mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2026-01-07 16:04:21 +01:00
fix all linting for pylint3
This commit is contained in:
Jacob Plaster
@@ -1,86 +0,0 @@
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class FundingCreditModel:
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ID = 0
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SYMBOL = 1
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SIDE = 2
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MTS_CREATE = 3
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MTS_UPDATE = 4
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AMOUNT = 5
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FLAGS = 6
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STATUS = 7
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RATE = 11
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PERIOD = 12
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MTS_OPENING = 13
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MTS_LAST_PAYOUT = 14
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NOTIFY = 15
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HIDDEN = 16
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RENEW = 18
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NO_CLOSE = 20
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POSITION_PAIR = 21
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class FundingLoan:
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"""
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ID integer Offer ID
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SYMBOL string The currency of the offer (fUSD, etc)
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SIDE string "Lend" or "Loan"
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MTS_CREATE int Millisecond Time Stamp when the offer was created
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MSG_UPDATE int Millisecond Time Stamp when the offer was updated
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AMOUNT float Amount the offer is for
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FLAGS object future params object (stay tuned)
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STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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RATE float Rate of the offer
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PERIOD int Period of the offer
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MTS_OPENING int Millisecond Time Stamp when funding opened
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MTS_LAST_PAYOUT int Millisecond Time Stamp when last payout received
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NOTIFY int 0 if false, 1 if true
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HIDDEN int 0 if false, 1 if true
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RENEW int 0 if false, 1 if true
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NO_CLOSE int 0 if false, 1 if true Whether the funding will be closed when the position is closed
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POSITION_PAIR string Pair of the position that the funding was used for
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"""
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def __init__(self, id, symbol, side, mts_create, mts_update, amount, flags, status, rate,
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period, mts_opening, mts_last_payout, notify, hidden, renew, no_close, position_pair):
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self.id = id
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self.symbol = symbol
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self.side = side
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self.mts_create = mts_create
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self.mts_update = mts_update
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self.amount = amount
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self.flags = flags
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self.status = status
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self.rate = rate
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self.period = period
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self.mts_opening = mts_opening
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self.mts_last_payout = mts_last_payout
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self.notify = notify
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self.hidden = hidden
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self.renew = renew
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self.no_close = no_close
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self.position_pair = position_pair
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@staticmethod
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def from_raw_credit(raw_credit):
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id = raw_credit[FundingCreditModel.ID]
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symbol = raw_credit[FundingCreditModel.SYMBOL]
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side = raw_credit[FundingCreditModel.SIDE]
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mts_create = raw_credit[FundingCreditModel.MTS_CREATE]
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mts_update = raw_credit[FundingCreditModel.MTS_UPDATE]
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amount = raw_credit[FundingCreditModel.AMOUNT]
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flags = raw_credit[FundingCreditModel.FLAGS]
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status = raw_credit[FundingCreditModel.STATUS]
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rate = raw_credit[FundingCreditModel.RATE]
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period = raw_credit[FundingCreditModel.PERIOD]
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mts_opening = raw_credit[FundingCreditModel.MTS_OPENING]
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mts_last_payout = raw_credit[FundingCreditModel.MTS_LAST_PAYOUT]
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notify = raw_credit[FundingCreditModel.NOTIFY]
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hidden = raw_credit[FundingCreditModel.HIDDEN]
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renew = raw_credit[FundingCreditModel.RENEW]
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no_close = raw_credit[FundingCreditModel.NO_CLOSE]
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position_pair = raw_credit[FundingCreditModel.POSITION_PAIR]
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return FundingLoan(id, symbol, side, mts_create, mts_update, amount, flags, status, rate,
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period, mts_opening, mts_last_payout, notify, hidden, renew, no_close, position_pair)
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def __str__(self):
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return "FundingCredit '{}' <id={} rate={} amount={} period={} status='{}'>".format(
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self.symbol, self.id, self.rate, self.amount, self.period, self.status)
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@@ -1,82 +0,0 @@
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class FundingLoanModel:
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ID = 0
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SYMBOL = 1
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SIDE = 2
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MTS_CREATE = 3
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MTS_UPDATE = 4
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AMOUNT = 5
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FLAGS = 6
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STATUS = 7
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RATE = 11
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PERIOD = 12
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MTS_OPENING = 13
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MTS_LAST_PAYOUT = 14
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NOTIFY = 15
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HIDDEN = 16
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RENEW = 18
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NO_CLOSE = 20
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class FundingLoan:
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"""
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ID integer Offer ID
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SYMBOL string The currency of the offer (fUSD, etc)
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SIDE string "Lend" or "Loan"
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MTS_CREATE int Millisecond Time Stamp when the offer was created
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MTS_UPDATE int Millisecond Time Stamp when the offer was created
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AMOUNT float Amount the offer is for
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FLAGS object future params object (stay tuned)
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STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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RATE float Rate of the offer
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PERIOD int Period of the offer
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MTS_OPENING int Millisecond Time Stamp for when the loan was opened
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MTS_LAST_PAYOUT int Millisecond Time Stamp for when the last payout was made
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NOTIFY int 0 if false, 1 if true
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HIDDEN int 0 if false, 1 if true
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RENEW int 0 if false, 1 if true
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NO_CLOSE int If funding will be returned when position is closed. 0 if false, 1 if true
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"""
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def __init__(self, id, symbol, side, mts_create, mts_update, amount, flags, status, rate,
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period, mts_opening, mts_last_payout, notify, hidden, renew, no_close):
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self.id = id
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self.symbol = symbol
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self.side = side
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self.mts_create = mts_create
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self.mts_update = mts_update
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self.amount = amount
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self.flags = flags
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self.status = status
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self.rate = rate
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self.period = period
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self.mts_opening = mts_opening
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self.mts_last_payout = mts_last_payout
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self.notify = notify
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self.hidden = hidden
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self.renew = renew
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self.no_close = no_close
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@staticmethod
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def from_raw_loan(raw_loan):
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id = raw_loan[FundingLoanModel.ID]
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symbol = raw_loan[FundingLoanModel.SYMBOL]
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side = raw_loan[FundingLoanModel.SIDE]
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mts_create = raw_loan[FundingLoanModel.MTS_CREATE]
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mts_update = raw_loan[FundingLoanModel.MTS_UPDATE]
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amount = raw_loan[FundingLoanModel.AMOUNT]
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flags = raw_loan[FundingLoanModel.FLAGS]
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status = raw_loan[FundingLoanModel.STATUS]
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rate = raw_loan[FundingLoanModel.RATE]
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period = raw_loan[FundingLoanModel.PERIOD]
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mts_opening = raw_loan[FundingLoanModel.MTS_OPENING]
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mts_last_payout = raw_loan[FundingLoanModel.MTS_LAST_PAYOUT]
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notify = raw_loan[FundingLoanModel.NOTIFY]
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hidden = raw_loan[FundingLoanModel.HIDDEN]
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renew = raw_loan[FundingLoanModel.RENEW]
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no_close = raw_loan[FundingLoanModel.NO_CLOSE]
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return FundingLoan(id, symbol, side, mts_create, mts_update, amount, flags, status, rate,
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period, mts_opening, mts_last_payout, notify, hidden, renew, no_close)
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def __str__(self):
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return "FundingLoan '{}' <id={} rate={} amount={} period={} status='{}'>".format(
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self.symbol, self.id, self.rate, self.amount, self.period, self.status)
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@@ -1,74 +0,0 @@
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class FundingOfferModel:
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ID = 0
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SYMBOL = 1
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MTS_CREATE = 2
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MTS_UPDATED = 3
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AMOUNT = 4
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AMOUNT_ORIG = 5
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TYPE = 6
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FLAGS = 9
