v1.0.13: Add order update v2 subscription

README.md

@@ -4,35 +4,9 @@ This is Huobi Python SDK, This is a lightweight python library, you can import t
 
 The SDK supports both synchronous RESTful API invoking, and subscribe the market data from the Websocket connection.
 
+## Huobi Python SDK Releases
 
-## Huobi Python SDK (change log)
-[Python SDK Change Log](https://github.com/HuobiRDCenter/huobi_Python/blob/master/CHANGE_LOG.md)
-
-## Huobi Python SDK Download
-
-- [Huobi Global API Python SDK version 1.0.12](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.12)
-
-- [Huobi Global API Python SDK version 1.0.11](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.11)
-
-- [Huobi Global API Python SDK version 1.0.10](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.10)
-
-- [Huobi Global API Python SDK version 1.0.9](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.9)
-
-- [Huobi Global API Python SDK version 1.0.8](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.8)
-
-- [Huobi Global API Python SDK version 1.0.7](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.7)
-
-- [Huobi Global API Python SDK version 1.0.6](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.6)
-
-- [Huobi Global API Python SDK version 1.0.5](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.5)
-
-- [Huobi Global API Python SDK version 1.0.4](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.4)
-
-- [Huobi Global API Python SDK version 1.0.3](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.3)
-
-- [Huobi Global API Python SDK version 1.0.2](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.2)
-
-- [Huobi Global API Python SDK version 1.0.1](https://github.com/HuobiRDCenter/huobi_Python/releases/tag/1.0.1)
+Go to [Releases](https://github.com/HuobiRDCenter/huobi_Python/releases) page to view and download each release.
 
 
 ## Table of Contents
@@ -510,27 +484,26 @@ def callback(candlestick_event: 'CandlestickEvent'):
 subscription_client.subscribe_candlestick_event("btcusdt", CandlestickInterval.MIN15, callback)
 ```
 
-### Subscribe order update
+### Subscribe orders update
 
 *Authentication is required.*
 
 ```python
-def callback(order_update_event: 'OrderUpdateEvent'):
+def callback(order_update_event: 'OrdersUpdateEvent'):
     print(order_update_event.data.price)
 
-subscription_client.subscribe_order_update_event("btcusdt", callback)
+subscription_client.subscribe_orders_update_event("btcusdt", callback)
 ```
 
 ### Subscribe account change
 
 *Authentication is required.*
 
 ```python
-def callback(account_event: 'AccountEvent'):
-    for change in account_event.account_change_list:
-        print(change.account_type)
+def callback(account_event: 'AccountsUpdateEvent'):
+    account_event.print_object()
 
