mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
Fix camel-casing filenames and remove filename conflicts
This commit is contained in:
Jacob Plaster
370
bfxapi/rest/bfx_rest.py
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370
bfxapi/rest/bfx_rest.py
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"""
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This module contains the BFX rest client data types
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"""
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import asyncio
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import aiohttp
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import time
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import json
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from ..utils.custom_logger import CustomLogger
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from ..utils.auth import generate_auth_headers
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from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer
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from ..models import FundingCredit
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class BfxRest:
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"""
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BFX rest interface contains functions which are used to interact with both the public
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and private Bitfinex http api's.
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To use the private api you have to set the API_KEY and API_SECRET variables to your
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api key.
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"""
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def __init__(self, API_KEY, API_SECRET, host='https://api-pub.bitfinex.com/v2', loop=None,
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logLevel='INFO', parse_float=float, *args, **kwargs):
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self.loop = loop or asyncio.get_event_loop()
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self.API_KEY = API_KEY
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self.API_SECRET = API_SECRET
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self.host = host
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# this value can also be set to bfxapi.decimal for much higher precision
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self.parse_float = parse_float
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self.logger = CustomLogger('BfxRest', logLevel=logLevel)
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async def fetch(self, endpoint, params=""):
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"""
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Fetch a GET request from the bitfinex host
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@return reponse
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"""
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url = '{}/{}{}'.format(self.host, endpoint, params)
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async with aiohttp.ClientSession() as session:
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async with session.get(url) as resp:
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text = await resp.text()
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if resp.status is not 200:
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raise Exception('GET {} failed with status {} - {}'
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.format(url, resp.status, text))
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parsed = json.loads(text, parse_float=self.parse_float)
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return parsed
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async def post(self, endpoint, data={}, params=""):
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"""
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Request a POST to the bitfinex host
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@return response
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"""
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url = '{}/{}'.format(self.host, endpoint)
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sData = json.dumps(data)
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headers = generate_auth_headers(
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self.API_KEY, self.API_SECRET, endpoint, sData)
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headers["content-type"] = "application/json"
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async with aiohttp.ClientSession() as session:
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async with session.post(url + params, headers=headers, data=sData) as resp:
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text = await resp.text()
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if resp.status is not 200:
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raise Exception('POST {} failed with status {} - {}'
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.format(url, resp.status, text))
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parsed = json.loads(text, parse_float=self.parse_float)
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return parsed
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##################################################
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# Public Data #
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##################################################
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async def get_seed_candles(self, symbol, tf='1m'):
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"""
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Used by the honey framework, this function gets the last 4k candles.
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"""
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endpoint = 'candles/trade:{}:{}/hist?limit=5000&_bfx=1'.format(tf, symbol)
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time_difference = (1000 * 60) * 5000
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# get now to the nearest min
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now = int(round((time.time() // 60 * 60) * 1000))
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task_batch = []
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for x in range(0, 10):
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start = x * time_difference
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end = now - (x * time_difference) - time_difference
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e2 = endpoint + '&start={}&end={}'.format(start, end)
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task_batch += [asyncio.ensure_future(self.fetch(e2))]
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self.logger.info("Downloading seed candles from Bitfinex...")
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# call all fetch requests async
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done, _ = await asyncio.wait(*[task_batch])
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candles = []
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for task in done:
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candles += task.result()
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candles.sort(key=lambda x: x[0], reverse=True)
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self.logger.info("Downloaded {} candles.".format(len(candles)))
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return candles
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async def get_public_candles(self, symbol, start, end, section='hist',
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tf='1m', limit="100", sort=-1):
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"""
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Get all of the public candles between the start and end period.
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@param symbol symbol string: pair symbol i.e tBTCUSD
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@param secton string: available values: "last", "hist"
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@param tf int: timeframe inbetween candles i.e 1m (min), ..., 1D (day),
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... 1M (month)
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@param sort int: if = 1 it sorts results returned with old > new
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@return Array [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ]
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"""
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endpoint = "candles/trade:{}:{}/{}".format(tf, symbol, section)
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params = "?start={}&end={}&limit={}&sort={}".format(
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start, end, limit, sort)
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candles = await self.fetch(endpoint, params=params)
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return candles
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async def get_public_trades(self, symbol, start, end, limit="100", sort=-1):
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"""
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Get all of the public trades between the start and end period.