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STATUS = 10
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RATE = 14
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PERIOD = 15
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NOTFIY = 16
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HIDDEN = 17
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RENEW = 19
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class FundingOffer:
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"""
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ID integer Offer ID
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SYMBOL string The currency of the offer (fUSD, etc)
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MTS_CREATED int Millisecond Time Stamp when the offer was created
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MSG_UPDATED int Millisecond Time Stamp when the offer was created
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AMOUNT float Amount the offer is for
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AMOUNT_ORIG float Amount the offer was entered with originally
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TYPE string "lend" or "loan"
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FLAGS object future params object (stay tuned)
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STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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RATE float Rate of the offer
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PERIOD int Period of the offer
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NOTIFY int 0 if false, 1 if true
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HIDDEN int 0 if false, 1 if true
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RENEW int 0 if false, 1 if true
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"""
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def __init__(self, id, symbol, mts_create, mts_updated, amount, amount_orig, f_type,
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flags, status, rate, period, notify, hidden, renew):
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self.id = id
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self.symbol = symbol
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self.mts_create = mts_create
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self.mts_updated = mts_updated
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self.amount = amount
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self.amount_orig = amount_orig
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self.f_type = f_type
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self.flags = flags
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self.status = status
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self.rate = rate
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self.period = period
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self.notify = notify
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self.hidden = hidden
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self.renew = renew
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@staticmethod
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def from_raw_offer(raw_offer):
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id = raw_offer[FundingOfferModel.ID]
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symbol = raw_offer[FundingOfferModel.SYMBOL]
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mts_create = raw_offer[FundingOfferModel.MTS_CREATE]
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mts_updated = raw_offer[FundingOfferModel.MTS_UPDATED]
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amount = raw_offer[FundingOfferModel.AMOUNT]
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amount_orig = raw_offer[FundingOfferModel.AMOUNT_ORIG]
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f_type = raw_offer[FundingOfferModel.TYPE]
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flags = raw_offer[FundingOfferModel.FLAGS]
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status = raw_offer[FundingOfferModel.STATUS]
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rate = raw_offer[FundingOfferModel.RATE]
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period = raw_offer[FundingOfferModel.PERIOD]
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notify = raw_offer[FundingOfferModel.NOTFIY]
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hidden = raw_offer[FundingOfferModel.HIDDEN]
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renew = raw_offer[FundingOfferModel.RENEW]
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return FundingOffer(id, symbol, mts_create, mts_updated, amount,
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amount_orig, f_type,flags, status, rate, period, notify, hidden, renew)
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def __str__(self):
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return "FundingOffer '{}' <id={} rate={} period={} status='{}'>".format(
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self.symbol, self.id, self.rate, self.period, self.status)
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@@ -1,161 +1,221 @@
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"""
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Module used to describe all of the different data types
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"""
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import time
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import datetime
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class OrderType:
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MARKET = 'MARKET'
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LIMIT = 'LIMIT'
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STOP = 'STOP'
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STOP_LIMIT = 'STOP LIMIT'
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TRAILING_STOP = 'TRAILING STOP'
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FILL_OR_KILL = 'FOK'
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EXCHANGE_MARKET = 'EXCHANGE MARKET'
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EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
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EXCHANGE_STOP = 'EXCHANGE STOP'
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EXCHANGE_STOP_LIMIT = 'EXCHANGE STOP LIMIT'
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EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
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EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
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"""
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Enum used to describe all of the different order types available for use
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"""
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MARKET = 'MARKET'
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LIMIT = 'LIMIT'
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STOP = 'STOP'
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STOP_LIMIT = 'STOP LIMIT'
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TRAILING_STOP = 'TRAILING STOP'
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FILL_OR_KILL = 'FOK'
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EXCHANGE_MARKET = 'EXCHANGE MARKET'
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EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
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EXCHANGE_STOP = 'EXCHANGE STOP'
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EXCHANGE_STOP_LIMIT = 'EXCHANGE STOP LIMIT'
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EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
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EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
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LIMIT_ORDERS = [OrderType.LIMIT, OrderType.STOP_LIMIT, OrderType.EXCHANGE_LIMIT,
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OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL, OrderType.EXCHANGE_FILL_OR_KILL]
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OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL,
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OrderType.EXCHANGE_FILL_OR_KILL]
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class OrderSide:
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BUY = 'buy'
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SELL = 'sell'
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"""
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Enum used to describe the different directions of an order
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"""
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BUY = 'buy'
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SELL = 'sell'
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class OrderClosedModel:
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ID = 0
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GID = 1
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CID = 2
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SYMBOL = 3
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MTS_CREATE = 4
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MTS_UPDATE = 5
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AMOUNT = 6
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AMOUNT_ORIG = 7
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TYPE = 8
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TYPE_PREV = 9
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FLAGS = 12
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STATUS = 13
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PRICE = 16
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PRIVE_AVG = 17
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PRICE_TRAILING = 18
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PRICE_AUX_LIMIT = 19
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NOTIFY = 23
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PLACE_ID = 25
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"""
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Enum used ad an index match to locate the different values in a
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raw order array
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"""
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ID = 0
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GID = 1
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CID = 2
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SYMBOL = 3
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MTS_CREATE = 4
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MTS_UPDATE = 5
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AMOUNT = 6
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AMOUNT_ORIG = 7
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TYPE = 8
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TYPE_PREV = 9
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FLAGS = 12
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STATUS = 13
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PRICE = 16
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PRIVE_AVG = 17
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PRICE_TRAILING = 18
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PRICE_AUX_LIMIT = 19
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NOTIFY = 23
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PLACE_ID = 25
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class OrderFlags:
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HIDDEN = 64
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CLOSE = 12
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REDUCE_ONLY = 1024
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POST_ONLY = 4096
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OCO = 16384
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"""
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Enum used to explain the different values that can be passed in
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as flags
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"""
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HIDDEN = 64
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CLOSE = 12
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REDUCE_ONLY = 1024
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POST_ONLY = 4096
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OCO = 16384
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def now_in_mills():
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return int(round(time.time() * 1000))
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"""
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Gets the current time in milliseconds
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"""
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return int(round(time.time() * 1000))
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class Order:
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"""
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ID int64 Order ID
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GID int Group ID
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CID int Client Order ID
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SYMBOL string Pair (tBTCUSD, …)
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MTS_CREATE int Millisecond timestamp of creation
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MTS_UPDATE int Millisecond timestamp of update
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AMOUNT float Positive means buy, negative means sell.
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AMOUNT_ORIG float Original amount
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TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
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TYPE_PREV string Previous order type
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FLAGS int Upcoming Params Object (stay tuned)
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ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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PRICE float Price
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PRICE_AVG float Average price
