aljaz/bitfinex-api-py
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Wrap type hinting for subscription objects inside Subscriptions namespace class. Update _Serializer class in serializers.py. Separate Books and Raw Books channels into tp_ and fc_ versions.

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This commit is contained in:
Davide Casale
2022-11-17 16:54:32 +01:00
parent d58c60b02d
commit 1cda4fcb3c
3 changed files with 59 additions and 59 deletions
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36
bfxapi/websocket/handlers.py
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@@ -24,9 +24,9 @@ class PublicChannelsHandler(object):
EVENTS = [
"tp_ticker_update", "fc_ticker_update",
"tp_trade_executed", "tp_trade_execution_update", "fc_trade_executed", "fc_trade_execution_update", "tp_trades_snapshot", "fc_trades_snapshot",
"book_snapshot", "raw_book_snapshot", "book_update", "raw_book_update",
"tp_book_snapshot", "fc_book_snapshot", "tp_raw_book_snapshot", "fc_raw_book_snapshot", "tp_book_update", "fc_book_update", "tp_raw_book_update", "fc_raw_book_update",
"candles_snapshot", "candles_update",
"derivatives_status_update"
"derivatives_status_update",
]
def __init__(self, event_emitter):
@@ -49,14 +49,14 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit(
"tp_ticker_update",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
serializers.TradingPairTicker(*stream[0])
serializers.TradingPairTicker.parse(*stream[0])
)
if subscription["symbol"].startswith("f"):
return self.event_emitter.emit(
"fc_ticker_update",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
serializers.FundingCurrencyTicker(*stream[0])
serializers.FundingCurrencyTicker.parse(*stream[0])
)
def __trades_channel_handler(self, subscription, *stream):
@@ -65,48 +65,50 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit(
{ "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type],
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
serializers.TradingPairTrade(*stream[1])
serializers.TradingPairTrade.parse(*stream[1])
)
if subscription["symbol"].startswith("f"):
return self.event_emitter.emit(
{ "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type],
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
serializers.FundingCurrencyTrade(*stream[1])
serializers.FundingCurrencyTrade.parse(*stream[1])
)
if subscription["symbol"].startswith("t"):
return self.event_emitter.emit(
"tp_trades_snapshot",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
[ serializers.TradingPairTrade(*substream) for substream in stream[0] ]
[ serializers.TradingPairTrade.parse(*substream) for substream in stream[0] ]
)
if subscription["symbol"].startswith("f"):
return self.event_emitter.emit(
"fc_trades_snapshot",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
[ serializers.FundingCurrencyTrade(*substream) for substream in stream[0] ]
[ serializers.FundingCurrencyTrade.parse(*substream) for substream in stream[0] ]
)
def __book_channel_handler(self, subscription, *stream):
subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
type = subscription["symbol"][0]
if subscription["prec"] == "R0":
_trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairRawBook, serializers.FundingCurrencyRawBook, True
else: _trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairBook, serializers.FundingCurrencyBook, False
if all(isinstance(substream, list) for substream in stream[0]):
return self.event_emitter.emit(
IS_RAW_BOOK and "raw_book_snapshot" or "book_snapshot",
return self.event_emitter.emit(
{ "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_snapshot",
subscription,
[ { "t": _trading_pair_serializer, "f": _funding_currency_serializer }[subscription["symbol"][0]](*substream) for substream in stream[0] ]
[ { "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*substream) for substream in stream[0] ]
)
return self.event_emitter.emit(
IS_RAW_BOOK and "raw_book_update" or "book_update",
{ "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_update",
subscription,
{ "t": _trading_pair_serializer, "f": _funding_currency_serializer }[subscription["symbol"][0]](*stream[0])
{ "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*stream[0])
)
def __candles_channel_handler(self, subscription, *stream):
@@ -116,13 +118,13 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit(
"candles_snapshot",
subscription,
[ serializers.Candle(*substream) for substream in stream[0] ]
[ serializers.Candle.parse(*substream) for substream in stream[0] ]
)
return self.event_emitter.emit(
"candles_update",
subscription,
serializers.Candle(*stream[0])
serializers.Candle.parse(*stream[0])
)
def __status_channel_handler(self, subscription, *stream):
@@ -132,7 +134,7 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit(
"derivatives_status_update",
subscription,
serializers.DerivativesStatus(*stream[0])
serializers.DerivativesStatus.parse(*stream[0])
)
class AuthenticatedChannelsHandler(object):
@@ -144,7 +146,7 @@ class AuthenticatedChannelsHandler(object):
"funding_credit_snapshot", "funding_credit_new", "funding_credit_update", "funding_credit_close",
"funding_loan_snapshot", "funding_loan_new", "funding_loan_update", "funding_loan_close",
"wallet_snapshot", "wallet_update",
"balance_update"
"balance_update",
]
def __init__(self, event_emitter, strict = False):