(self, client: Client, message)
| 926 | return self.filter_by_since_limit(orders, since, limit, 'timestamp', True) |
| 927 | |
| 928 | def handle_order(self, client: Client, message): |
| 929 | # |
| 930 | # spot |
| 931 | # |
| 932 | # for new order creation |
| 933 | # |
| 934 | # { |
| 935 | # "action":"push", |
| 936 | # "ch":"orders#btcusdt", # or "orders#*" for global subscriptions |
| 937 | # "data": { |
| 938 | # "orderStatus": "submitted", |
| 939 | # "eventType": "creation", |
| 940 | # "totalTradeAmount": 0 # for "submitted" order status |
| 941 | # "orderCreateTime": 1645116048355, # only when `submitted` status |
| 942 | # "orderSource": "spot-web", |
| 943 | # "accountId": 44234548, |
| 944 | # "orderPrice": "100", |
| 945 | # "orderSize": "0.05", |
| 946 | # "symbol": "ethusdt", |
| 947 | # "type": "buy-limit", |
| 948 | # "orderId": "478861479986886", |
| 949 | # "clientOrderId": '', |
| 950 | # } |
| 951 | # } |
| 952 | # |
| 953 | # for filled order, additional fields are present: |
| 954 | # |
| 955 | # "orderStatus": "filled", |
| 956 | # "eventType": "trade", |
| 957 | # "totalTradeAmount": "5.9892649859", |
| 958 | # "tradePrice": "0.676669", |
| 959 | # "tradeVolume": "8.8511", |
| 960 | # "tradeTime": 1760427775894, |
| 961 | # "aggressor": False, |
| 962 | # "execAmt": "8.8511", |
| 963 | # "tradeId": 100599712781, |
| 964 | # "remainAmt": "0", |
| 965 | # |
| 966 | # spot wrapped trade |
| 967 | # |
| 968 | # { |
| 969 | # "action": "push", |
| 970 | # "ch": "orders#ltcusdt", |
| 971 | # "data": { |
| 972 | # "tradePrice": "130.01", |
| 973 | # "tradeVolume": "0.0385", |
| 974 | # "tradeTime": 1648714741525, |
| 975 | # "aggressor": True, |
| 976 | # "execAmt": "0.0385", |
| 977 | # "orderSource": "spot-web", |
| 978 | # "orderSize": "0.0385", |
| 979 | # "remainAmt": "0", |
| 980 | # "tradeId": 101541578884, |
| 981 | # "symbol": "ltcusdt", |
| 982 | # "type": "sell-market", |
| 983 | # "eventType": "trade", |
| 984 | # "clientOrderId": '', |
| 985 | # "orderStatus": "filled", |
no test coverage detected