mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2026-01-04 14:34:20 +01:00
Fix camel-casing filenames and remove filename conflicts
This commit is contained in:
Jacob Plaster
@@ -1,222 +0,0 @@
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"""
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Module used to describe all of the different data types
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"""
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import time
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import datetime
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class OrderType:
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"""
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Enum used to describe all of the different order types available for use
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"""
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MARKET = 'MARKET'
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LIMIT = 'LIMIT'
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STOP = 'STOP'
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STOP_LIMIT = 'STOP LIMIT'
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TRAILING_STOP = 'TRAILING STOP'
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FILL_OR_KILL = 'FOK'
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EXCHANGE_MARKET = 'EXCHANGE MARKET'
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EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
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EXCHANGE_STOP = 'EXCHANGE STOP'
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EXCHANGE_STOP_LIMIT = 'EXCHANGE STOP LIMIT'
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EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
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EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
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LIMIT_ORDERS = [OrderType.LIMIT, OrderType.STOP_LIMIT, OrderType.EXCHANGE_LIMIT,
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OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL,
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OrderType.EXCHANGE_FILL_OR_KILL]
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class OrderSide:
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"""
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Enum used to describe the different directions of an order
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"""
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BUY = 'buy'
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SELL = 'sell'
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class OrderClosedModel:
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"""
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Enum used ad an index match to locate the different values in a
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raw order array
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"""
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ID = 0
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GID = 1
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CID = 2
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SYMBOL = 3
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MTS_CREATE = 4
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MTS_UPDATE = 5
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AMOUNT = 6
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AMOUNT_ORIG = 7
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TYPE = 8
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TYPE_PREV = 9
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FLAGS = 12
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STATUS = 13
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PRICE = 16
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PRICE_AVG = 17
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PRICE_TRAILING = 18
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PRICE_AUX_LIMIT = 19
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NOTIFY = 23
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PLACE_ID = 25
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class OrderFlags:
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"""
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Enum used to explain the different values that can be passed in
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as flags
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"""
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HIDDEN = 64
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CLOSE = 12
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REDUCE_ONLY = 1024
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POST_ONLY = 4096
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OCO = 16384
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def now_in_mills():
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"""
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Gets the current time in milliseconds
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"""
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return int(round(time.time() * 1000))
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class Order:
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"""
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ID int64 Order ID
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GID int Group ID
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CID int Client Order ID
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SYMBOL string Pair (tBTCUSD, ...)
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MTS_CREATE int Millisecond timestamp of creation
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MTS_UPDATE int Millisecond timestamp of update
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AMOUNT float Positive means buy, negative means sell.
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AMOUNT_ORIG float Original amount
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TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP,
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EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
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TYPE_PREV string Previous order type
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FLAGS int Upcoming Params Object (stay tuned)
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ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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PRICE float Price
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PRICE_AVG float Average price
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PRICE_TRAILING float The trailing price
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PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
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HIDDEN int 1 if Hidden, 0 if not hidden
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PLACED_ID int If another order caused this order to be placed (OCO) this will be that other
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order's ID
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"""
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Type = OrderType()
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Side = OrderSide()
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Flags = OrderFlags()
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def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
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amount_orig, o_type, typePrev, flags, status, price, price_avg,
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price_trailing, price_aux_limit, notfiy, place_id):
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self.id = oid # pylint: disable=invalid-name
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self.gid = gid
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self.cid = cid
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self.symbol = symbol
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self.mts_create = mts_create
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self.mts_update = mts_update
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self.amount = amount
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self.amount_orig = amount_orig
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if self.amount_orig > 0:
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self.amount_filled = amount_orig - amount
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else:
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self.amount_filled = -(abs(amount_orig) - abs(amount))
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self.type = o_type
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self.type_prev = typePrev
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self.flags = flags
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self.status = status
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self.price = price
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self.price_avg = price_avg
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self.price_trailing = price_trailing
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self.price_aux_limit = price_aux_limit
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self.notfiy = notfiy
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self.place_id = place_id
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self.tag = ""
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self.fee = 0
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self.is_pending_bool = True
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self.is_confirmed_bool = False
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self.is_open_bool = False
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self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
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# if cancelled then priceAvg wont exist
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if price_avg:
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# check if order is taker or maker
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if self.type in LIMIT_ORDERS:
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self.fee = (price_avg * abs(self.amount_filled)) * 0.001
