStore',
     'experimental',
     'print',
     'print_handler',

pybotters/models/phemex.py

@@ -0,0 +1,236 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+from typing import Awaitable, Optional
+import urllib.parse
+
+import aiohttp
+
+from ..store import DataStore, DataStoreManager
+from ..typedefs import Item
+from ..ws import ClientWebSocketResponse
+
+logger = logging.getLogger(__name__)
+
+
+class PhemexDataStore(DataStoreManager):
+    """
+    Phemexのデータストアマネージャー
+    https://github.com/phemex/phemex-api-docs/blob/master/Public-Contract-API-en.md
+    """
+
+    def _init(self) -> None:
+        self.create('trade', datastore_class=Trade)
+        self.create('orderbook', datastore_class=OrderBook)
+        self.create('ticker', datastore_class=Ticker)
+        self.create('market24h', datastore_class=Market24h)
+        self.create('kline', datastore_class=Kline)
+        self.create('accounts', datastore_class=Accounts)
+        self.create('orders', datastore_class=Orders)
+        self.create('positions', datastore_class=Positions)
+
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
+        """
+        対応エンドポイント
+
+        - GET /exchange/public/md/kline (DataStore: kline)
+        """
+        for f in asyncio.as_completed(aws):
+            resp = await f
+            symbol = urllib.parse.parse_qs(urllib.parse.urlparse(str(resp.url)).query)[
+                'symbol'
+            ][0]
+            data = await resp.json()
+            if resp.url.path in ('/exchange/public/md/kline',):
+                self.kline._onmessage({'symbol': symbol, 'kline': data['data']['rows']})
+
+    def _onmessage(self, msg: Item, ws: ClientWebSocketResponse) -> None:
+        if not msg.get('id'):
+            if 'trades' in msg:
+                self.trade._onmessage(msg)
+            elif 'book' in msg:
+                self.orderbook._onmessage(msg)
+            elif 'tick' in msg:
+                self.ticker._onmessage(msg)
+            elif 'market24h' in msg:
+                self.market24h._onmessage(msg['market24h'])
+            elif 'kline' in msg:
+                self.kline._onmessage(msg)
+
+            if 'accounts' in msg:
+                self.accounts._onmessage(msg.get('accounts'))
+            if 'orders' in msg:
+                self.orders._onmessage(msg.get('orders'))
+            if 'positions' in msg:
+                self.positions._onmessage(msg.get('positions'))
+
+    @property
+    def trade(self) -> 'Trade':
+        return self.get('trade', Trade)
+
+    @property
+    def orderbook(self) -> 'OrderBook':
+        return self.get('orderbook', OrderBook)
+
+    @property
+    def ticker(self):
+        return self.get('ticker', Ticker)
+
+    @property
+    def market24h(self) -> 'Market24h':
+        return self.get('market24h', Market24h)
+
+    @property
+    def kline(self) -> 'Kline':
+        return self.get('kline', Kline)
+
+    @property
+    def accounts(self) -> 'Accounts':
+        return self.get('accounts', Accounts)
+
+    @property
+    def orders(self) -> 'Orders':
+        return self.get('orders', Orders)
+
+    @property
+    def positions(self) -> 'Positions':
+        return self.get('positions', Positions)
+
+
+class Trade(DataStore):
+    _KEYS = ['symbol', 'timestamp']
+    _MAXLEN = 99999
+
+    def _onmessage(self, message: Item) -> None:
+        symbol = message.get('symbol')
+        self._insert(
+            [
+                {
+                    'symbol': symbol,
+                    'timestamp': item[0],
+                    'side': item[1],
+                    'price': item[2] / 10000,
+                    'size': item[3],
+                }
+                for item in message.get('trades', [])
+            ]
+        )
+
+
+class OrderBook(DataStore):
+    _KEYS = ['symbol', 'side', 'price']
+
+    def _init(self) -> None:
+        self.timestamp: Optional[int] = None
+
+    def sorted(self, query: Item = None) -> dict[str, list[Item]]:
+        if query is None:
+            query = {}
+        result = {'SELL': [], 'BUY': []}
+        for item in self:
+            if all(k in item and query[k] == item[k] for k in query):
+                result[item['side']].append(item)
+        result['SELL'].sort(key=lambda x: x['price'])
+        result['BUY'].sort(key=lambda x: x['price'], reverse=True)
+        return result
+
+    def _onmessage(self, message: Item) -> None:
+        symbol = message['symbol']
+        book = message['book']
+        for key, side in (('bids', 'BUY'), ('asks', 'SELL')):
+            for item in book[key]:
+                if item[1] != 0:
+                    self._insert(
+                        [
+                            {
+                                'symbol': symbol,
+                                'side': side,
+                                'price': item[0],
+                                'size': item[1],
+                            }
+                        ]
+                    )
+                else:
+                    self._delete(
+                        [
+                            {
+                                'symbol': symbol,
+                                'side': side,
+                                'price': item[0],
+                                'size': item[1],
+                            }
+                        ]
+                    )
+
+        self.timestamp = message["timestamp"]
+
+
+class Ticker(DataStore):
+    _KEYS = ['symbol']
+
+    def _onmessage(self, message):
+        self._update([message.get('tick')])
+
+
+class Market24h(DataStore):
+    _KEYS = ['symbol']
+
+    def _onmessage(self, item: Item) -> None:
+        self._update([item])
+
+
+class Kline(DataStore):
+    _KEYS = ['symbol', 'interval', 'timestamp']
+
+    def _onmessage(self, message: Item) -> None:
+        symbol = message.get('symbol')
+        self._insert(
+            [
+                {
+                    'symbol': symbol,
+                    'interval': item[1],
+                    'timestamp': item[0],
+                    'open': item[3] / 10000,
+                    'high': item[4] / 10000,
+                    'low': item[5] / 10000,
+                    'close': item[6] / 10000,
+                    'volume': item[7],
+                    'turnover': item[8] / 10000,
+                }
+                for item in message.get('kline', [])
+            ]
+        )
+
+
+class Accounts(DataStore):
+    _KEYS = ['accountID', 'currency']
+
+    def _onmessage(self, data: list[Item]) -> None:
+        self._update(data)
+
+
+class Orders(DataStore):
+    _KEYS = ['orderID']
+
+    def _onmessage(self, data: list[Item]) -> None:
+        for item in data:
+            if item['ordStatus'] == 'New':
+                self._insert([item])
+            elif item['ordStatus'] == 'PartiallyFilled':
+                self._update([item])
+            elif item['ordStatus'] == 'Filled':
+                self._delete([item])
+            elif item['ordStatus'] == 'Canceled' and item['action'] != 'Replace':
+                self._delete([item])
+
+
+class Positions(DataStore):
+    _KEYS = ['accountID', 'symbol']
+
+    def _onmessage(self, data: list[Item]) -> None:
+        for item in data:
+            if item['size'] == 0:
+                self._delete([item])
+            else:
+                self._insert([item])

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "pybotters"
-version = "0.7.1"
+version = "0.8.0"
 description = "An advanced api client for python botters."
 license = "MIT"
 authors = ["MtkN1 <51289448+MtkN1@users.noreply.github.com>"]