mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
Add handlers for ticker, trades and candles public channels. Add new type hinting inside bfxapi/websocket/typings.py.
This commit is contained in:
Davide Casale
@@ -2,6 +2,15 @@ from enum import Enum
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from .errors import BfxWebsocketException
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def _get_sub_dictionary(dictionary, keys):
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return { key: dictionary[key] for key in dictionary if key in keys }
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def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
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if len(labels) != len(args):
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raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.")
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return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE }
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class Channels(str, Enum):
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TICKER = "ticker"
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TRADES = "trades"
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@@ -14,14 +23,97 @@ class PublicChannelsHandler(object):
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self.event_emitter = event_emitter
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self.__handlers = {
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Channels.TICKER: self.__ticker_channel_handler,
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Channels.TRADES: self.__trades_channel_handler,
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Channels.BOOK: self.__book_channel_handler,
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Channels.CANDLES: self.__candles_channel_handler
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}
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def handle(self, subscription, *stream):
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return self.__handlers[subscription["channel"]](subscription, *stream)
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def __ticker_channel_handler(self, subscription, *stream):
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_trading_pairs_labels = [
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"BID",
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"BID_SIZE",
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"ASK",
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"ASK_SIZE",
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"DAILY_CHANGE",
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"DAILY_CHANGE_RELATIVE",
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"LAST_PRICE",
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"VOLUME",
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"HIGH",
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"LOW"
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]
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_funding_currencies_labels = [
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"FRR",
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"BID",
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"BID_PERIOD",
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"BID_SIZE",
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"ASK",
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"ASK_PERIOD",
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"ASK_SIZE",
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"DAILY_CHANGE",
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"DAILY_CHANGE_RELATIVE",
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"LAST_PRICE",
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"VOLUME",
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"HIGH",
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"LOW"
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"_PLACEHOLDER",
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"_PLACEHOLDER",
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"FRR_AMOUNT_AVAILABLE"
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]
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if subscription["symbol"].startswith("t"):
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return self.event_emitter.emit(
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"tp_ticker_update",
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
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_label_stream_data(_trading_pairs_labels, *stream[0])
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)
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if subscription["symbol"].startswith("f"):
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return self.event_emitter.emit(
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"fc_ticker_update",
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
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_label_stream_data(_funding_currencies_labels, *stream[0])
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)
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def __trades_channel_handler(self, subscription, *stream):
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_trading_pairs_labels, _funding_currencies_labels = [ "ID", "MTS", "AMOUNT", "PRICE" ], [ "ID", "MTS", "AMOUNT", "RATE", "PERIOD" ]
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if len(stream) == 1:
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if subscription["symbol"].startswith("t"):
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return self.event_emitter.emit(
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"tp_trades_snapshot",
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
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[ _label_stream_data(_trading_pairs_labels, *substream) for substream in stream[0] ]
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)
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if subscription["symbol"].startswith("f"):
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return self.event_emitter.emit(
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"fc_trades_snapshot",
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
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[ _label_stream_data(_funding_currencies_labels, *substream) for substream in stream[0] ]
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)
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if type := stream[0] or type in [ "te", "tu", "fte", "ftu" ]:
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if subscription["symbol"].startswith("t"):
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return self.event_emitter.emit(
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{ "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type],
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
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_label_stream_data(_trading_pairs_labels, *stream[1])
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)
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if subscription["symbol"].startswith("f"):
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return self.event_emitter.emit(
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{ "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type],
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_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
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_label_stream_data(_funding_currencies_labels, *stream[1])
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)
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def __book_channel_handler(self, subscription, *stream):
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subscription = _filter_dictionary_keys(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
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subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
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if subscription["prec"] == "R0":
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_trading_pairs_labels, _funding_currencies_labels, IS_RAW_BOOK = [ "ORDER_ID", "PRICE", "AMOUNT" ], [ "OFFER_ID", "PERIOD", "RATE", "AMOUNT" ], True
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@@ -31,13 +123,31 @@ class PublicChannelsHandler(object):
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return self.event_emitter.emit(
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IS_RAW_BOOK and "raw_book_snapshot" or "book_snapshot",
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subscription,
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[ _label_stream_data({ 3: _trading_pairs_labels, 4: _funding_currencies_labels }[len(substream)], *substream) for substream in stream[0] ]
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[ _label_stream_data({ "t": _trading_pairs_labels, "f": _funding_currencies_labels }[subscription["symbol"][0]], *substream) for substream in stream[0] ]
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)
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return self.event_emitter.emit(
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IS_RAW_BOOK and "raw_book_update" or "book_update",
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subscription,
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_label_stream_data({ 3: _trading_pairs_labels, 4: _funding_currencies_labels }[len(stream[0])], *stream[0])
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_label_stream_data({ "t": _trading_pairs_labels, "f": _funding_currencies_labels }[subscription["symbol"][0]], *stream[0])
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)
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def __candles_channel_handler(self, subscription, *stream):
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_labels = [ "MTS", "OPEN", "CLOSE", "HIGH", "LOW", "VOLUME" ]
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subscription = _get_sub_dictionary(subscription, [ "chanId", "key" ])
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if all(isinstance(substream, list) for substream in stream[0]):
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return self.event_emitter.emit(
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"candles_snapshot",
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subscription,
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[ _label_stream_data(_labels, *substream) for substream in stream[0] ]
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)
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return self.event_emitter.emit(
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"candles_update",
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subscription,
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_label_stream_data(_labels, *stream[0])
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)
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class AuthenticatedChannelsHandler(object):
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@@ -305,12 +415,3 @@ class AuthenticatedChannelsHandler(object):
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"AUM",
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"AUM_NET"
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], *stream))
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def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
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if len(labels) != len(args):
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raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.")
