Rewrite bfxapi/websocket/typings.py script adding new types and fixing some naming bug.

bfxapi/websocket/typings.py

@@ -1,33 +1,8 @@
-from typing import Type, List, Dict, TypedDict, Union, Optional, Any
+from typing import Type, List, Dict, TypedDict, Union, Optional
 
-JSON = Union[Dict[str, Any], List[Any], int, str, float, bool, Type[None]]
+JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
 
-BalanceUpdateStream = TypedDict("BalanceUpdateStream", {
-    "AUM": float,
-    "AUM_NET": float
-})
-
-WalletSnapshotStream = List[TypedDict("WalletSnapshotStream", {
-    "WALLET_TYPE": str,
-    "CURRENCY": str,
-    "BALANCE": float,
-    "UNSETTLED_INTEREST": float,
-    "BALANCE_AVAILABLE": Optional[float],
-    "DESCRIPTION": str,
-    "META": JSON
-})]
-
-WalletUpdateStream = TypedDict("WalletUpdateStream", {
-    "WALLET_TYPE": str,
-    "CURRENCY": str,
-    "BALANCE": float,
-    "UNSETTLED_INTEREST": float,
-    "BALANCE_AVAILABLE": Optional[float],
-    "DESCRIPTION": str,
-    "META": JSON
-})
-
-OrderSnapshotStream = List[TypedDict("OrderSnapshotStream", {
+Order = TypedDict("Order", {
     "ID": int,
     "GID": int,
     "CID": int,
@@ -40,7 +15,7 @@ OrderSnapshotStream = List[TypedDict("OrderSnapshotStream", {
     "TYPE_PREV": str,
     "MTS_TIF": int,
     "FLAGS": int,
-    "STATUS": str, 
+    "ORDER_STATUS": str,
     "PRICE": float,
     "PRICE_AVG": float,
     "PRICE_TRAILING": float,
@@ -50,76 +25,124 @@ OrderSnapshotStream = List[TypedDict("OrderSnapshotStream", {
     "PLACED_ID": int,
     "ROUTING": str,
     "META": JSON
-})]
+})
 
-NewOrderStream = TypedDict("NewOrderStream", {
+Orders = List[Order]
+
+Position = TypedDict("Position", {
+    "SYMBOL": str,
+    "STATUS": str,
+    "AMOUNT": float,
+    "BASE_PRICE": float,
+    "MARGIN_FUNDING": float,
+    "MARGIN_FUNDING_TYPE": int,
+    "PL": float,
+    "PL_PERC": float,
+    "PRICE_LIQ": float,
+    "LEVERAGE": float,
+    "POSITION_ID": int,
+    "MTS_CREATE": int,
+    "MTS_UPDATE": int,
+    "TYPE": int,
+    "COLLATERAL": float,
+    "COLLATERAL_MIN": float,
+    "META": JSON,
+})
+
+Positions = List[Position]
+
+Trade = TypedDict("Trade", {
     "ID": int,
-    "GID": int, 
     "CID": int,
     "SYMBOL": str,
     "MTS_CREATE": int,
-    "MTS_UPDATE": int, 
-    "AMOUNT": float, 
-    "AMOUNT_ORIG": float, 
+    "ORDER_ID": int,
+    "EXEC_AMOUNT": float,
+    "EXEC_PRICE": float,
     "ORDER_TYPE": str,
-    "TYPE_PREV": str, 
-    "MTS_TIF": int, 
-    "FLAGS": int, 
-    "ORDER_STATUS": str, 
-    "PRICE": float, 
-    "PRICE_AVG": float,
-    "PRICE_TRAILING": float, 
-    "PRICE_AUX_LIMIT": float, 
-    "NOTIFY": int,
-    "HIDDEN": int, 
-    "PLACED_ID": int, 
-    "ROUTING": str
+    "ORDER_PRICE": float,
+    "MAKER": int,
+    "FEE": float,
+    "FEE_CURRENCY": str
 })
 
-OrderUpdateStream = TypedDict("OrderUpdateStream", {
+FundingOffer = TypedDict("FundingOffer", {
     "ID": int,
-    "GID": int, 
-    "CID": int, 
     "SYMBOL": str,
+    "MTS_CREATED": int,
+    "MTS_UPDATED": int,
+    "AMOUNT": float,
+    "AMOUNT_ORIG": float,
+    "OFFER_TYPE": str,
+    "FLAGS": int,
+    "STATUS": str,
+    "RATE": float,
+    "PERIOD": int,
+    "NOTIFY": int,
+    "HIDDEN": int,
+    "RENEW": int,
+})
+
+FundingOffers = List[FundingOffer]
+
+FundingCredit = TypedDict("FundingCredit", {
+    "ID": int,
+    "SYMBOL": str,
+    "SIDE": int,
     "MTS_CREATE": int,
     "MTS_UPDATE": int,
     "AMOUNT": float,
-    "AMOUNT_ORIG": float, 
-    "ORDER_TYPE": str, 
-    "TYPE_PREV": str, 
-    "MTS_TIF": int, 
     "FLAGS": int,
-    "ORDER_STATUS": str, 
-    "PRICE": float, 
-    "PRICE_AVG": float,
-    "PRICE_TRAILING": float, 
-    "PRICE_AUX_LIMIT": float, 
+    "STATUS": str,
+    "RATE": float,
+    "PERIOD": int,
+    "MTS_OPENING": int,
+    "MTS_LAST_PAYOUT": int,
     "NOTIFY": int,
     "HIDDEN": int,
-    "PLACED_ID": int, 
-    "ROUTING": str
+    "RENEW": int,
+    "RATE_REAL": float,
+    "NO_CLOSE": int,
+    "POSITION_PAIR": str
 })
 
-OrderCancelStream = TypedDict("OrderCancelStream", {
+FundingCredits = List[FundingCredit]
+
+FundingLoan = TypedDict("FundingLoan", {
     "ID": int,
-    "GID": int, 
-    "CID": int, 
     "SYMBOL": str,
+    "SIDE": int,
     "MTS_CREATE": int,
     "MTS_UPDATE": int,
     "AMOUNT": float,
-    "AMOUNT_ORIG": float, 
-    "ORDER_TYPE": str, 
-    "TYPE_PREV": str, 
-    "MTS_TIF": int, 
     "FLAGS": int,
-    "ORDER_STATUS": str, 
-    "PRICE": float, 
-    "PRICE_AVG": float,
-    "PRICE_TRAILING": float, 
-    "PRICE_AUX_LIMIT": float, 
+    "STATUS": str,
+    "RATE": float,
+    "PERIOD": int,
+    "MTS_OPENING": int,
+    "MTS_LAST_PAYOUT": int,
     "NOTIFY": int,
     "HIDDEN": int,
-    "PLACED_ID": int, 
-    "ROUTING": str
+    "RENEW": int,
+    "RATE_REAL": float,
+    "NO_CLOSE": int
+})
+
+FundingLoans = List[FundingLoan]
+
+Wallet = TypedDict("Wallet", {
+    "WALLET_TYPE": str,
+    "CURRENCY": str,
+    "BALANCE": float,
+    "UNSETTLED_INTEREST": float,
+    "BALANCE_AVAILABLE": float,
+    "DESCRIPTION": str,
+    "META": JSON
+})
+
+Wallets = List[Wallet]
+
+BalanceInfo = TypedDict("BalanceInfo", {
+    "AUM": float,
+    "AUM_NET": float
 })