Merge pull request #6 from Davi0kProgramsThings/fix/refactoring

Split BfxRestInterface methods in t_ and f_ handlers.
This commit is contained in:
Davide Casale
2022-12-16 18:45:11 +01:00
committed by GitHub
19 changed files with 743 additions and 593 deletions

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@@ -1,5 +1,7 @@
from .websocket import BfxWebsocketClient
from typing import Optional
from enum import Enum
class Constants(str, Enum):
@@ -10,7 +12,7 @@ class Constants(str, Enum):
PUB_WSS_HOST = "wss://api-pub.bitfinex.com/ws/2"
class Client(object):
def __init__(self, WSS_HOST: str = Constants.WSS_HOST, API_KEY: str = None, API_SECRET: str = None, log_level: str = "WARNING"):
def __init__(self, WSS_HOST: str = Constants.WSS_HOST, API_KEY: Optional[str] = None, API_SECRET: Optional[str] = None, log_level: str = "WARNING"):
self.wss = BfxWebsocketClient(
host=WSS_HOST,
API_KEY=API_KEY,

35
bfxapi/exceptions.py Normal file
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@@ -0,0 +1,35 @@
__all__ = [
"BfxBaseException",
"LabelerSerializerException",
"IntegerUnderflowError",
"IntegerOverflowflowError"
]
class BfxBaseException(Exception):
"""
Base class for every custom exception in bfxapi/rest/exceptions.py and bfxapi/websocket/exceptions.py.
"""
pass
class LabelerSerializerException(BfxBaseException):
"""
This exception indicates an error thrown by the _Serializer class in bfxapi/labeler.py.
"""
pass
class IntegerUnderflowError(BfxBaseException):
"""
This error indicates an underflow in one of the integer types defined in bfxapi/utils/integers.py.
"""
pass
class IntegerOverflowflowError(BfxBaseException):
"""
This error indicates an overflow in one of the integer types defined in bfxapi/utils/integers.py.
"""
pass

22
bfxapi/labeler.py Normal file
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@@ -0,0 +1,22 @@
from .exceptions import LabelerSerializerException
from typing import Generic, TypeVar, Iterable, Optional, List, Tuple, Any, cast
T = TypeVar("T")
class _Serializer(Generic[T]):
def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]):
self.name, self.__labels, self.__IGNORE = name, labels, IGNORE
def __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[Tuple[str, Any]]:
labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
if len(labels) > len(args):
raise LabelerSerializerException("<labels> and <*args> arguments should contain the same amount of elements.")
for index, label in enumerate(labels):
if label not in self.__IGNORE:
yield label, args[index]
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
return cast(T, dict(self.__serialize(*values, skip=skip)))

