aljaz/bitfinex-api-py
1
0
Fork 0
mirror of https://github.com/aljazceru/bitfinex-api-py.git synced 2025-12-19 14:54:21 +01:00
Code Issues Packages Projects Releases Wiki Activity

bfxapi: edit comments for doc generating

Browse Source
This commit is contained in:
JacobPlaster
2019-10-09 10:41:26 +01:00
committed by Jacob Plaster
parent 1e307d193e
commit 3e4beb5f7e
2 changed files with 203 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

31
bfxapi/rest/bfx_rest.py
View File

@@ -100,6 +100,7 @@ class BfxRest:
"""
Get all of the public candles between the start and end period.
# Attributes
@param symbol symbol string: pair symbol i.e tBTCUSD
@param secton string: available values: "last", "hist"
@param start int: millisecond start time
@@ -120,6 +121,7 @@ class BfxRest:
"""
Get all of the public trades between the start and end period.
# Attributes
@param symbol symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -136,6 +138,7 @@ class BfxRest:
"""
Get the public orderbook for a given symbol.
# Attributes
@param symbol symbol string: pair symbol i.e tBTCUSD
@param precision string: level of price aggregation (P0, P1, P2, P3, P4, R0)
@param length int: number of price points ("25", "100")
@@ -151,6 +154,7 @@ class BfxRest:
Get tickers for the given symbol. Tickers shows you the current best bid and ask,
as well as the last trade price.
# Attributes
@param symbols symbol string: pair symbol i.e tBTCUSD
@return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE,
DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ]
@@ -164,6 +168,7 @@ class BfxRest:
Get tickers for the given symbols. Tickers shows you the current best bid and ask,
as well as the last trade price.
# Attributes
@param symbols Array<string>: array of symbols i.e [tBTCUSD, tETHUSD]
@return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC,
LAST_PRICE, VOLUME, HIGH, LOW ]
@@ -176,6 +181,7 @@ class BfxRest:
"""
Gets platform information for derivative symbol.
# Attributes
@param derivativeSymbol string: i.e tBTCF0:USTF0
@return [KEY/SYMBOL, MTS, PLACEHOLDER, DERIV_PRICE, SPOT_PRICE, PLACEHOLDER, INSURANCE_FUND_BALANCE4,
PLACEHOLDER, PLACEHOLDER, FUNDING_ACCRUED, FUNDING_STEP, PLACEHOLDER]
@@ -189,6 +195,7 @@ class BfxRest:
"""
Gets platform information for a collection of derivative symbols.
# Attributes
@param derivativeSymbols Array<string>: array of symbols i.e [tBTCF0:USTF0 ...] or ["ALL"]
@return [KEY/SYMBOL, MTS, PLACEHOLDER, DERIV_PRICE, SPOT_PRICE, PLACEHOLDER, INSURANCE_FUND_BALANCE4,
PLACEHOLDER, PLACEHOLDER, FUNDING_ACCRUED, FUNDING_STEP, PLACEHOLDER]
@@ -215,6 +222,7 @@ class BfxRest:
"""
Get all of the active orders associated with API_KEY - Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@return Array <models.Order>
"""
@@ -227,6 +235,7 @@ class BfxRest:
Get all of the orders between the start and end period associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -254,6 +263,7 @@ class BfxRest:
Get all of the trades that have been generated by the given order associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param order_id string: id of the order
@return Array <models.Trade>
@@ -267,6 +277,7 @@ class BfxRest:
Get all of the trades between the start and end period associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -293,6 +304,7 @@ class BfxRest:
Get all of the funding offers between the start and end period associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -319,6 +331,7 @@ class BfxRest:
Get all of the funding loans between the start and end period associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -340,6 +353,7 @@ class BfxRest:
Get all of the funding credits between the start and end period associated with API_KEY
- Requires authentication.
# Attributes
@param symbol string: pair symbol i.e tBTCUSD
@param start int: millisecond start time
@param end int: millisecond end time
@@ -356,6 +370,7 @@ class BfxRest:
"""
Submits a new funding offer
# Attributes
@param symbol string: pair symbol i.e fUSD
@param amount float: funding size
@param rate float: percentage rate to charge per a day
@@ -379,6 +394,7 @@ class BfxRest:
"""
Cancel a funding offer
# Attributes
@param fundingId int: the id of the funding offer
"""
endpoint = "auth/w/funding/offer/cancel"
@@ -389,6 +405,7 @@ class BfxRest:
"""
Transfer funds between wallets
# Attributes
@param from_wallet string: wallet name to transfer from i.e margin, exchange
@param to_wallet string: wallet name to transfer to i.e margin, exchange
@param from_currency string: currency symbol to tranfer from i.e BTC, USD
@@ -410,6 +427,7 @@ class BfxRest:
"""
Get the deposit address for the given wallet and protocol
# Attributes
@param wallet string: wallet name i.e margin, exchange
@param method string: transfer protocol i.e bitcoin
"""
@@ -427,6 +445,7 @@ class BfxRest:
Creates a new deposit address for the given wallet and protocol.
Previously generated addresses remain linked.
# Attributes
@param wallet string: wallet name i.e margin, exchange
@param method string: transfer protocol i.e bitcoin
"""
@@ -434,7 +453,13 @@ class BfxRest:
async def submit_wallet_withdraw(self, wallet, method, amount, address):
"""
`/v2/auth/w/withdraw` (params: `wallet`, `method`, `amount`, `address
Submits a request to withdraw crypto funds to an external wallet.
# Attributes
@param wallet string: wallet name i.e margin, exchange
@param method string: transfer protocol i.e bitcoin
@param amount float: amount of funds to withdraw
@param address string: external address to withdraw to
"""
endpoint = "auth/w/withdraw"
payload = {
@@ -471,6 +496,7 @@ class BfxRest:
"""
Submit a new order
# Attributes
@param gid: assign the order to a group identifier
@param symbol: the name of the symbol i.e 'tBTCUSD
@param price: the price you want to buy/sell at (must be positive)
@@ -523,6 +549,7 @@ class BfxRest:
"""
Cancel an existing open order
# Attributes
@param orderId: the id of the order that you want to update
"""
endpoint = "auth/w/order/cancel"
@@ -535,6 +562,7 @@ class BfxRest:
"""
Update an existing order
# Attributes
@param orderId: the id of the order that you want to update
@param price: the price you want to buy/sell at (must be positive)
@param amount: order size: how much you want to buy/sell,
@@ -581,6 +609,7 @@ class BfxRest:
"""
Update the amount of callateral used to back a derivative position.
# Attributes
@param symbol of the derivative i.e 'tBTCF0:USTF0'
@param collateral: amount of collateral/value to apply to the open position
"""

