Rename AuthenticatedEventsHandler to AuthenticatedChannelsHandler. Rewrite handlers.py gathering events in channels. Update references in bfxapi.

This commit is contained in:
Davide Casale
2022-11-14 18:37:31 +01:00
parent 495b51a2f6
commit 7d6ba4302a
2 changed files with 238 additions and 423 deletions

View File

@@ -47,456 +47,271 @@ class PublicChannelsHandler(object):
def __status_channel_handler(self, subscription, *parameters):
self.event_emitter.emit("status", subscription, parameters[0])
class AuthenticatedEventsHandler(object):
class AuthenticatedChannelsHandler(object):
def __init__(self, event_emitter, strict = False):
self.event_emitter, self.strict = event_emitter, strict
self.__handlers = {
"bu": self.__bu_event_handler,
"ws": self.__ws_event_handler,
"wu": self.__wu_event_handler,
"os": self.__os_event_handler,
"on": self.__on_event_handler,
"ou": self.__ou_event_handler,
"oc": self.__oc_event_handler,
"ps": self.__ps_event_handler,
"pn": self.__pn_event_handler,
"pu": self.__pu_event_handler,
"pc": self.__pc_event_handler,
"fos": self.__fos_event_handler,
"fon": self.__fon_event_handler,
"fou": self.__fou_event_handler,
"foc": self.__foc_event_handler,
("os", "on", "ou", "oc",): self.__orders_channel_handler,
("ps", "pn", "pu", "pc",): self.__positions_channel_handler,
("te", "tu",): self.__trades_channel_handler,
("fos", "fon", "fou", "foc",): self.__funding_offers_channel_handler,
("fcs", "fcn", "fcu", "fcc",): self.__funding_credits_channel_handler,
("fls", "fln", "flu", "flc",): self.__funding_loans_channel_handler,
("ws", "wu",): self.__wallets_channel_handler,
("bu",): self.__balance_info_channel_handler
}
def handle(self, type, stream):
if type in self.__handlers:
self.__handlers[type](*stream)
elif self.strict == True:
for abbreviations in self.__handlers.keys():
if type in abbreviations:
return self.__handlers[abbreviations](type, stream)
if self.strict == True:
raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.")
def __bu_event_handler(self, *stream):
self.event_emitter.emit("balance_update", _label_stream_data(
[
"AUM",
"AUM_NET"
],
*stream
))
def __orders_channel_handler(self, type, stream):
_labels = [
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"ORDER_STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"META"
]
def __ws_event_handler(self, *stream):
self.event_emitter.emit("wallet_snapshot", [
_label_stream_data(
[
"WALLET_TYPE",
"CURRENCY",
"BALANCE",
"UNSETTLED_INTEREST",
"BALANCE_AVAILABLE",
"DESCRIPTION",
"META"
],
*substream
) for substream in stream
])
def __wu_event_handler(self, *stream):
self.event_emitter.emit("wallet_update", _label_stream_data(
[
"WALLET_TYPE",
"CURRENCY",
"BALANCE",
"UNSETTLED_INTEREST",
"BALANCE_AVAILABLE",
"DESCRIPTION",
"META"
],
*stream
))
if type == "os":
self.event_emitter.emit("order_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
def __os_event_handler(self, *stream):
self.event_emitter.emit("order_snapshot", [
_label_stream_data(
[
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"META"
],
*substream
) for substream in stream
])
if type == "on" or type == "ou" or type == "oc":
self.event_emitter.emit({
"on": "new_order",
"ou": "order_update",
"oc": "order_cancel"
}[type], _label_stream_data(_labels, *stream))
def __on_event_handler(self, *stream):
self.event_emitter.emit("new_order", _label_stream_data(
[
def __positions_channel_handler(self, type, stream):
_labels = [
"SYMBOL",
"STATUS",
"AMOUNT",
"BASE_PRICE",
"MARGIN_FUNDING",
"MARGIN_FUNDING_TYPE",
"PL",
"PL_PERC",
"PRICE_LIQ",
"LEVERAGE",
