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更新环境配置示例，添加 GRVT 相关的 API 凭证和选项，增强文档以支持新的交易所适配器，确保用户能够正确配置和使用 GRVT 交易功能。
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discountry
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import asyncio
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import os
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import signal
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import sys
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import traceback
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from pysdk.grvt_ccxt_env import GrvtEnv, GrvtWSEndpointType
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from pysdk.grvt_ccxt_logging_selector import logger
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from pysdk.grvt_ccxt_types import GrvtOrderSide
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from pysdk.grvt_ccxt_utils import rand_uint32
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from pysdk.grvt_ccxt_ws import GrvtCcxtWS
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# Utility functions , not called directly by the __main__ test routine
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async def callback_general(message: dict) -> None:
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message.get("params", {}).get("channel")
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logger.info(f"callback_general(): message:{message}")
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async def grvt_ws_subscribe(api: GrvtCcxtWS, args_list: dict) -> None:
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"""Subscribes to Websocket channels/feeds in args list."""
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for stream, (callback, ws_endpoint_type, params) in args_list.items():
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logger.info(f"Subscribing to {stream} {params=}")
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await api.subscribe(
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stream=stream,
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callback=callback,
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ws_end_point_type=ws_endpoint_type,
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params=params,
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)
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await asyncio.sleep(0)
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async def subscribe(loop) -> GrvtCcxtWS:
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"""Subscribe to Websocket channels and feeds."""
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params = {
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"api_key": os.getenv("GRVT_API_KEY"),
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"trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"),
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"api_ws_version": os.getenv("GRVT_WS_STREAM_VERSION", "v1"),
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}
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if os.getenv("GRVT_PRIVATE_KEY"):
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params["private_key"] = os.getenv("GRVT_PRIVATE_KEY")
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env = GrvtEnv(os.getenv("GRVT_ENV", "testnet"))
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test_api = GrvtCcxtWS(env, loop, logger, parameters=params)
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await test_api.initialize()
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pub_args_dict = {
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# ********* Market Data *********
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"mini.s": (
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callback_general,
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None, # use deafult endpoint
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{"instrument": "BTC_USDT_Perp"},
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),
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"mini.d": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{"instrument": "BTC_USDT_Perp", "rate": 0},
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),
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"ticker.s": (
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callback_general,
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None, # use deafult endpoint
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{"instrument": "BTC_USDT_Perp"},
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),
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"ticker.d": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{"instrument": "BTC_USDT_Perp"},
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),
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"book.s": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{"instrument": "BTC_USDT_Perp"},
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),
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"book.d": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{"instrument": "BTC_USDT_Perp"},
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),
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"trade": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{"instrument": "BTC_USDT_Perp"},
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),
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"candle": (
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callback_general,
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GrvtWSEndpointType.MARKET_DATA_RPC_FULL,
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{
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"instrument": "BTC_USDT_Perp",
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"interval": "CI_1_M",
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"type": "TRADE",
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},
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),
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}
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prv_args_dict = {
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# ********* Trade Data *********
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"position": (
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callback_general,
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GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
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{},
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),
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"order": (
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callback_general,
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GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
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{
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"instrument": "BTC_USDT_Perp",
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},
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),
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"cancel": (
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callback_general,
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GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
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{},
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),
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"state": (
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callback_general,
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GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
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{
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"instrument": "BTC_USDT_Perp",
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},
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),
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"fill": (
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callback_general,
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GrvtWSEndpointType.TRADE_DATA_RPC_FULL,
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{
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"instrument": "BTC_USDT_Perp",
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},
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),
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"deposit": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}),
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"transfer": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}),
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"withdrawal": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}),
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}
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try:
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if "private_key" in params:
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await grvt_ws_subscribe(test_api, {**pub_args_dict, **prv_args_dict})
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else: # not private_key , subscribe to public feeds only
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await grvt_ws_subscribe(test_api, pub_args_dict)
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except Exception as e:
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logger.error(f"Error in grvt_ws_subscribe: {e} {traceback.format_exc()}")
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return test_api
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async def rpc_create_order(
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test_api: GrvtCcxtWS, side: GrvtOrderSide, price: str, client_order_id: str = ""
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) -> str:
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if test_api and test_api._private_key:
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# Send order
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if not client_order_id:
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client_order_id = str(rand_uint32())
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payload = await test_api.rpc_create_order(
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symbol="BTC_USDT_Perp",
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order_type="limit",
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side=side,
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amount=0.001,
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price=price,
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params={
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"client_order_id": client_order_id,