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PRICE_TRAILING float The trailing price
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PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
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HIDDEN int 1 if Hidden, 0 if not hidden
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PLACED_ID int If another order caused this order to be placed (OCO) this will be that other order's ID
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"""
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"""
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ID int64 Order ID
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GID int Group ID
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CID int Client Order ID
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SYMBOL string Pair (tBTCUSD, ...)
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MTS_CREATE int Millisecond timestamp of creation
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MTS_UPDATE int Millisecond timestamp of update
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AMOUNT float Positive means buy, negative means sell.
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AMOUNT_ORIG float Original amount
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TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP,
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EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
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TYPE_PREV string Previous order type
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FLAGS int Upcoming Params Object (stay tuned)
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ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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PRICE float Price
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PRICE_AVG float Average price
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PRICE_TRAILING float The trailing price
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PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
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HIDDEN int 1 if Hidden, 0 if not hidden
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PLACED_ID int If another order caused this order to be placed (OCO) this will be that other
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order's ID
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"""
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Type = OrderType()
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Side = OrderSide()
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Flags = OrderFlags()
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Type = OrderType()
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Side = OrderSide()
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Flags = OrderFlags()
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|
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def __init__(self, id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
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typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId):
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self.id = id
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self.gId = gId
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self.cId = cId
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self.symbol = symbol
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self.mtsCreate = mtsCreate
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self.mtsUpdate = mtsUpdate
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# self.amount = amount
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self.amount = amount
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self.amountOrig = amountOrig
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self.type = oType
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self.typePrev = typePrev
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self.flags = flags
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self.status = status
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self.price = price
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self.priceAvg = priceAvg
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self.priceTrailing = priceTrailing
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self.priceAuxLimit = priceAuxLimit
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self.notfiy = notfiy
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self.placeId = placeId
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self.tag = ""
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||||
self.fee = 0
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def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
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||||
amount_orig, o_type, typePrev, flags, status, price, price_avg,
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||||
price_trailing, price_aux_limit, notfiy, place_id):
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# pylint: disable=invalid-name
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self.id = oid
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||||
self.gid = gid
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self.cid = cid
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||||
self.symbol = symbol
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self.mts_create = mts_create
|
||||
self.mts_update = mts_update
|
||||
# self.amount = amount
|
||||
self.amount = amount
|
||||
self.amount_orig = amount_orig
|
||||
self.type = o_type
|
||||
self.type_prev = typePrev
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.price = price
|
||||
self.price_avg = price_avg
|
||||
self.price_trailing = price_trailing
|
||||
self.price_aux_limit = price_aux_limit
|
||||
self.notfiy = notfiy
|
||||
self.place_id = place_id
|
||||
self.tag = ""
|
||||
self.fee = 0
|
||||
|
||||
self.is_pending_bool = True
|
||||
self.is_confirmed_bool = False
|
||||
self.is_open_bool = False
|
||||
self.is_pending_bool = True
|
||||
self.is_confirmed_bool = False
|
||||
self.is_open_bool = False
|
||||
|
||||
self.date = datetime.datetime.fromtimestamp(mtsCreate/1000.0)
|
||||
## if cancelled then priceAvg wont exist
|
||||
if priceAvg:
|
||||
## check if order is taker or maker
|
||||
if self.type in LIMIT_ORDERS:
|
||||
self.fee = (priceAvg * abs(amount)) * 0.001
|
||||
else:
|
||||
self.fee = (priceAvg * abs(amount)) * 0.002
|
||||
self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
|
||||
# if cancelled then priceAvg wont exist
|
||||
if price_avg:
|
||||
# check if order is taker or maker
|
||||
if self.type in LIMIT_ORDERS:
|
||||
self.fee = (price_avg * abs(amount)) * 0.001
|
||||
else:
|
||||
self.fee = (price_avg * abs(amount)) * 0.002
|
||||
|
||||
@staticmethod
|
||||
def from_raw_order(raw_order):
|
||||
oid = raw_order[OrderClosedModel.ID]
|
||||
gId = raw_order[OrderClosedModel.GID]
|
||||
cId = raw_order[OrderClosedModel.CID]
|
||||
symbol = raw_order[OrderClosedModel.SYMBOL]
|
||||
mtsCreate = raw_order[OrderClosedModel.MTS_CREATE]
|
||||
mtsUpdate = raw_order[OrderClosedModel.MTS_UPDATE]
|
||||
amount = raw_order[OrderClosedModel.AMOUNT]
|
||||
amountOrig = raw_order[OrderClosedModel.AMOUNT_ORIG]
|
||||
oType = raw_order[OrderClosedModel.TYPE]
|
||||
typePrev = raw_order[OrderClosedModel.TYPE_PREV]
|
||||
flags = raw_order[OrderClosedModel.FLAGS]
|
||||
status = raw_order[OrderClosedModel.STATUS]
|
||||
price = raw_order[OrderClosedModel.PRICE]
|
||||
priceAvg = raw_order[OrderClosedModel.PRIVE_AVG]
|
||||
priceTrailing = raw_order[OrderClosedModel.PRICE_TRAILING]
|
||||
priceAuxLimit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
|
||||
notfiy = raw_order[OrderClosedModel.NOTIFY]
|
||||
placeId = raw_order[OrderClosedModel.PLACE_ID]
|
||||
@staticmethod
|
||||
def from_raw_order(raw_order):
|
||||
"""
|
||||
Parse a raw order object into an Order oject
|
||||
|
||||
return Order(oid, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
|
||||
typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId)
|
||||
@return Order
|
||||
"""
|
||||
oid = raw_order[OrderClosedModel.ID]
|
||||
gid = raw_order[OrderClosedModel.GID]
|
||||
cid = raw_order[OrderClosedModel.CID]
|
||||
symbol = raw_order[OrderClosedModel.SYMBOL]
|
||||
mts_create = raw_order[OrderClosedModel.MTS_CREATE]
|
||||
mts_update = raw_order[OrderClosedModel.MTS_UPDATE]
|
||||
amount = raw_order[OrderClosedModel.AMOUNT]
|
||||
amount_orig = raw_order[OrderClosedModel.AMOUNT_ORIG]
|
||||
o_type = raw_order[OrderClosedModel.TYPE]
|
||||
type_prev = raw_order[OrderClosedModel.TYPE_PREV]
|
||||
flags = raw_order[OrderClosedModel.FLAGS]
|
||||
status = raw_order[OrderClosedModel.STATUS]
|
||||
price = raw_order[OrderClosedModel.PRICE]
|
||||
price_avg = raw_order[OrderClosedModel.PRIVE_AVG]
|
||||
price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
|
||||
price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
|
||||
notfiy = raw_order[OrderClosedModel.NOTIFY]
|
||||
place_id = raw_order[OrderClosedModel.PLACE_ID]
|
||||
|
||||
def set_confirmed(self):
|
||||
self.is_pending_bool = False
|
||||
self.is_confirmed_bool = True
|
||||
return Order(oid, gid, cid, symbol, mts_create, mts_update, amount,
|
||||
amount_orig, o_type, type_prev, flags, status, price, price_avg,
|
||||
price_trailing, price_aux_limit, notfiy, place_id)
|
||||
|
||||
def set_open_state(self, isOpen):
|
||||
self.is_open_bool = isOpen
|
||||
def set_confirmed(self):
|
||||
"""
|
||||
Set the state of the order to be confirmed
|
||||
"""
|
||||
self.is_pending_bool = False
|
||||
self.is_confirmed_bool = True
|
||||
|
||||
def isOpen(self):
|
||||
return self.is_open_bool
|
||||
def set_open_state(self, is_open):
|
||||
"""
|
||||
Set the is_open state of the order
|
||||
"""
|
||||
self.is_open_bool = is_open
|
||||
|
||||
def isPending(self):
|
||||
return self.is_pending_bool
|
||||
def is_open(self):
|
||||
"""
|
||||
Check if the order is still open
|
||||
|
||||
def isConfirmed(self):
|
||||
return self.is_confirmed_bool
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Order object in a pretty format '''
|
||||
return "Order <'{}' mtsCreate={} status='{}' id={}>".format(self.symbol, self.mtsCreate,
|
||||
self.status, self.id)
|
||||
@return bool: Ture if order open else False
|
||||
"""
|
||||
return self.is_open_bool
|
||||
|
||||
def is_pending(self):
|
||||
"""
|
||||
Check if the state of the order is still pending
|
||||
|
||||
@return bool: True if is pending else False
|
||||
"""
|
||||
return self.is_pending_bool
|
||||
|
||||
def is_confirmed(self):
|
||||
"""
|
||||
Check if the order has been confirmed by the bitfinex api
|
||||
|
||||
@return bool: True if has been confirmed else False
|
||||
"""
|
||||
return self.is_confirmed_bool
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Order object in a pretty format '''
|
||||
text = "Order <'{}' mts_create={} status='{}' id={}>"
|
||||
return text.format(self.symbol, self.mts_create, self.status, self.id)
|
||||
|
||||
@@ -1,90 +0,0 @@
|
||||
import zlib
|
||||
|
||||
def preparePrice(price):
|
||||
# convert to 4 significant figures
|
||||
prepPrice = '{0:.4f}'.format(price)
|
||||
# remove decimal place if zero float
|
||||
return '{0:g}'.format(float(prepPrice))
|
||||
|
||||
class OrderBook:
|
||||
|
||||
def __init__(self):
|
||||
self.asks = []
|
||||
self.bids = []
|
||||
|
||||
def get_bids(self):
|
||||
return self.bids
|
||||
|
||||
def get_asks(self):
|
||||
return self.asks
|
||||
|
||||
def updateFromSnapshot(self, data):
|
||||
# [[4642.3, 1, 4.192], [4641.5, 1, 1]]
|
||||
for order in data:
|
||||
if len(order) is 4:
|
||||
if order[3] < 0:
|
||||
self.bids += [order]
|
||||
else:
|
||||
self.asks += [order]
|
||||
else:
|
||||
if order[2] < 0:
|
||||
self.asks += [order]
|
||||
else:
|
||||
self.bids += [order]
|
||||
|
||||
def updateWith(self, order):
|
||||
if len(order) is 4:
|
||||
amount = order[3]
|
||||
count = order[2]
|
||||
side = self.bids if amount < 0 else self.asks
|
||||
else:
|
||||
amount = order[2]
|
||||
side = self.asks if amount < 0 else self.bids
|
||||
count = order[1]
|
||||
price = order[0]
|
||||
|
||||
# if first item in ordebook
|
||||
if len(side) is 0:
|
||||
side += [order]
|
||||
return
|
||||
|
||||
# match price level
|
||||
for index, sOrder in enumerate(side):
|
||||
sPrice = sOrder[0]
|
||||
if sPrice == price:
|
||||
if count is 0:
|
||||
del side[index]
|
||||
return
|
||||
else:
|
||||
# remove but add as new below
|
||||
del side[index]
|
||||
|
||||
# if ob is initialised w/o all price levels
|
||||
if count is 0:
|
||||
return
|
||||
|
||||
# add to book and sort lowest to highest
|
||||
side += [order]
|
||||
side.sort(key=lambda x: x[0], reverse=not amount < 0)
|
||||
return
|
||||
|
||||
def checksum(self):
|
||||
data = []
|
||||
# take set of top 25 bids/asks
|
||||
for index in range(0, 25):
|
||||
if index < len(self.bids):
|
||||
bid = self.bids[index]
|
||||
price = bid[0]
|
||||
amount = bid[3] if len(bid) is 4 else bid[2]
|
||||
data += [preparePrice(price)]
|
||||
data += [str(amount)]
|
||||
if index < len(self.asks):
|
||||
ask = self.asks[index]
|
||||
price = ask[0]
|
||||
amount = ask[3] if len(ask) is 4 else ask[2]
|
||||
data += [preparePrice(price)]
|
||||
data += [str(amount)]
|
||||
checksumStr = ':'.join(data)
|
||||
# calculate checksum and force signed integer
|
||||
checksum = zlib.crc32(checksumStr.encode('utf8')) & 0xffffffff
|
||||
return checksum
|
||||
@@ -1,36 +1,47 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class Position:
|
||||
"""
|
||||
SYMBOL string Pair (tBTCUSD, …).
|
||||
STATUS string Status (ACTIVE, CLOSED).
|
||||
±AMOUNT float Size of the position. Positive values means a long position, negative values means a short position.
|
||||
BASE_PRICE float The price at which you entered your position.
|
||||
MARGIN_FUNDING float The amount of funding being used for this position.
|
||||
MARGIN_FUNDING_TYPE int 0 for daily, 1 for term.
|
||||
PL float Profit & Loss
|
||||
PL_PERC float Profit & Loss Percentage
|
||||
PRICE_LIQ float Liquidation price
|
||||
LEVERAGE float Beta value
|
||||
"""
|
||||
"""
|
||||
SYMBOL string Pair (tBTCUSD, ...).
|
||||
STATUS string Status (ACTIVE, CLOSED).
|
||||
AMOUNT float Size of the position. Positive values means a long position,
|
||||
negative values means a short position.
|
||||
BASE_PRICE float The price at which you entered your position.
|
||||
MARGIN_FUNDING float The amount of funding being used for this position.
|
||||
MARGIN_FUNDING_TYPE int 0 for daily, 1 for term.
