fix all linting for pylint3

bfxapi/models/order.py

@@ -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)