mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 06:44:22 +01:00
Separate in different classes the content of BfxRestInterface.py script.
This commit is contained in:
Davide Casale
@@ -1,509 +1,13 @@
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import time, hmac, hashlib, json, requests
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from typing import Optional
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from decimal import Decimal
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from datetime import datetime
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from http import HTTPStatus
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from ._RestPublicEndpoints import _RestPublicEndpoints
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from typing import List, Union, Literal, Optional, Any, cast
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from . import serializers
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from .types import *
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from .enums import Config, Sort, OrderType, FundingOfferType, Error
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from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
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from .. utils.encoder import JSONEncoder
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from ._RestAuthenticatedEndpoints import _RestAuthenticatedEndpoints
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class BfxRestInterface(object):
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def __init__(self, host, API_KEY = None, API_SECRET = None):
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VERSION = 2
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def __init__(self, host: str, API_KEY: Optional[str] = None, API_SECRET: Optional[str] = None):
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self.public = _RestPublicEndpoints(host=host)
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self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
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class _Requests(object):
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def __init__(self, host, API_KEY = None, API_SECRET = None):
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self.host, self.API_KEY, self.API_SECRET = host, API_KEY, API_SECRET
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def __build_authentication_headers(self, endpoint, data):
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nonce = str(int(time.time()) * 1000)
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path = f"/api/v2/{endpoint}{nonce}"
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if data != None: path += data
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signature = hmac.new(
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self.API_SECRET.encode("utf8"),
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path.encode("utf8"),
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hashlib.sha384
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).hexdigest()
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return {
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"bfx-nonce": nonce,
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"bfx-signature": signature,
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"bfx-apikey": self.API_KEY
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}
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def _GET(self, endpoint, params = None):
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response = requests.get(f"{self.host}/{endpoint}", params=params)
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if response.status_code == HTTPStatus.NOT_FOUND:
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raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
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data = response.json()
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if len(data) and data[0] == "error":
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if data[1] == Error.ERR_PARAMS:
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raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
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if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
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raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
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return data
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def _POST(self, endpoint, params = None, data = None):
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headers = { "Content-Type": "application/json" }
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if isinstance(data, dict):
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data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
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if self.API_KEY and self.API_SECRET:
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headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
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response = requests.post(f"{self.host}/{endpoint}", params=params, data=data, headers=headers)
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if response.status_code == HTTPStatus.NOT_FOUND:
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raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
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data = response.json()
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if len(data) and data[0] == "error":
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if data[1] == Error.ERR_PARAMS:
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raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
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if data[1] == Error.ERR_AUTH_FAIL:
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raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
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if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
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raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
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return data
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class _RestPublicEndpoints(_Requests):
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def conf(self, config: Config) -> Any:
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return self._GET(f"conf/{config}")[0]