"FLAG",
"POSITION_ID",
"MTS_CREATE",
"MTS_UPDATE",
"_PLACEHOLDER",
"TYPE",
"_PLACEHOLDER",
"COLLATERAL",
"COLLATERAL_MIN",
"META"
]
if type == "ps":
self.event_emitter.emit("position_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
if type == "pn" or type == "pu" or type == "pc":
self.event_emitter.emit({
"pn": "new_position",
"pu": "position_update",
"pc": "position_close"
}[type], _label_stream_data(_labels, *stream))
def __trades_channel_handler(self, type, stream):
if type == "te":
self.event_emitter.emit("trade_executed", _label_stream_data([
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"MTS_CREATE",
"ORDER_ID",
"EXEC_AMOUNT",
"EXEC_PRICE",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"ORDER_PRICE",
"MAKER",
"_PLACEHOLDER",
"FLAGS",
"ORDER_STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER"
],
*stream
))
"_PLACEHOLDER",
"CID"
], *stream))
def __ou_event_handler(self, *stream):
self.event_emitter.emit("order_update", _label_stream_data(
[
if type == "tu":
self.event_emitter.emit("trade_execution_update", _label_stream_data([
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"MTS_CREATE",
"ORDER_ID",
"EXEC_AMOUNT",
"EXEC_PRICE",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"ORDER_STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER"
],
*stream
))
"ORDER_PRICE",
"MAKER",
"FEE",
"FEE_CURRENCY",
"CID"
], *stream))
def __oc_event_handler(self, *stream):
self.event_emitter.emit("order_cancel", _label_stream_data(
[
"ID",
"GID",
"CID",
"SYMBOL",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"AMOUNT_ORIG",
"ORDER_TYPE",
"TYPE_PREV",
"MTS_TIF",
"_PLACEHOLDER",
"FLAGS",
"ORDER_STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"PRICE",
"PRICE_AVG",
"PRICE_TRAILING",
"PRICE_AUX_LIMIT",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"NOTIFY",
"HIDDEN",
"PLACED_ID",
"_PLACEHOLDER",
"_PLACEHOLDER",
"ROUTING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER"
],
*stream
))
def __funding_offers_channel_handler(self, type, stream):
_labels = [
"ID",
"SYMBOL",
"MTS_CREATED",
"MTS_UPDATED",
"AMOUNT",
"AMOUNT_ORIG",
"OFFER_TYPE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"_PLACEHOLDER",
]
def __ps_event_handler(self, *stream):
self.event_emitter.emit("position_snapshot", [
_label_stream_data(
[
"SYMBOL",
"STATUS",
"AMOUNT",
"BASE_PRICE",
"MARGIN_FUNDING",
"MARGIN_FUNDING_TYPE",
"PL",
"PL_PERC",
"PRICE_LIQ",
"LEVERAGE",
"FLAG",
"POSITION_ID",
"MTS_CREATE",
"MTS_UPDATE",
"_PLACEHOLDER",
"TYPE",
"_PLACEHOLDER",
"COLLATERAL",
"COLLATERAL_MIN",
"META"
],
*substream
)
for substream in stream
])
if type == "fos":
self.event_emitter.emit("funding_offer_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
def __pn_event_handler(self, *stream):
self.event_emitter.emit("new_position", _label_stream_data(
[
"SYMBOL",
"STATUS",
"AMOUNT",
"BASE_PRICE",
"MARGIN_FUNDING",
"MARGIN_FUNDING_TYPE",
"PL",
"PL_PERC",
"PRICE_LIQ",
"LEVERAGE",
"FLAG",
"POSITION_ID",
"MTS_CREATE",
"MTS_UPDATE",
"_PLACEHOLDER",
"TYPE",
"_PLACEHOLDER",
"COLLATERAL",
"COLLATERAL_MIN",
"META"
],
*stream
))
if type == "fon" or type == "fou" or type == "foc":
self.event_emitter.emit({
"fon": "funding_offer_new",
"fou": "funding_offer_update",
"foc": "funding_offer_cancel"
}[type], _label_stream_data(_labels, *stream))
def __pu_event_handler(self, *stream):
self.event_emitter.emit("position_update", _label_stream_data(
[
"SYMBOL",
"STATUS",
"AMOUNT",
"BASE_PRICE",
"MARGIN_FUNDING",
"MARGIN_FUNDING_TYPE",
"PL",
"PL_PERC",
"PRICE_LIQ",
"LEVERAGE",
"FLAG",
"POSITION_ID",
"MTS_CREATE",
