Moves Trades/Orders objects into repo

bfxapi/models/Order.py

@@ -0,0 +1,50 @@
+import time
+
+class OrderClosedModel:
+  ID = 0
+  GID = 1
+  CID = 2
+  SYMBOL = 3
+  MTS_CREATE = 4
+  MTS_UPDATE = 5
+  AMOUNT = 6
+  AMOUNT_ORIG = 7
+  TYPE = 8
+  TYPE_PREV = 9
+  FLAGS = 12
+  STATUS = 13
+  PRICE = 16
+  PRIVE_AVG = 17
+  PRICE_TRAILING = 18
+  PRICE_AUX_LIMIT = 19
+  NOTIFY = 23
+  PLACE_ID = 25
+
+def now_in_mills():
+  return int(round(time.time() * 1000))
+
+class Order:
+  def __init__(self, closingOrderArray):
+    self.id = closingOrderArray[OrderClosedModel.ID]
+    self.gId = closingOrderArray[OrderClosedModel.GID]
+    self.cId = closingOrderArray[OrderClosedModel.CID]
+    self.symbol = closingOrderArray[OrderClosedModel.SYMBOL]
+    self.mtsCreate = closingOrderArray[OrderClosedModel.MTS_CREATE]
+    self.mtsUpdate = closingOrderArray[OrderClosedModel.MTS_UPDATE]
+    self.amount = closingOrderArray[OrderClosedModel.AMOUNT]
+    self.amountOrig = closingOrderArray[OrderClosedModel.AMOUNT_ORIG]
+    self.type = closingOrderArray[OrderClosedModel.TYPE]
+    self.typePrev = closingOrderArray[OrderClosedModel.TYPE_PREV]
+    self.flags = closingOrderArray[OrderClosedModel.FLAGS]
+    self.status = closingOrderArray[OrderClosedModel.STATUS]
+    self.price = closingOrderArray[OrderClosedModel.PRICE]
+    self.priceAvg = closingOrderArray[OrderClosedModel.PRIVE_AVG]
+    self.priceTrailing = closingOrderArray[OrderClosedModel.PRICE_TRAILING]
+    self.priceAuxLimit = closingOrderArray[OrderClosedModel.PRICE_AUX_LIMIT]
+    self.notfiy = closingOrderArray[OrderClosedModel.NOTIFY]
+    self.placeId = closingOrderArray[OrderClosedModel.PLACE_ID]
+
+  
+  def __str__(self):
+    ''' Allow us to print the Order object in a pretty format '''
+    return "Order <'{0}' mtsCreate={1}>".format(self.symbol, self.mtsCreate)

bfxapi/models/Trade.py

@@ -0,0 +1,20 @@
+import datetime
+
+class Trade:
+  SHORT = 'SHORT'
+  LONG = 'LONG'
+
+  def __init__(self, order, tag=''):
+    self.order = order
+    self.amount = order.amount
+    self.price = order.priceAvg
+    self.fee = (order.priceAvg * abs(order.amount)) * 0.002
+    self.mts = order.mtsCreate
+    self.date = datetime.datetime.fromtimestamp(order.mtsCreate/1000.0)
+    self.direction = self.SHORT if order.amount < 0 else self.LONG
+    self.tag = tag
+  
+  def __str__(self):
+    ''' Allow us to print the Trade object in a pretty format '''
+    return "Trade {} @ {} fee={} <order='{}'>".format(
+      self.amount, self.price, self.fee, self.order)

bfxapi/models/__init__.py

@@ -0,0 +1,4 @@
+name = 'models'
+
+from .Order import *
+from .Trade import *