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@@ -1,20 +1,41 @@
import requests
import time, hmac, hashlib, json, requests
from http import HTTPStatus
from typing import List, Union, Literal, Optional, Any
from typing import List, Union, Literal, Optional, Any, cast
from . import serializers
from .typings import *
from .enums import Configs
from .exceptions import RequestParametersError, ResourceNotFound
from .enums import Config, Precision, Sort
from .exceptions import RequestParametersError, ResourceNotFound, InvalidAuthenticationCredentials
class BfxRestInterface(object):
def __init__(self, host):
self.host = host
def __init__(self, host, API_KEY = None, API_SECRET = None):
self.public = _RestPublicEndpoints(host=host)
def __GET(self, endpoint, params = None):
self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
class _Requests(object):
def __init__(self, host, API_KEY = None, API_SECRET = None):
self.host, self.API_KEY, self.API_SECRET = host, API_KEY, API_SECRET
def __build_authentication_headers(self, endpoint, data):
nonce = str(int(time.time()) * 1000)
signature = hmac.new(
self.API_SECRET.encode("utf8"),
f"/api/v2/{endpoint}{nonce}{json.dumps(data)}".encode("utf8"),
hashlib.sha384
).hexdigest()
return {
"bfx-nonce": nonce,
"bfx-signature": signature,
"bfx-apikey": self.API_KEY
}
def _GET(self, endpoint, params = None):
response = requests.get(f"{self.host}/{endpoint}", params=params)
if response.status_code == HTTPStatus.NOT_FOUND:
@@ -28,136 +49,182 @@ class BfxRestInterface(object):
return data
def _POST(self, endpoint, params = None, data = None, _append_authentication_headers = True):
headers = { "Content-Type": "application/json" }
if _append_authentication_headers:
headers = { **headers, **self.__build_authentication_headers(f"{endpoint}", data) }
response = requests.post(f"{self.host}/{endpoint}", params=params, data=json.dumps(data), headers=headers)
if response.status_code == HTTPStatus.NOT_FOUND:
raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
data = response.json()
if len(data) and data[0] == "error":
if data[1] == 10020:
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
if data[1] == 10100:
raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
return data
class _RestPublicEndpoints(_Requests):
def platform_status(self) -> PlatformStatus:
return serializers.PlatformStatus.parse(*self.__GET("platform/status"))
return serializers.PlatformStatus.parse(*self._GET("platform/status"))
def tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
data = self.__GET("tickers", params={ "symbols": ",".join(symbols) })
data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
return [
{
"t": serializers.TradingPairTicker.parse,
"f": serializers.FundingCurrencyTicker.parse
}[subdata[0][0]](*subdata)
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
return [ parsers[subdata[0][0]](*subdata) for subdata in data ]
for subdata in data
]
def t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
if isinstance(pairs, str) and pairs == "ALL":
return [ cast(TradingPairTicker, subdata) for subdata in self.tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("t") ]
def ticker(self, symbol: str) -> Union[TradingPairTicker, FundingCurrencyTicker]:
data = self.__GET(f"ticker/{symbol}")
data = self.tickers([ "t" + pair for pair in pairs ])
return {
"t": serializers.TradingPairTicker.parse,
"f": serializers.FundingCurrencyTicker.parse
}[symbol[0]](*data, skip=["SYMBOL"])
return cast(List[TradingPairTicker], data)
def tickers_history(self, symbols: List[str], start: Optional[int] = None, end: Optional[int] = None, limit: Optional[int] = None) -> TickerHistories:
def f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
if isinstance(currencies, str) and currencies == "ALL":
return [ cast(FundingCurrencyTicker, subdata) for subdata in self.tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("f") ]
data = self.tickers([ "f" + currency for currency in currencies ])
return cast(List[FundingCurrencyTicker], data)
def t_ticker(self, pair: str) -> TradingPairTicker:
return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
def f_ticker(self, currency: str) -> FundingCurrencyTicker:
return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
params = {
"symbols": ",".join(symbols),
"start": start, "end": end,
"limit": limit
}
data = self.__GET("tickers/hist", params=params)
data = self._GET("tickers/hist", params=params)
return [ serializers.TickerHistory.parse(*subdata) for subdata in data ]
return [ serializers.TickersHistory.parse(*subdata) for subdata in data ]
def trades(self, symbol: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[int] = None) -> Union[TradingPairTrades, FundingCurrencyTrades]:
params = { "symbol": symbol, "limit": limit, "start": start, "end": end, "sort": sort }
data = self.__GET(f"trades/{symbol}/hist", params=params)
def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self._GET(f"trades/{'t' + pair}/hist", params=params)
return [ serializers.TradingPairTrade.parse(*subdata) for subdata in data ]
return [
{
"t": serializers.TradingPairTrade.parse,
"f": serializers.FundingCurrencyTrade.parse
}[symbol[0]](*subdata)
def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self._GET(f"trades/{'f' + currency}/hist", params=params)
return [ serializers.FundingCurrencyTrade.parse(*subdata) for subdata in data ]
for subdata in data
]
def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
return [ serializers.TradingPairBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
def book(self, symbol: str, precision: str, len: Optional[int] = None) -> Union[TradingPairBooks, FundingCurrencyBooks, TradingPairRawBooks, FundingCurrencyRawBooks]:
data = self.__GET(f"book/{symbol}/{precision}", params={ "len": len })
return [
{
"t": precision == "R0" and serializers.TradingPairRawBook.parse or serializers.TradingPairBook.parse,
"f": precision == "R0" and serializers.FundingCurrencyRawBook.parse or serializers.FundingCurrencyBook.parse,
}[symbol[0]](*subdata)
def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
return [ serializers.FundingCurrencyBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
for subdata in data
]
def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
return [ serializers.TradingPairRawBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
def stats(
def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
return [ serializers.FundingCurrencyRawBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
def stats_hist(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Stat, Stats]:
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[Statistic]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"stats1/{resource}/hist", params=params)
return [ serializers.Statistic.parse(*subdata) for subdata in data ]
data = self.__GET(f"stats1/{resource}/{section}", params=params)
def stats_last(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Statistic:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"stats1/{resource}/last", params=params)
return serializers.Statistic.parse(*data)
if section == "last":
return serializers.Stat.parse(*data)
return [ serializers.Stat.parse(*subdata) for subdata in data ]
def candles(
def candles_hist(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Candle, Candles]:
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[Candle]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"candles/{resource}/{section}", params=params)
if section == "last":
return serializers.Candle.parse(*data)
data = self._GET(f"candles/{resource}/hist", params=params)
return [ serializers.Candle.parse(*subdata) for subdata in data ]
def derivatives_status(self, type: str, keys: List[str] = None) -> DerivativeStatuses:
def candles_last(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Candle:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"candles/{resource}/last", params=params)
return serializers.Candle.parse(*data)
def derivatives_status(self, type: str, keys: List[str]) -> List[DerivativesStatus]:
params = { "keys": ",".join(keys) }
data = self.__GET(f"status/{type}", params=params)
data = self._GET(f"status/{type}", params=params)
return [ serializers.DerivativesStatus.parse(*subdata) for subdata in data ]
def derivatives_status_history(
self,
type: str, symbol: str,
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> DerivativeStatuses:
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[DerivativesStatus]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"status/{type}/{symbol}/hist", params=params)
data = self._GET(f"status/{type}/{symbol}/hist", params=params)
return [ serializers.DerivativesStatus.parse(*subdata, skip=[ "KEY" ]) for subdata in data ]
def liquidations(self, sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> Liquidations:
def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET("liquidations/hist", params=params)
data = self._GET("liquidations/hist", params=params)
return [ serializers.Liquidation.parse(*subdata[0]) for subdata in data ]
def leaderboards(
def leaderboards_hist(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Leaderboard, Leaderboards]:
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[Leaderboard]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"rankings/{resource}/{section}", params=params)
if section == "last":
return serializers.Leaderboard.parse(*data)
data = self._GET(f"rankings/{resource}/hist", params=params)
return [ serializers.Leaderboard.parse(*subdata) for subdata in data ]
def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> FundingStats:
def leaderboards_last(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Leaderboard:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"rankings/{resource}/last", params=params)
return serializers.Leaderboard.parse(*data)
def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
params = { "start": start, "end": end, "limit": limit }
data = self.__GET(f"funding/stats/{symbol}/hist", params=params)
data = self._GET(f"funding/stats/{symbol}/hist", params=params)
return [ serializers.FundingStat.parse(*subdata) for subdata in data ]
return [ serializers.FundingStatistic.parse(*subdata) for subdata in data ]
def conf(self, config: Configs) -> Any:
return self.__GET(f"conf/{config}")[0]
def conf(self, config: Config) -> Any:
return self._GET(f"conf/{config}")[0]
class _RestAuthenticatedEndpoints(_Requests):
__PREFIX = "auth/"

