From 43ad3d29c75292b2f5071d67402fe1361d142754 Mon Sep 17 00:00:00 2001 From: Jacob Plaster Date: Wed, 5 Dec 2018 14:57:33 +0000 Subject: [PATCH] Adds more authenticated endpoints --- bfxapi/rest/BfxRest.py | 83 ++++++++++++++++++++++++++++++++++++++++-- 1 file changed, 80 insertions(+), 3 deletions(-) diff --git a/bfxapi/rest/BfxRest.py b/bfxapi/rest/BfxRest.py index 941bcbf..aca6bf3 100644 --- a/bfxapi/rest/BfxRest.py +++ b/bfxapi/rest/BfxRest.py @@ -5,7 +5,8 @@ import json from ..utils.CustomLogger import CustomLogger from ..utils.auth import generate_auth_headers -from ..models import Wallet, Order, Position, Trade +from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer +from ..models import FundingCredit class BfxRest: @@ -42,7 +43,7 @@ class BfxRest: return await resp.json() ################################################## - # Public # + # Public Data # ################################################## async def get_seed_candles(self, symbol): @@ -91,7 +92,7 @@ class BfxRest: return ticker ################################################## - # Authenticated # + # Authenticated Data # ################################################## async def get_wallets(self): @@ -120,3 +121,79 @@ class BfxRest: params = "?start={}&end={}&limit={}".format(start, end, limit) raw_trades = await self.post(endpoint, params=params) return [ Trade.from_raw_rest_trade(rt) for rt in raw_trades ] + + async def get_funding_offers(self, symbol): + endpoint = "auth/r/funding/offers/{}".format(symbol) + offers = await self.post(endpoint) + return [ FundingOffer.from_raw_offer(o) for o in offers ] + + async def get_funding_offer_history(self, symbol, start, end, limit=25): + endpoint = "auth/r/funding/offers/{}/hist".format(symbol) + params = "?start={}&end={}&limit={}".format(start, end, limit) + offers = await self.post(endpoint, params=params) + return [ FundingOffer.from_raw_offer(o) for o in offers ] + + async def get_funding_loans(self, symbol): + endpoint = "auth/r/funding/loans/{}".format(symbol) + loans = await self.post(endpoint) + return [ FundingLoan.from_raw_loan(o) for o in loans ] + + async def get_funding_loan_history(self, symbol, start, end, limit=25): + endpoint = "auth/r/funding/loans/{}/hist".format(symbol) + params = "?start={}&end={}&limit={}".format(start, end, limit) + loans = await self.post(endpoint, params=params) + return [ FundingLoan.from_raw_loan(o) for o in loans ] + + async def get_funding_credits(self, symbol): + endpoint = "auth/r/funding/credits/{}".format(symbol) + credits = await self.post(endpoint) + return [ FundingCredit.from_raw_credit(c) for c in credits] + + async def get_funding_credit_history(self, symbol, start, end, limit=25): + endpoint = "auth/r/funding/credits/{}/hist".format(symbol) + params = "?start={}&end={}&limit={}".format(start, end, limit) + credits = await self.post(endpoint, params=params) + return [ FundingCredit.from_raw_credit(c) for c in credits] + + ################################################## + # Orders # + ################################################## + + async def __submit_order(self, symbol, amount, price, oType=Order.Type.LIMIT, + is_hidden=False, is_postonly=False, use_all_available=False, stop_order=False, + stop_buy_price=0, stop_sell_price=0): + """ + Submit a new order + + @param symbol: the name of the symbol i.e 'tBTCUSD + @param amount: order size: how much you want to buy/sell, + a negative amount indicates a sell order and positive a buy order + @param price: the price you want to buy/sell at (must be positive) + @param oType: order type, see Order.Type enum + @param is_hidden: True if order should be hidden from orderbooks + @param is_postonly: True if should be post only. Only relevant for limit + @param use_all_available: True if order should use entire balance + @param stop_order: True to set an additional STOP OCO order linked to the + current order + @param stop_buy_price: set the OCO stop buy price (requires stop_order True) + @param stop_sell_price: set the OCO stop sell price (requires stop_order True) + """ + raise NotImplementedError( + "V2 submit order has not yet been added to the bfx api. Please use bfxapi.ws") + side = Order.Side.SELL if amount < 0 else Order.Side.BUY + use_all_balance = 1 if use_all_available else 0 + payload = {} + payload['symbol'] = symbol + payload['amount'] = abs(amount) + payload['price'] = price + payload['side'] = side + payload['type'] = oType + payload['is_hidden'] = is_hidden + payload['is_postonly'] = is_postonly + payload['use_all_available'] = use_all_balance + payload['ocoorder'] = stop_order + if stop_order: + payload['buy_price_oco'] = stop_buy_price + payload['sell_price_oco'] = stop_sell_price + endpoint = 'order/new' + return await self.post(endpoint, data=payload)