Add support to new calculation endpoints.

bfxapi/rest/BfxRestInterface.py

@@ -62,13 +62,13 @@ class _Requests(object):
 
         return data
 
-    def _POST(self, endpoint, params = None, data = None, _append_authentication_headers = True):
+    def _POST(self, endpoint, params = None, data = None):
         headers = { "Content-Type": "application/json" }
 
         if isinstance(data, dict):
             data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
 
-        if _append_authentication_headers:
+        if self.API_KEY and self.API_SECRET:
             headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
 
         response = requests.post(f"{self.host}/{endpoint}", params=params, data=data, headers=headers)
@@ -268,6 +268,21 @@ class _RestPublicEndpoints(_Requests):
 
         return messages
 
+    def get_trading_market_average_price(self, symbol: str, amount: Union[Decimal, str], price_limit: Optional[Union[Decimal, str]] = None) -> TradingMarketAveragePrice:
+        data = {
+            "symbol": symbol, "amount": amount, "price_limit": price_limit
+        }
+
+        return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
+
+    def get_funding_market_average_price(self, symbol: str, amount: Union[Decimal, str], period: int, rate_limit: Optional[Union[Decimal, str]] = None) -> FundingMarketAveragePrice:
+        data = {
+            "symbol": symbol, "amount": amount, "period": period,
+            "rate_limit": rate_limit
+        }
+
+        return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
+
 class _RestAuthenticatedEndpoints(_Requests):
     def get_wallets(self) -> List[Wallet]:
         return [ serializers.Wallet.parse(*subdata) for subdata in self._POST("auth/r/wallets") ]

bfxapi/rest/serializers.py

@@ -230,6 +230,17 @@ PulseMessage = generate_recursive_serializer("PulseMessage", klass=types.PulseMe
     "_PLACEHOLDER"
 ])
 
+TradingMarketAveragePrice = generate_labeler_serializer("TradingMarketAveragePrice", klass=types.TradingMarketAveragePrice, labels=[
+    "PRICE_AVG",
+    "AMOUNT"
+])
+
+
+FundingMarketAveragePrice = generate_labeler_serializer("FundingMarketAveragePrice", klass=types.FundingMarketAveragePrice, labels=[
+    "RATE_AVG",
+    "AMOUNT"
+])
+
 #endregion
 
 #region Serializers definition for Rest Authenticated Endpoints

bfxapi/rest/types.py

@@ -181,6 +181,16 @@ class PulseMessage(_Type):
     PROFILE: PulseProfile
     COMMENTS: int
 
+@dataclass
+class TradingMarketAveragePrice(_Type):
+    PRICE_AVG: float
+    AMOUNT: float
+
+@dataclass
+class FundingMarketAveragePrice(_Type):
+    RATE_AVG: float
+    AMOUNT: float
+
 #endregion
 
 #region Type hinting for Rest Authenticated Endpoints

examples/rest/extra_calcs.py

@@ -0,0 +1,24 @@
+# python -c "from examples.rest.extra_calcs import *"
+
+from bfxapi.client import Client, Constants
+
+bfx = Client(
+    REST_HOST=Constants.REST_HOST
+)
+
+t_symbol_response = bfx.rest.public.get_trading_market_average_price(
+    symbol="tBTCUSD",
+    amount=-100,
+    price_limit="20000.5"
+)
+
+print(t_symbol_response)
+
+f_symbol_response = bfx.rest.public.get_funding_market_average_price(
+    symbol="fUSD",
+    amount=100,
+    period=2,
+    rate_limit="0.00015"
+)
+
+print(f_symbol_response)