mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2026-02-18 12:04:26 +01:00
fix all linting for pylint3
This commit is contained in:
Jacob Plaster
@@ -1,161 +1,221 @@
|
||||
"""
|
||||
Module used to describe all of the different data types
|
||||
"""
|
||||
|
||||
import time
|
||||
import datetime
|
||||
|
||||
|
||||
class OrderType:
|
||||
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'
|
||||
"""
|
||||
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]
|
||||
OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL,
|
||||
OrderType.EXCHANGE_FILL_OR_KILL]
|
||||
|
||||
|
||||
class OrderSide:
|
||||
BUY = 'buy'
|
||||
SELL = 'sell'
|
||||
"""
|
||||
Enum used to describe the different directions of an order
|
||||
"""
|
||||
BUY = 'buy'
|
||||
SELL = 'sell'
|
||||
|
||||
|
||||
class OrderClosedModel:
|
||||
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
|
||||
"""
|
||||
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:
|
||||
HIDDEN = 64
|
||||
CLOSE = 12
|
||||
REDUCE_ONLY = 1024
|
||||
POST_ONLY = 4096
|
||||
OCO = 16384
|
||||
"""
|
||||
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():
|
||||
return int(round(time.time() * 1000))
|
||||
"""
|
||||
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
|
||||
"""
|
||||
"""
|
||||
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()
|
||||
Type = OrderType()
|
||||
Side = OrderSide()
|
||||
Flags = OrderFlags()
|
||||
|
||||
def __init__(self, id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
|
||||
typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId):
|
||||
self.id = id
|
||||
self.gId = gId
|
||||
self.cId = cId
|
||||
self.symbol = symbol
|
||||
self.mtsCreate = mtsCreate
|
||||
self.mtsUpdate = mtsUpdate
|
||||
# self.amount = amount
|
||||
self.amount = amount
|
||||
self.amountOrig = amountOrig
|
||||
self.type = oType
|
||||
self.typePrev = typePrev
|
||||
self.flags = flags
|
||||
self.status = status
|
||||
self.price = price
|
||||
self.priceAvg = priceAvg
|
||||
self.priceTrailing = priceTrailing
|
||||
self.priceAuxLimit = priceAuxLimit
|
||||
self.notfiy = notfiy
|
||||
self.placeId = placeId
|
||||
self.tag = ""
|
||||
self.fee = 0
|
||||
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.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)
|
||||
|
||||
Reference in New Issue
Block a user