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@@ -1,6 +1,6 @@
from enum import Enum
class Configs(str, Enum):
class Config(str, Enum):
MAP_CURRENCY_SYM = "pub:map:currency:sym"
MAP_CURRENCY_LABEL = "pub:map:currency:label"
MAP_CURRENCY_UNIT = "pub:map:currency:unit"
@@ -22,4 +22,15 @@ class Configs(str, Enum):
INFO_TX_STATUS = "pub:info:tx:status"
SPEC_MARGIN = "pub:spec:margin",
FEES = "pub:fees"
FEES = "pub:fees"
class Precision(str, Enum):
P0 = "P0"
P1 = "P1"
P2 = "P2"
P3 = "P3"
P4 = "P4"
class Sort(int, Enum):
ASCENDING = +1
DESCENDING = -1

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@@ -1,11 +1,16 @@
from .. exceptions import BfxBaseException
__all__ = [
"BfxRestException",
"RequestParametersError",
"ResourceNotFound"
"ResourceNotFound",
"InvalidAuthenticationCredentials"
]
class BfxRestException(Exception):
class BfxRestException(BfxBaseException):
"""
Base class for all exceptions defined in bfxapi/rest/exceptions.py.
Base class for all custom exceptions in bfxapi/rest/exceptions.py.
"""
pass
@@ -22,4 +27,11 @@ class ResourceNotFound(BfxRestException):
This error indicates a failed HTTP request to a non-existent resource.
"""
pass
class InvalidAuthenticationCredentials(BfxRestException):
"""
This error indicates that the user has provided incorrect credentials (API-KEY and API-SECRET) for authentication.
"""
pass

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@@ -1,27 +1,6 @@
from typing import Generic, TypeVar, Iterable, Optional, List, Any
from . import typings
from .exceptions import BfxRestException
T = TypeVar("T")
class _Serializer(Generic[T]):
def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]):
self.name, self.__labels, self.__IGNORE = name, labels, IGNORE
def __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
if len(labels) > len(args):
raise BfxRestException("<labels> and <*args> arguments should contain the same amount of elements.")
for index, label in enumerate(labels):
if label not in self.__IGNORE:
yield label, args[index]
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
return dict(self.__serialize(*values, skip=skip))
from .. labeler import _Serializer
#region Serializers definition for Rest Public Endpoints
@@ -63,7 +42,7 @@ FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurre
"FRR_AMOUNT_AVAILABLE"
])
TickerHistory = _Serializer[typings.TickerHistory]("TickerHistory", labels=[
TickersHistory = _Serializer[typings.TickersHistory]("TickersHistory", labels=[
"SYMBOL",
"BID",
"_PLACEHOLDER",
@@ -120,7 +99,7 @@ FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCur
"AMOUNT"
])
Stat = _Serializer[typings.Stat]("Stat", labels=[
Statistic = _Serializer[typings.Statistic]("Statistic", labels=[
"MTS",
"VALUE"
])
@@ -189,7 +168,7 @@ Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[
"TWITTER_HANDLE"
])
FundingStat = _Serializer[typings.FundingStat]("FundingStat", labels=[
FundingStatistic = _Serializer[typings.FundingStatistic]("FundingStatistic", labels=[
"TIMESTAMP",
"_PLACEHOLDER",
"_PLACEHOLDER",

