mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-20 07:14:20 +01:00
Merge pull request #24 from Davi0kProgramsThings/fix/refactoring
Merge branch `fix/refactoring` into branch `feature/rest`.
This commit is contained in:
Davide Casale
@@ -8,16 +8,16 @@ T = TypeVar("T")
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@dataclass
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class Notification(_Type, Generic[T]):
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MTS: int
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TYPE: str
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MESSAGE_ID: Optional[int]
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NOTIFY_INFO: T
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CODE: Optional[int]
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STATUS: str
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TEXT: str
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mts: int
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type: str
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message_id: Optional[int]
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notify_info: T
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code: Optional[int]
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status: str
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text: str
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class _Notification(_Serializer, Generic[T]):
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__LABELS = [ "MTS", "TYPE", "MESSAGE_ID", "_PLACEHOLDER", "NOTIFY_INFO", "CODE", "STATUS", "TEXT" ]
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__LABELS = [ "mts", "type", "message_id", "_PLACEHOLDER", "notify_info", "code", "status", "text" ]
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def __init__(self, serializer: Optional[_Serializer] = None, iterate: bool = False):
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super().__init__("Notification", Notification, _Notification.__LABELS, IGNORE = [ "_PLACEHOLDER" ])
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@@ -28,13 +28,13 @@ class _Notification(_Serializer, Generic[T]):
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notification = cast(Notification[T], Notification(**dict(self._serialize(*values))))
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if isinstance(self.serializer, _Serializer):
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NOTIFY_INFO = cast(List[Any], notification.NOTIFY_INFO)
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NOTIFY_INFO = cast(List[Any], notification.notify_info)
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if self.iterate == False:
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if len(NOTIFY_INFO) == 1 and isinstance(NOTIFY_INFO[0], list):
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NOTIFY_INFO = NOTIFY_INFO[0]
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notification.NOTIFY_INFO = cast(T, self.serializer.klass(**dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip))))
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else: notification.NOTIFY_INFO = cast(T, [ self.serializer.klass(**dict(self.serializer._serialize(*data, skip=skip))) for data in NOTIFY_INFO ])
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notification.notify_info = cast(T, self.serializer.klass(**dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip))))
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else: notification.notify_info = cast(T, [ self.serializer.klass(**dict(self.serializer._serialize(*data, skip=skip))) for data in NOTIFY_INFO ])
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return notification
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@@ -1,527 +1,13 @@
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import time, hmac, hashlib, json, requests
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from typing import Optional
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from decimal import Decimal
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from datetime import datetime
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from http import HTTPStatus
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from ._RestPublicEndpoints import _RestPublicEndpoints
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from typing import List, Union, Literal, Optional, Any, cast
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from . import serializers
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from .types import *
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from .enums import Config, Sort, OrderType, FundingOfferType, Error
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from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
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from .. utils.encoder import JSONEncoder
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from ._RestAuthenticatedEndpoints import _RestAuthenticatedEndpoints
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class BfxRestInterface(object):
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def __init__(self, host, API_KEY = None, API_SECRET = None):
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VERSION = 2
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def __init__(self, host: str, API_KEY: Optional[str] = None, API_SECRET: Optional[str] = None):
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self.public = _RestPublicEndpoints(host=host)
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self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
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class _Requests(object):
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def __init__(self, host, API_KEY = None, API_SECRET = None):
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self.host, self.API_KEY, self.API_SECRET = host, API_KEY, API_SECRET
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def __build_authentication_headers(self, endpoint, data):
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nonce = str(int(time.time()) * 1000)
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path = f"/api/v2/{endpoint}{nonce}"
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if data != None: path += data
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signature = hmac.new(
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self.API_SECRET.encode("utf8"),
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path.encode("utf8"),
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hashlib.sha384
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).hexdigest()
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return {
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"bfx-nonce": nonce,
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"bfx-signature": signature,
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"bfx-apikey": self.API_KEY
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}
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def _GET(self, endpoint, params = None):
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response = requests.get(f"{self.host}/{endpoint}", params=params)
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if response.status_code == HTTPStatus.NOT_FOUND:
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raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
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data = response.json()
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if len(data) and data[0] == "error":
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if data[1] == Error.ERR_PARAMS:
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raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
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if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
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raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
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return data
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def _POST(self, endpoint, params = None, data = None):
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headers = { "Content-Type": "application/json" }
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if isinstance(data, dict):
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data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
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if self.API_KEY and self.API_SECRET:
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headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
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response = requests.post(f"{self.host}/{endpoint}", params=params, data=data, headers=headers)
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if response.status_code == HTTPStatus.NOT_FOUND:
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raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
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data = response.json()
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if len(data) and data[0] == "error":
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if data[1] == Error.ERR_PARAMS:
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raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
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if data[1] == Error.ERR_AUTH_FAIL:
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raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
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if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
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raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