|
||||
PL float Profit & Loss
|
||||
PL_PERC float Profit & Loss Percentage
|
||||
PRICE_LIQ float Liquidation price
|
||||
LEVERAGE float Beta value
|
||||
"""
|
||||
|
||||
def __init__(self, symbol, status, amount, bPrice, mFunding, mFundingType,
|
||||
profit_loss, profit_loss_perc, lPrice, lev):
|
||||
self.symbol = symbol
|
||||
self.status = status
|
||||
self.amount = amount
|
||||
self.base_price = bPrice
|
||||
self.margin_funding = mFunding
|
||||
self.margin_funding_type = mFundingType
|
||||
self.profit_loss = profit_loss
|
||||
self.profit_loss_percentage = profit_loss_perc
|
||||
self.liquidation_price = lPrice
|
||||
self.leverage = lev
|
||||
def __init__(self, symbol, status, amount, b_price, m_funding, m_funding_type,
|
||||
profit_loss, profit_loss_perc, l_price, lev):
|
||||
self.symbol = symbol
|
||||
self.status = status
|
||||
self.amount = amount
|
||||
self.base_price = b_price
|
||||
self.margin_funding = m_funding
|
||||
self.margin_funding_type = m_funding_type
|
||||
self.profit_loss = profit_loss
|
||||
self.profit_loss_percentage = profit_loss_perc
|
||||
self.liquidation_price = l_price
|
||||
self.leverage = lev
|
||||
|
||||
@staticmethod
|
||||
def from_raw_rest_position(raw_position):
|
||||
return Position(*raw_position)
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Trade object in a pretty format '''
|
||||
return "Position '{}' {} x {} <Sstatus='{}' p&l={}>".format(
|
||||
self.symbol, self.base_price, self.amount, self.status, self.profit_loss)
|
||||
@staticmethod
|
||||
def from_raw_rest_position(raw_position):
|
||||
"""
|
||||
Generate a Position object from a raw position array
|
||||
|
||||
@return Position
|
||||
"""
|
||||
return Position(*raw_position)
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Trade object in a pretty format '''
|
||||
text = "Position '{}' {} x {} <status='{}' pl={}>"
|
||||
return text.format(self.symbol, self.base_price, self.amount,
|
||||
self.status, self.profit_loss)
|
||||
|
||||
@@ -1,45 +1,74 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import time
|
||||
import json
|
||||
|
||||
|
||||
class Subscription:
|
||||
"""
|
||||
Object used to represent an individual subscription to the websocket.
|
||||
This class also exposes certain functions which helps to manage the subscription
|
||||
such as unsibscribe and subscribe.
|
||||
"""
|
||||
|
||||
def __init__(self, ws, channel_name, symbol, timeframe=None, **kwargs):
|
||||
self.ws = ws
|
||||
self.channel_name = channel_name
|
||||
self.symbol = symbol
|
||||
self.timeframe = timeframe
|
||||
self.is_subscribed_bool = False
|
||||
self.key = None
|
||||
if timeframe:
|
||||
self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
|
||||
self.sub_id = int(round(time.time() * 1000))
|
||||
self.send_payload = self._generate_payload(**kwargs)
|
||||
def __init__(self, ws, channel_name, symbol, timeframe=None, **kwargs):
|
||||
self._ws = ws
|
||||
self.channel_name = channel_name
|
||||
self.symbol = symbol
|
||||
self.timeframe = timeframe
|
||||
self.is_subscribed_bool = False
|
||||
self.key = None
|
||||
self.chan_id = None
|
||||
if timeframe:
|
||||
self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
|
||||
self.sub_id = int(round(time.time() * 1000))
|
||||
self.send_payload = self._generate_payload(**kwargs)
|
||||
|
||||
async def subscribe(self):
|
||||
await self.ws.send(json.dumps(self.get_send_payload()))
|
||||
def confirm_subscription(self, chan_id):
|
||||
"""
|
||||
Update the subscription to confirmed state
|
||||
"""
|
||||
self.is_subscribed_bool = True
|
||||
self.chan_id = chan_id
|
||||
|
||||
async def unsubscribe(self):
|
||||
if not self.is_subscribed():
|
||||
raise Exception("Subscription is not subscribed to websocket")
|
||||
payload = { 'event': 'unsubscribe', 'chanId': self.chanId }
|
||||
await self.ws.send(json.dumps(payload))
|
||||
async def unsubscribe(self):
|
||||
"""
|
||||
Send an unsubscription request to the bitfinex socket
|
||||
"""
|
||||
if not self.is_subscribed():
|
||||
raise Exception("Subscription is not subscribed to websocket")
|
||||
payload = {'event': 'unsubscribe', 'chan_id': self.chan_id}
|
||||
await self._ws.send(json.dumps(payload))
|
||||
|
||||
def confirm_subscription(self, chanId):
|
||||
self.is_subscribed_bool = True
|
||||
self.chanId = chanId
|
||||
async def subscribe(self):
|
||||
"""
|
||||
Send a subscription request to the bitfinex socket
|
||||
"""
|
||||
await self._ws.send(json.dumps(self._get_send_payload()))
|
||||
|
||||
def confirm_unsubscribe(self):
|
||||
self.is_subscribed_bool = False
|
||||
def confirm_unsubscribe(self):
|
||||
"""
|
||||
Update the subscription to unsubscribed state
|
||||
"""
|
||||
self.is_subscribed_bool = False
|
||||
|
||||
def is_subscribed(self):
|
||||
return self.is_subscribed_bool
|
||||
def is_subscribed(self):
|
||||
"""
|
||||
Check if the subscription is currently subscribed
|
||||
|
||||
def _generate_payload(self, **kwargs):
|
||||
payload = { 'event': 'subscribe', 'channel': self.channel_name, 'symbol': self.symbol }
|
||||
if self.timeframe:
|
||||
payload['key'] = self.key
|
||||
payload.update(**kwargs)
|
||||
return payload
|
||||
@return bool: True if subscribed else False
|
||||
"""
|
||||
return self.is_subscribed_bool
|
||||
|
||||
def get_send_payload(self):
|
||||
return self.send_payload
|
||||
def _generate_payload(self, **kwargs):
|
||||
payload = {'event': 'subscribe',
|
||||
'channel': self.channel_name, 'symbol': self.symbol}
|
||||
if self.timeframe:
|
||||
payload['key'] = self.key
|
||||
payload.update(**kwargs)
|
||||
return payload
|
||||
|
||||
def _get_send_payload(self):
|
||||
return self.send_payload
|
||||
|
||||
@@ -1,44 +1,54 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import datetime
|
||||
|
||||
|
||||
class Trade:
|
||||
"""
|
||||
ID integer Trade database id
|
||||
PAIR string Pair (BTCUSD, …)
|
||||
MTS_CREATE integer Execution timestamp
|
||||
ORDER_ID integer Order id
|
||||
EXEC_AMOUNT float Positive means buy, negative means sell
|
||||
EXEC_PRICE float Execution price
|
||||
ORDER_TYPE string Order type
|
||||
ORDER_PRICE float Order price
|
||||
MAKER int 1 if true, 0 if false
|
||||
FEE float Fee
|
||||
FEE_CURRENCY string Fee currency
|
||||
"""
|
||||
"""
|
||||
ID integer Trade database id
|
||||
PAIR string Pair (BTCUSD, ...)