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@param symbol symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array [ ID, MTS, AMOUNT, RATE, PERIOD? ]
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"""
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endpoint = "trades/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}&sort={}".format(
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start, end, limit, sort)
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trades = await self.fetch(endpoint, params=params)
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return trades
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async def get_public_books(self, symbol, precision="P0", length=25):
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"""
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Get the public orderbook for a given symbol.
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@param symbol symbol string: pair symbol i.e tBTCUSD
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@param precision string: level of price aggregation (P0, P1, P2, P3, P4, R0)
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@param length int: number of price points ("25", "100")
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@return Array [ PRICE, COUNT, AMOUNT ]
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"""
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endpoint = "book/{}/{}".format(symbol, precision)
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params = "?len={}".format(length)
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books = await self.fetch(endpoint, params)
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return books
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async def get_public_ticker(self, symbol):
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"""
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Get tickers for the given symbol. Tickers shows you the current best bid and ask,
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as well as the last trade price.
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@parms symbols symbol string: pair symbol i.e tBTCUSD
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@return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE,
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DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ]
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"""
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endpoint = "ticker/{}".format(symbol)
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ticker = await self.fetch(endpoint)
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return ticker
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async def get_public_tickers(self, symbols):
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"""
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Get tickers for the given symbols. Tickers shows you the current best bid and ask,
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as well as the last trade price.
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@parms symbols Array<string>: array of symbols i.e [tBTCUSD, tETHUSD]
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@return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC,
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LAST_PRICE, VOLUME, HIGH, LOW ]
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"""
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endpoint = "tickers/?symbols={}".format(','.join(symbols))
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ticker = await self.fetch(endpoint)
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return ticker
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##################################################
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# Authenticated Data #
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##################################################
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async def get_wallets(self):
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"""
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Get all wallets on account associated with API_KEY - Requires authentication.
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@return Array <models.Wallet>
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"""
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endpoint = "auth/r/wallets"
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raw_wallets = await self.post(endpoint)
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return [Wallet(*rw[:4]) for rw in raw_wallets]
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async def get_active_orders(self, symbol):
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"""
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Get all of the active orders associated with API_KEY - Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@return Array <models.Order>
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"""
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endpoint = "auth/r/orders/{}".format(symbol)
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raw_orders = await self.post(endpoint)
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return [Order.from_raw_order(ro) for ro in raw_orders]
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async def get_order_history(self, symbol, start, end, limit=25, sort=-1):
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"""
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Get all of the orders between the start and end period associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array <models.Order>
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"""
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endpoint = "auth/r/orders/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}&sort={}".format(
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start, end, limit, sort)
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raw_orders = await self.post(endpoint, params=params)
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return [Order.from_raw_order(ro) for ro in raw_orders]
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async def get_active_position(self):
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"""
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Get all of the active position associated with API_KEY - Requires authentication.
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@return Array <models.Position>
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"""
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endpoint = "auth/r/positions"
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raw_positions = await self.post(endpoint)
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return [Position.from_raw_rest_position(rp) for rp in raw_positions]
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async def get_order_trades(self, symbol, order_id):
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"""
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Get all of the trades that have been generated by the given order associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param order_id string: id of the order
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@return Array <models.Trade>
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"""
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endpoint = "auth/r/order/{}:{}/trades".format(symbol, order_id)
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raw_trades = await self.post(endpoint)
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return [Trade.from_raw_rest_trade(rt) for rt in raw_trades]
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async def get_trades(self, symbol, start, end, limit=25):
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"""
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Get all of the trades between the start and end period associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array <models.Trade>
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"""
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endpoint = "auth/r/trades/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}".format(start, end, limit)
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raw_trades = await self.post(endpoint, params=params)
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return [Trade.from_raw_rest_trade(rt) for rt in raw_trades]
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async def get_funding_offers(self, symbol):
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"""
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Get all of the funding offers associated with API_KEY - Requires authentication.
