184 lines
7.7 KiB
Python
184 lines
7.7 KiB
Python
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from __future__ import annotations
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import asyncio
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import contextlib
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from collections.abc import Callable
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from dataclasses import dataclass
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from typing import Any
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from .config import BingxExecClientConfig
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from .http import BingxHttpClient
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from .websocket import BingxUserStream
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TERMINAL_ORDER_STATUSES = {"FILLED", "CANCELED", "CANCELLED", "REJECTED", "EXPIRED"}
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@dataclass(frozen=True)
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class BingxObservedOrder:
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key: str
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row: dict[str, Any]
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terminal: bool
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class BingxOrderUpdateObserver:
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def __init__(
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self,
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client: BingxHttpClient,
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config: BingxExecClientConfig,
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*,
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on_health: Callable[[bool], None] | None = None,
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) -> None:
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self._client = client
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self._config = config
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self._stream = BingxUserStream(
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client=client,
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config=config,
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on_event=self._on_event,
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on_health=on_health,
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)
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self._task: asyncio.Task | None = None
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self._lock = asyncio.Lock()
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self._latest: dict[str, dict[str, Any]] = {}
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self._events: dict[str, asyncio.Event] = {}
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self._closed = False
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async def start(self) -> None:
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if self._task is None:
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self._task = asyncio.create_task(self._stream.run_forever())
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async def close(self) -> None:
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self._closed = True
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await self._stream.close()
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if self._task is not None:
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self._task.cancel()
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with contextlib.suppress(asyncio.CancelledError):
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await self._task
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self._task = None
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async def stop(self) -> None:
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await self.close()
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async def latest(self, key: str) -> dict[str, Any] | None:
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async with self._lock:
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row = self._latest.get(key)
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return dict(row) if isinstance(row, dict) else None
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async def wait_for_terminal(self, key: str, *, timeout_s: float = 20.0) -> BingxObservedOrder | None:
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deadline = asyncio.get_running_loop().time() + timeout_s
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last_row: dict[str, Any] | None = None
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while not self._closed:
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async with self._lock:
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row = self._latest.get(key)
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if isinstance(row, dict):
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last_row = dict(row)
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status = str(last_row.get("status") or last_row.get("X") or "").upper()
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if status in TERMINAL_ORDER_STATUSES:
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return BingxObservedOrder(key=key, row=last_row, terminal=True)
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event = self._events.setdefault(key, asyncio.Event())
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remaining = deadline - asyncio.get_running_loop().time()
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if remaining <= 0:
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break
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try:
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await asyncio.wait_for(event.wait(), timeout=remaining)
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except TimeoutError:
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break
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finally:
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event.clear()
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if last_row is not None:
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return BingxObservedOrder(key=key, row=last_row, terminal=False)
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return None
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async def wait_for_fill(self, key: str, *, timeout_s: float = 20.0) -> BingxObservedOrder | None:
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deadline = asyncio.get_running_loop().time() + timeout_s
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last_row: dict[str, Any] | None = None
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while not self._closed:
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async with self._lock:
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row = self._latest.get(key)
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if isinstance(row, dict):
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last_row = dict(row)
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last_fill_qty = str(
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last_row.get("lastFilledQty")
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or last_row.get("l")
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or "0",
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)
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if last_fill_qty not in {"0", "0.0", "0.00000000", ""}:
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return BingxObservedOrder(key=key, row=last_row, terminal=False)
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status = str(last_row.get("status") or last_row.get("X") or "").upper()
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if status in TERMINAL_ORDER_STATUSES:
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return BingxObservedOrder(key=key, row=last_row, terminal=True)
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event = self._events.setdefault(key, asyncio.Event())
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remaining = deadline - asyncio.get_running_loop().time()
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if remaining <= 0:
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break
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try:
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await asyncio.wait_for(event.wait(), timeout=remaining)
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except TimeoutError:
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break
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finally:
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event.clear()
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if last_row is not None:
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return BingxObservedOrder(key=key, row=last_row, terminal=False)
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return None
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async def _on_event(self, payload: dict[str, Any]) -> None:
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data = payload.get("data") if isinstance(payload.get("data"), dict) else None
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event_type = str((data or payload).get("e") or "").upper()
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data_type = str(payload.get("dataType") or "").lower()
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if event_type not in {"ORDER_TRADE_UPDATE", "EXECUTIONREPORT"} and data_type != "spot.executionreport":
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return
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if event_type == "ORDER_TRADE_UPDATE":
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order_update = payload.get("o")
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if not isinstance(order_update, dict):
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return
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else:
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source = data or payload
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order_update = {
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"s": source.get("s"),
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"c": source.get("c") or source.get("clientOrderId") or source.get("clientOrderID"),
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"i": source.get("i") or source.get("orderId") or source.get("orderID"),
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"X": source.get("X"),
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"x": source.get("x"),
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"p": source.get("p") or source.get("price"),
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"ap": source.get("ap") or source.get("avgPrice"),
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"z": source.get("z") or source.get("executedQty") or source.get("cumFilledQty"),
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"l": source.get("l") or source.get("lastFilledQty") or source.get("lastExecutedQty"),
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"L": source.get("L") or source.get("lastFillPrice") or source.get("avgPrice"),
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"n": source.get("n") or source.get("commission"),
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"N": source.get("N") or source.get("commissionAsset"),
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"positionID": source.get("positionID") or source.get("positionId"),
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"triggerOrderId": source.get("triggerOrderId"),
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"mainOrderId": source.get("mainOrderId"),
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}
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client_order_id = str(order_update.get("c") or "")
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order_id = str(order_update.get("i") or "")
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status = str(order_update.get("X") or order_update.get("x") or "").upper()
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row = {
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"symbol": order_update.get("s"),
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"clientOrderId": client_order_id,
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"clientOrderID": client_order_id,
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"orderId": order_id,
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"orderID": order_id,
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"status": status,
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"price": order_update.get("p"),
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"avgPrice": order_update.get("ap") or order_update.get("L") or order_update.get("p"),
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"executedQty": order_update.get("z") or "0",
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"cumFilledQty": order_update.get("z") or "0",
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"lastFilledQty": order_update.get("l") or "0",
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"lastFillPrice": order_update.get("L") or order_update.get("ap") or order_update.get("p"),
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"commission": order_update.get("n") or "0",
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"commissionAsset": order_update.get("N"),
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"executionType": order_update.get("x"),
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"positionID": order_update.get("positionID") or order_update.get("positionId"),
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"triggerOrderId": order_update.get("triggerOrderId"),
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"mainOrderId": order_update.get("mainOrderId"),
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"raw": order_update,
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}
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async with self._lock:
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if client_order_id:
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self._latest[client_order_id] = row
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self._events.setdefault(client_order_id, asyncio.Event()).set()
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if order_id:
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self._latest[order_id] = row
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self._events.setdefault(order_id, asyncio.Event()).set()
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