-subscription_client.subscribe_account_event(BalanceMode.TOTAL, callback)
+subscription_client.subscribe_accounts_update_event(AccountBalanceMode.TOTAL, callback)
 ```
 
 ### Unsubscribe

example/restful/posttransferbetweenfuturespro.py

@@ -5,7 +5,7 @@
 request_client = RequestClient(api_key="xxxxxx", secret_key="xxxxxx")
 
 trans_id_one = request_client.transfer_between_futures_and_pro(amount=0.35, currency="eos",
-                                                               transfer_type=TransferFuturesPro.TO_FETURES)
+                                                               transfer_type=TransferFuturesPro.TO_FUTURES)
 print (trans_id_one)
 trans_id_two = request_client.transfer_between_futures_and_pro(amount=0.35, currency="eos",
                                                                transfer_type=TransferFuturesPro.TO_PRO)

example/subscribe/subscribeordersupdate.py

@@ -0,0 +1,24 @@
+import logging
+from huobi import SubscriptionClient
+from huobi.constant.test import *
+
+logger = logging.getLogger("huobi-client")
+logger.setLevel(level=logging.INFO)
+handler = logging.StreamHandler()
+handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
+logger.addHandler(handler)
+
+sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
+
+
+def callback(orders_update_event: 'OrderUpdateV2Event'):
+    print("---- orders update : ----")
+    orders_update_event.print_object()
+    print()
+
+
+def error(e: 'HuobiApiException'):
+    print(e.error_code + e.error_message)
+
+
+sub_client.subscribe_orders_update_event("hthusd", callback, error)

huobi/constant/result.py

@@ -4,6 +4,7 @@ class OutputKey:
     KeyTick = "tick"
     KeyChannelCh = "ch"
     KeyChannelRep = "rep"
+    KeyAction = "action"
 
 
 

huobi/impl/utils/channels.py

@@ -35,6 +35,12 @@ def full_mbp_channel(symbol, levels):
     channel["id"] = str(get_current_timestamp())
     return json.dumps(channel)
 
+def orders_update_channel(symbol):
+    channel = dict()
+    channel["action"] = "sub"
+    channel["ch"] = "orders#{symbol}".format(symbol=symbol)
+    return json.dumps(channel)
+
 def price_depth_bbo_channel(symbol):
     channel = dict()
     channel["sub"] = "market." + symbol + ".bbo"

huobi/impl/websocketrequestimplv2.py

@@ -5,7 +5,7 @@
 from huobi.impl.utils.channels import *
 from huobi.impl.utils.inputchecker import *
 from huobi.model import *
-
+from huobi.model.ordersupdateevent import OrdersUpdateEvent
 
 
 class WebsocketRequestImplV2(object):
@@ -54,4 +54,21 @@ def subscription_handler(connection):
         request.update_callback = callback
         request.error_handler = error_handler
         request.api_version = ApiVersion.VERSION_V2
+        return request
+
+    def subscribe_orders_update_event(self, symbol, callback, error_handler=None):
+        check_should_not_none(symbol, "symbol")
+        check_should_not_none(callback, "callback")
+
+        def subscription_handler(connection):
+            connection.send(orders_update_channel(symbol))
+
+        request = WebsocketRequest()
+        request.subscription_handler = subscription_handler
+        request.auto_close = False
+        request.is_trading = True
+        request.json_parser = OrdersUpdateEvent.json_parse
+        request.update_callback = callback
+        request.error_handler = error_handler
+        request.api_version = ApiVersion.VERSION_V2
         return request

huobi/model/constant.py

@@ -84,6 +84,7 @@ class WithdrawState:
     REPEALED = "repealed"
     INVALID = None
 
+
 class DepositWithdraw:
     DEPOSIT = "deposit"
     WITHDRAW = "withdraw"
@@ -183,29 +184,35 @@ class BalanceMode:
     TOTAL = "1"
     INVALID = None
 
+
 class AccountBalanceMode:
     BALANCE = "0"
     TOTAL = "1"
     INVALID = None
 
+
 class OperateMode:
     PING = "ping"
     PONG = "pong"
     INVALID = None
 
+
 class QueryDirection:
     PREV = "prev"
     NEXT = "next"
     INVALID = None
 
+
 class TransferFuturesPro:
     TO_PRO = "futures-to-pro"