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def get_platform_status(self) -> PlatformStatus:
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return serializers.PlatformStatus.parse(*self._GET("platform/status"))
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def get_tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
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data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
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parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
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return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[sub_data[0][0]](*sub_data)) for sub_data in data ]
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def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
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if isinstance(pairs, str) and pairs == "ALL":
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return [ cast(TradingPairTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("t") ]
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data = self.get_tickers([ "t" + pair for pair in pairs ])
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return cast(List[TradingPairTicker], data)
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def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
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if isinstance(currencies, str) and currencies == "ALL":
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return [ cast(FundingCurrencyTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("f") ]
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data = self.get_tickers([ "f" + currency for currency in currencies ])
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return cast(List[FundingCurrencyTicker], data)
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def get_t_ticker(self, pair: str) -> TradingPairTicker:
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return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
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def get_f_ticker(self, currency: str) -> FundingCurrencyTicker:
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return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
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def get_tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
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return [ serializers.TickersHistory.parse(*sub_data) for sub_data in self._GET("tickers/hist", params={
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"symbols": ",".join(symbols),
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"start": start, "end": end,
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"limit": limit
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}) ]
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def get_t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'t' + pair}/hist", params=params)
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return [ serializers.TradingPairTrade.parse(*sub_data) for sub_data in data ]
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def get_f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'f' + currency}/hist", params=params)
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return [ serializers.FundingCurrencyTrade.parse(*sub_data) for sub_data in data ]
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def get_t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
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return [ serializers.TradingPairBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
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def get_f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
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return [ serializers.FundingCurrencyBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
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def get_t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
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return [ serializers.TradingPairRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
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def get_f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
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return [ serializers.FundingCurrencyRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
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def get_stats_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Statistic]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/hist", params=params)
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return [ serializers.Statistic.parse(*sub_data) for sub_data in data ]
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def get_stats_last(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Statistic:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/last", params=params)
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return serializers.Statistic.parse(*data)
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def get_candles_hist(
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self,
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symbol: str, tf: str = "1m",
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Candle]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"candles/trade:{tf}:{symbol}/hist", params=params)
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return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
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def get_candles_last(
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self,
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symbol: str, tf: str = "1m",
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Candle:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"candles/trade:{tf}:{symbol}/last", params=params)
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return serializers.Candle.parse(*data)
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def get_derivatives_status(self, keys: Union[List[str], Literal["ALL"]]) -> List[DerivativesStatus]:
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if keys == "ALL":
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params = { "keys": "ALL" }
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else: params = { "keys": ",".join(keys) }
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data = self._GET(f"status/deriv", params=params)
