Support CoinCheckDataStore (#20)

README.md

@@ -44,7 +44,7 @@ An advanced api client for python botters.
 | GMO Coin | ✅ | ✅ | [Official](https://api.coin.z.com/docs/) |
 | Liquid | ✅ | WIP | [Official](https://document.liquid.com/) |
 | bitbank | ✅ | ✅ | [Official](https://docs.bitbank.cc/) |
-| Coincheck | ✅ | WIP | [Official](https://coincheck.com/documents/exchange/api) |
+| Coincheck | ✅ | ✅ | [Official](https://coincheck.com/documents/exchange/api) |
 
 ## 🐍 Requires
 

pybotters/__init__.py

@@ -14,6 +14,7 @@
 from .models.bitflyer import bitFlyerDataStore
 from .models.bitmex import BitMEXDataStore
 from .models.bybit import BybitDataStore
+from .models.coincheck import CoincheckDataStore
 from .models.experimental.bybit import BybitInverseDataStore, BybitUSDTDataStore
 from .models.ftx import FTXDataStore
 from .models.gmocoin import GMOCoinDataStore
@@ -28,6 +29,7 @@
     'put',
     'delete',
     'BybitDataStore',
+    'CoincheckDataStore',
     'BybitInverseDataStore',
     'BybitUSDTDataStore',
     'FTXDataStore',

pybotters/models/coincheck.py

@@ -0,0 +1,81 @@
+from __future__ import annotations
+
+import asyncio
+from typing import Any, Awaitable, Optional
+
+import aiohttp
+
+from ..store import DataStore, DataStoreManager
+from ..typedefs import Item
+from ..ws import ClientWebSocketResponse
+
+
+class CoincheckDataStore(DataStoreManager):
+    def _init(self) -> None:
+        self.create("trades", datastore_class=Trades)
+        self.create("orderbook", datastore_class=Orderbook)
+
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
+        for f in asyncio.as_completed(aws):
+            resp = await f
+            data = await resp.json()
+            if resp.url.path == "/api/order_books":
+                symbol = resp.url.query.get("symbol")
+                self.orderbook._onresponse(symbol, data)
+
+    def _onmessage(self, msg: Any, ws: ClientWebSocketResponse) -> None:
+        if len(msg) == 5:
+            self.trades._onmessage(*msg)
+        elif len(msg) == 2:
+            self.orderbook._onmessage(*msg)
+
+    @property
+    def trades(self) -> "Trades":
+        return self.get("trades", Trades)
+
+    @property
+    def orderbook(self) -> "Orderbook":
+        return self.get("orderbook", Orderbook)
+
+
+class Trades(DataStore):
+    _MAXLEN = 99999
+
+    def _onmessage(self, id: int, pair: str, rate: str, amount: str, side: str) -> None:
+        self._insert(
+            [{"id": id, "pair": pair, "rate": rate, "amount": amount, "side": side}]
+        )
+
+
+class Orderbook(DataStore):
+    _KEYS = ["side", "rate"]
+
+    def sorted(self, query: Optional[Item] = None) -> dict[str, list[float]]:
+        if query is None:
+            query = {}
+        result = {"asks": [], "bids": []}
+        for item in self:
+            if all(k in item and query[k] == item[k] for k in query):
+                result[item["side"]].append([item["rate"], item["amount"]])
+        result["asks"].sort(key=lambda x: float(x[0]))
+        result["bids"].sort(key=lambda x: float(x[0]), reverse=True)
+        return result
+
+    def _onresponse(self, symbol: Optional[str], data: dict[list[str]]) -> None:
+        if symbol is None:
+            symbol = "btc_jpy"
+        result = []
+        for side in data:
+            for rate, amount in data[side]:
+                result.append(
+                    {"symbol": symbol, "side": side, "rate": rate, "amount": amount}
+                )
+        self._insert(result)
+
+    def _onmessage(self, pair: str, data: dict[str, list[list[str]]]) -> None:
+        for side in data:
+            for rate, amount in data[side]:
+                if amount == "0":
+                    self._delete([{"side": side, "rate": rate}])
+                else:
+                    self._update([{"side": side, "rate": rate, "amount": amount}])