Enviar arquivos para "exchanges"
commit
e7c36f5018
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@ -0,0 +1,52 @@
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import asyncio
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import json
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import websockets
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import requests
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class BinancePerpStream:
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def __init__(self, quote_filters, chunk_size=50):
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self.base_url = "wss://fstream.binance.com/stream"
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self.quote_filters = quote_filters
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self.chunk_size = chunk_size
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self.symbol_chunks = self.get_symbol_chunks()
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def get_symbol_chunks(self):
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try:
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url = "https://fapi.binance.com/fapi/v1/exchangeInfo"
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data = requests.get(url).json()
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symbols = [s["symbol"] for s in data["symbols"] if s["quoteAsset"] in self.quote_filters]
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print("[BINANCE] Starting stream with", len(symbols), "symbols")
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return [symbols[i:i+self.chunk_size] for i in range(0, len(symbols), self.chunk_size)]
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except Exception as e:
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print("[BINANCE REST ERROR]", e)
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return []
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def normalize_symbol(self, symbol):
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return symbol.replace("USDT", "/USDT")
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def parse_tick(self, msg):
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data = msg.get("data")
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if not data:
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return None
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symbol = data["s"]
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return {
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"exchange": "binance",
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"symbol": self.normalize_symbol(symbol),
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"bid": float(data["b"]),
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"ask": float(data["a"]),
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"bid_size": float(data["B"]),
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"ask_size": float(data["A"])
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}
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async def stream_chunk(self, symbols):
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streams = "/".join([f"{s.lower()}@bookTicker" for s in symbols])
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url = f"{self.base_url}?streams={streams}"
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async with websockets.connect(url) as ws:
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async for msg in ws:
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try:
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data = json.loads(msg)
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tick = self.parse_tick(data)
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if tick:
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yield tick
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except Exception as e:
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print("[BINANCE PAR
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@ -0,0 +1,69 @@
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import asyncio
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import json
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import websockets
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import requests
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class BybitPerpStream:
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def __init__(self, quote_filters, chunk_size=50):
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self.url = "wss://stream.bybit.com/v5/public/linear"
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self.quote_filters = quote_filters
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self.chunk_size = chunk_size
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self.symbol_chunks = self.get_symbol_chunks()
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def get_symbol_chunks(self):
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try:
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url = "https://api.bybit.com/v5/market/instruments-info"
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params = {"category": "linear"}
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data = requests.get(url, params=params).json()
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symbols = [
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item["symbol"]
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for item in data["result"]["list"]
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if any(q in item["symbol"] for q in self.quote_filters)
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]
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print("[BYBIT] Starting stream with", len(symbols), "symbols")
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return [symbols[i:i + self.chunk_size] for i in range(0, len(symbols), self.chunk_size)]
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except Exception as e:
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print("[BYBIT REST ERROR]", e)
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return []
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def normalize_symbol(self, symbol):
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return symbol.replace("USDT", "/USDT")
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def parse_tick(self, topic, data):
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if data.get("bid1Price") is None or data.get("ask1Price") is None:
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return None
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symbol = topic.split(".")[-1]
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return {
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"exchange": "bybit",
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"symbol": self.normalize_symbol(symbol),
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"bid": float(data.get("bid1Price", 0)),
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"ask": float(data.get("ask1Price", 0)),
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"bid_size": float(data.get("bid1Size", 0)),
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"ask_size": float(data.get("ask1Size", 0))
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}
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async def stream_chunk(self, symbols):
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args = [f"tickers.{s}" for s in symbols]
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async with websockets.connect(self.url) as ws:
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await ws.send(json.dumps({"op": "subscribe", "args": args}))
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async for msg in ws:
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try:
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data = json.loads(msg)
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if "data" in data and "topic" in data:
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tick = self.parse_tick(data["topic"], data["data"])
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if tick:
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yield tick
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except Exception as e:
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print("[BYBIT PARSE ERROR]", e)
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async def stream(self):
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queue = asyncio.Queue()
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async def worker(symbols):
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async for tick in self.stream_chunk(symbols):
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await queue.put(tick)
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tasks = [asyncio.create_task(worker(chunk)) for chunk in self.symbol_chunks]
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while True:
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tick = await queu
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@ -0,0 +1,72 @@
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import asyncio