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return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
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def get_derivatives_status_history(
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self,
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type: str, symbol: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[DerivativesStatus]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"status/{type}/{symbol}/hist", params=params)
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return [ serializers.DerivativesStatus.parse(*sub_data, skip=[ "KEY" ]) for sub_data in data ]
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def get_liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET("liquidations/hist", params=params)
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return [ serializers.Liquidation.parse(*sub_data[0]) for sub_data in data ]
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def get_seed_candles(self, symbol: str, tf: str = '1m', sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Candle]:
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params = {"sort": sort, "start": start, "end": end, "limit": limit}
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data = self._GET(f"candles/trade:{tf}:{symbol}/hist?limit={limit}&start={start}&end={end}&sort={sort}", params=params)
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return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
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def get_leaderboards_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Leaderboard]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"rankings/{resource}/hist", params=params)
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return [ serializers.Leaderboard.parse(*sub_data) for sub_data in data ]
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def get_leaderboards_last(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Leaderboard:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"rankings/{resource}/last", params=params)
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return serializers.Leaderboard.parse(*data)
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def get_funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
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params = { "start": start, "end": end, "limit": limit }
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data = self._GET(f"funding/stats/{symbol}/hist", params=params)
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return [ serializers.FundingStatistic.parse(*sub_data) for sub_data in data ]
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def get_pulse_profile(self, nickname: str) -> PulseProfile:
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return serializers.PulseProfile.parse(*self._GET(f"pulse/profile/{nickname}"))
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def get_pulse_history(self, end: Optional[str] = None, limit: Optional[int] = None) -> List[PulseMessage]:
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messages = list()
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for subdata in self._GET("pulse/hist", params={ "end": end, "limit": limit }):
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subdata[18] = subdata[18][0]
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message = serializers.PulseMessage.parse(*subdata)
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messages.append(message)
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return messages
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def get_trading_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], price_limit: Optional[Union[Decimal, float, str]] = None) -> TradingMarketAveragePrice:
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return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
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"symbol": symbol, "amount": amount, "price_limit": price_limit
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}))
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def get_funding_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], period: int, rate_limit: Optional[Union[Decimal, float, str]] = None) -> FundingMarketAveragePrice:
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return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
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"symbol": symbol, "amount": amount, "period": period, "rate_limit": rate_limit
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}))
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def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
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return serializers.FxRate.parse(*self._POST("calc/fx", data={ "ccy1": ccy1, "ccy2": ccy2 }))
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class _RestAuthenticatedEndpoints(_Requests):
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def get_wallets(self) -> List[Wallet]:
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return [ serializers.Wallet.parse(*sub_data) for sub_data in self._POST("auth/r/wallets") ]
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def get_orders(self, symbol: Optional[str] = None, ids: Optional[List[str]] = None) -> List[Order]:
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endpoint = "auth/r/orders"
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if symbol != None:
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endpoint += f"/{symbol}"
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return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data={ "id": ids }) ]
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def get_positions(self) -> List[Position]:
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return [ serializers.Position.parse(*sub_data) for sub_data in self._POST("auth/r/positions") ]
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def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, float, str],
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price: Optional[Union[Decimal, float, str]] = None, lev: Optional[int] = None,
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price_trailing: Optional[Union[Decimal, float, str]] = None, price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_oco_stop: Optional[Union[Decimal, float, str]] = None,
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gid: Optional[int] = None, cid: Optional[int] = None,
