Merge branch 'master' of https://github.com/bitfinexcom/bitfinex-api-py

bfxapi/models/__init__.py

@@ -19,5 +19,9 @@ from .withdraw import Withdraw
 from .ticker import Ticker
 from .funding_ticker import FundingTicker
 from .ledger import Ledger
+from .funding_trade import FundingTrade
+from .margin_info import MarginInfo
+from .margin_info_base import MarginInfoBase
+from .movement import Movement
 
-NAME = 'models'
+NAME = "models"

bfxapi/models/funding_trade.py

@@ -0,0 +1,55 @@
+"""
+Module used to describe all of the different data types
+"""
+
+class FundingTradeModel:
+    """
+    Enum used to index the different values in a raw funding trade array
+    """
+    ID = 0
+    SYMBOL = 1
+    MTS_CREATE = 2
+    OFFER_ID = 3
+    AMOUNT = 4
+    RATE = 5
+    PERIOD = 6
+
+class FundingTrade:
+    """
+    ID	integer	Offer ID
+    SYMBOL	string	The currency of the offer (fUSD, etc)
+    MTS_CREATE	int	Millisecond Time Stamp when the offer was created
+    OFFER_ID	int	The ID of the offer
+    AMOUNT	float	Amount the offer is for
+    RATE	float	Rate of the offer
+    PERIOD	int	Period of the offer
+    """
+
+    def __init__(self, tid, symbol, mts_create, offer_id, amount, rate, period):
+        self.tid = tid
+        self.symbol = symbol
+        self.mts_create = mts_create
+        self.offer_id = offer_id
+        self.amount = amount
+        self.rate = rate
+        self.period = period
+
+    @staticmethod
+    def from_raw_rest_trade(raw_trade):
+        """
+        Generate a Ticker object from a raw ticker array
+        """
+        # [[636040,"fUST",1574077528000,41237922,-100,0.0024,2,null]]
+        return FundingTrade(
+            raw_trade[FundingTradeModel.ID],
+            raw_trade[FundingTradeModel.SYMBOL],
+            raw_trade[FundingTradeModel.MTS_CREATE],
+            raw_trade[FundingTradeModel.OFFER_ID],
+            raw_trade[FundingTradeModel.AMOUNT],
+            raw_trade[FundingTradeModel.RATE],
+            raw_trade[FundingTradeModel.PERIOD]
+        )
+
+    def __str__(self):
+        return "FundingTrade '{}' x {} @ {} for {} days".format(
+            self.symbol, self.amount, self.rate, self.period)

bfxapi/models/margin_info.py

@@ -0,0 +1,47 @@
+"""
+Module used to describe all of the different data types
+"""
+
+import datetime
+
+class MarginInfoModel:
+    """
+    Enum used to index the different values in a raw margin info array
+    """
+    TRADABLE_BALANCE = 0
+    GROSS_BALANCE = 1
+    BUY = 2
+    SELL = 3
+
+class MarginInfo:
+    """
+    SYMBOL  string
+    TRADABLE BALANCE    float
+    GROSS_BALANCE	float
+    BUY
+    SELL
+    """
+
+    def __init__(self, symbol, tradable_balance, gross_balance, buy, sell):
+        # pylint: disable=invalid-name
+        self.symbol = symbol
+        self.tradable_balance = tradable_balance
+        self.gross_balance = gross_balance
+        self.buy = buy
+        self.sell = sell
+
+    @staticmethod
+    def from_raw_margin_info(raw_margin_info):
+        """
+        Generate a MarginInfo object from a raw margin info array
+        """
+        symbol = raw_margin_info[1]
+        tradable_balance = raw_margin_info[2][MarginInfoModel.TRADABLE_BALANCE]
+        gross_balance = raw_margin_info[2][MarginInfoModel.GROSS_BALANCE]
+        buy = raw_margin_info[2][MarginInfoModel.BUY]
+        sell = raw_margin_info[2][MarginInfoModel.SELL]
+        return MarginInfo(symbol, tradable_balance, gross_balance, buy, sell)
+
+    def __str__(self):
+        return "Margin Info {} buy={} sell={} tradable_balance={} gross_balance={}" \
+               "".format(self.symbol, self.buy, self.sell, self. tradable_balance, self. gross_balance)