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else:
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self.fee = (price_avg * abs(self.amount_filled)) * 0.002
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@staticmethod
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def from_raw_order(raw_order):
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"""
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Parse a raw order object into an Order oject
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@return Order
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"""
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oid = raw_order[OrderClosedModel.ID]
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gid = raw_order[OrderClosedModel.GID]
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cid = raw_order[OrderClosedModel.CID]
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symbol = raw_order[OrderClosedModel.SYMBOL]
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mts_create = raw_order[OrderClosedModel.MTS_CREATE]
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mts_update = raw_order[OrderClosedModel.MTS_UPDATE]
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amount = raw_order[OrderClosedModel.AMOUNT]
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amount_orig = raw_order[OrderClosedModel.AMOUNT_ORIG]
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o_type = raw_order[OrderClosedModel.TYPE]
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type_prev = raw_order[OrderClosedModel.TYPE_PREV]
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flags = raw_order[OrderClosedModel.FLAGS]
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status = raw_order[OrderClosedModel.STATUS]
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price = raw_order[OrderClosedModel.PRICE]
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price_avg = raw_order[OrderClosedModel.PRICE_AVG]
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price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
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price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
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notfiy = raw_order[OrderClosedModel.NOTIFY]
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place_id = raw_order[OrderClosedModel.PLACE_ID]
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return Order(oid, gid, cid, symbol, mts_create, mts_update, amount,
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amount_orig, o_type, type_prev, flags, status, price, price_avg,
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price_trailing, price_aux_limit, notfiy, place_id)
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def set_confirmed(self):
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"""
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Set the state of the order to be confirmed
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"""
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self.is_pending_bool = False
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self.is_confirmed_bool = True
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def set_open_state(self, is_open):
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"""
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Set the is_open state of the order
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"""
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self.is_open_bool = is_open
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def is_open(self):
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"""
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Check if the order is still open
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@return bool: Ture if order open else False
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"""
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return self.is_open_bool
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def is_pending(self):
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"""
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Check if the state of the order is still pending
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@return bool: True if is pending else False
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"""
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return self.is_pending_bool
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def is_confirmed(self):
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"""
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Check if the order has been confirmed by the bitfinex api
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@return bool: True if has been confirmed else False
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"""
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return self.is_confirmed_bool
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def __str__(self):
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''' Allow us to print the Order object in a pretty format '''
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text = "Order <'{}' amount_orig={} amount_filled={} mts_create={} status='{}' id={}>"
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return text.format(self.symbol, self.amount_orig, self.amount_filled,
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self.mts_create, self.status, self.id)
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@@ -1,47 +0,0 @@
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"""
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Module used to describe all of the different data types
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"""
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class Position:
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"""
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SYMBOL string Pair (tBTCUSD, ...).
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STATUS string Status (ACTIVE, CLOSED).
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AMOUNT float Size of the position. Positive values means a long position,
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negative values means a short position.
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BASE_PRICE float The price at which you entered your position.
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MARGIN_FUNDING float The amount of funding being used for this position.
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MARGIN_FUNDING_TYPE int 0 for daily, 1 for term.
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PL float Profit & Loss
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PL_PERC float Profit & Loss Percentage
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PRICE_LIQ float Liquidation price
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LEVERAGE float Beta value
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"""
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def __init__(self, symbol, status, amount, b_price, m_funding, m_funding_type,
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profit_loss, profit_loss_perc, l_price, lev):
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self.symbol = symbol
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self.status = status
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self.amount = amount
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self.base_price = b_price
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self.margin_funding = m_funding
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self.margin_funding_type = m_funding_type
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self.profit_loss = profit_loss
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self.profit_loss_percentage = profit_loss_perc
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self.liquidation_price = l_price
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self.leverage = lev
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@staticmethod
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def from_raw_rest_position(raw_position):
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"""
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Generate a Position object from a raw position array
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@return Position
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"""
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return Position(*raw_position)
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def __str__(self):
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''' Allow us to print the Trade object in a pretty format '''
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text = "Position '{}' {} x {} <status='{}' pl={}>"
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return text.format(self.symbol, self.base_price, self.amount,
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self.status, self.profit_loss)
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@@ -1,88 +0,0 @@
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"""
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Module used to describe all of the different data types
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"""
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import time
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import json
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from random import randint
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def generate_sub_id():
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"""
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Generates a unique id in the form of 12345566-12334556
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"""
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prefix = str(int(round(time.time() * 1000)))
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suffix = str(randint(0, 9999999))
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return "{}-{}".format(prefix, suffix)
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class Subscription:
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"""
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Object used to represent an individual subscription to the websocket.