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# "time_in_force": "IMMEDIATE_OR_CANCEL",
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"time_in_force": "GOOD_TILL_TIME",
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},
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)
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logger.info(f"rpc_create_order: {payload=}")
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return client_order_id
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return ""
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async def rpc_create_mkt_order(
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test_api: GrvtCcxtWS, symbol: str, side: GrvtOrderSide, client_order_id: str = ""
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) -> str:
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FN = "rpc_create_mkt_order"
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if test_api and test_api._private_key:
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# Send order
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if not client_order_id:
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client_order_id = str(rand_uint32())
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payload = await test_api.rpc_create_order(
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symbol=symbol,
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order_type="market",
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side=side,
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amount=0.001,
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params={
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"client_order_id": client_order_id,
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"time_in_force": "GOOD_TILL_TIME",
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},
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)
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logger.info(f"{FN}: {payload=}")
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return client_order_id
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return ""
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async def rpc_fetch_order(test_api: GrvtCcxtWS, client_order_id: str) -> None:
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if test_api and test_api._private_key:
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# Send order
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payload = await test_api.rpc_fetch_order(
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params={
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"client_order_id": client_order_id,
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},
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)
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logger.info(f"rpc_fetch_order: {payload=}")
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async def rpc_fetch_open_orders(test_api: GrvtCcxtWS) -> None:
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if test_api and test_api._private_key:
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# Send order
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payload: dict = await test_api.rpc_fetch_open_orders()
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logger.info(f"rpc_fetch_open_orders: {payload=}")
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async def rpc_cancel_order(
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test_api: GrvtCcxtWS, client_order_id: str, time_to_live_ms: str = ""
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) -> None:
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if test_api and test_api._private_key:
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# Send order
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params: dict = {"client_order_id": client_order_id}
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if time_to_live_ms:
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params["time_to_live_ms"] = time_to_live_ms
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payload = await test_api.rpc_cancel_order(params=params)
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logger.info(f"rpc_cancel_order: {payload=}")
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async def rpc_cancel_all_orders(test_api: GrvtCcxtWS) -> None:
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if test_api and test_api._private_key:
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# Send order
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payload: dict = await test_api.rpc_cancel_all_orders()
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logger.info(f"rpc_cancel_all_orders: {payload=}")
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async def cancel_send_rpc_order(test_api: GrvtCcxtWS) -> None:
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FN = "cancel_send_rpc_order"
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"""Cancels order then sends an order to be canceled."""
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if test_api and test_api._private_key:
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cloid = str(rand_uint32())
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logger.info(f"{FN} {cloid=}")
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await rpc_cancel_order(test_api, cloid, time_to_live_ms="0")
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await asyncio.sleep(1)
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await rpc_cancel_order(test_api, cloid, time_to_live_ms="5000")
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await asyncio.sleep(0.01)
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await rpc_create_mkt_order(
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test_api, symbol="BTC_USDT_Perp", side="buy", client_order_id=cloid
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)
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await asyncio.sleep(0.01)
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await rpc_fetch_order(test_api, cloid)
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async def send_check_cancel_rpc_order(test_api: GrvtCcxtWS) -> None:
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if test_api and test_api._private_key:
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# Send order
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cloid = await rpc_create_order(test_api, side="buy", price="60000")
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if cloid:
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await rpc_fetch_open_orders(test_api)
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await rpc_fetch_order(test_api, cloid)
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await asyncio.sleep(5)
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await rpc_cancel_order(test_api, cloid)
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cloid = await rpc_create_order(test_api, side="sell", price="70000")
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if cloid:
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await rpc_fetch_open_orders(test_api)
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await rpc_fetch_order(test_api, cloid)
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await asyncio.sleep(5)
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await rpc_cancel_all_orders(test_api)
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async def send_rpc_messages(test_api: GrvtCcxtWS) -> None:
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"""Sends test RPC messages for send/fetch/cancel orders."""
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await send_check_cancel_rpc_order(test_api)
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await cancel_send_rpc_order(test_api)
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async def shutdown(loop, test_api: GrvtCcxtWS) -> None:
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"""Clean up resources and stop the bot gracefully."""
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import time
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logger.info("Shutting down gracefully...")
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if test_api:
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for stream, message in test_api._last_message.items():
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logger.info(f"Last message: {stream=} {message=}")
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logger.info("Delete GrvtCcxtWS...")
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del test_api # Close the websocket connection and session
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time.sleep(3) # Allow time for cleanup
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await asyncio.sleep(5) # Allow time for cleanup
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logger.info("Cancelling all tasks...")
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tasks = [t for t in asyncio.all_tasks(loop) if t is not asyncio.current_task(loop)]
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_ = [task.cancel() for task in tasks]
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logger.info(f"Cancelling {len(tasks)=}")
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await asyncio.gather(*tasks, return_exceptions=True)
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logger.info("Shutdown complete.")
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sys.exit(0)
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if __name__ == "__main__":
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loop = asyncio.get_event_loop()
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test_api = loop.run_until_complete(subscribe(loop))
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if not test_api:
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logger.error("Failed to subscribe to Websocket channels.")
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sys.exit(1)
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for sig in (signal.SIGINT, signal.SIGTERM):
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loop.add_signal_handler(
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sig, lambda: asyncio.create_task(shutdown(loop, test_api))
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)
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loop.run_until_complete(asyncio.sleep(5))
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loop.run_until_complete(send_rpc_messages(test_api))
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loop.run_forever()
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loop.close()
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