-    TO_FETURES ="pro-to-futures"
+    TO_FUTURES = "pro-to-futures"
+
 
 class MatchRole:
     MAKER = "maker"
     TAKER = "taker"
 
+
 class DepthStep:
     STEP0 = "step0"
     STEP1 = "step1"
@@ -227,16 +234,19 @@ class ChainDepositStatus:
     PROHIBITED = "prohibited"
     INVALID = None
 
+
 class ChainWithdrawStatus:
     ALLOWED = "allowed"
     PROHIBITED = "prohibited"
     INVALID = None
 
+
 class InstrumentStatus:
     NORMAL = "normal"
     DELISTED = "delisted"
     INVALID = None
 
+
 class AccountChangeType:
     ORDER_PLACE = "order-place"
     ORDER_MATCH = "order-match"
@@ -250,6 +260,7 @@ class AccountChangeType:
     OTHER = "other"
     INVALID = None
 
+
 class FeeDeductType:
     DEDUCT_BY_HT = "ht"
     DEDUCT_BY_POINT = "point"
@@ -259,4 +270,11 @@ class FeeDeductType:
 class SubUidState:
     UNLOCK = "unlock"
     LOCK = "lock"
-    INVALID = None
+    INVALID = None
+
+
+class OrderUpdateEventType:
+    CREATION = "creation"
+    TRADE = "trade"
+    CANCELLATION = "cancellation"
+    INVALID = None

huobi/model/ordersupdate.py

@@ -0,0 +1,75 @@
+from huobi.model import OrderType, OrderState, OrderUpdateEventType
+
+
+class OrdersUpdate:
+
+    def __init__(self):
+        self.eventType = OrderUpdateEventType.INVALID
+        self.symbol = ""
+        self.orderId = 0
+        self.clientOrderId = ""
+        self.type = OrderType.INVALID
+        self.orderStatus = OrderState.INVALID
+        self.orderPrice = ""
+        self.orderSize = ""
+        self.orderCreateTime = 0
+        self.tradeId = 0
+        self.tradePrice = ""
+        self.tradeVolume = ""
+        self.tradeTime = 0
+        self.aggressor = False
+        self.remainAmt = ""
+        self.lastActTime = 0
+
+    @staticmethod
+    def json_parse(json_data):
+        obj = OrdersUpdate()
+        obj.eventType = json_data.get_string("eventType")
+        obj.symbol = json_data.get_string("symbol")
+        obj.orderId = json_data.get_int("orderId")
+        obj.clientOrderId = json_data.get_string("clientOrderId")
+        obj.orderStatus = json_data.get_string("orderStatus")
+
+        if obj.eventType == OrderUpdateEventType.CREATION:
+            obj.type = json_data.get_string_or_default("type", OrderType.INVALID)
+            obj.orderPrice = json_data.get_string_or_default("orderPrice", "")
+            obj.orderSize = json_data.get_string_or_default("orderSize", "")
+            obj.orderCreateTime = json_data.get_int_or_default("orderCreateTime", 0)
+
+        if obj.eventType == OrderUpdateEventType.TRADE:
+            obj.tradeId = json_data.get_int_or_default("tradeId", 0)
+            obj.tradePrice = json_data.get_string_or_default("tradePrice", "")
+            obj.tradeVolume = json_data.get_string_or_default("tradeVolume", "")
+            obj.tradeTime = json_data.get_int_or_default("tradeTime", 0)
+            obj.aggressor = json_data.get_boolean("aggressor", False)
+            obj.remainAmt = json_data.get_string_or_default("remainAmt", "")
+
+        if obj.eventType == OrderUpdateEventType.TRADE:
+            obj.lastActTime = json_data.get_int_or_default("lastActTime", 0)
+
+        return obj
+
+    def print_object(self, format_data=""):
+        from huobi.base.printobject import PrintBasic
+        PrintBasic.print_basic(self.eventType, format_data + "Event Type")
+        PrintBasic.print_basic(self.symbol, format_data + "Symbol")
+        PrintBasic.print_basic(self.orderId, format_data + "Order Id")
+        PrintBasic.print_basic(self.clientOrderId, format_data + "Client Order Id")
+        PrintBasic.print_basic(self.orderStatus, format_data + "order Status")
+
+        if self.eventType == OrderUpdateEventType.CREATION:
+            PrintBasic.print_basic(self.type, format_data + "Type")
+            PrintBasic.print_basic(self.orderPrice, format_data + "order Price")
+            PrintBasic.print_basic(self.orderSize, format_data + "order Size")
+            PrintBasic.print_basic(self.orderCreateTime, format_data + "Order Create Time")