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flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification[Order]:
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data = {
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"type": type, "symbol": symbol, "amount": amount,
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"price": price, "lev": lev,
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"price_trailing": price_trailing, "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop,
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"gid": gid, "cid": cid,
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"flags": flags, "tif": tif, "meta": meta
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}
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return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
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def update_order(self, id: int, amount: Optional[Union[Decimal, float, str]] = None, price: Optional[Union[Decimal, float, str]] = None,
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cid: Optional[int] = None, cid_date: Optional[str] = None, gid: Optional[int] = None,
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flags: Optional[int] = 0, lev: Optional[int] = None, delta: Optional[Union[Decimal, float, str]] = None,
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price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_trailing: Optional[Union[Decimal, float, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification[Order]:
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data = {
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"id": id, "amount": amount, "price": price,
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"cid": cid, "cid_date": cid_date, "gid": gid,
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"flags": flags, "lev": lev, "delta": delta,
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"price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
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}
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return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data))
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def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification[Order]:
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data = {
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"id": id,
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"cid": cid,
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"cid_date": cid_date
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}
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return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
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def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification[List[Order]]:
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data = {
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"ids": ids,
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"cids": cids,
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"gids": gids,
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"all": int(all)
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}
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return serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data))
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def get_orders_history(self, symbol: Optional[str] = None, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Order]:
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if symbol == None:
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endpoint = "auth/r/orders/hist"
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else: endpoint = f"auth/r/orders/{symbol}/hist"
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data = {
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"id": ids,
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"start": start, "end": end,
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"limit": limit
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}
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return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
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|
||||
def get_trades_history(self, symbol: Optional[str] = None, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Trade]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/trades/hist"
|
||||
else: endpoint = f"auth/r/trades/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"sort": sort,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_order_trades(self, symbol: str, id: int) -> List[OrderTrade]:
|
||||
return [ serializers.OrderTrade.parse(*sub_data) for sub_data in self._POST(f"auth/r/order/{symbol}:{id}/trades") ]
|
||||
|
||||
def get_ledgers(self, currency: str, category: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Ledger]:
|
||||
data = {
|
||||
"category": category,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Ledger.parse(*sub_data) for sub_data in self._POST(f"auth/r/ledgers/{currency}/hist", data=data) ]
|
||||
|
||||
def get_funding_offers(self, symbol: Optional[str] = None) -> List[FundingOffer]:
|
||||
endpoint = "auth/r/funding/offers"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, float, str],
|
||||
rate: Union[Decimal, float, str], period: int,
|
||||
flags: Optional[int] = 0) -> Notification[FundingOffer]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"rate": rate, "period": period,
|
||||
"flags": flags
|
||||
}
|
||||
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data))
|
||||
|
||||
def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]:
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
|
||||
|
||||
def cancel_all_funding_offers(self, currency: str) -> Notification:
|
||||
return serializers._Notification().parse(*self._POST("auth/w/funding/offer/cancel/all", data={ "currency": currency }))
|
||||
|
||||
def get_funding_offers_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingOffer]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/offers/hist"
|
||||
else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_funding_credits(self, symbol: Optional[str] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}"
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def get_funding_credits_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits/hist"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def submit_wallet_transfer(self, from_wallet: str, to_wallet: str, currency: str, currency_to: str, amount: Union[Decimal, float, str]) -> Notification[Transfer]:
|
||||
data = {
|
||||
"from": from_wallet, "to": to_wallet,
|
||||
"currency": currency, "currency_to": currency_to,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers._Notification[Transfer](serializer=serializers.Transfer).parse(*self._POST("auth/w/transfer", data=data))
|
||||
|
||||
def submit_wallet_withdraw(self, wallet: str, method: str, address: str, amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
|
||||
data = {
|
||||
"wallet": wallet, "method": method,
|
||||
"address": address, "amount": amount,
|
||||
}
|
||||
|
||||
return serializers._Notification[Withdrawal](serializer=serializers.Withdrawal).parse(*self._POST("auth/w/withdraw", data=data))
|
||||
|
||||
def get_deposit_address(self, wallet: str, method: str, renew: bool = False) -> Notification[DepositAddress]:
|
||||
data = {
|
||||
"wallet": wallet,
|
||||
"method": method,
|
||||
"renew": int(renew)
|
||||
}
|
||||
|
||||
return serializers._Notification[DepositAddress](serializer=serializers.DepositAddress).parse(*self._POST("auth/w/deposit/address", data=data))
|
||||
|
||||
def get_deposit_invoice(self, wallet: str, currency: str, amount: Union[Decimal, float, str]) -> Invoice:
|
||||
data = {
|
||||
"wallet": wallet, "currency": currency,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers.Invoice.parse(*self._POST("auth/w/deposit/invoice", data=data))
|
||||
|
||||
def get_movements(self, currency: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Movement]:
|
||||
if currency == None:
|
||||
endpoint = "auth/r/movements/hist"
|
||||
else: endpoint = f"auth/r/movements/{currency}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Movement.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
|
||||
response = self._POST(f"auth/r/info/margin/{symbol}")
|
||||
|
||||
return serializers.SymbolMarginInfo.parse(*([response[1]] + response[2]))
|
||||
|
||||
def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
|
||||
return [ serializers.SymbolMarginInfo.parse(*([sub_data[1]] + sub_data[2])) for sub_data in self._POST(f"auth/r/info/margin/sym_all") ]
|
||||
|
||||
def get_base_margin_info(self) -> BaseMarginInfo:
|
||||
return serializers.BaseMarginInfo.parse(*(self._POST(f"auth/r/info/margin/base")[1]))
|
||||
|
||||
def claim_position(self, id: int, amount: Optional[Union[Decimal, float, str]] = None) -> Notification[Claim]:
|
||||
return serializers._Notification[Claim](serializer=serializers.Claim).parse(*self._POST("auth/w/position/claim", data={ "id": id, "amount": amount }))
|
||||
|
||||
def get_increase_position_info(self, symbol: str, amount: Union[Decimal, float, str]) -> IncreaseInfo:
|
||||
response = self._POST(f"auth/r/position/increase/info", data={ "symbol": symbol, "amount": amount })
|
||||
|
||||
return serializers.IncreaseInfo.parse(*(
|
||||
response[0] + [response[1][0]] + response[1][1] + [response[1][2]] + response[4] + response[5]
|
||||
))
|
||||
|
||||
def increase_position(self, symbol: str, amount: Union[Decimal, float, str]) -> Notification[Increase]:
|
||||
return serializers._Notification[Increase](serializer=serializers.Increase).parse(*self._POST("auth/w/position/increase", data={ "symbol": symbol, "amount": amount }))
|
||||
|
||||
def get_positions_history(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionHistory]:
|
||||
return [ serializers.PositionHistory.parse(*sub_data) for sub_data in self._POST("auth/r/positions/hist", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_snapshot(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionSnapshot]:
|
||||
return [ serializers.PositionSnapshot.parse(*sub_data) for sub_data in self._POST("auth/r/positions/snap", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_audit(self, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionAudit]:
|
||||
return [ serializers.PositionAudit.parse(*sub_data) for sub_data in self._POST("auth/r/positions/audit", data={ "ids": ids, "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def set_derivative_position_collateral(self, symbol: str, collateral: Union[Decimal, float, str]) -> DerivativePositionCollateral:
|
||||
return serializers.DerivativePositionCollateral.parse(*(self._POST("auth/w/deriv/collateral/set", data={ "symbol": symbol, "collateral": collateral })[0]))
|
||||
|
||||
def get_derivative_position_collateral_limits(self, symbol: str) -> DerivativePositionCollateralLimits:
|
||||
return serializers.DerivativePositionCollateralLimits.parse(*self._POST("auth/calc/deriv/collateral/limits", data={ "symbol": symbol }))
|
||||
self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
|
||||
75
bfxapi/rest/_Requests.py
Normal file
75
bfxapi/rest/_Requests.py
Normal file
@@ -0,0 +1,75 @@
|
||||
import time, hmac, hashlib, json, requests
|
||||
|
||||
from http import HTTPStatus
|
||||
from .enums import Error
|
||||
from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
|
||||
|
||||
from .. utils.encoder import JSONEncoder
|
||||
|
||||
class _Requests(object):
|
||||
def __init__(self, host, API_KEY = None, API_SECRET = None):
|
||||
self.host, self.API_KEY, self.API_SECRET = host, API_KEY, API_SECRET
|
||||
|
||||
def __build_authentication_headers(self, endpoint, data):
|
||||
nonce = str(int(time.time()) * 1000)
|
||||
|
||||
path = f"/api/v2/{endpoint}{nonce}"
|
||||
|
||||
if data != None: path += data
|
||||
|
||||
signature = hmac.new(
|
||||
self.API_SECRET.encode("utf8"),
|
||||
path.encode("utf8"),
|
||||
hashlib.sha384
|
||||
).hexdigest()
|
||||
|
||||
return {
|
||||
"bfx-nonce": nonce,
|
||||
"bfx-signature": signature,
|
||||
"bfx-apikey": self.API_KEY
|
||||
}
|
||||
|
||||
def _GET(self, endpoint, params = None):
|
||||
response = requests.get(f"{self.host}/{endpoint}", params=params)
|
||||
|
||||
if response.status_code == HTTPStatus.NOT_FOUND:
|
||||
raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
|
||||
|
||||
data = response.json()
|
||||
|
||||
if len(data) and data[0] == "error":
|
||||
if data[1] == Error.ERR_PARAMS:
|
||||
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
|
||||
|
||||
if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
|
||||
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
|
||||
|
||||
return data
|
||||
|
||||
def _POST(self, endpoint, params = None, data = None, _ignore_authentication_headers = False):
|
||||
headers = { "Content-Type": "application/json" }
|
||||
|
||||
if isinstance(data, dict):
|
||||
