aljaz/bitfinex-api-py
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Add support for SimpleNamespace (instead of TypedDict) in bfxapi/labeler.py and bfxapi/notifications.py. Add generics Notification type in notifications.py. Add support for new changes in bfxapi/rest/BfxRestInterface.py.

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This commit is contained in:
Davide Casale
2023-01-13 18:15:29 +01:00
parent b5b3e7718a
commit 903f68c6e3
4 changed files with 59 additions and 51 deletions
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4
bfxapi/labeler.py
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@@ -2,6 +2,8 @@ from .exceptions import LabelerSerializerException
from typing import Generic, TypeVar, Iterable, Optional, List, Tuple, Any, cast
from types import SimpleNamespace
T = TypeVar("T")
class _Serializer(Generic[T]):
@@ -19,4 +21,4 @@ class _Serializer(Generic[T]):
yield label, args[index]
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
return cast(T, dict(self._serialize(*values, skip=skip)))
return cast(T, SimpleNamespace(**dict(self._serialize(*values, skip=skip))))

26
bfxapi/notification.py
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@@ -1,17 +1,21 @@
from typing import List, Dict, Union, Optional, Any, TypedDict, cast
from typing import List, Dict, Union, Optional, Any, TypedDict, Generic, TypeVar, cast
from types import SimpleNamespace
from .labeler import _Serializer
class Notification(TypedDict):
T = TypeVar("T")
class Notification(SimpleNamespace, Generic[T]):
MTS: int
TYPE: str
MESSAGE_ID: Optional[int]
NOTIFY_INFO: Union[Dict[str, Any], List[Dict[str, Any]]]
NOTIFY_INFO: T
CODE: Optional[int]
STATUS: str
TEXT: str
class _Notification(_Serializer):
class _Notification(_Serializer, Generic[T]):
__LABELS = [ "MTS", "TYPE", "MESSAGE_ID", "_PLACEHOLDER", "NOTIFY_INFO", "CODE", "STATUS", "TEXT" ]
def __init__(self, serializer: Optional[_Serializer] = None, iterate: bool = False):
@@ -19,17 +23,17 @@ class _Notification(_Serializer):
self.serializer, self.iterate = serializer, iterate
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> Notification:
notification = dict(self._serialize(*values))
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> Notification[T]:
notification = cast(Notification[T], SimpleNamespace(**dict(self._serialize(*values))))
if isinstance(self.serializer, _Serializer):
if self.iterate == False:
NOTIFY_INFO = notification["NOTIFY_INFO"]
NOTIFY_INFO = cast(List[Any], notification.NOTIFY_INFO)
if self.iterate == False:
if len(NOTIFY_INFO) == 1 and isinstance(NOTIFY_INFO[0], list):
NOTIFY_INFO = NOTIFY_INFO[0]
notification["NOTIFY_INFO"] = dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip))
else: notification["NOTIFY_INFO"] = [ dict(self.serializer._serialize(*data, skip=skip)) for data in notification["NOTIFY_INFO"] ]
notification.NOTIFY_INFO = cast(T, SimpleNamespace(**dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip))))
else: notification.NOTIFY_INFO = cast(T, [ SimpleNamespace(**dict(self.serializer._serialize(*data, skip=skip))) for data in NOTIFY_INFO ])
return cast(Notification, notification)
return notification

30
bfxapi/rest/BfxRestInterface.py
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@@ -97,11 +97,11 @@ class _RestPublicEndpoints(_Requests):
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
return [ parsers[subdata[0][0]](*subdata) for subdata in data ]
return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[subdata[0][0]](*subdata)) for subdata in data ]
def get_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.get_tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("t") ]
return [ cast(TradingPairTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata.SYMBOL).startswith("t") ]
data = self.get_tickers([ "t" + pair for pair in pairs ])
@@ -109,7 +109,7 @@ class _RestPublicEndpoints(_Requests):
