Code Monkey home page Code Monkey logo

python-bittrex-websocket's Introduction

bittrex-websocket

Python websocket client (SignalR) for getting live streaming data from Bittrex Exchange.

The library is mainly written in Python3 but should support Python2 with the same functionality, please report any issues.

Disclaimer

I am not associated with Bittrex. Use the library at your own risk, I don't bear any responsibility if you end up losing your money.

As of 24 Nov 2017, there is still no official websocket documentation.

The code is licensed under the MIT license. Please consider the following message:

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE

Table of contents

Testing needed

It's a newly published library so please test it and report for any bugs. Much appreciated.

What can I use it for?

You can use it for various purposes, some examples include:

  • maintaining live order book
  • recording trade history
  • analysing order flow

Use your imagination.

Motivation

I am fairly new to Python and in my experience the best way to learn something is through actual practice. At the same time I am currently actively trading on Bittrex, hence the reason why I decided to build the Bittrex websocket client. I am publishing my code for a few reasons. Firstly, I want to make a contribution to the community, secondly the code needs lots of improvements and it would be great to work on it as a team, thirdly I haven't seen any other Python Bittrex websocket clients so far.

I have been largely motivated by the following projects and people:

  • Daniel Paquin: gdax-python - a websocket client for GDAX. The project really helped me around using threads and structuring the code.

  • David Parlevliet - saw his SignalR code initially which included Bittrex specific commands. Saved me a lot of time in researching.

  • Eric Somdahl: python-bittrex - great python bindings for Bittrex. Highly recommend it, I use it in conjuction with the websocket client.

Road map

Notices

Version 0.0.6 will change the names of the unsubscribe methods from:

unsubscribe_to_orderbook
unsubscribe_to_orderbook_update
unsubscribe_to_trades
unsubscribe_to_ticker_update

to

unsubscribe_from_orderbook
unsubscribe_from_orderbook_update
unsubscribe_from_trades
unsubscribe_from_ticker_update

Currently in development

  • Socket reconnection handling
    • Implemented but experimental
  • Test scripts
  • Code cleanup, optimization
  • Lots of stuff, waiting for suggestions

Done

  • More user friendly subscription to the exchange channels.
  • Pypi

Dependencies

To successfully install the package the following dependencies must be met:

I have added a Dockerfile for а quick setup. Please check the docker folder. The example.py is not always up to date.

I am only adding this as a precaution, in most case you will not have to do anything at all as these are prepackaged with your python installation.

Installation

Pypi (most stable)

pip install bittrex-websocket

Github (master)

pip install git+https://github.com/slazarov/python-bittrex-websocket.git

Github (work in progress branch)

pip install git+https://github.com/slazarov/python-bittrex-websocket.git@next-version-number

Methods

Subscribe Methods

def subscribe_to_orderbook(self, tickers, book_depth=10):
    """
    Subscribe and maintain the live order book for a set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    :param book_depth: The desired depth of the order book to be maintained.
    :type book_depth: int
    """

def subscribe_to_orderbook_update(self, tickers):
    """
    Subscribe to order book updates for a set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

def subscribe_to_trades(self, tickers):
    """
    Subscribe and receive tick data(executed trades) for a set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

def subscribe_to_ticker_update(self, tickers):
    """
    Subscribe and receive general data updates for a set of ticker(s). Example output:

    {
        'MarketName': 'BTC-ADA',
        'High': 7.65e-06,
        'Low': 4.78e-06,
        'Volume': 1352355429.5288217,
        'Last': 7.2e-06,
        'BaseVolume': 7937.59243908,
        'TimeStamp': '2017-11-28T15:02:17.7',
        'Bid': 7.2e-06,
        'Ask': 7.21e-06,
        'OpenBuyOrders': 4452,
        'OpenSellOrders': 3275,
        'PrevDay': 5.02e-06,
        'Created': '2017-09-29T07:01:58.873'
    }

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

Unsubscribe Methods

def unsubscribe_from_orderbook(self, tickers):
    """
    Unsubscribe from real time order for specific set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

def unsubscribe_from_orderbook_update(self, tickers):
    """
    Unsubscribe from order book updates for a set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

def unsubscribe_from_trades(self, tickers):
    """
    Unsubscribe from receiving tick data(executed trades) for a set of ticker(s)

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

def unsubscribe_from_ticker_update(self, tickers):
    """
    Unsubscribe from receiving general data updates for a set of ticker(s).

