models: create static create methods

bfxapi/models/Order.py

@@ -1,4 +1,5 @@
 import time
+import datetime
 
 class OrderClosedModel:
   ID = 0
@@ -24,51 +25,59 @@ def now_in_mills():
   return int(round(time.time() * 1000))
 
 class Order:
-  def __init__(self, bfxapi, closingOrderArray):
-    self.bfxapi = bfxapi
-    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 __init__(self, id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
+      typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId):
+    self.id =  id
+    self.gId = gId
+    self.cId = cId
+    self.symbol = symbol
+    self.mtsCreate = mtsCreate
+    self.mtsUpdate = mtsUpdate
+    self.amount = amount
+    self.amountOrig = amountOrig
+    self.type = oType
+    self.typePrev = typePrev
+    self.flags = flags
+    self.status = status
+    self.price = price
+    self.priceAvg = priceAvg
+    self.priceTrailing = priceTrailing
+    self.priceAuxLimit = priceAuxLimit
+    self.notfiy = notfiy
+    self.placeId = placeId
+
     self.is_pending_bool = True
     self.is_confirmed_bool = False
     self.is_open_bool = False
 
-  async def update(self, price=None, amount=None, delta=None, price_aux_limit=None,
-      price_trailing=None, flags=None, time_in_force=None):
-    payload = { "id": self.id }
-    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)
-    await self.bfxapi._send_auth_command('ou', payload)
+    self.date = datetime.datetime.fromtimestamp(mtsCreate/1000.0)
+    if priceAvg:
+      ## if cancelled then priceAvg wont exist
+      self.fee = (priceAvg * abs(amount)) * 0.002
 
-  async def close(self):
-    await self.bfxapi._send_auth_command('oc', { 'id': self.id })
+  @staticmethod
+  def from_raw_order(raw_order):
+    id =  raw_order[OrderClosedModel.ID]
+    gId = raw_order[OrderClosedModel.GID]
+    cId = raw_order[OrderClosedModel.CID]
+    symbol = raw_order[OrderClosedModel.SYMBOL]
+    mtsCreate = raw_order[OrderClosedModel.MTS_CREATE]
+    mtsUpdate = raw_order[OrderClosedModel.MTS_UPDATE]
+    amount = raw_order[OrderClosedModel.AMOUNT]
+    amountOrig = raw_order[OrderClosedModel.AMOUNT_ORIG]
+    oType = raw_order[OrderClosedModel.TYPE]
+    typePrev = raw_order[OrderClosedModel.TYPE_PREV]
+    flags = raw_order[OrderClosedModel.FLAGS]
+    status = raw_order[OrderClosedModel.STATUS]
+    price = raw_order[OrderClosedModel.PRICE]
+    priceAvg = raw_order[OrderClosedModel.PRIVE_AVG]
+    priceTrailing = raw_order[OrderClosedModel.PRICE_TRAILING]
+    priceAuxLimit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
+    notfiy = raw_order[OrderClosedModel.NOTIFY]
+    placeId = raw_order[OrderClosedModel.PLACE_ID]
+
+    return Order(id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
+      typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId)
 
   def set_confirmed(self):
     self.is_pending_bool = False

bfxapi/models/Trade.py

@@ -4,17 +4,27 @@ 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 __init__(self, id, pair, mts_create, order_id, amount, price, order_type,
+      order_price, maker, fee, fee_currency):
+    self.id = id
+    self.pair = pair
+    self.mts_create = mts_create
+    self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
+    self.order_id = order_id
+    self.amount = amount
+    self.direction = Trade.SHORT if amount < 0 else Trade.LONG
+    self.price = price
+    self.order_type = order_type
+    self.order_price = order_price
+    self.maker = maker
+    self.fee = fee
+    self.fee_currency = fee_currency
+
+  @staticmethod
+  def from_raw_rest_trade(raw_trade):
+    # [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None, -1, -0.000188, 'BTC']
+    return Trade(*raw_trade)
   
   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)
+    return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
+      self.pair, self.amount, self.price, self.direction, self.fee)

bfxapi/websockets/OrderManager.py

@@ -46,7 +46,7 @@ class OrderManager:
     # "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]]
-    order = Order(self.bfxapi, raw_ws_data[2])
+    order = Order.from_raw_order(raw_ws_data[2])
     order.set_open_state(False)
     if order.id in self.open_orders:
       del self.open_orders[order.id]
@@ -61,7 +61,7 @@ class OrderManager:
     osData = raw_ws_data[2]
     self.open_orders = {}
     for raw_order in osData:
-      order = Order(self.bfxapi, raw_order)
+      order = Order.from_raw_order(raw_ws_data[2])
       order.set_open_state(True)
       self.open_orders[order.id] = order
     self.bfxapi._emit('order_snapshot', self.get_open_orders())
@@ -72,7 +72,7 @@ class OrderManager:
     # 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]]
-    order = Order(self.bfxapi, raw_ws_data[2])
+    order = Order.from_raw_order(raw_ws_data[2])
     order.set_open_state(True)
     self.open_orders[order.id] = order
     await self._confirm_order(order)
@@ -85,7 +85,7 @@ class OrderManager:
     # 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]]
-    order = Order(self.bfxapi, raw_ws_data[2])
+    order = Order.from_raw_order(raw_ws_data[2])
     order.set_open_state(True)
     self.open_orders[order.id] = order
     await self._confirm_order(order)
@@ -117,7 +117,7 @@ class OrderManager:
       raise Exception("Order id={} is not open".format(orderId))
     order = self.open_orders[orderId]
     self.pending_callbacks[order.cId] = (onConfirm, onClose)
-    await order.update(*args, **kwargs)
+    await order._update(orderId, *args, **kwargs)
     self.logger.info("Update Order order_id={} dispatched".format(orderId))
 
   async def close_order(self, orderId, onConfirm=None, onClose=None):
@@ -125,7 +125,7 @@ class OrderManager:
       raise Exception("Order id={} is not open".format(orderId))
     order = self.open_orders[orderId]
     self.pending_callbacks[order.cId] = (onConfirm, onClose)
-    await order.cancel()
+    await self._close_order(orderId)
     self.logger.info("Order cancel order_id={} dispatched".format(orderId))
 
   async def close_all_orders(self):
@@ -139,3 +139,25 @@ class OrderManager:
         asyncio.ensure_future(self.open_orders[oid].close())
       ]
     await asyncio.wait(*[ task_batch ])
+
+  async def _close_order(self, orderId):
+    await self.bfxapi._send_auth_command('oc', { 'id': orderId })
+
+  async def _update(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None,
+      price_trailing=None, flags=None, time_in_force=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)
+    await self.bfxapi._send_auth_command('ou', payload)