def get_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.get_tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("f") ]
return [ cast(FundingCurrencyTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata.SYMBOL).startswith("f") ]
data = self.get_tickers([ "f" + currency for currency in currencies ])
@@ -262,7 +262,7 @@ class _RestAuthenticatedEndpoints(_Requests):
price: Optional[Union[Decimal, str]] = None, lev: Optional[int] = None,
price_trailing: Optional[Union[Decimal, str]] = None, price_aux_limit: Optional[Union[Decimal, str]] = None, price_oco_stop: Optional[Union[Decimal, str]] = None,
gid: Optional[int] = None, cid: Optional[int] = None,
flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification:
flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification[Order]:
data = {
"type": type, "symbol": symbol, "amount": amount,
"price": price, "lev": lev,
@@ -271,12 +271,12 @@ class _RestAuthenticatedEndpoints(_Requests):
"flags": flags, "tif": tif, "meta": meta
}
return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
def update_order(self, id: int, amount: Optional[Union[Decimal, str]] = None, price: Optional[Union[Decimal, str]] = None,
cid: Optional[int] = None, cid_date: Optional[str] = None, gid: Optional[int] = None,
flags: Optional[int] = 0, lev: Optional[int] = None, delta: Optional[Union[Decimal, str]] = None,
price_aux_limit: Optional[Union[Decimal, str]] = None, price_trailing: Optional[Union[Decimal, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification:
price_aux_limit: Optional[Union[Decimal, str]] = None, price_trailing: Optional[Union[Decimal, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification[Order]:
data = {
"id": id, "amount": amount, "price": price,
"cid": cid, "cid_date": cid_date, "gid": gid,
@@ -284,18 +284,18 @@ class _RestAuthenticatedEndpoints(_Requests):
"price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
}
return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data))
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data))
def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification:
def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification[Order]:
data = {
"id": id,
"cid": cid,
"cid_date": cid_date
}
return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification:
def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification[List[Order]]:
data = {
"ids": ids,
"cids": cids,
@@ -304,7 +304,7 @@ class _RestAuthenticatedEndpoints(_Requests):
"all": int(all)
}
return serializers._Notification(serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data))
return serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data))
def get_orders_history(self, symbol: Optional[str] = None, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Order]:
if symbol == None:
@@ -354,17 +354,17 @@ class _RestAuthenticatedEndpoints(_Requests):
def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, str],
rate: Union[Decimal, str], period: int,
flags: Optional[int] = 0) -> Notification:
flags: Optional[int] = 0) -> Notification[FundingOffer]:
data = {
"type": type, "symbol": symbol, "amount": amount,
"rate": rate, "period": period,
"flags": flags
}
return serializers._Notification(serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data))
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data))
def cancel_funding_offer(self, id: int) -> Notification:
return serializers._Notification(serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]:
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
def get_funding_offers_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingOffer]:
if symbol == None:

50
bfxapi/rest/typings.py
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@@ -1,15 +1,17 @@
from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
from types import SimpleNamespace