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return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE }
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def _filter_dictionary_keys(dictionary, keys):
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return { key: dictionary[key] for key in dictionary if key in keys }
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@@ -2,7 +2,31 @@ from typing import Type, List, Dict, TypedDict, Union, Optional
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JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
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#region Type hinting for Websocket Public Channels
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#region Type hinting for subscription objects
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TradingPairsTickerSubscription = TypedDict("TradingPairsTickerSubscription", {
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"chanId": int,
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"symbol": str,
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"pair": str
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})
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FundingCurrenciesTickerSubscription = TypedDict("FundingCurrenciesTickerSubscription", {
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"chanId": int,
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"symbol": str,
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"currency": str
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})
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TradingPairsTradesSubscription = TypedDict("TradingPairsTradesSubscription", {
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"chanId": int,
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"symbol": str,
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"pair": str
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})
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FundingCurrenciesTradesSubscription = TypedDict("FundingCurrenciesTradesSubscription", {
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"chanId": int,
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"symbol": str,
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"currency": str
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})
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BookSubscription = TypedDict("BookSubscription", {
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"chanId": int,
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@@ -14,6 +38,52 @@ BookSubscription = TypedDict("BookSubscription", {
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"pair": str
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})
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CandlesSubscription = TypedDict("CandlesSubscription", {
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"chanId": int,
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"key": str
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})
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#endregion
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#region Type hinting for Websocket Public Channels
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TradingPairTicker = TypedDict("TradingPairTicker", {
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"BID": float,
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"BID_SIZE": float,
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"ASK": float,
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"ASK_SIZE": float,
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"DAILY_CHANGE": float,
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"DAILY_CHANGE_RELATIVE": float,
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"LAST_PRICE": float,
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"VOLUME": float,
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"HIGH": float,
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"LOW": float
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})
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FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
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"FRR": float,
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"BID": float,
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"BID_PERIOD": int,
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"BID_SIZE": float,
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"ASK": float,
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"ASK_PERIOD": int,
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"ASK_SIZE": float,
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"DAILY_CHANGE": float,
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"DAILY_CHANGE_RELATIVE": float,
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"LAST_PRICE": float,
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"VOLUME": float,
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"HIGH": float,
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"LOW": float,
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"FRR_AMOUNT_AVAILABLE": float
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})
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(TradingPairTrade, FundingCurrencyTrade) = (
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TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),
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TypedDict("FundingCurrencyTrade", { "ID": int, "MTS": int, "AMOUNT": float, "RATE": float, "PERIOD": int })
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)
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(TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
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(TradingPairBook, FundingCurrencyBook) = (
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TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
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TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
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@@ -36,6 +106,17 @@ RawBook = Union[TradingPairRawBook, FundingCurrencyRawBook]
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RawBooks = Union[TradingPairRawBooks, FundingCurrencyRawBooks]
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Candle = TypedDict("Candle", {
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"MTS": int,
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"OPEN": float,
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"CLOSE": float,
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"HIGH": float,
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"LOW": float,
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"VOLUME": float
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})
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Candles = List[Candle]
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#endregion
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#region Type hinting for Websocket Authenticated Channels
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