data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
|
||||
|
||||
if self.API_KEY and self.API_SECRET and _ignore_authentication_headers == False:
|
||||
headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
|
||||
|
||||
response = requests.post(f"{self.host}/{endpoint}", params=params, data=data, headers=headers)
|
||||
|
||||
if response.status_code == HTTPStatus.NOT_FOUND:
|
||||
raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
|
||||
|
||||
data = response.json()
|
||||
|
||||
if len(data) and data[0] == "error":
|
||||
if data[1] == Error.ERR_PARAMS:
|
||||
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
|
||||
|
||||
if data[1] == Error.ERR_AUTH_FAIL:
|
||||
raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
|
||||
|
||||
if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
|
||||
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
|
||||
|
||||
return data
|
||||
253
bfxapi/rest/_RestAuthenticatedEndpoints.py
Normal file
253
bfxapi/rest/_RestAuthenticatedEndpoints.py
Normal file
@@ -0,0 +1,253 @@
|
||||
from typing import List, Union, Literal, Optional, Any, cast
|
||||
|
||||
from .types import *
|
||||
|
||||
from . import serializers
|
||||
|
||||
from .enums import Config, Sort, OrderType, FundingOfferType
|
||||
from decimal import Decimal
|
||||
from datetime import datetime
|
||||
|
||||
from ._Requests import _Requests
|
||||
|
||||
class _RestAuthenticatedEndpoints(_Requests):
|
||||
def get_wallets(self) -> List[Wallet]:
|
||||
return [ serializers.Wallet.parse(*sub_data) for sub_data in self._POST("auth/r/wallets") ]
|
||||
|
||||
def get_orders(self, symbol: Optional[str] = None, ids: Optional[List[str]] = None) -> List[Order]:
|
||||
endpoint = "auth/r/orders"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data={ "id": ids }) ]
|
||||
|
||||
def get_positions(self) -> List[Position]:
|
||||
return [ serializers.Position.parse(*sub_data) for sub_data in self._POST("auth/r/positions") ]
|
||||
|
||||
def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, float, str],
|
||||
price: Optional[Union[Decimal, float, str]] = None, lev: Optional[int] = None,
|
||||
price_trailing: Optional[Union[Decimal, float, str]] = None, price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_oco_stop: Optional[Union[Decimal, float, str]] = None,
|
||||
gid: Optional[int] = None, cid: Optional[int] = None,
|
||||
flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification[Order]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"price": price, "lev": lev,
|
||||
"price_trailing": price_trailing, "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop,
|
||||
"gid": gid, "cid": cid,
|
||||
"flags": flags, "tif": tif, "meta": meta
|
||||
}
|
||||
|
||||
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
|
||||
|
||||
def update_order(self, id: int, amount: Optional[Union[Decimal, float, str]] = None, price: Optional[Union[Decimal, float, str]] = None,
|
||||
cid: Optional[int] = None, cid_date: Optional[str] = None, gid: Optional[int] = None,
|
||||
flags: Optional[int] = 0, lev: Optional[int] = None, delta: Optional[Union[Decimal, float, str]] = None,
|
||||
price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_trailing: Optional[Union[Decimal, float, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification[Order]:
|
||||
data = {
|
||||
"id": id, "amount": amount, "price": price,
|
||||
"cid": cid, "cid_date": cid_date, "gid": gid,
|
||||
"flags": flags, "lev": lev, "delta": delta,
|
||||
"price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
|
||||
}
|
||||
|
||||
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data))
|
||||
|
||||
def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification[Order]:
|
||||
data = {
|
||||
"id": id,
|
||||
"cid": cid,
|
||||
"cid_date": cid_date
|
||||
}
|
||||
|
||||
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
|
||||
|
||||
def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification[List[Order]]:
|
||||
data = {
|
||||
"ids": ids,
|
||||
"cids": cids,
|
||||
"gids": gids,
|
||||
|
||||
"all": int(all)
|
||||
}
|
||||
|
||||
return serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data))
|
||||
|
||||
def get_orders_history(self, symbol: Optional[str] = None, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Order]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/orders/hist"
|
||||
else: endpoint = f"auth/r/orders/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"id": ids,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_trades_history(self, symbol: Optional[str] = None, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Trade]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/trades/hist"
|
||||
else: endpoint = f"auth/r/trades/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"sort": sort,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_order_trades(self, symbol: str, id: int) -> List[OrderTrade]:
|
||||
return [ serializers.OrderTrade.parse(*sub_data) for sub_data in self._POST(f"auth/r/order/{symbol}:{id}/trades") ]
|
||||
|
||||
def get_ledgers(self, currency: str, category: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Ledger]:
|
||||
data = {
|
||||
"category": category,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Ledger.parse(*sub_data) for sub_data in self._POST(f"auth/r/ledgers/{currency}/hist", data=data) ]
|
||||
|
||||
def get_funding_offers(self, symbol: Optional[str] = None) -> List[FundingOffer]:
|
||||
endpoint = "auth/r/funding/offers"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, float, str],
|
||||
rate: Union[Decimal, float, str], period: int,
|
||||
flags: Optional[int] = 0) -> Notification[FundingOffer]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"rate": rate, "period": period,
|
||||
"flags": flags
|
||||
}
|
||||
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data))
|
||||
|
||||
def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]:
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
|
||||
|
||||
def cancel_all_funding_offers(self, currency: str) -> Notification:
|
||||
return serializers._Notification().parse(*self._POST("auth/w/funding/offer/cancel/all", data={ "currency": currency }))
|
||||
|
||||
def get_funding_offers_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingOffer]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/offers/hist"
|
||||
else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_funding_credits(self, symbol: Optional[str] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}"