173
bfxapi/websockets/bfx_websocket.py
View File

@@ -88,6 +88,38 @@ class BfxWebsocket(GenericWebsocket):
More complex websocket that heavily relies on the btfxwss module.
This websocket requires authentication and is capable of handling orders.
https://github.com/Crypto-toolbox/btfxwss
### Subscribable events:
- `all` (array|json): listen for all messages coming through
- `connected:` () called when a connection is made
- `disconnected`: () called when a connection is ended (A reconnect attempt may follow)
- `stopped`: () called when max amount of connection retries is met and the socket is closed
- `authenticated` (): called when the websocket passes authentication
- `notification` (Notification): incoming account notification
- `error` (array): error from the websocket
- `order_closed` (Order, Trade): when an order has been closed
- `order_new` (Order, Trade): when an order has been created but not closed. Note: will not be called if order is executed and filled instantly
- `order_confirmed` (Order, Trade): When an order has been submitted and received
- `wallet_snapshot` (array[Wallet]): Initial wallet balances (Fired once)
- `order_snapshot` (array[Order]): Initial open orders (Fired once)
- `positions_snapshot` (array): Initial open positions (Fired once)
- `wallet_update` (Wallet): changes to the balance of wallets
- `status_update` (json): new platform status info
- `seed_candle` (json): initial past candle to prime strategy
- `seed_trade` (json): initial past trade to prime strategy
- `funding_offer_snapshot` (array): opening funding offer balances
- `funding_loan_snapshot` (array): opening funding loan balances
- `funding_credit_snapshot` (array): opening funding credit balances
- `balance_update` (array): when the state of a balance is changed
- `new_trade` (array): a new trade on the market has been executed
- `trade_update` (array): a trade on the market has been updated
- `new_candle` (array): a new candle has been produced
- `margin_info_updates` (array): new margin information has been broadcasted
- `funding_info_updates` (array): new funding information has been broadcasted
- `order_book_snapshot` (array): initial snapshot of the order book on connection
- `order_book_update` (array): a new order has been placed into the ordebrook
- `subscribed` (Subscription): a new channel has been subscribed to
- `unsubscribed` (Subscription): a channel has been un-subscribed
"""
ERRORS = {
@@ -461,6 +493,12 @@ class BfxWebsocket(GenericWebsocket):
return total
async def enable_flag(self, flag):
"""
Enable flag on websocket connection
# Attributes
flag (int): int flag value
"""
payload = {
"event": 'conf',
"flags": flag
@@ -471,50 +509,185 @@ class BfxWebsocket(GenericWebsocket):
await socket.ws.send(json.dumps(payload))
async def subscribe_order_book(self, symbol):
"""
Subscribe to an orderbook data feed
# Attributes
@param symbol: the trading symbol i.e 'tBTCUSD'
"""
return await self.subscribe('book', symbol)
async def subscribe_candles(self, symbol, timeframe):
"""
Subscribe to a candle data feed
# Attributes
@param symbol: the trading symbol i.e 'tBTCUSD'
"""
return await self.subscribe('candles', symbol, timeframe=timeframe)
async def subscribe_trades(self, symbol):
"""
Subscribe to a trades data feed
# Attributes
@param symbol: the trading symbol i.e 'tBTCUSD'
"""
return await self.subscribe('trades', symbol)
async def subscribe_ticker(self, symbol):
"""
Subscribe to a ticker data feed
# Attributes
@param symbol: the trading symbol i.e 'tBTCUSD'
"""
return await self.subscribe('ticker', symbol)
async def subscribe_derivative_status(self, symbol):
"""
Subscribe to a status data feed
# Attributes
@param symbol: the trading symbol i.e 'tBTCUSD'
"""
key = 'deriv:{}'.format(symbol)
return await self.subscribe('status', symbol, key=key)
async def subscribe(self, *args, **kwargs):
"""
Subscribe to a new channel
# Attributes
@param channel_name: the name of the channel i.e 'books', 'candles'
@param symbol: the trading symbol i.e 'tBTCUSD'
@param timeframe: sepecifies the data timeframe between each candle (only required
for the candles channel)
"""
return await self.subscriptionManager.subscribe(*args, **kwargs)
async def unsubscribe(self, *args, **kwargs):
"""
Unsubscribe from the channel with the given chanId