View File

@@ -2,140 +2,130 @@ from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
#region Type hinting for Rest Public Endpoints
PlatformStatus = TypedDict("PlatformStatus", {
"OPERATIVE": int
})
class PlatformStatus(TypedDict):
OPERATIVE: int
TradingPairTicker = TypedDict("TradingPairTicker", {
"SYMBOL": Optional[str],
"BID": float,
"BID_SIZE": float,
"ASK": float,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float
})
class TradingPairTicker(TypedDict):
SYMBOL: Optional[str]
BID: float
BID_SIZE: float
ASK: float
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
"SYMBOL": Optional[str],
"FRR": float,
"BID": float,
"BID_PERIOD": int,
"BID_SIZE": float,
"ASK": float,
"ASK_PERIOD": int,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float,
"FRR_AMOUNT_AVAILABLE": float
})
class FundingCurrencyTicker(TypedDict):
SYMBOL: Optional[str]
FRR: float
BID: float
BID_PERIOD: int
BID_SIZE: float
ASK: float
ASK_PERIOD: int
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FRR_AMOUNT_AVAILABLE: float
TickerHistory = TypedDict("TickerHistory", {
"SYMBOL": str,
"BID": float,
"ASK": float,
"MTS": int
})
class TickersHistory(TypedDict):
SYMBOL: str
BID: float
ASK: float
MTS: int
TickerHistories = List[TickerHistory]
class TradingPairTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
PRICE: float
(TradingPairTrade, FundingCurrencyTrade) = (
TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),
TypedDict("FundingCurrencyTrade", { "ID": int, "MTS": int, "AMOUNT": float, "RATE": float, "PERIOD": int })
)
class FundingCurrencyTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
RATE: float
PERIOD: int
(TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
class TradingPairBook(TypedDict):
PRICE: float
COUNT: int
AMOUNT: float
class FundingCurrencyBook(TypedDict):
RATE: float
PERIOD: int
COUNT: int
AMOUNT: float
class TradingPairRawBook(TypedDict):
ORDER_ID: int
PRICE: float
AMOUNT: float
class FundingCurrencyRawBook(TypedDict):
OFFER_ID: int
PERIOD: int
RATE: float
AMOUNT: float
(TradingPairBook, FundingCurrencyBook) = (
TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
)
class Statistic(TypedDict):
MTS: int
VALUE: float
(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
class Candle(TypedDict):
MTS: int
OPEN: float
CLOSE: float
HIGH: float
LOW: float
VOLUME: float
(TradingPairRawBook, FundingCurrencyRawBook) = (
TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
)
class DerivativesStatus(TypedDict):
KEY: Optional[str]
MTS: int
DERIV_PRICE: float
SPOT_PRICE: float
INSURANCE_FUND_BALANCE: float
NEXT_FUNDING_EVT_TIMESTAMP_MS: int
NEXT_FUNDING_ACCRUED: float
NEXT_FUNDING_STEP: int
CURRENT_FUNDING: float
MARK_PRICE: float
OPEN_INTEREST: float
CLAMP_MIN: float
CLAMP_MAX: float
(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
class Liquidation(TypedDict):
POS_ID: int
MTS: int
SYMBOL: str
AMOUNT: float
BASE_PRICE: float
IS_MATCH: int
IS_MARKET_SOLD: int
PRICE_ACQUIRED: float
Stat = TypedDict("Stat", {
"MTS": int,
"VALUE": float
})
class Leaderboard(TypedDict):
MTS: int
USERNAME: str
RANKING: int
VALUE: float
TWITTER_HANDLE: Optional[str]
Stats = List[Stat]
Candle = TypedDict("Candle", {
"MTS": int,
"OPEN": float,
"CLOSE": float,
"HIGH": float,
"LOW": float,
"VOLUME": float
})
Candles = List[Candle]
DerivativesStatus = TypedDict("DerivativesStatus", {
"KEY": Optional[str],
"MTS": int,
"DERIV_PRICE": float,
"SPOT_PRICE": float,
"INSURANCE_FUND_BALANCE": float,
"NEXT_FUNDING_EVT_TIMESTAMP_MS": int,
"NEXT_FUNDING_ACCRUED": float,
"NEXT_FUNDING_STEP": int,
"CURRENT_FUNDING": float,
"MARK_PRICE": float,
"OPEN_INTEREST": float,
"CLAMP_MIN": float,
"CLAMP_MAX": float
})
DerivativeStatuses = List[DerivativesStatus]
Liquidation = TypedDict("Liquidation", {
"POS_ID": int,
"MTS": int,
"SYMBOL": str,
"AMOUNT": float,
"BASE_PRICE": float,
"IS_MATCH": int,
"IS_MARKET_SOLD": int,
"PRICE_ACQUIRED": float
})
Liquidations = List[Liquidation]
Leaderboard = TypedDict("Leaderboard", {
"MTS": int,
"USERNAME": str,
"RANKING": int,
"VALUE": float,
"TWITTER_HANDLE": Optional[str]
})
Leaderboards = List[Leaderboard]
FundingStat = TypedDict("FundingStat", {
"TIMESTAMP": int,
"FRR": float,
"AVG_PERIOD": float,
"FUNDING_AMOUNT": float,
"FUNDING_AMOUNT_USED": float,
"FUNDING_BELOW_THRESHOLD": float
})
FundingStats = List[FundingStat]
class FundingStatistic(TypedDict):
TIMESTAMP: int
FRR: float
AVG_PERIOD: float
FUNDING_AMOUNT: float
FUNDING_AMOUNT_USED: float
FUNDING_BELOW_THRESHOLD: float
#endregion

9
bfxapi/utils/decimal.py Normal file
View File

@@ -0,0 +1,9 @@
import json
from decimal import Decimal
class DecimalEncoder(json.JSONEncoder):
def default(self, obj):
if isinstance(obj, Decimal):
return str(obj)
return json.JSONEncoder.default(self, obj)

35
bfxapi/utils/integers.py Normal file
View File

@@ -0,0 +1,35 @@
from typing import cast, TypeVar
from .. exceptions import IntegerUnderflowError, IntegerOverflowflowError
__all__ = [ "Int16", "Int32", "Int45", "Int64" ]
T = TypeVar("T")
class _Int(int):
def __new__(cls: T, integer: int) -> T:
assert hasattr(cls, "_BITS"), "_Int must be extended by a class that has a static member _BITS (indicating the number of bits with which to represent the integers)."
bits = cls._BITS - 1
min, max = -(2 ** bits), (2 ** bits) - 1
if integer < min:
raise IntegerUnderflowError(f"Underflow. Cannot store <{integer}> in {cls._BITS} bits integer. The min and max bounds are {min} and {max}.")
if integer > max:
raise IntegerOverflowflowError(f"Overflow. Cannot store <{integer}> in {cls._BITS} bits integer. The min and max bounds are {min} and {max}.")
return cast(T, super().__new__(int, integer))
class Int16(_Int):
_BITS = 16
class Int32(_Int):
_BITS = 32
class Int45(_Int):
_BITS = 45
class Int64(_Int):
_BITS = 64