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import json
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import websockets
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import requests
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class HyperliquidPerpStream:
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def __init__(self, quote_filters):
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self.url = "wss://api.hyperliquid.xyz/ws"
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self.quote_filters = quote_filters
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self.symbols = self.get_symbols()
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def get_symbols(self):
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try:
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url = "https://api.hyperliquid.xyz/info"
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headers = {"Content-Type": "application/json"}
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payload = {"type": "metaAndAssetCtxs"}
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response = requests.post(url, headers=headers, json=payload)
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data = response.json()
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print("[HYPERLIQUID DEBUG] type:", type(data))
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assets = data[0].get("universe", [])
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print("[HYPERLIQUID DEBUG] universe len:", len(assets))
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symbols = [a["name"] for a in assets]
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print("[HYPERLIQUID SYMBOLS]", symbols[:10])
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return symbols
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except Exception as e:
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print("[HYPERLIQUID REST ERROR]", e)
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return []
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def normalize_symbol(self, symbol):
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return symbol + "/USD"
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async def stream(self):
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symbols = self.symbols
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print(f"[hyperliquid] Starting stream with {len(symbols)} symbols")
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while True:
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try:
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async with websockets.connect(self.url) as ws:
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chunk_size = 1
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for i in range(0, len(symbols), chunk_size):
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chunk = symbols[i:i + chunk_size]
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await ws.send(json.dumps({
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"type": "subscribe",
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"channels": [{"name": "l2Book", "symbols": chunk}]
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}))
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await asyncio.sleep(0.1)
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async for msg in ws:
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try:
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print(msg)
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data = json.loads(msg)
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if data.get("type") == "l2Book" and "impactPxs" in data:
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symbol = data.get("symbol")
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impact = data.get("impactPxs", [])
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if len(impact) < 2:
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continue
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bid = float(impact[0])
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ask = float(impact[1])
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yield {
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"exchange": "hyperliquid",
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"symbol": self.normalize_symbol(symbol),
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"bid": bid,
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"ask": ask,
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"bid_size": 0.0,
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"ask_size": 0.0
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}
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except Exception as e:
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print("[HYPERLIQUID PARSE ERROR]", e)
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except Exception as e:
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print("[HYPERLIQUID WS ERROR]", e)
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await asyncio.sleep(5)
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@ -0,0 +1,54 @@
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import asyncio
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import json
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import websockets
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import requests
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class OKXPerpStream:
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def __init__(self, quote_filters, chunk_size=50):
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self.url = "wss://ws.okx.com:8443/ws/v5/public"
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self.quote_filters = quote_filters
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self.chunk_size = chunk_size
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self.symbol_chunks = self.get_symbol_chunks()
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def get_symbol_chunks(self):
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try:
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url = "https://www.okx.com/api/v5/public/instruments"
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params = {"instType": "SWAP"}
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data = requests.get(url, params=params).json()
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symbols = [item["instId"] for item in data["data"] if any(q in item["settleCcy"] for q in self.quote_filters)]
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print("[OKX] Starting stream with", len(symbols), "symbols")
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return [symbols[i:i+self.chunk_size] for i in range(0, len(symbols), self.chunk_size)]
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except Exception as e:
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print("[OKX REST ERROR]", e)
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return []
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def normalize_symbol(self, symbol):
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return symbol.replace("-SWAP", "").replace("-", "/")
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def parse_tick(self, data):
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symbol = data["instId"]
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return {
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"exchange": "okx",
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"symbol": self.normalize_symbol(symbol),
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"bid": float(data["bidPx"]),
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"ask": float(data["askPx"]),
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"bid_size": float(data["bidSz"]),
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"ask_size": float(data["askSz"])
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}
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async def stream_chunk(self, symbols):
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args = [{"channel": "tickers", "instId": s} for s in symbols]
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async with websockets.connect(self.url) as ws:
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await ws.send(json.dumps({"op": "subscribe", "args": args}))
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async for msg in ws:
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try:
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data = json.loads(msg)
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if "data" in data:
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for item in data["data"]:
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tick = self.parse_tick(item)
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if tick:
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yield tick
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except Exception as e:
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print("[OKX PARSE ERROR]", e)
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async def stream(se
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