    :param tickers: A list of tickers you are interested in.
    :type tickers: []
    """

Other Methods

def get_order_book(self, ticker=None):
    """
    Returns the most recently updated order book for the specific ticker.
    If no ticker is specified, returns a dictionary with the order books of
    all subscribed tickers.

    :param ticker: The specific ticker you want the order book for.
    :type ticker: str
    """

def get_order_book_sync_state(self, tickers=None):
    """
    Returns the sync state of the order book for the specific ticker(s).
    If no ticker is specified, returns the state for all tickers.
    The sync states are:

        Not initiated = 0
        Invoked, not synced = 1
        Received, not synced, not processing = 2
        Received, synced, processing = 3

    :param tickers: The specific ticker(s) and it's order book sync state you are interested in.
    :type tickers: []
    """

def disconnect(self):
    """
    Disconnects the connections and stops the websocket instance.
    """

def enable_log(file_name=None):
    """
    Enables logging.

    :param file_name: The name of the log file, located in the same directory as the executing script.
    :type file_name: str
    """

def disable_log():
    """
    Disables logging.
    """

Message channels

The websocket clients starts a separate thread upon initialization with further subthreads for each connection (currently 20 tickers per connection). There are several methods which could be overwritten. Please check the actual code for further information and examples.

def on_open(self):
    # Called before initiating the first websocket connection
    # Use it when you want to add some opening logic.

def on_close(self):
    # Called before closing the websocket instance.
    # Use it when you want to add any closing logic.

def on_error(self, error):
    # Error handler

def on_orderbook(self, msg):
    # The main channel of subscribe_to_orderbook().

def on_orderbook_update(self, msg):
    # The main channel of subscribe_to_orderbook_update().

def on_trades(self, msg):
    # The main channel of subscribe_to_trades().

def on_ticker_update(self, msg):
    # The main channel of subscribe_to_ticker_update().

Sample usage

To receive live data feed you must instantiate the websocket and use one of its subscribe methods. For the various subscription methods check above. Example:

Subscribe to a single ticker
# Tickers
tickers = ['ETH-ZEC'] # use lists
ws = MySocket()
ws.subscribe_to_orderbook(tickers)
# Do some stuff and trade for infinite profit
ws.disconnect()
Subscribe to multiple tickers
# Tickers
tickers = ['BTC-ETH', 'BTC-NEO', 'BTC-ZEC', 'ETH-NEO', 'ETH-ZEC'] # use lists
ws = MySocket()
ws.subscribe_to_ticker_update(tickers)
# Do some stuff and trade for infinite profit
ws.disconnect()

Let's get some 'practical' examples.

Note that with library updates, the methods and data structure might change, so check the examples folder for the most up to date examples.

Record trades

from __future__ import print_function
from time import sleep
from bittrex_websocket.websocket_client import BittrexSocket


def main():
    class MySocket(BittrexSocket):
        def on_open(self):
            self.trade_history = {}

        def on_trades(self, msg):
            # Create entry for the ticker in the trade_history dict
            if msg['ticker'] not in self.trade_history:
                self.trade_history[msg['ticker']] = []
            # Add history nounce
            self.trade_history[msg['ticker']].append(msg)
            # Ping
            print('[Trades]: {}'.format(msg['ticker']))

    # Create the socket instance
    ws = MySocket()
    # Enable logging
    ws.enable_log()
    # Define tickers
    tickers = ['BTC-ETH', 'BTC-XMR']
    # Subscribe to trade fills
    ws.subscribe_to_trades(tickers)

    while len(set(tickers) - set(ws.trade_history)) > 0:
        sleep(1)
    else:
        for ticker in ws.trade_history.keys():
            print('Printing {} trade history.'.format(ticker))
            for trade in ws.trade_history[ticker]:
                print(trade)
        ws.disconnect()

if __name__ == "__main__":
    main()

