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binance: add futes API link, freeze the agg tradez struct

basic_buy_bot
Tyler Goodlet 2023-06-08 19:54:24 -04:00
parent 75ff3921b6
commit 937d8c410d
1 changed files with 14 additions and 5 deletions
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19
piker/brokers/binance.py
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@ -55,7 +55,7 @@ from ._util import (
DataUnavailable, DataUnavailable,
) )
from ._util import ( from ._util import (
log, get_logger,
get_console_log, get_console_log,
) )
from piker.data.types import Struct from piker.data.types import Struct
@ -67,6 +67,9 @@ from piker.data._web_bs import (
) )
log = get_logger(__name__)
_url = 'https://api.binance.com' _url = 'https://api.binance.com'
@ -351,7 +354,7 @@ async def get_client() -> Client:
# validation type # validation type
class AggTrade(Struct): class AggTrade(Struct, frozen=True):
e: str # Event type e: str # Event type
E: int # Event time E: int # Event time
s: str # Symbol s: str # Symbol
@ -455,10 +458,16 @@ async def stream_messages(
def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]: def make_sub(pairs: list[str], sub_name: str, uid: int) -> dict[str, str]:
"""Create a request subscription packet dict. '''
Create a request subscription packet dict.
https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams - spot:
""" https://binance-docs.github.io/apidocs/spot/en/#live-subscribing-unsubscribing-to-streams
- futes:
https://binance-docs.github.io/apidocs/futures/en/#websocket-market-streams
'''
return { return {
'method': 'SUBSCRIBE', 'method': 'SUBSCRIBE',
'params': [ 'params': [