View File

@@ -1,25 +1,40 @@
import traceback, json, asyncio, hmac, hashlib, time, uuid, websockets
from typing import Tuple, Union, Literal, TypeVar, Callable, cast
from enum import Enum
from pyee.asyncio import AsyncIOEventEmitter
from .typings import Inputs, Tuple, Union
from .typings import Inputs
from .handlers import Channels, PublicChannelsHandler, AuthenticatedChannelsHandler
from .exceptions import ConnectionNotOpen, TooManySubscriptions, WebsocketAuthenticationRequired, InvalidAuthenticationCredentials, EventNotSupported, OutdatedClientVersion
from ..utils.decimal import DecimalEncoder
from ..utils.logger import Formatter, CustomLogger
_HEARTBEAT = "hb"
def _require_websocket_connection(function):
F = TypeVar("F", bound=Callable[..., Literal[None]])
def _require_websocket_connection(function: F) -> F:
async def wrapper(self, *args, **kwargs):
if self.websocket == None or self.websocket.open == False:
raise ConnectionNotOpen("No open connection with the server.")
await function(self, *args, **kwargs)
return wrapper
return cast(F, wrapper)
def _require_websocket_authentication(function: F) -> F:
async def wrapper(self, *args, **kwargs):
if self.authentication == False:
raise WebsocketAuthenticationRequired("To perform this action you need to authenticate using your API_KEY and API_SECRET.")
await _require_websocket_connection(function)(self, *args, **kwargs)
return cast(F, wrapper)
class BfxWebsocketClient(object):
VERSION = 2
@@ -118,22 +133,13 @@ class BfxWebsocketClient(object):
for bucket in self.buckets:
await bucket._close(code=code, reason=reason)
def __require_websocket_authentication(function):
async def wrapper(self, *args, **kwargs):
if self.authentication == False:
raise WebsocketAuthenticationRequired("To perform this action you need to authenticate using your API_KEY and API_SECRET.")
await _require_websocket_connection(function)(self, *args, **kwargs)
return wrapper
@__require_websocket_authentication
@_require_websocket_authentication
async def notify(self, info, MESSAGE_ID=None, **kwargs):
await self.websocket.send(json.dumps([ 0, "n", MESSAGE_ID, { "type": "ucm-test", "info": info, **kwargs } ]))
@__require_websocket_authentication
@_require_websocket_authentication
async def __handle_websocket_input(self, input, data):
await self.websocket.send(json.dumps([ 0, input, None, data]))
await self.websocket.send(json.dumps([ 0, input, None, data], cls=DecimalEncoder))
def __bucket_open_signal(self, index):
if all(bucket.websocket != None and bucket.websocket.open == True for bucket in self.buckets):

View File

@@ -1,4 +1,8 @@
from .. exceptions import BfxBaseException
__all__ = [
"BfxWebsocketException",
"ConnectionNotOpen",
"TooManySubscriptions",
"WebsocketAuthenticationRequired",
@@ -7,9 +11,9 @@ __all__ = [
"OutdatedClientVersion"
]
class BfxWebsocketException(Exception):
class BfxWebsocketException(BfxBaseException):
"""
Base class for all exceptions defined in bfxapi/websocket/exceptions.py.
Base class for all custom exceptions in bfxapi/websocket/exceptions.py.
"""
pass
@@ -35,13 +39,6 @@ class WebsocketAuthenticationRequired(BfxWebsocketException):
pass
class InvalidAuthenticationCredentials(BfxWebsocketException):
"""
This error indicates that the user has provided incorrect credentials (API-KEY and API-SECRET) for authentication.
"""
pass
class EventNotSupported(BfxWebsocketException):
"""
This error indicates a failed attempt to subscribe to an event not supported by the BfxWebsocketClient.
@@ -54,4 +51,11 @@ class OutdatedClientVersion(BfxWebsocketException):
This error indicates a mismatch between the client version and the server WSS version.
"""
pass
class InvalidAuthenticationCredentials(BfxWebsocketException):
"""
This error indicates that the user has provided incorrect credentials (API-KEY and API-SECRET) for authentication.
"""
pass

View File

@@ -1,25 +1,6 @@
from typing import Generic, TypeVar, Iterable, List, Any
from . import typings
from .exceptions import BfxWebsocketException
T = TypeVar("T")
class _Serializer(Generic[T]):
def __init__(self, name: str, labels: List[str]):
self.name, self.__labels = name, labels
def __serialize(self, *args: Any, IGNORE: List[str] = [ "_PLACEHOLDER" ]) -> Iterable[T]:
if len(self.__labels) != len(args):
raise BfxWebsocketException("<self.__labels> and <*args> arguments should contain the same amount of elements.")
for index, label in enumerate(self.__labels):
if label not in IGNORE:
yield label, args[index]
def parse(self, *values: Any) -> T:
return dict(self.__serialize(*values))
from .. labeler import _Serializer
#region Serializers definition for Websocket Public Channels
@@ -315,7 +296,7 @@ BalanceInfo = _Serializer[typings.BalanceInfo]("BalanceInfo", labels=[
#region Serializers definition for Notifications channel
Notification = _Serializer("Notification", labels=[
Notification = _Serializer[typings.Notification]("Notification", labels=[
"MTS",
"TYPE",
"MESSAGE_ID",