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This class also exposes certain functions which helps to manage the subscription
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such as unsibscribe and subscribe.
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"""
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def __init__(self, socket, channel_name, symbol, timeframe=None, **kwargs):
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self.socket = socket
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self.channel_name = channel_name
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self.symbol = symbol
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self.timeframe = timeframe
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self.is_subscribed_bool = False
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self.key = None
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self.chan_id = None
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if timeframe:
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self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
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self.sub_id = generate_sub_id()
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self.send_payload = self._generate_payload(**kwargs)
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def get_key(self):
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"""
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Generates a unique key string for the subscription
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"""
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return "{}_{}".format(self.channel_name, self.key or self.symbol)
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def confirm_subscription(self, chan_id):
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"""
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Update the subscription to confirmed state
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"""
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self.is_subscribed_bool = True
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self.chan_id = chan_id
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async def unsubscribe(self):
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"""
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Send an unsubscription request to the bitfinex socket
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"""
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if not self.is_subscribed():
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raise Exception("Subscription is not subscribed to websocket")
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payload = {'event': 'unsubscribe', 'chanId': self.chan_id}
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await self.socket.ws.send(json.dumps(payload))
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async def subscribe(self):
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"""
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Send a subscription request to the bitfinex socket
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"""
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await self.socket.ws.send(json.dumps(self._get_send_payload()))
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def confirm_unsubscribe(self):
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"""
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Update the subscription to unsubscribed state
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"""
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self.is_subscribed_bool = False
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def is_subscribed(self):
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"""
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Check if the subscription is currently subscribed
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@return bool: True if subscribed else False
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"""
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return self.is_subscribed_bool
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def _generate_payload(self, **kwargs):
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payload = {'event': 'subscribe',
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'channel': self.channel_name, 'symbol': self.symbol}
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if self.timeframe:
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payload['key'] = self.key
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payload.update(**kwargs)
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return payload
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def _get_send_payload(self):
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return self.send_payload
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@@ -1,54 +0,0 @@
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"""
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Module used to describe all of the different data types
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"""
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import datetime
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class Trade:
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"""
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ID integer Trade database id
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PAIR string Pair (BTCUSD, ...)
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MTS_CREATE integer Execution timestamp
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ORDER_ID integer Order id
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EXEC_AMOUNT float Positive means buy, negative means sell
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EXEC_PRICE float Execution price
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ORDER_TYPE string Order type
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ORDER_PRICE float Order price
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MAKER int 1 if true, 0 if false
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FEE float Fee
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FEE_CURRENCY string Fee currency
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"""
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SHORT = 'SHORT'
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LONG = 'LONG'
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def __init__(self, tid, pair, mts_create, order_id, amount, price, order_type,
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order_price, maker, fee, fee_currency):
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# pylint: disable=invalid-name
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self.id = tid
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self.pair = pair
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self.mts_create = mts_create
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self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
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self.order_id = order_id
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self.amount = amount
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self.direction = Trade.SHORT if amount < 0 else Trade.LONG
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self.price = price
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self.order_type = order_type
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self.order_price = order_price
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self.maker = maker
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self.fee = fee
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self.fee_currency = fee_currency
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@staticmethod
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def from_raw_rest_trade(raw_trade):
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"""
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Generate a Trade object from a raw trade array
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"""
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# [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None,
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# -1, -0.000188, 'BTC']
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return Trade(*raw_trade)
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def __str__(self):
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return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
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self.pair, self.amount, self.price, self.direction, self.fee)
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@@ -1,33 +0,0 @@
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"""
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Module used to describe all of the different data types
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"""
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class Wallet:
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"""
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Stores data relevant to a users wallet such as balance and
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currency
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"""
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def __init__(self, wType, currency, balance, unsettled_interest):
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self.type = wType
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self.currency = currency
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self.balance = balance
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self.unsettled_interest = unsettled_interest
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self.key = "{}_{}".format(wType, currency)
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def set_balance(self, data):
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"""
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Set the balance of the wallet
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"""
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self.balance = data
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def set_unsettled_interest(self, data):
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"""
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Set the unsettled interest of the wallet
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"""
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self.unsettled_interest = data
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def __str__(self):
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return "Wallet <'{}_{}' balance='{}' unsettled='{}'>".format(
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self.type, self.currency, self.balance, self.unsettled_interest)
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Block a user