+
+        if self.eventType == OrderUpdateEventType.TRADE:
+            PrintBasic.print_basic(self.tradeId, format_data + "Trade Id")
+            PrintBasic.print_basic(self.tradePrice, format_data + "Trade Price")
+            PrintBasic.print_basic(self.tradeVolume, format_data + "Trade Volume")
+            PrintBasic.print_basic(self.tradeTime, format_data + "Trade Time")
+            PrintBasic.print_basic(self.aggressor, format_data + "is aggressor")
+            PrintBasic.print_basic(self.remainAmt, format_data + "Remain Amount")
+
+        if self.eventType == OrderUpdateEventType.CANCELLATION:
+            PrintBasic.print_basic(self.lastActTime, format_data + "Last Activity Time")

huobi/model/ordersupdateevent.py

@@ -0,0 +1,34 @@
+from huobi.constant.result import OutputKey
+from huobi.impl.utils.channelparser import ChannelParser
+from huobi.model import Mbp
+from huobi.model.ordersupdate import OrdersUpdate
+
+
+class OrdersUpdateEvent:
+    """
+    The order update received by subscription of order update.
+
+    """
+
+    def __init__(self):
+        self.action = ""
+        self.code = 200
+        self.ch = ""
+        self.data = OrdersUpdate()
+
+    @staticmethod
+    def json_parse(json_wrapper):
+        action = json_wrapper.get_string(OutputKey.KeyAction)
+        ch = json_wrapper.get_string(OutputKey.KeyChannelCh)
+        data = json_wrapper.get_object(OutputKey.KeyData)
+
+        order_update_v2_event = OrdersUpdateEvent()
+        order_update_v2_event.action = action
+        order_update_v2_event.ch = ch
+        order_update_v2_event.data = OrdersUpdate.json_parse(data)
+        return order_update_v2_event
+
+    def print_object(self, format_data=""):
+        from huobi.base.printobject import PrintBasic
+        PrintBasic.print_basic(self.ch, format_data + "Channel")
+        self.data.print_object()

huobi/subscriptionclient.py

@@ -401,6 +401,22 @@ def request_mbp_event(self, symbols: 'str', level: 'int', callback, auto_close =
                                                                           auto_close, error_handler)
         self.__create_connection(request)
 
+    def subscribe_orders_update_event(self, symbol: 'str', callback, error_handler=None):
+        """
+        Subscribe trade clearing by symbol
+
+        :param symbol: The symbol, like "btcusdt".
+        :param callback: The implementation is required. onReceive will be called if receive server's update.
+            example: def callback(price_depth_event: 'PriceDepthEvent'):
+                        pass
+        :param error_handler: The error handler will be called if subscription failed or error happen between client and Huobi server
+            example: def error_handler(exception: 'HuobiApiException')
+                        pass
+
+        :return:  No return
+        """
+        request = self.websocket_request_impl_v2.subscribe_orders_update_event(symbol, callback, error_handler)
+        self.__create_connection(request)
 
     def subscribe_trade_clearing_event(self, symbols: 'str', callback, error_handler=None):
         """

performance/testcase.py

@@ -307,7 +307,7 @@ def test_transfer(self):
         result, tc.server_req_cost, tc.server_api_cost = self.test_client.transfer_between_futures_and_pro(
             currency="trx",
             amount=transfer_trx_amount,
-            transfer_type=TransferFuturesPro.TO_FETURES)
+            transfer_type=TransferFuturesPro.TO_FUTURES)
         tc.run_status = RunStatus.SUCCESS if result else RunStatus.FAILED
         tc.add_record()
 

setup.py

@@ -3,7 +3,7 @@
 
 setup(
     name="huobi-client",
-    version="1.0.12",
+    version="1.0.13",
     packages=['huobi', 'huobi.impl', 'huobi.impl.utils', 'huobi.exception', 'huobi.model', 'huobi.base', 'huobi.constant',
               "performance", "tests", "huobi.demo_service", "huobi.demo_service.mbp"],
     install_requires=['requests', 'apscheduler', 'websocket-client', 'urllib3']