Crypto.com Websocket
[NOT RELEASED] This is very much a work in progress, despite being on pypi.
Most things might be wrongly documented; API will change
Features
- Reconnect with incremental backoff
- Respond to ping
- request/response factories e.g.
add_order_factory
make websocket events feel like calling an API - ... but provides more info than a simple request/response;
for instance,
add_order
goes through each stage submitted->pending->open or canceled,
emitting a notification at each stage
Installing
pip install bittrade-cryptodotcom-websocket
or poetry add bittrade-cryptodotcom-websocket
General considerations
Observables/Reactivex
The whole library is build with Reactivex.
Though Observables seem complicated at first, they are the best way to handle - and (synchronously) test - complex situations that arise over time, like an invalid sequence of messages or socket disconnection and backoff reconnects.
For simple use cases, they are also rather easy to use as shown in the examples folder or in the Getting Started below
Concurrency
Internally the library uses threads.
For your main program you don't have to worry about threads; you can block the main thread.
Getting started
Connect to the public feeds
from bittrade_cryptodotcom_websocket import public_websocket_connection, subscribe_ticker
from bittrade_cryptodotcom_websocket.operators import keep_messages_only, filter_new_socket_only
socket_connection = public_websocket_connection()
messages = socket_connection.pipe(
keep_messages_only(),
)
socket_connection.pipe(
filter_new_socket_only(),
subscribe_ticker('USDT/USD', messages)
).subscribe(
print, print, print
)
socket_connection.connect()
(This script is complete, it should run "as is")
Logging
We use Python's standard logging.
You can modify what logs you see as follows:
logging.getLogger('bittrade_cryptodotcom_websocket').addHandler(logging.StreamHandler())
In addition, two special logger logs every message sent/received from the socket (except heartbeat) at the DEBUG
level: bittrade_cryptodotcom_websocket.raw_socket.sent
and bittrade_cryptodotcom_websocket.raw_socket.received
To view a full, timestamped history of the socket exchanges use
handler = FileHandler("logs/raw_socket.log")
handler.setLevel(DEBUG)
logger = logging.getLogger("bittrade_cryptodotcom_websocket.raw_socket.sent")
formatter = logging.Formatter("%(asctime)s.%(msecs)03d <== %(message)s", datefmt="%H:%M:%S")
handler.setFormatter(formatter)
logger.addHandler(handler)
handler = FileHandler("logs/raw_socket.log")
handler.setLevel(DEBUG)
logger = logging.getLogger("bittrade_cryptodotcom_websocket.raw_socket.received")
formatter = logging.Formatter("%(asctime)s.%(msecs)03d --> %(message)s", datefmt="%H:%M:%S")
handler.setFormatter(formatter)
logger.addHandler(handler)
Private feeds
Similar to bittrade-kraken-rest, this library attempts to get as little access to sensitive information as possible.
This means that you'll need to implement the signature token yourself. The library never has access to your API secret.
See examples/private_subscription.py
for an example of implementation but it is generally as simple as:
authenticated_sockets = connection.pipe(
filter_new_socket_only(),
operators.map(add_token),
operators.share(),
)
Development guidelines
*_http
methods
REST functions over http should be suffixed with _http
e.g. get_book_http
.
They should return an Observable containing the full json body; this is easily achieved via prepare_request
and send_request
.
Where possible models should be defined to describe the raw result and parsed result if available/useful.
Reactive operators may be provided for parsing, but they should never be included in the raw functionality of the *_http
function, only optional.
Any operator that maps to CCXT types should be suffixed with _ccxt
e.g. parse_book_ccxt
.