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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34
bfxapi/websocket/handlers.py
View File

@@ -24,9 +24,9 @@ class PublicChannelsHandler(object):
EVENTS = [ EVENTS = [
"tp_ticker_update", "fc_ticker_update", "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", "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", "candles_snapshot", "candles_update",
"derivatives_status_update" "derivatives_status_update",
] ]
def __init__(self, event_emitter): def __init__(self, event_emitter):
@@ -49,14 +49,14 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit( return self.event_emitter.emit(
"tp_ticker_update", "tp_ticker_update",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), _get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
serializers.TradingPairTicker(*stream[0]) serializers.TradingPairTicker.parse(*stream[0])
) )
if subscription["symbol"].startswith("f"): if subscription["symbol"].startswith("f"):
return self.event_emitter.emit( return self.event_emitter.emit(
"fc_ticker_update", "fc_ticker_update",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), _get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
serializers.FundingCurrencyTicker(*stream[0]) serializers.FundingCurrencyTicker.parse(*stream[0])
) )
def __trades_channel_handler(self, subscription, *stream): def __trades_channel_handler(self, subscription, *stream):
@@ -65,48 +65,50 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit( return self.event_emitter.emit(
{ "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type], { "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type],
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), _get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
serializers.TradingPairTrade(*stream[1]) serializers.TradingPairTrade.parse(*stream[1])
) )
if subscription["symbol"].startswith("f"): if subscription["symbol"].startswith("f"):
return self.event_emitter.emit( return self.event_emitter.emit(
{ "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type], { "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type],
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), _get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
serializers.FundingCurrencyTrade(*stream[1]) serializers.FundingCurrencyTrade.parse(*stream[1])
) )
if subscription["symbol"].startswith("t"): if subscription["symbol"].startswith("t"):
return self.event_emitter.emit( return self.event_emitter.emit(
"tp_trades_snapshot", "tp_trades_snapshot",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]), _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"): if subscription["symbol"].startswith("f"):
return self.event_emitter.emit( return self.event_emitter.emit(
"fc_trades_snapshot", "fc_trades_snapshot",
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]), _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): def __book_channel_handler(self, subscription, *stream):
subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ]) subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
type = subscription["symbol"][0]
if subscription["prec"] == "R0": if subscription["prec"] == "R0":
_trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairRawBook, serializers.FundingCurrencyRawBook, True _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 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]): if all(isinstance(substream, list) for substream in stream[0]):
return self.event_emitter.emit( return self.event_emitter.emit(
IS_RAW_BOOK and "raw_book_snapshot" or "book_snapshot", { "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_snapshot",
subscription, 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( 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, 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): def __candles_channel_handler(self, subscription, *stream):
@@ -116,13 +118,13 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit( return self.event_emitter.emit(
"candles_snapshot", "candles_snapshot",
subscription, subscription,
[ serializers.Candle(*substream) for substream in stream[0] ] [ serializers.Candle.parse(*substream) for substream in stream[0] ]
) )
return self.event_emitter.emit( return self.event_emitter.emit(
"candles_update", "candles_update",
subscription, subscription,
serializers.Candle(*stream[0]) serializers.Candle.parse(*stream[0])
) )
def __status_channel_handler(self, subscription, *stream): def __status_channel_handler(self, subscription, *stream):
@@ -132,7 +134,7 @@ class PublicChannelsHandler(object):
return self.event_emitter.emit( return self.event_emitter.emit(
"derivatives_status_update", "derivatives_status_update",
subscription, subscription,
serializers.DerivativesStatus(*stream[0]) serializers.DerivativesStatus.parse(*stream[0])
) )
class AuthenticatedChannelsHandler(object): class AuthenticatedChannelsHandler(object):
@@ -144,7 +146,7 @@ class AuthenticatedChannelsHandler(object):
"funding_credit_snapshot", "funding_credit_new", "funding_credit_update", "funding_credit_close", "funding_credit_snapshot", "funding_credit_new", "funding_credit_update", "funding_credit_close",
"funding_loan_snapshot", "funding_loan_new", "funding_loan_update", "funding_loan_close", "funding_loan_snapshot", "funding_loan_new", "funding_loan_update", "funding_loan_close",
"wallet_snapshot", "wallet_update", "wallet_snapshot", "wallet_update",
"balance_update" "balance_update",
] ]
def __init__(self, event_emitter, strict = False): def __init__(self, event_emitter, strict = False):