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def get_funding_credits_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits/hist"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def submit_wallet_transfer(self, from_wallet: str, to_wallet: str, currency: str, currency_to: str, amount: Union[Decimal, float, str]) -> Notification[Transfer]:
|
||||
data = {
|
||||
"from": from_wallet, "to": to_wallet,
|
||||
"currency": currency, "currency_to": currency_to,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers._Notification[Transfer](serializer=serializers.Transfer).parse(*self._POST("auth/w/transfer", data=data))
|
||||
|
||||
def submit_wallet_withdraw(self, wallet: str, method: str, address: str, amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
|
||||
data = {
|
||||
"wallet": wallet, "method": method,
|
||||
"address": address, "amount": amount,
|
||||
}
|
||||
|
||||
return serializers._Notification[Withdrawal](serializer=serializers.Withdrawal).parse(*self._POST("auth/w/withdraw", data=data))
|
||||
|
||||
def get_deposit_address(self, wallet: str, method: str, renew: bool = False) -> Notification[DepositAddress]:
|
||||
data = {
|
||||
"wallet": wallet,
|
||||
"method": method,
|
||||
"renew": int(renew)
|
||||
}
|
||||
|
||||
return serializers._Notification[DepositAddress](serializer=serializers.DepositAddress).parse(*self._POST("auth/w/deposit/address", data=data))
|
||||
|
||||
def get_deposit_invoice(self, wallet: str, currency: str, amount: Union[Decimal, float, str]) -> Invoice:
|
||||
data = {
|
||||
"wallet": wallet, "currency": currency,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers.Invoice.parse(*self._POST("auth/w/deposit/invoice", data=data))
|
||||
|
||||
def get_movements(self, currency: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Movement]:
|
||||
if currency == None:
|
||||
endpoint = "auth/r/movements/hist"
|
||||
else: endpoint = f"auth/r/movements/{currency}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Movement.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
|
||||
response = self._POST(f"auth/r/info/margin/{symbol}")
|
||||
|
||||
return serializers.SymbolMarginInfo.parse(*([response[1]] + response[2]))
|
||||
|
||||
def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
|
||||
return [ serializers.SymbolMarginInfo.parse(*([sub_data[1]] + sub_data[2])) for sub_data in self._POST(f"auth/r/info/margin/sym_all") ]
|
||||
|
||||
def get_base_margin_info(self) -> BaseMarginInfo:
|
||||
return serializers.BaseMarginInfo.parse(*(self._POST(f"auth/r/info/margin/base")[1]))
|
||||
|
||||
def claim_position(self, id: int, amount: Optional[Union[Decimal, float, str]] = None) -> Notification[Claim]:
|
||||
return serializers._Notification[Claim](serializer=serializers.Claim).parse(*self._POST("auth/w/position/claim", data={ "id": id, "amount": amount }))
|
||||
|
||||
def get_increase_position_info(self, symbol: str, amount: Union[Decimal, float, str]) -> IncreaseInfo:
|
||||
response = self._POST(f"auth/r/position/increase/info", data={ "symbol": symbol, "amount": amount })
|
||||
|
||||
return serializers.IncreaseInfo.parse(*(
|
||||
response[0] + [response[1][0]] + response[1][1] + [response[1][2]] + response[4] + response[5]
|
||||
))
|
||||
|
||||
def increase_position(self, symbol: str, amount: Union[Decimal, float, str]) -> Notification[Increase]:
|
||||
return serializers._Notification[Increase](serializer=serializers.Increase).parse(*self._POST("auth/w/position/increase", data={ "symbol": symbol, "amount": amount }))
|
||||
|
||||
def get_positions_history(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionHistory]:
|
||||
return [ serializers.PositionHistory.parse(*sub_data) for sub_data in self._POST("auth/r/positions/hist", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_snapshot(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionSnapshot]:
|
||||
return [ serializers.PositionSnapshot.parse(*sub_data) for sub_data in self._POST("auth/r/positions/snap", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_audit(self, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionAudit]:
|
||||
return [ serializers.PositionAudit.parse(*sub_data) for sub_data in self._POST("auth/r/positions/audit", data={ "ids": ids, "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def set_derivative_position_collateral(self, symbol: str, collateral: Union[Decimal, float, str]) -> DerivativePositionCollateral:
|
||||
return serializers.DerivativePositionCollateral.parse(*(self._POST("auth/w/deriv/collateral/set", data={ "symbol": symbol, "collateral": collateral })[0]))
|
||||
|
||||
def get_derivative_position_collateral_limits(self, symbol: str) -> DerivativePositionCollateralLimits:
|
||||
return serializers.DerivativePositionCollateralLimits.parse(*self._POST("auth/calc/deriv/collateral/limits", data={ "symbol": symbol }))
|
||||
188
bfxapi/rest/_RestPublicEndpoints.py
Normal file
188
bfxapi/rest/_RestPublicEndpoints.py
Normal file
@@ -0,0 +1,188 @@
|
||||
from typing import List, Union, Literal, Optional, Any, cast
|
||||
|
||||
from .types import *
|
||||
|
||||
from . import serializers
|
||||
|
||||
from .enums import Config, Sort
|
||||
from decimal import Decimal
|
||||
|
||||
from ._Requests import _Requests
|
||||
|
||||
class _RestPublicEndpoints(_Requests):
|
||||
def conf(self, config: Config) -> Any:
|
||||
return self._GET(f"conf/{config}")[0]
|
||||
|
||||
def get_platform_status(self) -> PlatformStatus:
|
||||
return serializers.PlatformStatus.parse(*self._GET("platform/status"))
|
||||
|
||||
def get_tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
|
||||
data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
|
||||
|
||||
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
|
||||
|
||||
return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[sub_data[0][0]](*sub_data)) for sub_data in data ]
|
||||
|
||||
def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
|
||||
if isinstance(pairs, str) and pairs == "ALL":
|
||||
return [ cast(TradingPairTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("t") ]
|
||||
|
||||
data = self.get_tickers([ "t" + pair for pair in pairs ])
|
||||
|
||||
return cast(List[TradingPairTicker], data)
|
||||
|
||||
def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
|
||||
if isinstance(currencies, str) and currencies == "ALL":
|
||||
return [ cast(FundingCurrencyTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("f") ]
|
||||
|
||||
data = self.get_tickers([ "f" + currency for currency in currencies ])
|
||||
|
||||
return cast(List[FundingCurrencyTicker], data)
|
||||
|
||||