|
||||
MTS_CREATE integer Execution timestamp
|
||||
ORDER_ID integer Order id
|
||||
EXEC_AMOUNT float Positive means buy, negative means sell
|
||||
EXEC_PRICE float Execution price
|
||||
ORDER_TYPE string Order type
|
||||
ORDER_PRICE float Order price
|
||||
MAKER int 1 if true, 0 if false
|
||||
FEE float Fee
|
||||
FEE_CURRENCY string Fee currency
|
||||
"""
|
||||
|
||||
SHORT = 'SHORT'
|
||||
LONG = 'LONG'
|
||||
SHORT = 'SHORT'
|
||||
LONG = 'LONG'
|
||||
|
||||
def __init__(self, id, pair, mts_create, order_id, amount, price, order_type,
|
||||
order_price, maker, fee, fee_currency):
|
||||
self.id = id
|
||||
self.pair = pair
|
||||
self.mts_create = mts_create
|
||||
self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
|
||||
self.order_id = order_id
|
||||
self.amount = amount
|
||||
self.direction = Trade.SHORT if amount < 0 else Trade.LONG
|
||||
self.price = price
|
||||
self.order_type = order_type
|
||||
self.order_price = order_price
|
||||
self.maker = maker
|
||||
self.fee = fee
|
||||
self.fee_currency = fee_currency
|
||||
def __init__(self, tid, pair, mts_create, order_id, amount, price, order_type,
|
||||
order_price, maker, fee, fee_currency):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = tid
|
||||
self.pair = pair
|
||||
self.mts_create = mts_create
|
||||
self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
|
||||
self.order_id = order_id
|
||||
self.amount = amount
|
||||
self.direction = Trade.SHORT if amount < 0 else Trade.LONG
|
||||
self.price = price
|
||||
self.order_type = order_type
|
||||
self.order_price = order_price
|
||||
self.maker = maker
|
||||
self.fee = fee
|
||||
self.fee_currency = fee_currency
|
||||
|
||||
@staticmethod
|
||||
def from_raw_rest_trade(raw_trade):
|
||||
# [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None, -1, -0.000188, 'BTC']
|
||||
return Trade(*raw_trade)
|
||||
|
||||
def __str__(self):
|
||||
return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
|
||||
self.pair, self.amount, self.price, self.direction, self.fee)
|
||||
@staticmethod
|
||||
def from_raw_rest_trade(raw_trade):
|
||||
"""
|
||||
Generate a Trade object from a raw trade array
|
||||
"""
|
||||
# [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None,
|
||||
# -1, -0.000188, 'BTC']
|
||||
return Trade(*raw_trade)
|
||||
|
||||
def __str__(self):
|
||||
return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
|
||||
self.pair, self.amount, self.price, self.direction, self.fee)
|
||||
|
||||
@@ -1,19 +1,33 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class Wallet:
|
||||
"""
|
||||
Stores data relevant to a users wallet such as balance and
|
||||
currency
|
||||
"""
|
||||
|
||||
def __init__(self, wType, currency, balance, unsettled_interest):
|
||||
self.type = wType
|
||||
self.currency = currency
|
||||
self.balance = balance
|
||||
self.unsettled_interest = unsettled_interest
|
||||
self.key = "{}_{}".format(wType, currency)
|
||||
def __init__(self, wType, currency, balance, unsettled_interest):
|
||||
self.type = wType
|
||||
self.currency = currency
|
||||
self.balance = balance
|
||||
self.unsettled_interest = unsettled_interest
|
||||
self.key = "{}_{}".format(wType, currency)
|
||||
|
||||
def set_balance(self, data):
|
||||
self.balance = data
|
||||
def set_balance(self, data):
|
||||
"""
|
||||
Set the balance of the wallet
|
||||
"""
|
||||
self.balance = data
|
||||
|
||||
def set_unsettled_interest(self, data):
|
||||
self.unsettled_interest = data
|
||||
def set_unsettled_interest(self, data):
|
||||
"""
|
||||
Set the unsettled interest of the wallet
|
||||
"""
|
||||
self.unsettled_interest = data
|
||||
|
||||
def __str__(self):
|
||||
return "Wallet <'{}_{}' balance='{}' unsettled='{}'>".format(
|
||||
self.type, self.currency, self.balance, self.unsettled_interest)
|
||||
def __str__(self):
|
||||
return "Wallet <'{}_{}' balance='{}' unsettled='{}'>".format(
|
||||
self.type, self.currency, self.balance, self.unsettled_interest)
|
||||
|
||||
@@ -1,11 +1,16 @@
|
||||
name = 'models'
|
||||
"""
|
||||
This module contains a group of different models which
|
||||
are used to define data types
|
||||
"""
|
||||
|
||||
from .Order import *
|
||||
from .Trade import *
|
||||
from .OrderBook import *
|
||||
from .Subscription import *
|
||||
from .Wallet import *
|
||||
from .Position import *
|
||||
from .FundingLoan import *
|
||||
from .FundingOffer import *
|
||||
from .FundingCredit import *
|
||||
from .order import Order
|
||||
from .trade import Trade
|
||||
from .order_book import OrderBook
|
||||
from .subscription import Subscription
|
||||
from .wallet import Wallet
|
||||
from .position import Position
|
||||
from .funding_loan import FundingLoan
|
||||
from .funding_offer import FundingOffer
|
||||
from .funding_credit import FundingCredit
|
||||
|
||||
NAME = 'models'
|
||||
|
||||
104
bfxapi/models/funding_credit.py
Normal file
104
bfxapi/models/funding_credit.py
Normal file
@@ -0,0 +1,104 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class FundingCreditModel:
|
||||
"""
|
||||
Enum used to index the location of each value in a raw array
|
||||
"""
|
||||
ID = 0
|
||||
SYMBOL = 1
|
||||
SIDE = 2
|
||||
MTS_CREATE = 3
|
||||
MTS_UPDATE = 4
|
||||
AMOUNT = 5
|
||||
FLAGS = 6
|
||||
STATUS = 7
|
||||
RATE = 11
|
||||
PERIOD = 12
|
||||
MTS_OPENING = 13
|
||||
MTS_LAST_PAYOUT = 14
|
||||
NOTIFY = 15
|
||||
HIDDEN = 16
|
||||
RENEW = 18
|
||||
NO_CLOSE = 20
|
||||
POSITION_PAIR = 21
|
||||
|
||||
|
||||
class FundingCredit:
|
||||
"""
|
||||
ID integer Offer ID
|
||||
SYMBOL string The currency of the offer (fUSD, etc)
|
||||
SIDE string "Lend" or "Loan"
|
||||
MTS_CREATE int Millisecond Time Stamp when the offer was created
|
||||
MSG_UPDATE int Millisecond Time Stamp when the offer was updated
|
||||
AMOUNT float Amount the offer is for
|
||||
FLAGS object future params object (stay tuned)
|
||||
STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
|
||||
RATE float Rate of the offer
|
||||
PERIOD int Period of the offer
|
||||
MTS_OPENING int Millisecond Time Stamp when funding opened
|
||||
MTS_LAST_PAYOUT int Millisecond Time Stamp when last payout received
|
||||
NOTIFY int 0 if false, 1 if true
|
||||
HIDDEN int 0 if false, 1 if true
|
||||
RENEW int 0 if false, 1 if true
|
||||
NO_CLOSE int 0 if false, 1 if true Whether the funding will be closed when the
|
||||
position is closed
|
||||
POSITION_PAIR string Pair of the position that the funding was used for
|
||||
"""
|
||||
|
||||
def __init__(self, fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
|
||||
period, mts_opening, mts_last_payout, notify, hidden, renew, no_close,
|
||||
position_pair):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = fid
|
||||
self.symbol = symbol
|
||||
self.side = side
|
||||
self.mts_create = mts_create
|
||||
self.mts_update = mts_update
|
||||
self.amount = amount
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.rate = rate
|
||||
self.period = period
|
||||
self.mts_opening = mts_opening
|
||||
self.mts_last_payout = mts_last_payout
|
||||
self.notify = notify
|
||||
self.hidden = hidden
|
||||
self.renew = renew
|
||||
self.no_close = no_close
|
||||
self.position_pair = position_pair
|
||||
|
||||
@staticmethod
|
||||
def from_raw_credit(raw_credit):
|
||||
"""
|
||||
Parse a raw credit object into a FundingCredit object
|
||||
|
||||
@return FundingCredit
|
||||
"""
|
||||
fid = raw_credit[FundingCreditModel.ID]
|
||||
symbol = raw_credit[FundingCreditModel.SYMBOL]
|
||||
side = raw_credit[FundingCreditModel.SIDE]
|
||||
mts_create = raw_credit[FundingCreditModel.MTS_CREATE]
|
||||
mts_update = raw_credit[FundingCreditModel.MTS_UPDATE]
|
||||
amount = raw_credit[FundingCreditModel.AMOUNT]
|
||||
flags = raw_credit[FundingCreditModel.FLAGS]
|
||||
status = raw_credit[FundingCreditModel.STATUS]
|
||||
rate = raw_credit[FundingCreditModel.RATE]
|
||||
period = raw_credit[FundingCreditModel.PERIOD]
|
||||
mts_opening = raw_credit[FundingCreditModel.MTS_OPENING]
|
||||
mts_last_payout = raw_credit[FundingCreditModel.MTS_LAST_PAYOUT]
|
||||
notify = raw_credit[FundingCreditModel.NOTIFY]
|
||||
hidden = raw_credit[FundingCreditModel.HIDDEN]
|
||||
renew = raw_credit[FundingCreditModel.RENEW]
|
||||
no_close = raw_credit[FundingCreditModel.NO_CLOSE]
|
||||
position_pair = raw_credit[FundingCreditModel.POSITION_PAIR]
|
||||
return FundingCredit(fid, symbol, side, mts_create, mts_update, amount,
|
||||
flags, status, rate, period, mts_opening, mts_last_payout,
|
||||
notify, hidden, renew, no_close, position_pair)
|
||||
|
||||
def __str__(self):
|
||||
string = "FundingCredit '{}' <id={} rate={} amount={} period={} status='{}'>"
|
||||
return string.format(self.symbol, self.id, self.rate, self.amount,
|
||||
self.period, self.status)
|
||||
96
bfxapi/models/funding_loan.py
Normal file
96
bfxapi/models/funding_loan.py
