Add support for various new authenticated channels. Add new typings in bfxapi/websocket/typings.py. Add BfxWebsocketException in bfxapi/websocket/errors.py.

bfxapi/websocket/BfxWebsocketClient.py

@@ -4,7 +4,7 @@ from pyee.asyncio import AsyncIOEventEmitter
 
 from .handlers import Channels, PublicChannelsHandler, AuthenticatedEventsHandler
 
-from .errors import ConnectionNotOpen, AuthenticationCredentialsError
+from .errors import BfxWebsocketException, ConnectionNotOpen, InvalidAuthenticationCredentials
 
 HEARTBEAT = "hb"
 
@@ -42,7 +42,7 @@ class BfxWebsocketClient(object):
                     elif isinstance(message, dict) and message["event"] == "auth":
                         if message["status"] == "OK":
                             self.event_emitter.emit("authenticated", message)
-                        else: raise AuthenticationCredentialsError("Cannot authenticate with given API-KEY and API-SECRET.")
+                        else: raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
                     elif isinstance(message, list) and ((chanId := message[0]) or True) and message[1] != HEARTBEAT:
                         if chanId == 0:
                             self.handlers["authenticated"].handle(message[1], message[2])

bfxapi/websocket/__init__.py

@@ -1,3 +1,3 @@
 from .BfxWebsocketClient import BfxWebsocketClient
 from .handlers import Channels
-from .errors import ConnectionNotOpen, AuthenticationCredentialsError
+from .errors import BfxWebsocketException, ConnectionNotOpen, InvalidAuthenticationCredentials

bfxapi/websocket/errors.py

@@ -1,11 +1,24 @@
-class ConnectionNotOpen(Exception):
+__all__ = [
+    "BfxWebsocketException",
+    "ConnectionNotOpen",
+    "InvalidAuthenticationCredentials"
+]
+
+class BfxWebsocketException(Exception):
+    """
+    Base class for all exceptions defined in bfx/websocket/errors.py.
+    """
+
+    pass
+
+class ConnectionNotOpen(BfxWebsocketException):
     """
     This error indicates an attempt to communicate via websocket before starting the connection with the servers.
     """
 
     pass
 
-class AuthenticationCredentialsError(Exception):
+class InvalidAuthenticationCredentials(BfxWebsocketException):
     """
     This error indicates that the user has provided incorrect credentials (API-KEY and API-SECRET) for authentication.
     """

bfxapi/websocket/handlers.py

@@ -1,5 +1,7 @@
 from enum import Enum
 
+from .errors import BfxWebsocketException
+
 class Channels(str, Enum):
     TICKER = "ticker"
     TRADES = "trades"
@@ -46,33 +48,45 @@ class PublicChannelsHandler(object):
         self.event_emitter.emit("status", subscription, parameters[0])
 
 class AuthenticatedEventsHandler(object):
-    def __init__(self, event_emitter):
+    def __init__(self, event_emitter, strict = False):
-        self.event_emitter = event_emitter
+        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
+            "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,
         }
 
-    def handle(self, type, parameters):
+    def handle(self, type, stream):
         if type in self.__handlers:
-            self.__handlers[type](*parameters)
+            self.__handlers[type](*stream)
+        elif self.strict == True:
+            raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.")
 
-    def __bu_event_handler(self, *parameters):
+    def __bu_event_handler(self, *stream):
-        self.event_emitter.emit("balance_update", _label_array_elements(
+        self.event_emitter.emit("balance_update", _label_stream_data(
             [ 
                 "AUM", 
                 "AUM_NET" 
             ],
-            *parameters
+            *stream
         ))
 
-    def __ws_event_handler(self, *parameters):
+    def __ws_event_handler(self, *stream):
         self.event_emitter.emit("wallet_snapshot", [
-            _label_array_elements(
+            _label_stream_data(
                 [
                     "WALLET_TYPE", 
                     "CURRENCY", 
@@ -82,12 +96,12 @@ class AuthenticatedEventsHandler(object):
                     "DESCRIPTION", 
                     "META"
                 ],
-                *parameter
+                *substream
-            ) for parameter in parameters
+            ) for substream in stream
         ])
     
-    def __wu_event_handler(self, *parameters):
+    def __wu_event_handler(self, *stream):
-        self.event_emitter.emit("wallet_update", _label_array_elements(
+        self.event_emitter.emit("wallet_update", _label_stream_data(
             [
                 "WALLET_TYPE", 
                 "CURRENCY", 
@@ -97,12 +111,12 @@ class AuthenticatedEventsHandler(object):
                 "DESCRIPTION", 
                 "META"
             ],
-            *parameters
+            *stream
         ))
 
-    def __os_event_handler(self, *parameters):
+    def __os_event_handler(self, *stream):
         self.event_emitter.emit("order_snapshot", [
-            _label_array_elements(
+            _label_stream_data(
                 [
                     "ID", 
                     "GID", 
@@ -137,12 +151,12 @@ class AuthenticatedEventsHandler(object):
                     "_PLACEHOLDER", 
                     "META"
                 ],
-                *parameter
+                *substream
-             ) for parameter in parameters
+             ) for substream in stream
         ])
 
-    def __on_event_handler(self, *parameters):
+    def __on_event_handler(self, *stream):
-        self.event_emitter.emit("new_order", _label_array_elements(
+        self.event_emitter.emit("new_order", _label_stream_data(
             [
                 "ID", 
                 "GID", 
@@ -177,13 +191,315 @@ class AuthenticatedEventsHandler(object):
                 "_PLACEHOLDER", 
                 "_PLACEHOLDER"
             ],
-            *parameters
+            *stream
         ))
 
-def _label_array_elements(labels, *args):
+    def __ou_event_handler(self, *stream):
+        self.event_emitter.emit("order_update", _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 __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 __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
+        ])
+
+    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
+        ))
+
+    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 __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
+        ))
+
+    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
+        ])
+
+    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 __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
+        ))
+
+    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
+        ))
+
+def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
     if len(labels) != len(args):
-        raise Exception("<labels> and <*args> arguments should contain the same amount of elements.")
+        raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.")
 
-    _PLACEHOLDER = "_PLACEHOLDER"
+    return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE }
-
-    return { label: args[index] for index, label in enumerate(labels) if label != _PLACEHOLDER }

bfxapi/websocket/typings.py

@@ -1,16 +1,125 @@
-from typing import TypedDict, List, Optional
+from typing import Type, List, Dict, TypedDict, Union, Optional, Any
 
-class BalanceUpdateStream(TypedDict):
+JSON = Union[Dict[str, Any], List[Any], int, str, float, bool, Type[None]]
-    AUM: float
-    AUM_NET: float
 
-class WalletUpdateStream(TypedDict):
+BalanceUpdateStream = TypedDict("BalanceUpdateStream", {
-    WALLET_TYPE: str
+    "AUM": float,
-    CURRENCY: str
+    "AUM_NET": float
-    BALANCE: float
+})
-    UNSETTLED_INTEREST: float
-    BALANCE_AVAILABLE: Optional[float]
-    DESCRIPTION: str
-    META: dict
 
-WalletSnapshotStream = List[WalletUpdateStream]
+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", {
+    "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, 
+    "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
+})]
+
+NewOrderStream = TypedDict("NewOrderStream", {
+    "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
+})
+
+OrderUpdateStream = TypedDict("OrderUpdateStream", {
+    "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
+})
+
+OrderCancelStream = TypedDict("OrderCancelStream", {
+    "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
+})