"MTS_UPDATE",
"_PLACEHOLDER",
"TYPE",
"_PLACEHOLDER",
"COLLATERAL",
"COLLATERAL_MIN",
"META"
],
*stream
))
def __funding_credits_channel_handler(self, type, stream):
_labels = [
"ID",
"SYMBOL",
"SIDE",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"MTS_OPENING",
"MTS_LAST_PAYOUT",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"RATE_REAL",
"NO_CLOSE",
"POSITION_PAIR"
]
def __pc_event_handler(self, *stream):
self.event_emitter.emit("position_cancel", _label_stream_data(
[
"SYMBOL",
"STATUS",
"AMOUNT",
"BASE_PRICE",
"MARGIN_FUNDING",
"MARGIN_FUNDING_TYPE",
"PL",
"PL_PERC",
"PRICE_LIQ",
"LEVERAGE",
"FLAG",
"POSITION_ID",
"MTS_CREATE",
"MTS_UPDATE",
"_PLACEHOLDER",
"TYPE",
"_PLACEHOLDER",
"COLLATERAL",
"COLLATERAL_MIN",
"META"
],
*stream
))
if type == "fcs":
self.event_emitter.emit("funding_credit_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
def __fos_event_handler(self, *stream):
self.event_emitter.emit("funding_offer_snapshot", [
_label_stream_data(
[
"ID",
"SYMBOL",
"MTS_CREATED",
"MTS_UPDATED",
"AMOUNT",
"AMOUNT_ORIG",
"OFFER_TYPE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"_PLACEHOLDER",
],
*substream
)
for substream in stream
])
if type == "fcn" or type == "fcu" or type == "fcc":
self.event_emitter.emit({
"fcn": "funding_credit_new",
"fcu": "funding_credit_update",
"fcc": "funding_credit_close"
}[type], _label_stream_data(_labels, *stream))
def __fon_event_handler(self, *stream):
self.event_emitter.emit("funding_offer_new", _label_stream_data(
[
"ID",
"SYMBOL",
"MTS_CREATED",
"MTS_UPDATED",
"AMOUNT",
"AMOUNT_ORIG",
"TYPE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"RATE_REAL"
],
*stream
))
def __funding_loans_channel_handler(self, type, stream):
_labels = [
"ID",
"SYMBOL",
"SIDE",
"MTS_CREATE",
"MTS_UPDATE",
"AMOUNT",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"MTS_OPENING",
"MTS_LAST_PAYOUT",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"RATE_REAL",
"NO_CLOSE"
]
def __fou_event_handler(self, *stream):
self.event_emitter.emit("funding_offer_update", _label_stream_data(
[
"ID",
"SYMBOL",
"MTS_CREATED",
"MTS_UPDATED",
"AMOUNT",
"AMOUNT_ORIG",
"TYPE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"RATE_REAL"
],
*stream
))
if type == "fls":
self.event_emitter.emit("funding_loan_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
def __foc_event_handler(self, *stream):
self.event_emitter.emit("funding_offer_cancel", _label_stream_data(
[
"ID",
"SYMBOL",
"MTS_CREATED",
"MTS_UPDATED",
"AMOUNT",
"AMOUNT_ORIG",
"TYPE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"FLAGS",
"STATUS",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"RATE",
"PERIOD",
"NOTIFY",
"HIDDEN",
"_PLACEHOLDER",
"RENEW",
"RATE_REAL"
],
*stream
))
if type == "fln" or type == "flu" or type == "flc":
self.event_emitter.emit({
"fln": "funding_loan_new",
"flu": "funding_loan_update",
"flc": "funding_loan_close"
}[type], _label_stream_data(_labels, *stream))
def __wallets_channel_handler(self, type, stream):
_labels = [
"WALLET_TYPE",
"CURRENCY",
"BALANCE",
"UNSETTLED_INTEREST",
"BALANCE_AVAILABLE",
"DESCRIPTION",
"META"
]
if type == "ws":
self.event_emitter.emit("wallet_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
if type == "wu":
self.event_emitter.emit("wallet_update", _label_stream_data(_labels, *stream))
def __balance_info_channel_handler(self, type, stream):
if type == "bu":
self.event_emitter.emit("balance_update", _label_stream_data([
"AUM",
"AUM_NET"
], *stream))
def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
if len(labels) != len(args):