Normal file
@@ -0,0 +1,96 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class FundingLoanModel:
|
||||
"""
|
||||
Enum used to index the location of each value in a raw array
|
||||
"""
|
||||
ID = 0
|
||||
SYMBOL = 1
|
||||
SIDE = 2
|
||||
MTS_CREATE = 3
|
||||
MTS_UPDATE = 4
|
||||
AMOUNT = 5
|
||||
FLAGS = 6
|
||||
STATUS = 7
|
||||
RATE = 11
|
||||
PERIOD = 12
|
||||
MTS_OPENING = 13
|
||||
MTS_LAST_PAYOUT = 14
|
||||
NOTIFY = 15
|
||||
HIDDEN = 16
|
||||
RENEW = 18
|
||||
NO_CLOSE = 20
|
||||
|
||||
|
||||
class FundingLoan:
|
||||
"""
|
||||
ID integer Offer ID
|
||||
SYMBOL string The currency of the offer (fUSD, etc)
|
||||
SIDE string "Lend" or "Loan"
|
||||
MTS_CREATE int Millisecond Time Stamp when the offer was created
|
||||
MTS_UPDATE int Millisecond Time Stamp when the offer was created
|
||||
AMOUNT float Amount the offer is for
|
||||
FLAGS object future params object (stay tuned)
|
||||
STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
|
||||
RATE float Rate of the offer
|
||||
PERIOD int Period of the offer
|
||||
MTS_OPENING int Millisecond Time Stamp for when the loan was opened
|
||||
MTS_LAST_PAYOUT int Millisecond Time Stamp for when the last payout was made
|
||||
NOTIFY int 0 if false, 1 if true
|
||||
HIDDEN int 0 if false, 1 if true
|
||||
RENEW int 0 if false, 1 if true
|
||||
NO_CLOSE int If funding will be returned when position is closed. 0 if false, 1 if true
|
||||
"""
|
||||
|
||||
def __init__(self, fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
|
||||
period, mts_opening, mts_last_payout, notify, hidden, renew, no_close):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = fid
|
||||
self.symbol = symbol
|
||||
self.side = side
|
||||
self.mts_create = mts_create
|
||||
self.mts_update = mts_update
|
||||
self.amount = amount
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.rate = rate
|
||||
self.period = period
|
||||
self.mts_opening = mts_opening
|
||||
self.mts_last_payout = mts_last_payout
|
||||
self.notify = notify
|
||||
self.hidden = hidden
|
||||
self.renew = renew
|
||||
self.no_close = no_close
|
||||
|
||||
@staticmethod
|
||||
def from_raw_loan(raw_loan):
|
||||
"""
|
||||
Parse a raw funding load into a FundingLoan object
|
||||
|
||||
@return FundingLoan
|
||||
"""
|
||||
fid = raw_loan[FundingLoanModel.ID]
|
||||
symbol = raw_loan[FundingLoanModel.SYMBOL]
|
||||
side = raw_loan[FundingLoanModel.SIDE]
|
||||
mts_create = raw_loan[FundingLoanModel.MTS_CREATE]
|
||||
mts_update = raw_loan[FundingLoanModel.MTS_UPDATE]
|
||||
amount = raw_loan[FundingLoanModel.AMOUNT]
|
||||
flags = raw_loan[FundingLoanModel.FLAGS]
|
||||
status = raw_loan[FundingLoanModel.STATUS]
|
||||
rate = raw_loan[FundingLoanModel.RATE]
|
||||
period = raw_loan[FundingLoanModel.PERIOD]
|
||||
mts_opening = raw_loan[FundingLoanModel.MTS_OPENING]
|
||||
mts_last_payout = raw_loan[FundingLoanModel.MTS_LAST_PAYOUT]
|
||||
notify = raw_loan[FundingLoanModel.NOTIFY]
|
||||
hidden = raw_loan[FundingLoanModel.HIDDEN]
|
||||
renew = raw_loan[FundingLoanModel.RENEW]
|
||||
no_close = raw_loan[FundingLoanModel.NO_CLOSE]
|
||||
return FundingLoan(fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
|
||||
period, mts_opening, mts_last_payout, notify, hidden, renew, no_close)
|
||||
|
||||
def __str__(self):
|
||||
return "FundingLoan '{}' <id={} rate={} amount={} period={} status='{}'>".format(
|
||||
self.symbol, self.id, self.rate, self.amount, self.period, self.status)
|
||||
88
bfxapi/models/funding_offer.py
Normal file
88
bfxapi/models/funding_offer.py
Normal file
@@ -0,0 +1,88 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class FundingOfferModel:
|
||||
"""
|
||||
Enum used to index the location of each value in a raw array
|
||||
"""
|
||||
ID = 0
|
||||
SYMBOL = 1
|
||||
MTS_CREATE = 2
|
||||
MTS_UPDATED = 3
|
||||
AMOUNT = 4
|
||||
AMOUNT_ORIG = 5
|
||||
TYPE = 6
|
||||
FLAGS = 9
|
||||
STATUS = 10
|
||||
RATE = 14
|
||||
PERIOD = 15
|
||||
NOTFIY = 16
|
||||
HIDDEN = 17
|
||||
RENEW = 19
|
||||
|
||||
|
||||
class FundingOffer:
|
||||
"""
|
||||
ID integer Offer ID
|
||||
SYMBOL string The currency of the offer (fUSD, etc)
|
||||
MTS_CREATED int Millisecond Time Stamp when the offer was created
|
||||
MSG_UPDATED int Millisecond Time Stamp when the offer was created
|
||||
AMOUNT float Amount the offer is for
|
||||
AMOUNT_ORIG float Amount the offer was entered with originally
|
||||
TYPE string "lend" or "loan"
|
||||
FLAGS object future params object (stay tuned)
|
||||
STATUS string Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
|
||||
RATE float Rate of the offer
|
||||
PERIOD int Period of the offer
|
||||
NOTIFY int 0 if false, 1 if true
|
||||
HIDDEN int 0 if false, 1 if true
|
||||
RENEW int 0 if false, 1 if true
|
||||
"""
|
||||
|
||||
def __init__(self, fid, symbol, mts_create, mts_updated, amount, amount_orig, f_type,
|
||||
flags, status, rate, period, notify, hidden, renew):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = fid
|
||||
self.symbol = symbol
|
||||
self.mts_create = mts_create
|
||||
self.mts_updated = mts_updated
|
||||
self.amount = amount
|
||||
self.amount_orig = amount_orig
|
||||
self.f_type = f_type
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.rate = rate
|
||||
self.period = period
|
||||
self.notify = notify
|
||||
self.hidden = hidden
|
||||
self.renew = renew
|
||||
|
||||
@staticmethod
|
||||
def from_raw_offer(raw_offer):
|
||||
"""
|
||||
Parse a raw funding offer into a RawFunding object
|
||||
|
||||
@return FundingOffer
|
||||
"""
|
||||
oid = raw_offer[FundingOfferModel.ID]
|
||||
symbol = raw_offer[FundingOfferModel.SYMBOL]
|
||||
mts_create = raw_offer[FundingOfferModel.MTS_CREATE]
|
||||
mts_updated = raw_offer[FundingOfferModel.MTS_UPDATED]
|
||||
amount = raw_offer[FundingOfferModel.AMOUNT]
|
||||
amount_orig = raw_offer[FundingOfferModel.AMOUNT_ORIG]
|
||||
f_type = raw_offer[FundingOfferModel.TYPE]
|
||||
flags = raw_offer[FundingOfferModel.FLAGS]
|
||||
status = raw_offer[FundingOfferModel.STATUS]
|
||||
rate = raw_offer[FundingOfferModel.RATE]
|
||||
period = raw_offer[FundingOfferModel.PERIOD]
|
||||
notify = raw_offer[FundingOfferModel.NOTFIY]
|
||||
hidden = raw_offer[FundingOfferModel.HIDDEN]
|
||||
renew = raw_offer[FundingOfferModel.RENEW]
|
||||
return FundingOffer(oid, symbol, mts_create, mts_updated, amount,
|
||||
amount_orig, f_type, flags, status, rate, period, notify, hidden, renew)
|
||||
|
||||
def __str__(self):
|
||||
return "FundingOffer '{}' <id={} rate={} period={} status='{}'>".format(
|
||||
self.symbol, self.id, self.rate, self.period, self.status)
|
||||
221
bfxapi/models/order.py
Normal file
221
bfxapi/models/order.py
Normal file
@@ -0,0 +1,221 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import time
|
||||
import datetime
|
||||
|
||||
|
||||
class OrderType:
|
||||
"""
|
||||
Enum used to describe all of the different order types available for use
|
||||
"""
|
||||
MARKET = 'MARKET'
|
||||
LIMIT = 'LIMIT'
|
||||
STOP = 'STOP'
|
||||
STOP_LIMIT = 'STOP LIMIT'
|
||||
TRAILING_STOP = 'TRAILING STOP'
|
||||
FILL_OR_KILL = 'FOK'
|
||||
EXCHANGE_MARKET = 'EXCHANGE MARKET'
|
||||
EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
|
||||
EXCHANGE_STOP = 'EXCHANGE STOP'
|
||||
EXCHANGE_STOP_LIMIT = 'EXCHANGE STOP LIMIT'
|
||||
EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
|
||||
EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
|
||||
|
||||
|
||||
LIMIT_ORDERS = [OrderType.LIMIT, OrderType.STOP_LIMIT, OrderType.EXCHANGE_LIMIT,
|
||||
OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL,
|
||||
OrderType.EXCHANGE_FILL_OR_KILL]
|
||||
|
||||
|
||||
class OrderSide:
|
||||
"""
|
||||
Enum used to describe the different directions of an order
|
||||
"""
|
||||
BUY = 'buy'
|
||||
SELL = 'sell'
|
||||
|
||||
|
||||
class OrderClosedModel:
|
||||
"""
|
||||
Enum used ad an index match to locate the different values in a
|
||||
raw order array
|
||||
"""
|
||||
ID = 0
|
||||
GID = 1
|
||||
CID = 2
|
||||
SYMBOL = 3
|
||||
MTS_CREATE = 4
|
||||
MTS_UPDATE = 5
|
||||
AMOUNT = 6
|
||||
AMOUNT_ORIG = 7
|
||||
TYPE = 8
|
||||
TYPE_PREV = 9
|
||||
FLAGS = 12
|
||||
STATUS = 13
|
||||
PRICE = 16
|
||||
PRIVE_AVG = 17
|
||||
PRICE_TRAILING = 18
|
||||
PRICE_AUX_LIMIT = 19
|
||||
NOTIFY = 23
|
||||
PLACE_ID = 25
|
||||
|
||||
|
||||
class OrderFlags:
|
||||
"""
|
||||
Enum used to explain the different values that can be passed in
|
||||
as flags
|
||||
"""
|
||||
HIDDEN = 64
|
||||
CLOSE = 12
|
||||
REDUCE_ONLY = 1024
|
||||
POST_ONLY = 4096
|
||||
OCO = 16384
|
||||
|
||||
|
||||
def now_in_mills():
|
||||
"""
|
||||
Gets the current time in milliseconds
|
||||
"""
|
||||
return int(round(time.time() * 1000))
|
||||
|
||||
|
||||
class Order:
|
||||
"""
|
||||
ID int64 Order ID
|
||||
GID int Group ID
|
||||
CID int Client Order ID
|
||||
SYMBOL string Pair (tBTCUSD, ...)
