BitShares Integration

QTradeX supports the BitShares DEX as both a data source and a live trading venue. The integration spans three layers: low-level RPC utilities for blockchain queries, a BitsharesExchange class for order management, and a Kibana-based data fetcher for historical swap data.

BitShares nodes

from qtradex.common.bitshares_nodes import bitshares_nodes

A list of active BitShares WebSocket node URLs used by default across all RPC functions. Pass a custom list to wss_handshake(node=...) to override.

bitshares_nodes
# -> ["wss://node1.bitshares.eu/ws", "wss://api.bitshares.bhuz.info/ws", ...]

RPC Utilities

from qtradex.public.rpc import (
    wss_handshake, wss_query,
    rpc_get_objects, rpc_get_multiple_objects,
    rpc_market_history, rpc_lookup_asset_symbols,
    rpc_account_by_name, rpc_book, rpc_last,
    rpc_open_orders, rpc_pool_book,
    get_bitshares_balances,
    id_from_name, id_to_name, precision,
)

Low-level WebSocket JSON-RPC wrappers for the BitShares blockchain. All RPC functions take a connection object returned by wss_handshake() as their first argument.

Connection

rpc = wss_handshake(node=None)  # node: str URL or list of URLs, or None for defaults

Creates a WebSocket connection to a BitShares node. If node is a list, it tries each one in order until a connection succeeds. If None, uses the built-in node list from qtradex.common.bitshares_nodes.

wss_query(rpc, params)  # params: ["api", "method", [args]]

Low-level JSON-RPC call. All other RPC functions build on this.

Asset Lookup

rpc_lookup_asset_symbols(rpc, asset, currency)
# -> [{"id": "1.3.x", "symbol": "BTC", "precision": 8}, ...]

id_from_name(rpc, object_name)           # "BTC" -> "1.3.x"
id_to_name(rpc, object_id)               # "1.3.x" -> "BTC"
precision(rpc, object_id)                # "1.3.x" -> 8

Resolve between human-readable asset names and BitShares object IDs. precision() is cached to precisions.txt. id_from_name/id_to_name are cached to ids_to_names.txt / names_to_ids.txt.

Market Data

rpc_market_history(rpc, currency_id, asset_id, period, start_unix, stop_unix)
# -> kline data list

rpc_last(rpc, pair)                # "BTC:USD" -> latest price as float
rpc_book(rpc, asset, currency, depth=3)
# -> {"askp": [...], "askv": [...], "bidp": [...], "bidv": [...]}

rpc_pool_book(pool_data)
# -> {"askp": [...], "askv": [...], "bidp": [...], "bidv": [...]}

rpc_book fetches the order book for a traditional (order-book) market. rpc_pool_book computes the implied order book of a liquidity pool from its balance_a / balance_b / asset / currency state using constant-product (x * y = k) math.

Account

rpc_account_by_name(rpc, account)    # "username" -> account object
rpc_open_orders(rpc, account_name, storage, market)
# -> {"bids": [...], "asks": [...], "bid_sum": ..., "ask_sum": ...}
get_bitshares_balances(rpc, api)     # via API dict with "pair", "user_id"
# -> {"asset_free": ..., "currency_free": ...}

Objects

rpc_get_objects(rpc, obj_id)               # "1.3.0" -> single object
rpc_get_multiple_objects(rpc, assets_list)  # ["1.3.0", "1.3.1"] -> list

`BitsharesExchange`

from qtradex.private.bitshares_exchange import BitsharesExchange

Requires the optional bitshares-signing package (pip install qtradex[bitshares]).

Implements the same interface as CCXT exchange wrappers used by Execution and live trading, adapted for the BitShares DEX.

exchange = BitsharesExchange(user="your_username", wif="your_private_key")

Method	Description
`fetch_my_trades(symbol)`	Historical fills for an account on a market (`"BTC/USD"`)
`create_order(symbol, order_type, side, amount, price)`	Place limit or swap order
`cancel_order(order_id, symbol)`	Cancel a single order
`cancel_orders(ids, symbol)`	Cancel multiple orders
`cancel_all_orders(symbol)`	Cancel all orders on a market
`fetch_open_order(order_id, _)`	Get a specific open order
`fetch_open_orders(symbol)`	Get all open orders on a market
`fetch_balance()`	Account balances
`fetch_ticker(symbol)`	Current ticker for a market

When exchange_id="bitshares" is passed to Execution, this class is used automatically:

exec = Execution("bitshares", asset, currency, api_key=username, api_secret=wif)

Kibana/Elasticsearch Data

from qtradex.public.kibana import get_klines

Fetches historical swap data from BitShares liquidity pools via Kibana/Elasticsearch. The query builder in kibana_queries.py constructs the Elasticsearch request body to retrieve swap event data, which is then converted to OHLCV candles.

This is an internal data source used by the Data class when exchange="bitshares" and a pool parameter is provided. It is also available directly for custom data-fetching scripts.