from .. notification import Notification
JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
#region Type hinting for Rest Public Endpoints
class PlatformStatus(TypedDict):
class PlatformStatus(SimpleNamespace):
OPERATIVE: int
class TradingPairTicker(TypedDict):
class TradingPairTicker(SimpleNamespace):
SYMBOL: Optional[str]
BID: float
BID_SIZE: float
@@ -22,7 +24,7 @@ class TradingPairTicker(TypedDict):
HIGH: float
LOW: float
class FundingCurrencyTicker(TypedDict):
class FundingCurrencyTicker(SimpleNamespace):
SYMBOL: Optional[str]
FRR: float
BID: float
@@ -39,52 +41,52 @@ class FundingCurrencyTicker(TypedDict):
LOW: float
FRR_AMOUNT_AVAILABLE: float
class TickersHistory(TypedDict):
class TickersHistory(SimpleNamespace):
SYMBOL: str
BID: float
ASK: float
MTS: int
class TradingPairTrade(TypedDict):
class TradingPairTrade(SimpleNamespace):
ID: int
MTS: int
AMOUNT: float
PRICE: float
class FundingCurrencyTrade(TypedDict):
class FundingCurrencyTrade(SimpleNamespace):
ID: int
MTS: int
AMOUNT: float
RATE: float
PERIOD: int
class TradingPairBook(TypedDict):
class TradingPairBook(SimpleNamespace):
PRICE: float
COUNT: int
AMOUNT: float
class FundingCurrencyBook(TypedDict):
class FundingCurrencyBook(SimpleNamespace):
RATE: float
PERIOD: int
COUNT: int
AMOUNT: float
class TradingPairRawBook(TypedDict):
class TradingPairRawBook(SimpleNamespace):
ORDER_ID: int
PRICE: float
AMOUNT: float
class FundingCurrencyRawBook(TypedDict):
class FundingCurrencyRawBook(SimpleNamespace):
OFFER_ID: int
PERIOD: int
RATE: float
AMOUNT: float
class Statistic(TypedDict):
class Statistic(SimpleNamespace):
MTS: int
VALUE: float
class Candle(TypedDict):
class Candle(SimpleNamespace):
MTS: int
OPEN: float
CLOSE: float
@@ -92,7 +94,7 @@ class Candle(TypedDict):
LOW: float
VOLUME: float
class DerivativesStatus(TypedDict):
class DerivativesStatus(SimpleNamespace):
KEY: Optional[str]
MTS: int
DERIV_PRICE: float
@@ -107,7 +109,7 @@ class DerivativesStatus(TypedDict):
CLAMP_MIN: float
CLAMP_MAX: float
class Liquidation(TypedDict):
class Liquidation(SimpleNamespace):
POS_ID: int
MTS: int
SYMBOL: str
@@ -117,14 +119,14 @@ class Liquidation(TypedDict):
IS_MARKET_SOLD: int
PRICE_ACQUIRED: float
class Leaderboard(TypedDict):
class Leaderboard(SimpleNamespace):
MTS: int
USERNAME: str
RANKING: int
VALUE: float
TWITTER_HANDLE: Optional[str]
class FundingStatistic(TypedDict):
class FundingStatistic(SimpleNamespace):
TIMESTAMP: int
FRR: float
AVG_PERIOD: float
@@ -136,7 +138,7 @@ class FundingStatistic(TypedDict):
#region Type hinting for Rest Authenticated Endpoints
class Wallet(TypedDict):
class Wallet(SimpleNamespace):
WALLET_TYPE: str
CURRENCY: str
BALANCE: float
@@ -145,7 +147,7 @@ class Wallet(TypedDict):
LAST_CHANGE: str
TRADE_DETAILS: JSON
class Order(TypedDict):
class Order(SimpleNamespace):
ID: int
GID: int
CID: int
@@ -169,7 +171,7 @@ class Order(TypedDict):
ROUTING: str
META: JSON
class Position(TypedDict):
class Position(SimpleNamespace):
SYMBOL: str
STATUS: str
AMOUNT: float
@@ -188,7 +190,7 @@ class Position(TypedDict):
COLLATERAL_MIN: float
META: JSON
class FundingOffer(TypedDict):
class FundingOffer(SimpleNamespace):
ID: int
SYMBOL: str
MTS_CREATE: int
@@ -204,7 +206,7 @@ class FundingOffer(TypedDict):
HIDDEN: int
RENEW: bool
class Trade(TypedDict):
class Trade(SimpleNamespace):
ID: int
SYMBOL: str
MTS_CREATE: int
@@ -218,7 +220,7 @@ class Trade(TypedDict):
FEE_CURRENCY: str
CID: int
class OrderTrade(TypedDict):
class OrderTrade(SimpleNamespace):
ID: int
SYMBOL: str
MTS_CREATE: int
@@ -230,7 +232,7 @@ class OrderTrade(TypedDict):
FEE_CURRENCY: str
CID: int
class Ledger(TypedDict):
class Ledger(SimpleNamespace):
ID: int
CURRENCY: str
MTS: int
@@ -238,7 +240,7 @@ class Ledger(TypedDict):
BALANCE: float
description: str
class FundingCredit(TypedDict):
class FundingCredit(SimpleNamespace):
ID: int
SYMBOL: str
SIDE: int