feat: 添加 EdgeX 交易所适配器及相关客户端实现，支持订单、深度和K线数据处理

docs/edgex/edgex-python-sdk-main/edgex_sdk/ws/client.py

@@ -0,0 +1,302 @@
+import asyncio
+import binascii
+import json
+import logging
+import threading
+import time
+from typing import Dict, Any, List, Optional, Callable, Union
+
+import websocket
+from Crypto.Hash import keccak
+
+from ..internal.signing_adapter import SigningAdapter
+
+from ..internal.client import Client as InternalClient
+
+
+class Client:
+    """WebSocket client for real-time data."""
+
+    def __init__(self, url: str, is_private: bool, account_id: int, stark_pri_key: str, signing_adapter: Optional[SigningAdapter] = None):
+        """
+        Initialize the WebSocket client.
+
+        Args:
+            url: WebSocket URL
+            is_private: Whether this is a private WebSocket connection
+            account_id: Account ID for authentication
+            stark_pri_key: Stark private key for signing
+        """
+        self.url = url
+        self.is_private = is_private
+        self.account_id = account_id
+        self.stark_pri_key = stark_pri_key
+
+        # Use the provided signing adapter (required)
+        if signing_adapter is None:
+            raise ValueError("signing_adapter is required")
+        self.signing_adapter = signing_adapter
+
+        self.conn = None
+        self.handlers = {}
+        self.done = threading.Event()
+        self.ping_thread = None
+        self.subscriptions = set()
+        self.on_connect_hooks = []
+        self.on_message_hooks = []
+        self.on_disconnect_hooks = []
+
+        self.logger = logging.getLogger(__name__)
+
+    def connect(self):
+        """
+        Establish a WebSocket connection.
+
+        Raises:
+            ValueError: If the connection fails
+        """
+        headers = {}
+        url = self.url
+
+        # Add timestamp parameter for both public and private connections
+        timestamp = int(time.time() * 1000)
+
+        if self.is_private:
+            # Add timestamp header
+            headers["X-edgeX-Api-Timestamp"] = str(timestamp)
+
+            # Generate signature content (no ? separator, matching Go SDK)
+            path = f"/api/v1/private/wsaccountId={self.account_id}"
+            sign_content = f"{timestamp}GET{path}"
+
+            # Hash the content
+            keccak_hash = keccak.new(digest_bits=256)
+            keccak_hash.update(sign_content.encode())
+            message_hash = keccak_hash.digest()
+
+            # Sign the message using the signing adapter
+            try:
+                r, s = self.signing_adapter.sign(message_hash, self.stark_pri_key)
+            except Exception as e:
+                raise ValueError(f"failed to sign message: {str(e)}")
+
+            # Set signature header
+            headers["X-edgeX-Api-Signature"] = f"{r}{s}"
+        else:
+            # For public connections, add timestamp as URL parameter
+            separator = "&" if "?" in url else "?"
+            url = f"{url}{separator}timestamp={timestamp}"
+
+        # Create WebSocket connection
+        try:
+            self.conn = websocket.create_connection(url, header=headers)
+        except Exception as e:
+            raise ValueError(f"failed to connect to WebSocket: {str(e)}")
+
+        # Start ping thread
+        self.done.clear()
+        self.ping_thread = threading.Thread(target=self._ping_loop)
+        self.ping_thread.daemon = True
+        self.ping_thread.start()
+
+        # Start message handling thread
+        self.message_thread = threading.Thread(target=self._handle_messages)
+        self.message_thread.daemon = True
+        self.message_thread.start()
+
+        # Call connect hooks
+        for hook in self.on_connect_hooks:
+            hook()
+
+    def close(self):
+        """Close the WebSocket connection."""
+        self.done.set()
+
+        if self.conn:
+            self.conn.close()
+            self.conn = None
+
+    def _ping_loop(self):
+        """Send periodic ping messages."""
+        while not self.done.is_set():
+            if self.conn:
+                ping_msg = {
+                    "type": "ping",
+                    "time": str(int(time.time() * 1000))
+                }
+
+                try:
+                    self.conn.send(json.dumps(ping_msg))
+                except Exception as e:
+                    self.logger.error(f"Failed to send ping: {str(e)}")
+                    break
+
+            # Wait for 30 seconds or until done
+            self.done.wait(30)
+
+    def _handle_messages(self):
+        """Process incoming WebSocket messages."""