bfxapi/models/margin_info_base.py

@@ -0,0 +1,48 @@
+"""
+Module used to describe all of the different data types
+"""
+
+import datetime
+
+class MarginInfoBaseModel:
+    """
+    Enum used to index the different values in a raw margin info array
+    """
+    USER_PL = 0
+    USER_SWAPS = 1
+    MARGIN_BALANCE = 2
+    MARGIN_NET = 3
+    MARGIN_MIN = 4
+
+class MarginInfoBase:
+    """
+    USER_PL   float
+    USER_SWAPS  float
+    MARGIN_BALANCE	 float
+    MARGIN_NET   float
+    MARGIN_MIN   float
+    """
+
+    def __init__(self, user_pl, user_swaps, margin_balance, margin_net, margin_min):
+        # pylint: disable=invalid-name
+        self.user_pl = user_pl
+        self.user_swaps = user_swaps
+        self.margin_balance = margin_balance
+        self.margin_net = margin_net
+        self.margin_min = margin_min
+
+    @staticmethod
+    def from_raw_margin_info(raw_margin_info):
+        """
+        Generate a MarginInfoBase object from a raw margin info array
+        """
+        user_pl = raw_margin_info[1][MarginInfoBaseModel.USER_PL]
+        user_swaps = raw_margin_info[1][MarginInfoBaseModel.USER_SWAPS]
+        margin_balance = raw_margin_info[1][MarginInfoBaseModel.MARGIN_BALANCE]
+        margin_net = raw_margin_info[1][MarginInfoBaseModel.MARGIN_NET]
+        margin_min = raw_margin_info[1][MarginInfoBaseModel.MARGIN_MIN]
+        return MarginInfoBase(user_pl, user_swaps, margin_balance, margin_net, margin_min)
+
+    def __str__(self):
+        return "Margin Info Base user_pl={} user_swaps={} margin_balance={} margin_net={} margin_min={}" \
+               "".format(self.user_pl, self.user_swaps, self.margin_balance, self.margin_net, self.margin_min)

bfxapi/models/movement.py

@@ -0,0 +1,76 @@
+"""
+Module used to describe movement data types
+"""
+
+import time
+import datetime
+
+class MovementModel:
+    """
+    Enum used index the different values in a raw movement array
+    """
+
+    ID = 0
+    CURRENCY = 1
+    CURRENCY_NAME	= 2
+    MTS_STARTED	= 5
+    MTS_UPDATED = 6
+    STATUS = 9
+    AMOUNT = 12
+    FEES = 13
+    DESTINATION_ADDRESS	= 16
+    TRANSACTION_ID = 20
+
+class Movement:
+
+    """
+    ID	String	Movement identifier
+    CURRENCY	String	The symbol of the currency (ex. "BTC")
+    CURRENCY_NAME	String	The extended name of the currency (ex. "BITCOIN")
+    MTS_STARTED	Date	Movement started at
+    MTS_UPDATED	Date	Movement last updated at
+    STATUS	String	Current status
+    AMOUNT	String	Amount of funds moved
+    FEES	String	Tx Fees applied
+    DESTINATION_ADDRESS	String	Destination address
+    TRANSACTION_ID	String	Transaction identifier
+    """
+
+    def __init__(self, mid, currency, mts_started, mts_updated, status, amount, fees, dst_address, tx_id):
+        self.id = mid
+        self.currency = currency
+        self.mts_started = mts_started
+        self.mts_updated = mts_updated
+        self.status = status
+        self.amount = amount
+        self.fees = fees
+        self.dst_address = dst_address
+        self.tx_id = tx_id
+
+        self.date = datetime.datetime.fromtimestamp(mts_started/1000.0)
+
+
+    @staticmethod
+    def from_raw_movement(raw_movement):
+        """
+        Parse a raw movement object into a Movement object
+        @return Movement
+        """
+
+        mid = raw_movement[MovementModel.ID]
+        currency = raw_movement[MovementModel.CURRENCY]
+        mts_started = raw_movement[MovementModel.MTS_STARTED]
+        mts_updated = raw_movement[MovementModel.MTS_UPDATED]
+        status = raw_movement[MovementModel.STATUS]
+        amount = raw_movement[MovementModel.AMOUNT]
+        fees = raw_movement[MovementModel.FEES]
+        dst_address = raw_movement[MovementModel.DESTINATION_ADDRESS]
+        tx_id = raw_movement[MovementModel.TRANSACTION_ID]
+
+        return Movement(mid, currency, mts_started, mts_updated, status, amount, fees, dst_address, tx_id)
+
+    def __str__(self):
+        ''' Allow us to print the Movement object in a pretty format '''
+        text = "Movement <'{}' amount={} fees={} mts_created={} mts_updated={} status='{}' destination_address={} transaction_id={}>"
+        return text.format(self.currency, self.amount, self.fees,
+                           self.mts_started, self.mts_updated, self.status, self.dst_address, self.tx_id)

bfxapi/models/order.py

@@ -67,7 +67,7 @@ class OrderFlags:
     as flags
     """
     HIDDEN = 64
-    CLOSE = 12
+    CLOSE = 512
     REDUCE_ONLY = 1024
     POST_ONLY = 4096
     OCO = 16384