View File

@@ -2,301 +2,294 @@ from decimal import Decimal
from datetime import datetime
from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
from typing import Type, NewType, Tuple, List, Dict, TypedDict, Union, Optional, Any
int16 = int32 = int45 = int64 = int
from ..utils.integers import Int16, Int32, Int45, Int64
JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
#region Type hinting for subscription objects
class Subscriptions:
TradingPairsTicker = TypedDict("Subscriptions.TradingPairsTicker", {
"chanId": int,
"symbol": str,
"pair": str
})
class TradingPairsTicker(TypedDict):
chanId: int
symbol: str
pair: str
FundingCurrenciesTicker = TypedDict("Subscriptions.FundingCurrenciesTicker", {
"chanId": int,
"symbol": str,
"currency": str
})
class FundingCurrenciesTicker(TypedDict):
chanId: int
symbol: str
currency: str
TradingPairsTrades = TypedDict("Subscriptions.TradingPairsTrades", {
"chanId": int,
"symbol": str,
"pair": str
})
class TradingPairsTrades(TypedDict):
chanId: int
symbol: str
pair: str
FundingCurrenciesTrades = TypedDict("Subscriptions.FundingCurrenciesTrades", {
"chanId": int,
"symbol": str,
"currency": str
})
class FundingCurrenciesTrades(TypedDict):
chanId: int
symbol: str
currency: str
Book = TypedDict("Subscriptions.Book", {
"chanId": int,
"symbol": str,
"prec": str,
"freq": str,
"len": str,
"subId": int,
"pair": str
})
class Book(TypedDict):
chanId: int
symbol: str
prec: str
freq: str
len: str
subId: int
pair: str
Candles = TypedDict("Subscriptions.Candles", {
"chanId": int,
"key": str
})
class Candles(TypedDict):
chanId: int
key: str
DerivativesStatus = TypedDict("Subscriptions.DerivativesStatus", {
"chanId": int,
"key": str
})
class DerivativesStatus(TypedDict):
chanId: int
key: str
#endregion
#region Type hinting for Websocket Public Channels
TradingPairTicker = TypedDict("TradingPairTicker", {
"BID": float,
"BID_SIZE": float,
"ASK": float,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float
})
class TradingPairTicker(TypedDict):
BID: float
BID_SIZE: float
ASK: float
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
"FRR": float,
"BID": float,
"BID_PERIOD": int,
"BID_SIZE": float,
"ASK": float,
"ASK_PERIOD": int,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float,
"FRR_AMOUNT_AVAILABLE": float
})
class FundingCurrencyTicker(TypedDict):
FRR: float
BID: float
BID_PERIOD: int
BID_SIZE: float
ASK: float
ASK_PERIOD: int
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FRR_AMOUNT_AVAILABLE: float
(TradingPairTrade, FundingCurrencyTrade) = (
TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),
TypedDict("FundingCurrencyTrade", { "ID": int, "MTS": int, "AMOUNT": float, "RATE": float, "PERIOD": int })
)
class TradingPairTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
PRICE: float
(TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
class FundingCurrencyTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
RATE: float
PERIOD: int
(TradingPairBook, FundingCurrencyBook) = (
TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
)
class TradingPairBook(TypedDict):
PRICE: float
COUNT: int
AMOUNT: float
class FundingCurrencyBook(TypedDict):
RATE: float
PERIOD: int
COUNT: int
AMOUNT: float
class TradingPairRawBook(TypedDict):
ORDER_ID: int
PRICE: float
AMOUNT: float
class FundingCurrencyRawBook(TypedDict):
OFFER_ID: int
PERIOD: int
RATE: float
AMOUNT: float
(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
class Candle(TypedDict):
MTS: int
OPEN: float
CLOSE: float
HIGH: float
LOW: float
VOLUME: float
(TradingPairRawBook, FundingCurrencyRawBook) = (
TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
)
(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
Candle = TypedDict("Candle", {
"MTS": int,
"OPEN": float,
"CLOSE": float,
"HIGH": float,
"LOW": float,
"VOLUME": float
})
Candles = List[Candle]
DerivativesStatus = TypedDict("DerivativesStatus", {
"TIME_MS": int,
"DERIV_PRICE": float,
"SPOT_PRICE": float,
"INSURANCE_FUND_BALANCE": float,
"NEXT_FUNDING_EVT_TIMESTAMP_MS": int,
"NEXT_FUNDING_ACCRUED": float,
"NEXT_FUNDING_STEP": int,
"CURRENT_FUNDING": float,
"MARK_PRICE": float,
"OPEN_INTEREST": float,
"CLAMP_MIN": float,
"CLAMP_MAX": float
})
class DerivativesStatus(TypedDict):
TIME_MS: int
DERIV_PRICE: float
SPOT_PRICE: float
INSURANCE_FUND_BALANCE: float
NEXT_FUNDING_EVT_TIMESTAMP_MS: int
NEXT_FUNDING_ACCRUED: float
NEXT_FUNDING_STEP: int
CURRENT_FUNDING: float
MARK_PRICE: float
OPEN_INTEREST: float
CLAMP_MIN: float
CLAMP_MAX: float
#endregion
#region Type hinting for Websocket Authenticated Channels
Order = TypedDict("Order", {
"ID": int,
"GID": int,
"CID": int,
"SYMBOL": str,
"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,
"NOTIFY": int,
"HIDDEN": int,
"PLACED_ID": int,
"ROUTING": str,
"META": JSON
})
class Order(TypedDict):
ID: int
GID: int
CID: int
SYMBOL: str
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
NOTIFY: int
HIDDEN: int
PLACED_ID: int
ROUTING: str
META: JSON
Orders = List[Order]
class Position(TypedDict):
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
