General fixups

bfxapi/models/Order.py

@@ -5,14 +5,19 @@ 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'
 
+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:
   BUY = 'buy'
   SELL = 'sell'
@@ -81,6 +86,7 @@ class Order:
     self.symbol = symbol
     self.mtsCreate = mtsCreate
     self.mtsUpdate = mtsUpdate
+    # self.amount = amount
     self.amount = amount
     self.amountOrig = amountOrig
     self.type = oType
@@ -93,19 +99,25 @@ class Order:
     self.priceAuxLimit = priceAuxLimit
     self.notfiy = notfiy
     self.placeId = placeId
+    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(mtsCreate/1000.0)
+    ## if cancelled then priceAvg wont exist
     if priceAvg:
-      ## if cancelled then priceAvg wont exist
-      self.fee = (priceAvg * abs(amount)) * 0.002
+      ## 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
 
   @staticmethod
   def from_raw_order(raw_order):
-    id =  raw_order[OrderClosedModel.ID]
+    oid = raw_order[OrderClosedModel.ID]
     gId = raw_order[OrderClosedModel.GID]
     cId = raw_order[OrderClosedModel.CID]
     symbol = raw_order[OrderClosedModel.SYMBOL]
@@ -124,7 +136,7 @@ class Order:
     notfiy = raw_order[OrderClosedModel.NOTIFY]
     placeId = raw_order[OrderClosedModel.PLACE_ID]
 
-    return Order(id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
+    return Order(oid, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
       typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId)
 
   def set_confirmed(self):

bfxapi/models/OrderBook.py

@@ -12,6 +12,12 @@ class OrderBook:
     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:

bfxapi/websockets/BfxWebsocket.py

@@ -148,6 +148,8 @@ class BfxWebsocket(GenericWebsocket):
         await self._candle_handler(data)
       if subscription.channel_name == 'book':
         await self._order_book_handler(data)
+      if subscription.channel_name == 'trades':
+        await self._trade_handler(data)
     else:
       self.logger.warn("Unknown data event: '{}' {}".format(dataEvent, data))
 
@@ -228,7 +230,7 @@ class BfxWebsocket(GenericWebsocket):
     notificationType = nInfo[6]
     notificationText = nInfo[7]
     if notificationType == 'ERROR':
-      self._emit('error', notificationText)
+      # self._emit('error', notificationText)
       self.logger.error("Notification ERROR: {}".format(notificationText))
     else:
       self.logger.info("Notification SUCCESS: {}".format(notificationText))
@@ -279,14 +281,11 @@ class BfxWebsocket(GenericWebsocket):
       for t in data:
         trade = {
           'mts': t[1],
-          'price': t[2],
-          'amount': t[3],
+          'amount': t[2],
+          'price': t[3],
           'symbol': symbol
         }
         self._emit('seed_trade', trade)
-    else:
-      tradeObj = _parse_trade_snapshot_item(data, symbol)
-      self._emit('new_trade', tradeObj)
 
   async def _candle_handler(self, data):
     subscription = self.subscriptionManager.get(data[0])
@@ -321,6 +320,9 @@ class BfxWebsocket(GenericWebsocket):
         # re-build orderbook with snapshot
         await self.subscriptionManager.resubscribe(chanId)
       return
+    if obInfo == []:
+      self.orderBooks[symbol] = OrderBook()
+      return
     isSnapshot = type(obInfo[0]) is list
     if isSnapshot:
       self.orderBooks[symbol] = OrderBook()
@@ -370,6 +372,9 @@ class BfxWebsocket(GenericWebsocket):
     }
     await self.ws.send(json.dumps(payload))
 
+  def get_orderbook(self, symbol):
+    return self.orderBooks.get(symbol, None)
+
   async def subscribe(self, *args, **kwargs):
     return await self.subscriptionManager.subscribe(*args, **kwargs)
 

bfxapi/websockets/GenericWebsocket.py

@@ -26,6 +26,9 @@ class GenericWebsocket(object):
   def run(self):
     self.loop.run_until_complete(self._main(self.host))
 
+  def get_task_executable(self):
+    return self._main(self.host)
+
   async def _main(self, host):
     async with websockets.connect(host) as websocket:
       self.ws = websocket
@@ -35,6 +38,9 @@ class GenericWebsocket(object):
         message = await websocket.recv()
         await self.on_message(message)
 
+  def remove_all_listeners(self, event):
+    self.events.remove_all_listeners(event)
+
   def on(self, event, func=None):
     if not func:
       return self.events.on(event)