def get_t_ticker(self, pair: str) -> TradingPairTicker:
|
||||
return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
|
||||
|
||||
def get_f_ticker(self, currency: str) -> FundingCurrencyTicker:
|
||||
return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
|
||||
|
||||
def get_tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
|
||||
return [ serializers.TickersHistory.parse(*sub_data) for sub_data in self._GET("tickers/hist", params={
|
||||
"symbols": ",".join(symbols),
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}) ]
|
||||
|
||||
def get_t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
|
||||
params = { "limit": limit, "start": start, "end": end, "sort": sort }
|
||||
data = self._GET(f"trades/{'t' + pair}/hist", params=params)
|
||||
return [ serializers.TradingPairTrade.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
|
||||
params = { "limit": limit, "start": start, "end": end, "sort": sort }
|
||||
data = self._GET(f"trades/{'f' + currency}/hist", params=params)
|
||||
return [ serializers.FundingCurrencyTrade.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
|
||||
return [ serializers.TradingPairBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
|
||||
|
||||
def get_f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
|
||||
return [ serializers.FundingCurrencyBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
|
||||
|
||||
def get_t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
|
||||
return [ serializers.TradingPairRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
|
||||
|
||||
def get_f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
|
||||
return [ serializers.FundingCurrencyRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
|
||||
|
||||
def get_stats_hist(
|
||||
self,
|
||||
resource: str,
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> List[Statistic]:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"stats1/{resource}/hist", params=params)
|
||||
return [ serializers.Statistic.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_stats_last(
|
||||
self,
|
||||
resource: str,
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> Statistic:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"stats1/{resource}/last", params=params)
|
||||
return serializers.Statistic.parse(*data)
|
||||
|
||||
def get_candles_hist(
|
||||
self,
|
||||
symbol: str, tf: str = "1m",
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> List[Candle]:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"candles/trade:{tf}:{symbol}/hist", params=params)
|
||||
return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_candles_last(
|
||||
self,
|
||||
symbol: str, tf: str = "1m",
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> Candle:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"candles/trade:{tf}:{symbol}/last", params=params)
|
||||
return serializers.Candle.parse(*data)
|
||||
|
||||
def get_derivatives_status(self, keys: Union[List[str], Literal["ALL"]]) -> List[DerivativesStatus]:
|
||||
if keys == "ALL":
|
||||
params = { "keys": "ALL" }
|
||||
else: params = { "keys": ",".join(keys) }
|
||||
|
||||
data = self._GET(f"status/deriv", params=params)
|
||||
|
||||
return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_derivatives_status_history(
|
||||
self,
|
||||
type: str, symbol: str,
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> List[DerivativesStatus]:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"status/{type}/{symbol}/hist", params=params)
|
||||
return [ serializers.DerivativesStatus.parse(*sub_data, skip=[ "KEY" ]) for sub_data in data ]
|
||||
|
||||
def get_liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET("liquidations/hist", params=params)
|
||||
return [ serializers.Liquidation.parse(*sub_data[0]) for sub_data in data ]
|
||||
|
||||
def get_seed_candles(self, symbol: str, tf: str = '1m', sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Candle]:
|
||||
params = {"sort": sort, "start": start, "end": end, "limit": limit}
|
||||
data = self._GET(f"candles/trade:{tf}:{symbol}/hist?limit={limit}&start={start}&end={end}&sort={sort}", params=params)
|
||||
return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_leaderboards_hist(
|
||||
self,
|
||||
resource: str,
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> List[Leaderboard]:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"rankings/{resource}/hist", params=params)
|
||||
return [ serializers.Leaderboard.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_leaderboards_last(
|
||||
self,
|
||||
resource: str,
|
||||
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
|
||||
) -> Leaderboard:
|
||||
params = { "sort": sort, "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"rankings/{resource}/last", params=params)
|
||||
return serializers.Leaderboard.parse(*data)
|
||||
|
||||
def get_funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
|
||||
params = { "start": start, "end": end, "limit": limit }
|
||||
data = self._GET(f"funding/stats/{symbol}/hist", params=params)
|
||||
return [ serializers.FundingStatistic.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_pulse_profile(self, nickname: str) -> PulseProfile:
|
||||
return serializers.PulseProfile.parse(*self._GET(f"pulse/profile/{nickname}"))
|
||||
|
||||
def get_pulse_history(self, end: Optional[str] = None, limit: Optional[int] = None) -> List[PulseMessage]:
|
||||
messages = list()
|
||||
|
||||
for subdata in self._GET("pulse/hist", params={ "end": end, "limit": limit }):
|
||||
subdata[18] = subdata[18][0]
|
||||
message = serializers.PulseMessage.parse(*subdata)
|
||||
messages.append(message)
|
||||
|
||||
return messages
|
||||
|
||||
def get_trading_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], price_limit: Optional[Union[Decimal, float, str]] = None) -> TradingMarketAveragePrice:
|
||||
return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
|
||||
"symbol": symbol, "amount": amount, "price_limit": price_limit
|
||||
}))
|
||||
|
||||
def get_funding_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], period: int, rate_limit: Optional[Union[Decimal, float, str]] = None) -> FundingMarketAveragePrice:
|
||||
return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
|
||||
"symbol": symbol, "amount": amount, "period": period, "rate_limit": rate_limit
|
||||
}))
|
||||
|
||||
def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
|
||||
return serializers.FxRate.parse(*self._POST("calc/fx", data={ "ccy1": ccy1, "ccy2": ccy2 }))
|
||||
Reference in New Issue
Block a user