Live/Real-time order book

from __future__ import print_function
from time import sleep
from bittrex_websocket.websocket_client import BittrexSocket


def main():
    class MySocket(BittrexSocket):
        def on_orderbook(self, msg):
            print('[OrderBook]: {}'.format(msg['MarketName']))

    # Create the socket instance
    ws = MySocket()
    # Enable logging
    ws.enable_log()
    # Define tickers
    tickers = ['BTC-ETH', 'BTC-NEO', 'BTC-ZEC', 'ETH-NEO', 'ETH-ZEC']
    # Subscribe to live order book
    ws.subscribe_to_orderbook(tickers)

    while True:
        i = 0
        sync_states = ws.get_order_book_sync_state()
        for state in sync_states.values():
            if state == 3:
                i += 1
        if i == len(tickers):
            print('We are fully synced. Hooray!')
            for ticker in tickers:
                ob = ws.get_order_book(ticker)
                name = ob['MarketName']
                quantity = str(ob['Buys'][0]['Quantity'])
                price = str(ob['Buys'][0]['Rate'])
                print('Ticker: ' + name + ', Bids depth 0: ' + quantity + '@' + price)
            ws.disconnect()
            break
        else:
            sleep(1)

if __name__ == "__main__":
    main()

Ticker general information update

from __future__ import print_function
from time import sleep
from bittrex_websocket.websocket_client import BittrexSocket


def main():
    class MySocket(BittrexSocket):
        def on_open(self):
            self.ticker_updates_container = {}

        def on_ticker_update(self, msg):
            name = msg['MarketName']
            if name not in self.ticker_updates_container:
                self.ticker_updates_container[name] = msg
                print('Just received ticker update for {}.'.format(name))

    # Create the socket instance
    ws = MySocket()
    # Enable logging
    ws.enable_log()
    # Define tickers
    tickers = ['BTC-ETH', 'BTC-NEO', 'BTC-ZEC', 'ETH-NEO', 'ETH-ZEC']
    # Subscribe to ticker information
    ws.subscribe_to_ticker_update(tickers)

    while len(ws.ticker_updates_container) < len(tickers):
        sleep(1)
    else:
        print('We have received updates for all tickers. Closing...')
        ws.disconnect()

if __name__ == "__main__":
    main()

Change log

0.0.6.1

  • Set websocket-client==0.46.0

0.0.6

  • Reconnection - Experimental
  • Fixed a bug when subscribing to multiple subscription types at once resulted in opening unnecessary connections even though there is sufficient capacity in the existing Commit 7fd21c
  • Numerous code optimizations

0.0.5.1

  • Updated cfscrape minimum version requirement (Issue #12).

0.0.5

  • Fixed Issue #9 relating to subscribe_to_orderbook_update handling in internal method _on_tick_update
  • Added custom logger as per PR #10 and Issue #8 in order to avoid conflicts with other basicConfig setups
    • Added two new methods enable_log and disable_log. Check Other Methods.
    • Logging is now disabled on startup. You have to enable it.
  • Experimental: Calling subscribe_to_ticker_update without a specified ticker subscribes to all tickers in the message stream (Issue #4).
  • Minor code optimizations (removed unnecessary class Common)

0.0.4 - Changed the behaviour of how on_ticker_update channel works: The message now contains a single ticker instead of a dictionary of all subscribed tickers.

0.0.3 - Removed left over code from initial release version that was throwing errors (had no effect on performance).

0.0.2 - Major improvements:

  • Additional un/subscribe and order book sync state querying methods added.
  • Better connection and thread management.
  • Code optimisations
  • Better code documentation
  • Added additional connection URLs

0.0.1 - Initial release on github.

Other libraries

Python Bittrex Autosell

Python CLI tool to auto sell coins on Bittrex.

It is used in the cases when you want to auto sell a specific coin for another, but there is no direct market, so you have to use an intermediate market.

python-bittrex-websocket's People

Contributors

slazarov avatar ericsomdahl avatar tingwai avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.