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@return Array <models.FundingOffer>
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"""
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endpoint = "auth/r/funding/offers/{}".format(symbol)
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offers = await self.post(endpoint)
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return [FundingOffer.from_raw_offer(o) for o in offers]
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async def get_funding_offer_history(self, symbol, start, end, limit=25):
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"""
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Get all of the funding offers between the start and end period associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array <models.FundingOffer>
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"""
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endpoint = "auth/r/funding/offers/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}".format(start, end, limit)
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offers = await self.post(endpoint, params=params)
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return [FundingOffer.from_raw_offer(o) for o in offers]
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async def get_funding_loans(self, symbol):
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"""
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Get all of the funding loans associated with API_KEY - Requires authentication.
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@return Array <models.FundingLoan>
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"""
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endpoint = "auth/r/funding/loans/{}".format(symbol)
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loans = await self.post(endpoint)
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return [FundingLoan.from_raw_loan(o) for o in loans]
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async def get_funding_loan_history(self, symbol, start, end, limit=25):
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"""
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Get all of the funding loans between the start and end period associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array <models.FundingLoan>
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"""
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endpoint = "auth/r/funding/loans/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}".format(start, end, limit)
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loans = await self.post(endpoint, params=params)
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return [FundingLoan.from_raw_loan(o) for o in loans]
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async def get_funding_credits(self, symbol):
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endpoint = "auth/r/funding/credits/{}".format(symbol)
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credits = await self.post(endpoint)
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return [FundingCredit.from_raw_credit(c) for c in credits]
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async def get_funding_credit_history(self, symbol, start, end, limit=25):
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"""
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Get all of the funding credits between the start and end period associated with API_KEY
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- Requires authentication.
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@param symbol string: pair symbol i.e tBTCUSD
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@param start int: millisecond start time
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@param end int: millisecond end time
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@param limit int: max number of items in response
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@return Array <models.FundingCredit>
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"""
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endpoint = "auth/r/funding/credits/{}/hist".format(symbol)
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params = "?start={}&end={}&limit={}".format(start, end, limit)
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credits = await self.post(endpoint, params=params)
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return [FundingCredit.from_raw_credit(c) for c in credits]
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##################################################
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# Orders #
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##################################################
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async def __submit_order(self, symbol, amount, price, oType=Order.Type.LIMIT,
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is_hidden=False, is_postonly=False, use_all_available=False,
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stop_order=False, stop_buy_price=0, stop_sell_price=0):
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"""
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Submit a new order
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@param symbol: the name of the symbol i.e 'tBTCUSD
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@param amount: order size: how much you want to buy/sell,
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a negative amount indicates a sell order and positive a buy order
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@param price: the price you want to buy/sell at (must be positive)
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@param oType: order type, see Order.Type enum
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@param is_hidden: True if order should be hidden from orderbooks
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@param is_postonly: True if should be post only. Only relevant for limit
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@param use_all_available: True if order should use entire balance
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@param stop_order: True to set an additional STOP OCO order linked to the
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current order
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@param stop_buy_price: set the OCO stop buy price (requires stop_order True)
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@param stop_sell_price: set the OCO stop sell price (requires stop_order True)
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"""
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raise NotImplementedError(
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"V2 submit order has not yet been added to the bfx api. Please use bfxapi.ws")
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side = Order.Side.SELL if amount < 0 else Order.Side.BUY
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use_all_balance = 1 if use_all_available else 0
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payload = {}
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payload['symbol'] = symbol
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payload['amount'] = abs(amount)
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payload['price'] = price
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payload['side'] = side
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payload['type'] = oType
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payload['is_hidden'] = is_hidden
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payload['is_postonly'] = is_postonly
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payload['use_all_available'] = use_all_balance
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payload['ocoorder'] = stop_order
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if stop_order:
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payload['buy_price_oco'] = stop_buy_price
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payload['sell_price_oco'] = stop_sell_price
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endpoint = 'order/new'
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return await self.post(endpoint, data=payload)
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