|
||||
MTS_CREATE int Millisecond timestamp of creation
|
||||
MTS_UPDATE int Millisecond timestamp of update
|
||||
AMOUNT float Positive means buy, negative means sell.
|
||||
AMOUNT_ORIG float Original amount
|
||||
TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP,
|
||||
EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
|
||||
TYPE_PREV string Previous order type
|
||||
FLAGS int Upcoming Params Object (stay tuned)
|
||||
ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
|
||||
PRICE float Price
|
||||
PRICE_AVG float Average price
|
||||
PRICE_TRAILING float The trailing price
|
||||
PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
|
||||
HIDDEN int 1 if Hidden, 0 if not hidden
|
||||
PLACED_ID int If another order caused this order to be placed (OCO) this will be that other
|
||||
order's ID
|
||||
"""
|
||||
|
||||
Type = OrderType()
|
||||
Side = OrderSide()
|
||||
Flags = OrderFlags()
|
||||
|
||||
def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
|
||||
amount_orig, o_type, typePrev, flags, status, price, price_avg,
|
||||
price_trailing, price_aux_limit, notfiy, place_id):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = oid
|
||||
self.gid = gid
|
||||
self.cid = cid
|
||||
self.symbol = symbol
|
||||
self.mts_create = mts_create
|
||||
self.mts_update = mts_update
|
||||
# self.amount = amount
|
||||
self.amount = amount
|
||||
self.amount_orig = amount_orig
|
||||
self.type = o_type
|
||||
self.type_prev = typePrev
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.price = price
|
||||
self.price_avg = price_avg
|
||||
self.price_trailing = price_trailing
|
||||
self.price_aux_limit = price_aux_limit
|
||||
self.notfiy = notfiy
|
||||
self.place_id = place_id
|
||||
self.tag = ""
|
||||
self.fee = 0
|
||||
|
||||
self.is_pending_bool = True
|
||||
self.is_confirmed_bool = False
|
||||
self.is_open_bool = False
|
||||
|
||||
self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
|
||||
# if cancelled then priceAvg wont exist
|
||||
if price_avg:
|
||||
# check if order is taker or maker
|
||||
if self.type in LIMIT_ORDERS:
|
||||
self.fee = (price_avg * abs(amount)) * 0.001
|
||||
else:
|
||||
self.fee = (price_avg * abs(amount)) * 0.002
|
||||
|
||||
@staticmethod
|
||||
def from_raw_order(raw_order):
|
||||
"""
|
||||
Parse a raw order object into an Order oject
|
||||
|
||||
@return Order
|
||||
"""
|
||||
oid = raw_order[OrderClosedModel.ID]
|
||||
gid = raw_order[OrderClosedModel.GID]
|
||||
cid = raw_order[OrderClosedModel.CID]
|
||||
symbol = raw_order[OrderClosedModel.SYMBOL]
|
||||
mts_create = raw_order[OrderClosedModel.MTS_CREATE]
|
||||
mts_update = raw_order[OrderClosedModel.MTS_UPDATE]
|
||||
amount = raw_order[OrderClosedModel.AMOUNT]
|
||||
amount_orig = raw_order[OrderClosedModel.AMOUNT_ORIG]
|
||||
o_type = raw_order[OrderClosedModel.TYPE]
|
||||
type_prev = raw_order[OrderClosedModel.TYPE_PREV]
|
||||
flags = raw_order[OrderClosedModel.FLAGS]
|
||||
status = raw_order[OrderClosedModel.STATUS]
|
||||
price = raw_order[OrderClosedModel.PRICE]
|
||||
price_avg = raw_order[OrderClosedModel.PRIVE_AVG]
|
||||
price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
|
||||
price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
|
||||
notfiy = raw_order[OrderClosedModel.NOTIFY]
|
||||
place_id = raw_order[OrderClosedModel.PLACE_ID]
|
||||
|
||||
return Order(oid, gid, cid, symbol, mts_create, mts_update, amount,
|
||||
amount_orig, o_type, type_prev, flags, status, price, price_avg,
|
||||
price_trailing, price_aux_limit, notfiy, place_id)
|
||||
|
||||
def set_confirmed(self):
|
||||
"""
|
||||
Set the state of the order to be confirmed
|
||||
"""
|
||||
self.is_pending_bool = False
|
||||
self.is_confirmed_bool = True
|
||||
|
||||
def set_open_state(self, is_open):
|
||||
"""
|
||||
Set the is_open state of the order
|
||||
"""
|
||||
self.is_open_bool = is_open
|
||||
|
||||
def is_open(self):
|
||||
"""
|
||||
Check if the order is still open
|
||||
|
||||
@return bool: Ture if order open else False
|
||||
"""
|
||||
return self.is_open_bool
|
||||
|
||||
def is_pending(self):
|
||||
"""
|
||||
Check if the state of the order is still pending
|
||||
|
||||
@return bool: True if is pending else False
|
||||
"""
|
||||
return self.is_pending_bool
|
||||
|
||||
def is_confirmed(self):
|
||||
"""
|
||||
Check if the order has been confirmed by the bitfinex api
|
||||
|
||||
@return bool: True if has been confirmed else False
|
||||
"""
|
||||
return self.is_confirmed_bool
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Order object in a pretty format '''
|
||||
text = "Order <'{}' mts_create={} status='{}' id={}>"
|
||||
return text.format(self.symbol, self.mts_create, self.status, self.id)
|
||||
121
bfxapi/models/order_book.py
Normal file
121
bfxapi/models/order_book.py
Normal file
@@ -0,0 +1,121 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import zlib
|
||||
|
||||
|
||||
def prepare_price(price):
|
||||
"""
|
||||
Convert the price to an acceptable format
|
||||
"""
|
||||
# convert to 4 significant figures
|
||||
prep_price = '{0:.4f}'.format(price)
|
||||
# remove decimal place if zero float
|
||||
return '{0:g}'.format(float(prep_price))
|
||||
|
||||
|
||||
class OrderBook:
|
||||
"""
|
||||
Object used to store the state of the orderbook. This can then be used
|
||||
in one of two ways. To get the checksum of the book or so get the bids/asks
|
||||
of the book
|
||||
"""
|
||||
|
||||
def __init__(self):
|
||||
self.asks = []
|
||||
self.bids = []
|
||||
|
||||
def get_bids(self):
|
||||
"""
|
||||
Get all of the bids from the orderbook
|
||||
|
||||
@return bids Array
|
||||
"""
|
||||
return self.bids
|
||||
|
||||
def get_asks(self):
|
||||
"""
|
||||
Get all of the asks from the orderbook
|
||||
|
||||
@return asks Array
|
||||
"""
|
||||
return self.asks
|
||||
|
||||
def update_from_snapshot(self, data):
|
||||
"""
|
||||
Update the orderbook with a raw orderbook snapshot
|
||||
"""
|
||||
for order in data:
|
||||
if len(order) == 4:
|
||||
if order[3] < 0:
|
||||
self.bids += [order]
|
||||
else:
|
||||
self.asks += [order]
|
||||
else:
|
||||
if order[2] < 0:
|
||||
self.asks += [order]
|
||||
else:
|
||||
self.bids += [order]
|
||||
|
||||
def update_with(self, order):
|
||||
"""
|
||||
Update the orderbook with a single update
|
||||
"""
|
||||
if len(order) == 4:
|
||||
amount = order[3]
|
||||
count = order[2]
|
||||
side = self.bids if amount < 0 else self.asks
|
||||
else:
|
||||
amount = order[2]
|
||||
side = self.asks if amount < 0 else self.bids
|
||||
count = order[1]
|
||||
price = order[0]
|
||||
|
||||
# if first item in ordebook
|
||||
if len(side) == 0:
|
||||
side += [order]
|
||||
return
|
||||
|
||||
# match price level
|
||||
for index, s_order in enumerate(side):
|
||||
s_price = s_order[0]
|
||||
if s_price == price:
|
||||
if count == 0:
|
||||
del side[index]
|
||||
return
|
||||
# remove but add as new below
|
||||
del side[index]
|
||||
|
||||
# if ob is initialised w/o all price levels
|
||||
if count == 0:
|
||||
return
|
||||
|
||||
# add to book and sort lowest to highest
|
||||
side += [order]
|
||||
side.sort(key=lambda x: x[0], reverse=not amount < 0)
|
||||
return
|
||||
|
||||
def checksum(self):
|
||||
"""
|
||||
Generate a CRC32 checksum of the orderbook
|
||||
"""
|
||||
data = []
|
||||
# take set of top 25 bids/asks
|
||||
for index in range(0, 25):
|
||||
if index < len(self.bids):
|
||||
bid = self.bids[index]
|
||||
price = bid[0]
|
||||
amount = bid[3] if len(bid) == 4 else bid[2]
|
||||
data += [prepare_price(price)]
|
||||
data += [str(amount)]
|
||||
if index < len(self.asks):
|
||||
ask = self.asks[index]
|
||||
price = ask[0]
|
||||
amount = ask[3] if len(ask) == 4 else ask[2]
|
||||
data += [prepare_price(price)]
|
||||
data += [str(amount)]
|
||||
checksum_str = ':'.join(data)
|
||||
# calculate checksum and force signed integer
|
||||
checksum = zlib.crc32(checksum_str.encode('utf8')) & 0xffffffff
|
||||
return checksum
|
||||
47
bfxapi/models/position.py
Normal file
47
bfxapi/models/position.py
Normal file
@@ -0,0 +1,47 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class Position:
|
||||
"""
|
||||
SYMBOL string Pair (tBTCUSD, ...).
