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Orders: add meta field and support for aff_code

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JacobPlaster
2019-12-04 12:07:02 +00:00
committed by Jacob Plaster
parent 821f8831b9
commit 39e79da9a1
5 changed files with 19 additions and 9 deletions
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6
bfxapi/models/order.py
View File

@@ -58,6 +58,7 @@ class OrderClosedModel:
PRICE_AUX_LIMIT = 19
NOTIFY = 23
PLACE_ID = 25
META = 31
class OrderFlags:
@@ -109,7 +110,7 @@ class Order:
def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
amount_orig, o_type, typePrev, flags, status, price, price_avg,
price_trailing, price_aux_limit, notfiy, place_id):
price_trailing, price_aux_limit, notfiy, place_id, meta={}):
self.id = oid # pylint: disable=invalid-name
self.gid = gid
self.cid = cid
@@ -172,10 +173,11 @@ class Order:
price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
notfiy = raw_order[OrderClosedModel.NOTIFY]
place_id = raw_order[OrderClosedModel.PLACE_ID]
meta = raw_order[OrderClosedModel.META] or {}
return Order(oid, gid, cid, symbol, mts_create, mts_update, amount,
amount_orig, o_type, type_prev, flags, status, price, price_avg,
price_trailing, price_aux_limit, notfiy, place_id)
price_trailing, price_aux_limit, notfiy, place_id, meta)
@staticmethod
def from_raw_order_snapshot(raw_order_snapshot):

8
bfxapi/rest/bfx_rest.py
View File

@@ -491,8 +491,8 @@ class BfxRest:
async def submit_order(self, symbol, price, amount, market_type=Order.Type.LIMIT,
hidden=False, price_trailing=None, price_aux_limit=None,
oco_stop_price=None, close=False, reduce_only=False,
post_only=False, oco=False, time_in_force=None, leverage=None,
gid=None):
post_only=False, oco=False, aff_code=None, time_in_force=None,
leverage=None, gid=None):
"""
Submit a new order
@@ -514,6 +514,7 @@ class BfxRest:
match with a pre-existing order
@param oco: cancels other order option allows you to place a pair of orders stipulating
that if one order is executed fully or partially, then the other is automatically canceled
@param aff_code: bitfinex affiliate code
@param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
@param leverage: the amount of leverage to apply to the order as an integer
"""
@@ -524,6 +525,7 @@ class BfxRest:
"symbol": symbol,
"amount": str(amount),
"price": str(price),
"meta": {}
}
# calculate and add flags
flags = calculate_order_flags(hidden, close, reduce_only, post_only, oco)
@@ -541,6 +543,8 @@ class BfxRest:
payload['gid'] = gid
if leverage is not None:
payload['lev'] = str(leverage)
if aff_code is not None:
payload['meta']['aff_code'] = str(aff_code)
endpoint = "auth/w/order/submit"
raw_notification = await self.post(endpoint, payload)
return Notification.from_raw_order(raw_notification)

2
bfxapi/websockets/generic_websocket.py
View File

@@ -124,7 +124,7 @@ class GenericWebsocket:
async with websockets.connect(self.host) as websocket:
self.sockets[socket.id].set_websocket(websocket)
self.sockets[socket.id].set_connected()
self.logger.info("Wesocket connected to {}".format(self.host))
self.logger.info("Websocket connected to {}".format(self.host))
while True:
await asyncio.sleep(0)
message = await websocket.recv()

9
bfxapi/websockets/order_manager.py
View File

@@ -87,8 +87,8 @@ class OrderManager:
async def submit_order(self, symbol, price, amount, market_type=Order.Type.LIMIT,
hidden=False, price_trailing=None, price_aux_limit=None,
oco_stop_price=None, close=False, reduce_only=False,
post_only=False, oco=False, time_in_force=None, leverage=None,
onConfirm=None, onClose=None, gid=None, *args, **kwargs):
post_only=False, oco=False, aff_code=None, time_in_force=None,
leverage=None, onConfirm=None, onClose=None, gid=None, *args, **kwargs):
"""
Submit a new order
@@ -109,7 +109,7 @@ class OrderManager:
match with a pre-existing order
@param oco: cancels other order option allows you to place a pair of orders stipulating
that if one order is executed fully or partially, then the other is automatically canceled
@param aff_code: bitfinex affiliate code
@param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
@param leverage: the amount of leverage to apply to the order as an integer
@param onConfirm: function called when the bitfinex websocket receives signal that the order
@@ -125,6 +125,7 @@ class OrderManager:
"symbol": symbol,
"amount": str(amount),
"price": str(price),
"meta": {}
}
# calculate and add flags
flags = calculate_order_flags(hidden, close, reduce_only, post_only, oco)
@@ -142,6 +143,8 @@ class OrderManager:
payload['gid'] = gid
if leverage is not None:
payload['lev'] = str(leverage)
if aff_code is not None:
payload['meta']['aff_code'] = str(aff_code)
# submit the order
self.pending_orders[cid] = payload
self._create_callback(cid, onConfirm, self.pending_order_confirm_callbacks)

3
docs/rest_v2.md
View File

@@ -374,7 +374,7 @@ __Attributes__
## submit_order
```python
BfxRest.submit_order(self, symbol, price, amount, market_type='LIMIT', hidden=False, price_trailing=None, price_aux_limit=None, oco_stop_price=None, close=False, reduce_only=False, post_only=False, oco=False, time_in_force=None, leverage=None, gid=None)
BfxRest.submit_order(self, symbol, price, amount, market_type='LIMIT', hidden=False, price_trailing=None, price_aux_limit=None, oco_stop_price=None, close=False, reduce_only=False, post_only=False, oco=False, aff_code=None, time_in_force=None, leverage=None, gid=None)
```
Submit a new order
@@ -398,6 +398,7 @@ __Attributes__
match with a pre-existing order
- `@param oco`: cancels other order option allows you to place a pair of orders stipulating
that if one order is executed fully or partially, then the other is automatically canceled
- `@param aff_code`: bitfinex affiliate code
- `@param time_in_force`: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
- `@param leverage`: the amount of leverage to apply to the order as an integer