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,
})
class TradeExecuted(TypedDict):
ID: int
SYMBOL: str
MTS_CREATE: int
ORDER_ID: int
EXEC_AMOUNT: float
EXEC_PRICE: float
ORDER_TYPE: str
ORDER_PRICE: float
MAKER:int
CID: int
Positions = List[Position]
class TradeExecutionUpdate(TypedDict):
ID: int
SYMBOL: str
MTS_CREATE: int
ORDER_ID: int
EXEC_AMOUNT: float
EXEC_PRICE: float
ORDER_TYPE: str
ORDER_PRICE: float
MAKER:int
FEE: float
FEE_CURRENCY: str
CID: int
TradeExecuted = TypedDict("TradeExecuted", {
"ID": int,
"SYMBOL": str,
"MTS_CREATE": int,
"ORDER_ID": int,
"EXEC_AMOUNT": float,
"EXEC_PRICE": float,
"ORDER_TYPE": str,
"ORDER_PRICE": float,
"MAKER":int,
"CID": int
})
class FundingOffer(TypedDict):
ID: 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
TradeExecutionUpdate = TypedDict("TradeExecutionUpdate", {
"ID": int,
"SYMBOL": str,
"MTS_CREATE": int,
"ORDER_ID": int,
"EXEC_AMOUNT": float,
"EXEC_PRICE": float,
"ORDER_TYPE": str,
"ORDER_PRICE": float,
"MAKER":int,
"FEE": float,
"FEE_CURRENCY": str,
"CID": int
})
class FundingCredit(TypedDict):
ID: int
SYMBOL: str
SIDE: int
MTS_CREATE: int
MTS_UPDATE: int
AMOUNT: float
FLAGS: int
STATUS: str
RATE: float
PERIOD: int
MTS_OPENING: int
MTS_LAST_PAYOUT: int
NOTIFY: int
HIDDEN: int
RENEW: int
RATE_REAL: float
NO_CLOSE: int
POSITION_PAIR: str
FundingOffer = TypedDict("FundingOffer", {
"ID": 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,
})
class FundingLoan(TypedDict):
ID: int
SYMBOL: str
SIDE: int
MTS_CREATE: int
MTS_UPDATE: int
AMOUNT: float
FLAGS: int
STATUS: str
RATE: float
PERIOD: int
MTS_OPENING: int
MTS_LAST_PAYOUT: int
NOTIFY: int
HIDDEN: int
RENEW: int
RATE_REAL: float
NO_CLOSE: int
FundingOffers = List[FundingOffer]
class Wallet(TypedDict):
WALLET_TYPE: str
CURRENCY: str
BALANCE: float
UNSETTLED_INTEREST: float
BALANCE_AVAILABLE: float
DESCRIPTION: str
META: JSON
FundingCredit = TypedDict("FundingCredit", {
"ID": int,
"SYMBOL": str,
"SIDE": int,
"MTS_CREATE": int,
"MTS_UPDATE": int,
"AMOUNT": float,
"FLAGS": int,
"STATUS": str,
"RATE": float,
"PERIOD": int,
"MTS_OPENING": int,
"MTS_LAST_PAYOUT": int,
"NOTIFY": int,
"HIDDEN": int,
"RENEW": int,
"RATE_REAL": float,
"NO_CLOSE": int,
"POSITION_PAIR": str
})
class BalanceInfo(TypedDict):
AUM: float
AUM_NET: float
FundingCredits = List[FundingCredit]
#endregion
FundingLoan = TypedDict("FundingLoan", {
"ID": int,
"SYMBOL": str,
"SIDE": int,
"MTS_CREATE": int,
"MTS_UPDATE": int,
"AMOUNT": float,
"FLAGS": int,
"STATUS": str,
"RATE": float,
"PERIOD": int,
"MTS_OPENING": int,
"MTS_LAST_PAYOUT": int,
"NOTIFY": int,
"HIDDEN": int,
"RENEW": int,
"RATE_REAL": float,
"NO_CLOSE": int
})
#region Serializers definition for Notifications channel
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
})
class Notification(TypedDict):
MTS: int
TYPE: str
MESSAGE_ID: int
NOTIFY_INFO: JSON
CODE: int
STATUS: str
TEXT: str
#endregion
@@ -304,55 +297,50 @@ BalanceInfo = TypedDict("BalanceInfo", {
class Inputs:
class Order:
New = TypedDict("Inputs.Order.New", {
"gid": Optional[int32],
"cid": int45,
"type": str,
"symbol": str,
"amount": Union[Decimal, str],
"price": Union[Decimal, str],
"lev": int,
"price_trailing": Union[Decimal, str],
"price_aux_limit": Union[Decimal, str],
"price_oco_stop": Union[Decimal, str],
"flags": int16,
"tif": Union[datetime, str],
"meta": JSON
})
class New(TypedDict, total=False):
gid: Union[Int32, int]
cid: Union[Int45, int]
type: str
symbol: str
amount: Union[Decimal, str]
price: Union[Decimal, str]
lev: Union[Int32, int]
price_trailing: Union[Decimal, str]
price_aux_limit: Union[Decimal, str]
price_oco_stop: Union[Decimal, str]
flags: Union[Int16, int]
tif: Union[datetime, str]
meta: JSON
Update = TypedDict("Inputs.Order.Update", {
"id": int64,
"cid": int45,
"cid_date": str,
"gid": int32,
"price": Union[Decimal, str],
"amount": Union[Decimal, str],
"lev": int,
"delta": Union[Decimal, str],
"price_aux_limit": Union[Decimal, str],
"price_trailing": Union[Decimal, str],
"flags": int16,
"tif": Union[datetime, str]
})
class Update(TypedDict, total=False):
id: Union[Int64, int]
cid: Union[Int45, int]
cid_date: str
gid: Union[Int32, int]
price: Union[Decimal, str]
amount: Union[Decimal, str]
lev: Union[Int32, int]
delta: Union[Decimal, str]
price_aux_limit: Union[Decimal, str]
price_trailing: Union[Decimal, str]
flags: Union[Int16, int]
tif: Union[datetime, str]
Cancel = TypedDict("Inputs.Order.Cancel", {
"id": int64,
"cid": int45,
"cid_date": str
})
class Cancel(TypedDict, total=False):
id: Union[Int64, int]
cid: Union[Int45, int]
cid_date: Union[datetime, str]
class Offer:
New = TypedDict("Inputs.Offer.New", {
"type": str,
"symbol": str,
"amount": Union[Decimal, str],
"rate": Union[Decimal, str],
"period": int,
"flags": int16
})
class New(TypedDict, total=False):
type: str
symbol: str
amount: Union[Decimal, str]
rate: Union[Decimal, str]
period: Union[Int32, int]
flags: Union[Int16, int]
Cancel = TypedDict("Inputs.Offer.Cancel", {
"id": int
})
class Cancel(TypedDict, total=False):
id: Union[Int32, int]
#endregion