+        while not self.done.is_set():
+            if not self.conn:
+                break
+
+            try:
+                message = self.conn.recv()
+
+                # Call message hooks
+                for hook in self.on_message_hooks:
+                    hook(message)
+
+                # Parse message
+                try:
+                    msg = json.loads(message)
+                except json.JSONDecodeError:
+                    continue
+
+                # Handle ping messages
+                if msg.get("type") == "ping":
+                    self._handle_pong(msg.get("time", ""))
+                    continue
+
+                # Handle quote events
+                if msg.get("type") == "quote-event":
+                    channel = msg.get("channel", "")
+                    channel_type = channel.split(".")[0] if "." in channel else channel
+
+                    if channel_type in self.handlers:
+                        self.handlers[channel_type](message)
+                    continue
+
+                # Call registered handlers for other message types
+                msg_type = msg.get("type", "")
+                if msg_type in self.handlers:
+                    self.handlers[msg_type](message)
+
+            except Exception as e:
+                self.logger.error(f"Error handling message: {str(e)}")
+
+                # Call disconnect hooks
+                for hook in self.on_disconnect_hooks:
+                    hook(e)
+
+                break
+
+    def _handle_pong(self, timestamp: str):
+        """
+        Send pong response to server ping.
+
+        Args:
+            timestamp: The timestamp from the ping message
+        """
+        pong_msg = {
+            "type": "pong",
+            "time": timestamp
+        }
+
+        try:
+            self.conn.send(json.dumps(pong_msg))
+        except Exception as e:
+            self.logger.error(f"Failed to send pong: {str(e)}")
+
+    def subscribe(self, topic: str, params: Dict[str, Any] = None) -> bool:
+        """
+        Subscribe to a topic (for public WebSocket).
+
+        Args:
+            topic: The topic to subscribe to
+            params: Optional parameters for the subscription
+
+        Returns:
+            bool: Whether the subscription was successful
+
+        Raises:
+            ValueError: If the subscription fails
+        """
+        if self.is_private:
+            raise ValueError("cannot subscribe on private WebSocket connection")
+
+        if not self.conn:
+            raise ValueError("WebSocket connection is not established")
+
+        sub_msg = {
+            "type": "subscribe",
+            "channel": topic
+        }
+
+        if params:
+            sub_msg.update(params)
+
+        try:
+            self.conn.send(json.dumps(sub_msg))
+            self.subscriptions.add(topic)
+            return True
+        except Exception as e:
+            raise ValueError(f"failed to subscribe: {str(e)}")
+
+    def unsubscribe(self, topic: str) -> bool:
+        """
+        Unsubscribe from a topic (for public WebSocket).
+
+        Args:
+            topic: The topic to unsubscribe from
+
+        Returns:
+            bool: Whether the unsubscription was successful
+
+        Raises:
+            ValueError: If the unsubscription fails
+        """
+        if self.is_private:
+            raise ValueError("cannot unsubscribe on private WebSocket connection")
+
+        if not self.conn:
+            raise ValueError("WebSocket connection is not established")
+
+        unsub_msg = {
+            "type": "unsubscribe",
+            "channel": topic
+        }
+
+        try:
+            self.conn.send(json.dumps(unsub_msg))
+            self.subscriptions.discard(topic)
+            return True
+        except Exception as e:
+            raise ValueError(f"failed to unsubscribe: {str(e)}")
+
+    def on_message(self, msg_type: str, handler: Callable[[str], None]):
+        """
+        Register a handler for a specific message type.
+
+        Args:
+            msg_type: The message type to handle
+            handler: The handler function
+        """
+        self.handlers[msg_type] = handler
+
+    def on_message_hook(self, hook: Callable[[str], None]):
+        """
+        Register a hook that will be called for all messages.
+
+        Args:
+            hook: The hook function
+        """
+        self.on_message_hooks.append(hook)
+
+    def on_connect(self, hook: Callable[[], None]):
+        """
+        Register a hook that will be called when connection is established.
+
+        Args:
+            hook: The hook function
+        """
+        self.on_connect_hooks.append(hook)
+
+    def on_disconnect(self, hook: Callable[[Exception], None]):
+        """
+        Register a hook that will be called when connection is closed.
+
+        Args:
+            hook: The hook function
+        """
+        self.on_disconnect_hooks.append(hook)