2
bfxapi/websocket/serializers.py
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@@ -12,7 +12,7 @@ class _Serializer(object):
if label not in IGNORE: if label not in IGNORE:
yield label, args[index] yield label, args[index]
def __call__(self, *values): def parse(self, *values):
return dict(self.__serialize(*values)) return dict(self.__serialize(*values))
#region Serializers definition for Websocket Public Channels #region Serializers definition for Websocket Public Channels

80
bfxapi/websocket/typings.py
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@@ -4,44 +4,50 @@ JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
#region Type hinting for subscription objects #region Type hinting for subscription objects
TradingPairsTickerSubscription = TypedDict("TradingPairsTickerSubscription", { class Subscriptions:
"chanId": int, TradingPairsTicker = TypedDict("Subscriptions.TradingPairsTicker", {
"symbol": str, "chanId": int,
"pair": str "symbol": str,
}) "pair": str
})
FundingCurrenciesTickerSubscription = TypedDict("FundingCurrenciesTickerSubscription", { FundingCurrenciesTicker = TypedDict("Subscriptions.FundingCurrenciesTicker", {
"chanId": int, "chanId": int,
"symbol": str, "symbol": str,
"currency": str "currency": str
}) })
TradingPairsTradesSubscription = TypedDict("TradingPairsTradesSubscription", { TradingPairsTrades = TypedDict("Subscriptions.TradingPairsTrades", {
"chanId": int, "chanId": int,
"symbol": str, "symbol": str,
"pair": str "pair": str
}) })
FundingCurrenciesTradesSubscription = TypedDict("FundingCurrenciesTradesSubscription", { FundingCurrenciesTrades = TypedDict("Subscriptions.FundingCurrenciesTrades", {
"chanId": int, "chanId": int,
"symbol": str, "symbol": str,
"currency": str "currency": str
}) })
BookSubscription = TypedDict("BookSubscription", { Book = TypedDict("Subscriptions.Book", {
"chanId": int, "chanId": int,
"symbol": str, "symbol": str,
"prec": str, "prec": str,
"freq": str, "freq": str,
"len": str, "len": str,
"subId": int, "subId": int,
"pair": str "pair": str
}) })
CandlesSubscription = TypedDict("CandlesSubscription", { Candles = TypedDict("Subscriptions.Candles", {
"chanId": int, "chanId": int,
"key": str "key": str
}) })
DerivativesStatus = TypedDict("Subscriptions.DerivativesStatus", {
"chanId": int,
"key": str
})
#endregion #endregion
@@ -91,10 +97,6 @@ FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook]) (TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
Book = Union[TradingPairBook, FundingCurrencyBook]
Books = Union[TradingPairBooks, FundingCurrencyBooks]
(TradingPairRawBook, FundingCurrencyRawBook) = ( (TradingPairRawBook, FundingCurrencyRawBook) = (
TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }), TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }), TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
@@ -102,10 +104,6 @@ Books = Union[TradingPairBooks, FundingCurrencyBooks]
(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook]) (TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
RawBook = Union[TradingPairRawBook, FundingCurrencyRawBook]
RawBooks = Union[TradingPairRawBooks, FundingCurrencyRawBooks]
Candle = TypedDict("Candle", { Candle = TypedDict("Candle", {
"MTS": int, "MTS": int,
"OPEN": float, "OPEN": float,