|
||||
STATUS string Status (ACTIVE, CLOSED).
|
||||
AMOUNT float Size of the position. Positive values means a long position,
|
||||
negative values means a short position.
|
||||
BASE_PRICE float The price at which you entered your position.
|
||||
MARGIN_FUNDING float The amount of funding being used for this position.
|
||||
MARGIN_FUNDING_TYPE int 0 for daily, 1 for term.
|
||||
PL float Profit & Loss
|
||||
PL_PERC float Profit & Loss Percentage
|
||||
PRICE_LIQ float Liquidation price
|
||||
LEVERAGE float Beta value
|
||||
"""
|
||||
|
||||
def __init__(self, symbol, status, amount, b_price, m_funding, m_funding_type,
|
||||
profit_loss, profit_loss_perc, l_price, lev):
|
||||
self.symbol = symbol
|
||||
self.status = status
|
||||
self.amount = amount
|
||||
self.base_price = b_price
|
||||
self.margin_funding = m_funding
|
||||
self.margin_funding_type = m_funding_type
|
||||
self.profit_loss = profit_loss
|
||||
self.profit_loss_percentage = profit_loss_perc
|
||||
self.liquidation_price = l_price
|
||||
self.leverage = lev
|
||||
|
||||
@staticmethod
|
||||
def from_raw_rest_position(raw_position):
|
||||
"""
|
||||
Generate a Position object from a raw position array
|
||||
|
||||
@return Position
|
||||
"""
|
||||
return Position(*raw_position)
|
||||
|
||||
def __str__(self):
|
||||
''' Allow us to print the Trade object in a pretty format '''
|
||||
text = "Position '{}' {} x {} <status='{}' pl={}>"
|
||||
return text.format(self.symbol, self.base_price, self.amount,
|
||||
self.status, self.profit_loss)
|
||||
74
bfxapi/models/subscription.py
Normal file
74
bfxapi/models/subscription.py
Normal file
@@ -0,0 +1,74 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import time
|
||||
import json
|
||||
|
||||
|
||||
class Subscription:
|
||||
"""
|
||||
Object used to represent an individual subscription to the websocket.
|
||||
This class also exposes certain functions which helps to manage the subscription
|
||||
such as unsibscribe and subscribe.
|
||||
"""
|
||||
|
||||
def __init__(self, ws, channel_name, symbol, timeframe=None, **kwargs):
|
||||
self._ws = ws
|
||||
self.channel_name = channel_name
|
||||
self.symbol = symbol
|
||||
self.timeframe = timeframe
|
||||
self.is_subscribed_bool = False
|
||||
self.key = None
|
||||
self.chan_id = None
|
||||
if timeframe:
|
||||
self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
|
||||
self.sub_id = int(round(time.time() * 1000))
|
||||
self.send_payload = self._generate_payload(**kwargs)
|
||||
|
||||
def confirm_subscription(self, chan_id):
|
||||
"""
|
||||
Update the subscription to confirmed state
|
||||
"""
|
||||
self.is_subscribed_bool = True
|
||||
self.chan_id = chan_id
|
||||
|
||||
async def unsubscribe(self):
|
||||
"""
|
||||
Send an unsubscription request to the bitfinex socket
|
||||
"""
|
||||
if not self.is_subscribed():
|
||||
raise Exception("Subscription is not subscribed to websocket")
|
||||
payload = {'event': 'unsubscribe', 'chan_id': self.chan_id}
|
||||
await self._ws.send(json.dumps(payload))
|
||||
|
||||
async def subscribe(self):
|
||||
"""
|
||||
Send a subscription request to the bitfinex socket
|
||||
"""
|
||||
await self._ws.send(json.dumps(self._get_send_payload()))
|
||||
|
||||
def confirm_unsubscribe(self):
|
||||
"""
|
||||
Update the subscription to unsubscribed state
|
||||
"""
|
||||
self.is_subscribed_bool = False
|
||||
|
||||
def is_subscribed(self):
|
||||
"""
|
||||
Check if the subscription is currently subscribed
|
||||
|
||||
@return bool: True if subscribed else False
|
||||
"""
|
||||
return self.is_subscribed_bool
|
||||
|
||||
def _generate_payload(self, **kwargs):
|
||||
payload = {'event': 'subscribe',
|
||||
'channel': self.channel_name, 'symbol': self.symbol}
|
||||
if self.timeframe:
|
||||
payload['key'] = self.key
|
||||
payload.update(**kwargs)
|
||||
return payload
|
||||
|
||||
def _get_send_payload(self):
|
||||
return self.send_payload
|
||||
54
bfxapi/models/trade.py
Normal file
54
bfxapi/models/trade.py
Normal file
@@ -0,0 +1,54 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import datetime
|
||||
|
||||
|
||||
class Trade:
|
||||
"""
|
||||
ID integer Trade database id
|
||||
PAIR string Pair (BTCUSD, ...)
|
||||
MTS_CREATE integer Execution timestamp
|
||||
ORDER_ID integer Order id
|
||||
EXEC_AMOUNT float Positive means buy, negative means sell
|
||||
EXEC_PRICE float Execution price
|
||||
ORDER_TYPE string Order type
|
||||
ORDER_PRICE float Order price
|
||||
MAKER int 1 if true, 0 if false
|
||||
FEE float Fee
|
||||
FEE_CURRENCY string Fee currency
|
||||
"""
|
||||
|
||||
SHORT = 'SHORT'
|
||||
LONG = 'LONG'
|
||||
|
||||
def __init__(self, tid, pair, mts_create, order_id, amount, price, order_type,
|
||||
order_price, maker, fee, fee_currency):
|
||||
# pylint: disable=invalid-name
|
||||
self.id = tid
|
||||
self.pair = pair
|
||||
self.mts_create = mts_create
|
||||
self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
|
||||
self.order_id = order_id
|
||||
self.amount = amount
|
||||
self.direction = Trade.SHORT if amount < 0 else Trade.LONG
|
||||
self.price = price
|
||||
self.order_type = order_type
|
||||
self.order_price = order_price
|
||||
self.maker = maker
|
||||
self.fee = fee
|
||||
self.fee_currency = fee_currency
|
||||
|
||||
@staticmethod
|
||||
def from_raw_rest_trade(raw_trade):
|
||||
"""
|
||||
Generate a Trade object from a raw trade array
|
||||
"""
|
||||
# [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None,
|
||||
# -1, -0.000188, 'BTC']
|
||||
return Trade(*raw_trade)
|
||||
|
||||
def __str__(self):
|
||||
return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
|
||||
self.pair, self.amount, self.price, self.direction, self.fee)
|
||||
33
bfxapi/models/wallet.py
Normal file
33
bfxapi/models/wallet.py
Normal file
@@ -0,0 +1,33 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
|
||||
class Wallet:
|
||||
"""
|
||||
Stores data relevant to a users wallet such as balance and
|
||||
currency
|
||||
"""
|
||||
|
||||
def __init__(self, wType, currency, balance, unsettled_interest):
|
||||
self.type = wType
|
||||
self.currency = currency
|
||||
self.balance = balance
|
||||
self.unsettled_interest = unsettled_interest
|
||||
self.key = "{}_{}".format(wType, currency)
|
||||
|
||||
def set_balance(self, data):
|
||||
"""
|
||||
Set the balance of the wallet
|
||||
"""
|
||||
self.balance = data
|
||||
|
||||
def set_unsettled_interest(self, data):
|
||||
"""
|
||||
Set the unsettled interest of the wallet
|
||||
"""
|
||||
self.unsettled_interest = data
|
||||
|
||||
def __str__(self):
|
||||
return "Wallet <'{}_{}' balance='{}' unsettled='{}'>".format(
|
||||
self.type, self.currency, self.balance, self.unsettled_interest)
|
||||
Reference in New Issue
Block a user