aljaz/bitfinex-api-py
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General fixups

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Jacob Plaster
2018-12-14 16:02:33 +00:00
parent c1aea594a8
commit 1cb33692a0
4 changed files with 39 additions and 10 deletions
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20
bfxapi/models/Order.py
View File

@@ -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):

6
bfxapi/models/OrderBook.py
View File

@@ -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: