bfxapi: add ticker event updates

bfxapi/models/ticker.py

@@ -0,0 +1,71 @@
+"""
+Module used to describe all of the different data types
+"""
+
+class TickerModel:
+    """
+    Enum used to index the different values in a raw ticker array
+    """
+    BID = 0
+    BID_SIZE = 1
+    ASK = 2
+    ASK_SIZE = 3
+    DAILY_CHANGE = 4
+    DAILY_CHANGE_RELATIVE = 5
+    LAST_PRICE = 6
+    VOLUME = 7
+    HIGH = 8
+    LOW = 9
+
+class Ticker:
+    """
+    BID	float	    Price of last highest bid
+    BID_SIZE	    float	Sum of the 25 highest bid sizes
+    ASK	float	    Price of last lowest ask
+    ASK_SIZE	    float	Sum of the 25 lowest ask sizes
+    DAILY_CHANGE	float	Amount that the last price has changed since yesterday
+    DAILY_CHANGE_RELATIVE	float	Relative price change since yesterday (*100 for percentage change)
+    LAST_PRICE	    float	Price of the last trade
+    VOLUME	        float	Daily volume
+    HIGH	        float	Daily high
+    LOW	            float	Daily low
+    """
+
+    def __init__(self, pair, bid, bid_size, ask, ask_size, daily_change, daily_change_rel,
+                 last_price, volume, high, low):
+        self.pair = pair
+        self.bid = bid
+        self.bid_size = bid_size
+        self.ask = ask
+        self.ask_size = ask_size
+        self.daily_change = daily_change
+        self.daily_change_rel = daily_change_rel
+        self.last_price = last_price
+        self.volume = volume
+        self.high = high
+        self.low = low
+
+    @staticmethod
+    def from_raw_ticker(raw_ticker, pair):
+        """
+        Generate a Ticker object from a raw ticker array
+        """
+        # [72128,[6914.5,28.123061460000002,6914.6,22.472037289999996,175.8,0.0261,6915.7,6167.26141685,6964.2,6710.8]]
+
+        return Ticker(
+            pair,
+            raw_ticker[TickerModel.BID],
+            raw_ticker[TickerModel.BID_SIZE],
+            raw_ticker[TickerModel.ASK],
+            raw_ticker[TickerModel.ASK_SIZE],
+            raw_ticker[TickerModel.DAILY_CHANGE],
+            raw_ticker[TickerModel.DAILY_CHANGE_RELATIVE],
+            raw_ticker[TickerModel.LAST_PRICE],
+            raw_ticker[TickerModel.VOLUME],
+            raw_ticker[TickerModel.HIGH],
+            raw_ticker[TickerModel.LOW],
+        )
+
+    def __str__(self):
+        return "Ticker '{}' <last='{}' volume={}>".format(
+            self.pair, self.last_price, self.volume)