aljaz/bitfinex-api-py
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Create ordermanager

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This commit is contained in:
Jacob Plaster
2018-11-27 16:30:11 +00:00
parent 26479703b9
commit 2c89dc3941
4 changed files with 152 additions and 94 deletions
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112
bfxapi/websockets/BfxWebsocket.py
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@@ -7,6 +7,7 @@ import random
from .GenericWebsocket import GenericWebsocket, AuthError
from .SubscriptionManager import SubscriptionManager
from .OrderManager import OrderManager
from ..models import Order, Trade, OrderBook
class Flags:
@@ -142,6 +143,7 @@ class BfxWebsocket(GenericWebsocket):
super(BfxWebsocket, self).__init__(host, *args, **kwargs)
self.subscriptionManager = SubscriptionManager(self)
self.orderManager = OrderManager(self)
self._WS_DATA_HANDLERS = {
'tu': self._trade_update_handler,
@@ -282,55 +284,13 @@ class BfxWebsocket(GenericWebsocket):
self._emit('balance_update', data[2])
async def _order_closed_handler(self, data):
# order created and executed
# [0,"oc",[1151349678,null,1542203391995,"tBTCUSD",1542203389940,1542203389966,0,0.1,
# "EXCHANGE MARKET",null,null,null,0,"EXECUTED @ 18922.0(0.03299997): was PARTIALLY FILLED
# @ 18909.0(0.06700003)",null,null,18909,18913.2899961,0,0,null,null,null,0,0,null,null,null,
# "API>BFX",null,null,null]]
tInfo = data[2]
order = Order(tInfo)
trade = Trade(order)
self.logger.info("Order closed: {} {}".format(order.symbol, order.status))
self._emit('order_closed', order, trade)
if order.cId in self.pendingOrders:
if self.pendingOrders[order.cId][0]:
await self.pendingOrders[order.cId][0](order, trade)
del self.pendingOrders[order.cId]
self._emit('order_confirmed', order, trade)
await self.orderManager.confirm_order_closed(data)
async def _order_update_handler(self, data):
# order created but partially filled
# [0, 'ou', [1151351581, None, 1542629457873, 'tBTCUSD', 1542629458071,
# 1542629458189, 0.01, 0.01, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE',
# None, None, 100, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'API>BFX',
# None, None, None]]
tInfo = data[2]
order = Order(tInfo)
trade = Trade(order)
self.logger.info("Order update: {} {}".format(order, trade))
self._emit('order_update', order, trade)
if order.cId in self.pendingOrders:
if self.pendingOrders[order.cId][0]:
await self.pendingOrders[order.cId][0](order, trade)
del self.pendingOrders[order.cId]
self._emit('order_confirmed', order, trade)
await self.orderManager.confirm_order_update(data)
async def _order_new_handler(self, data):
# order created but not executed / created but partially filled
# [0, 'on', [1151351563, None, 1542624024383, 'tBTCUSD', 1542624024596,
# 1542624024617, 0.01, 0.01, 'EXCHANGE LIMIT', None, None, None, 0, 'ACTIVE',
# None, None, 100, 0, 0, 0, None, None, None, 0, 0, None, None, None, 'API>BFX',
# None, None, None]]
tInfo = data[2]
order = Order(tInfo)
trade = Trade(order)
self.logger.info("Order new: {} {}".format(order, trade))
self._emit('order_new', order, trade)
if order.cId in self.pendingOrders:
if self.pendingOrders[order.cId][0]:
await self.pendingOrders[order.cId][0](order, trade)
self._emit('order_confirmed', order, trade)
del self.pendingOrders[order.cId]
await self.orderManager.confirm_order_new(data)
async def _order_snapshot_handler(self, data):
self._emit('order_snapshot', data)
@@ -467,64 +427,28 @@ class BfxWebsocket(GenericWebsocket):
await self.ws.send(json.dumps(payload))
async def subscribe(self, *args, **kwargs):
await self.subscriptionManager.subscribe(*args, **kwargs)
return await self.subscriptionManager.subscribe(*args, **kwargs)
async def unsubscribe(self, *args, **kwargs):
await self.subscriptionManager.unsubscribe(*args, **kwargs)
return await self.subscriptionManager.unsubscribe(*args, **kwargs)
async def resubscribe(self, *args, **kwargs):
await self.subscriptionManager.resubscribe(*args, **kwargs)
return await self.subscriptionManager.resubscribe(*args, **kwargs)
async def unsubscribe_all(self, *args, **kwargs):
await self.subscriptionManager.unsubscribe_all(*args, **kwargs)
return await self.subscriptionManager.unsubscribe_all(*args, **kwargs)
async def resubscribe_all(self, *args, **kwargs):
await self.subscriptionManager.resubscribe_all(*args, **kwargs)
return await self.subscriptionManager.resubscribe_all(*args, **kwargs)
async def submit_order(self, symbol, price, amount, market_type,
hidden=False, onComplete=None, onError=None, *args, **kwargs):
order_id = int(round(time.time() * 1000))
# send order over websocket
payload = {
"cid": order_id,
"type": str(market_type),
"symbol": symbol,
"amount": str(amount),
"price": str(price)
}
self.pendingOrders[order_id] = (onComplete, onError)
await self._send_auth_command('on', payload)
self.logger.info("Order cid={} ({} {} @ {}) dispatched".format(
order_id, symbol, amount, price))
async def submit_order(self, *args, **kwargs):
return await self.orderManager.submit_order(*args, **kwargs)
async def update_order(self, orderId, price=None, amount=None, delta=None,
price_aux_limit=None, price_trailing=None, flags=None, time_in_force=None,
onComplete=None, onError=None):
payload = { "id": orderId }
if price is not None:
payload['price'] = str(price)
if amount is not None:
payload['amount'] = str(amount)
if delta is not None:
payload['delta'] = str(delta)
if price_aux_limit is not None:
payload['price_aux_limit'] = str(price_aux_limit)
if price_trailing is not None:
payload['price_trailing'] = str(price_trailing)
if flags is not None:
payload['flags'] = str(flags)
if time_in_force is not None:
payload['time_in_force'] = str(time_in_force)
self.pendingOrders[orderId] = (onComplete, onError)
await self._send_auth_command('ou', payload)
self.logger.info("Update Order order_id={} dispatched".format(orderId))
async def update_order(self, *args, **kwargs):
return await self.orderManager.update_order(*args, **kwargs)
async def cancel_order(self, orderId, onComplete=None, onError=None):
self.pendingOrders[orderId] = (onComplete, onError)
await self._send_auth_command('oc', { 'id': orderId })
self.logger.info("Order cancel order_id={} dispatched".format(orderId))
async def cancel_order(self, *args, **kwargs):
return await self.orderManager.cancel_order(*args, **kwargs)
async def cancel_order_multi(self, orderIds, onComplete=None, onError=None):
self.pendingOrders[orderIds[0]] = (onComplete, onError)
await self._send_auth_command('oc', { 'id': orderIds })
self.logger.info("Order cancel order_ids={} dispatched".format(orderIds))
async def cancel_order_multi(self, *args, **kwargs):
return await self.cancel_order_multi(*args, **kwargs)