# Attributes
@param onComplete: function called when the bitfinex websocket resoponds with
a signal that confirms the subscription has been unsubscribed to
"""
return await self.subscriptionManager.unsubscribe(*args, **kwargs)
async def resubscribe(self, *args, **kwargs):
"""
Unsubscribes and then subscribes to the channel with the given Id
This function is mostly used to force the channel to produce a fresh snapshot.
"""
return await self.subscriptionManager.resubscribe(*args, **kwargs)
async def unsubscribe_all(self, *args, **kwargs):
"""
Unsubscribe from all channels.
"""
return await self.subscriptionManager.unsubscribe_all(*args, **kwargs)
async def resubscribe_all(self, *args, **kwargs):
"""
Unsubscribe and then subscribe to all channels
"""
return await self.subscriptionManager.resubscribe_all(*args, **kwargs)
async def submit_order(self, *args, **kwargs):
"""
Submit a new order
# Attributes
@param gid: assign the order to a group identifier
@param symbol: the name of the symbol i.e 'tBTCUSD
@param price: the price you want to buy/sell at (must be positive)
@param amount: order size: how much you want to buy/sell,
a negative amount indicates a sell order and positive a buy order
@param market_type Order.Type: please see Order.Type enum
amount decimal string Positive for buy, Negative for sell
@param hidden: if True, order should be hidden from orderbooks
@param price_trailing: decimal trailing price
@param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)
@param oco_stop_price: set the oco stop price (requires oco = True)
@param close: if True, close position if position present
@param reduce_only: if True, ensures that the executed order does not flip the opened position
@param post_only: if True, ensures the limit order will be added to the order book and not
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 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
was confirmed
@param onClose: function called when the bitfinex websocket receives signal that the order
was closed due to being filled or cancelled
"""
return await self.orderManager.submit_order(*args, **kwargs)
async def update_order(self, *args, **kwargs):
"""
Update an existing order
# Attributes
@param orderId: the id of the order that you want to update
@param price: the price you want to buy/sell at (must be positive)
@param amount: order size: how much you want to buy/sell,
a negative amount indicates a sell order and positive a buy order
@param delta: change of amount
@param price_trailing: decimal trailing price
@param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)
@param hidden: if True, order should be hidden from orderbooks
@param close: if True, close position if position present
@param reduce_only: if True, ensures that the executed order does not flip the opened position
@param post_only: if True, ensures the limit order will be added to the order book and not
match with a pre-existing order
@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
was confirmed
@param onClose: function called when the bitfinex websocket receives signal that the order
was closed due to being filled or cancelled
"""
return await self.orderManager.update_order(*args, **kwargs)
async def cancel_order(self, *args, **kwargs):
"""
Cancel an existing open order
# Attributes
@param orderId: the id of the order that you want to update
@param onConfirm: function called when the bitfinex websocket receives signal that the
order
was confirmed
@param onClose: function called when the bitfinex websocket receives signal that the order
was closed due to being filled or cancelled
"""
return await self.orderManager.cancel_order(*args, **kwargs)
async def cancel_order_group(self, *args, **kwargs):
"""
Cancel a set of orders using a single group id.
"""
return await self.orderManager.cancel_order_group(*args, **kwargs)
async def cancel_all_orders(self, *args, **kwargs):
"""
Cancel all existing open orders
This function closes all open orders.
"""
return await self.orderManager.cancel_all_orders(*args, **kwargs)
async def cancel_order_multi(self, *args, **kwargs):
"""
Cancel existing open orders as a batch
# Attributes
@param ids: an array of order ids
@param gids: an array of group ids
"""
return await self.orderManager.cancel_order_multi(*args, **kwargs)