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@@ -1,13 +1,15 @@
from collections import OrderedDict
from typing import List
from bfxapi import Client, Constants
from bfxapi.websocket import BfxWebsocketClient
from bfxapi.websocket.enums import Channels, Errors
from bfxapi.websocket.typings import Subscriptions, TradingPairBooks, TradingPairBook
from bfxapi.websocket.typings import Subscriptions, TradingPairBook
class OrderBook(object):
def __init__(self, symbols: list[str]):
def __init__(self, symbols: List[str]):
self.__order_book = {
symbol: {
"bids": OrderedDict(), "asks": OrderedDict()
@@ -50,7 +52,7 @@ def on_subscribed(subscription):
print(f"Subscription successful for pair <{subscription['pair']}>")
@bfx.wss.on("t_book_snapshot")
def on_t_book_snapshot(subscription: Subscriptions.Book, snapshot: TradingPairBooks):
def on_t_book_snapshot(subscription: Subscriptions.Book, snapshot: List[TradingPairBook]):
for data in snapshot:
order_book.update(subscription["symbol"], data)

View File

@@ -1,13 +1,15 @@
from collections import OrderedDict
from typing import List
from bfxapi import Client, Constants
from bfxapi.websocket import BfxWebsocketClient
from bfxapi.websocket.enums import Channels, Errors
from bfxapi.websocket.typings import Subscriptions, TradingPairRawBooks, TradingPairRawBook
from bfxapi.websocket.typings import Subscriptions, TradingPairRawBook
class RawOrderBook(object):
def __init__(self, symbols: list[str]):
def __init__(self, symbols: List[str]):
self.__raw_order_book = {
symbol: {
"bids": OrderedDict(), "asks": OrderedDict()
@@ -50,7 +52,7 @@ def on_subscribed(subscription):
print(f"Subscription successful for pair <{subscription['pair']}>")
@bfx.wss.on("t_raw_book_snapshot")
def on_t_raw_book_snapshot(subscription: Subscriptions.Book, snapshot: TradingPairRawBooks):
def on_t_raw_book_snapshot(subscription: Subscriptions.Book, snapshot: List[TradingPairRawBook]):
for data in snapshot:
raw_order_book.update(subscription["symbol"], data)

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@@ -1,14 +1,14 @@
import asyncio
from bfxapi import Client, Constants
from bfxapi.websocket import Channels
from bfxapi.websocket.enums import Channels
from bfxapi.websocket.typings import Subscriptions, TradingPairTicker
bfx = Client(WSS_HOST=Constants.PUB_WSS_HOST)
@bfx.wss.on("t_ticker_update")
def on_t_ticker_update(subscription: Subscriptions.TradingPairsTicker, data: TradingPairTicker):
print(f"Subscription channel ID: {subscription['chanId']}")
print(f"Subscription with channel ID: {subscription['chanId']}")
print(f"Data: {data}")

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@@ -11,11 +11,16 @@ setup(
description="Official Bitfinex Python API",
keywords="bitfinex,api,trading",
install_requires=[
"certifi~=2022.9.24",
"certifi~=2022.12.7",
"charset-normalizer~=2.1.1",
"idna~=3.4",
"mypy~=0.991",
"mypy-extensions~=0.4.3",
"pyee~=9.0.4",
"requests~=2.28.1",
"tomli~=2.0.1",
"types-requests~=2.28.11.5",
"types-urllib3~=1.26.25.4",
"typing_extensions~=4.4.0",
"urllib3~=1.26.13",
"websockets~=10.4",