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return data
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class _RestPublicEndpoints(_Requests):
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def get_platform_status(self) -> PlatformStatus:
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return serializers.PlatformStatus.parse(*self._GET("platform/status"))
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def get_tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
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data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
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parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
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return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[sub_data[0][0]](*sub_data)) for sub_data in data ]
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def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
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if isinstance(pairs, str) and pairs == "ALL":
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return [ cast(TradingPairTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.SYMBOL).startswith("t") ]
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data = self.get_tickers([ "t" + pair for pair in pairs ])
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return cast(List[TradingPairTicker], data)
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def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
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if isinstance(currencies, str) and currencies == "ALL":
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return [ cast(FundingCurrencyTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.SYMBOL).startswith("f") ]
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data = self.get_tickers([ "f" + currency for currency in currencies ])
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return cast(List[FundingCurrencyTicker], data)
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def get_t_ticker(self, pair: str) -> TradingPairTicker:
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return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
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def get_f_ticker(self, currency: str) -> FundingCurrencyTicker:
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return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
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def get_tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
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params = {
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"symbols": ",".join(symbols),
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"start": start, "end": end,
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"limit": limit
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}
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data = self._GET("tickers/hist", params=params)
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return [ serializers.TickersHistory.parse(*sub_data) for sub_data in data ]
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def get_t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'t' + pair}/hist", params=params)
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return [ serializers.TradingPairTrade.parse(*sub_data) for sub_data in data ]
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def get_f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'f' + currency}/hist", params=params)
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return [ serializers.FundingCurrencyTrade.parse(*sub_data) for sub_data in data ]
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def get_t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
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return [ serializers.TradingPairBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
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def get_f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
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return [ serializers.FundingCurrencyBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
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def get_t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
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return [ serializers.TradingPairRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
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def get_f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
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return [ serializers.FundingCurrencyRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
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def get_stats_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Statistic]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/hist", params=params)
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return [ serializers.Statistic.parse(*sub_data) for sub_data in data ]
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def get_stats_last(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Statistic:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/last", params=params)
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return serializers.Statistic.parse(*data)
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def get_candles_hist(
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self,
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symbol: str, tf: str = "1m",
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Candle]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"candles/trade:{tf}:{symbol}/hist", params=params)
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return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
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def get_candles_last(
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self,
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symbol: str, tf: str = "1m",
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Candle:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"candles/trade:{tf}:{symbol}/last", params=params)
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return serializers.Candle.parse(*data)
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def get_derivatives_status(self, keys: Union[List[str], Literal["ALL"]]) -> List[DerivativesStatus]:
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if keys == "ALL":
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params = { "keys": "ALL" }
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else: params = { "keys": ",".join(keys) }
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data = self._GET(f"status/deriv", params=params)
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return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
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def get_derivatives_status_history(
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self,
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type: str, symbol: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[DerivativesStatus]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"status/{type}/{symbol}/hist", params=params)
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return [ serializers.DerivativesStatus.parse(*sub_data, skip=[ "KEY" ]) for sub_data in data ]
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def get_liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET("liquidations/hist", params=params)
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return [ serializers.Liquidation.parse(*sub_data[0]) for sub_data in data ]
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def get_seed_candles(self, symbol: str, tf: str = '1m', sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Candle]:
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params = {"sort": sort, "start": start, "end": end, "limit": limit}
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data = self._GET(f"candles/trade:{tf}:{symbol}/hist?limit={limit}&start={start}&end={end}&sort={sort}", params=params)
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return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
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def get_leaderboards_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> List[Leaderboard]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"rankings/{resource}/hist", params=params)
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return [ serializers.Leaderboard.parse(*sub_data) for sub_data in data ]
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def get_leaderboards_last(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Leaderboard:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"rankings/{resource}/last", params=params)
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return serializers.Leaderboard.parse(*data)
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def get_funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
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params = { "start": start, "end": end, "limit": limit }
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data = self._GET(f"funding/stats/{symbol}/hist", params=params)
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return [ serializers.FundingStatistic.parse(*sub_data) for sub_data in data ]
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def conf(self, config: Config) -> Any:
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return self._GET(f"conf/{config}")[0]
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def get_pulse_profile(self, nickname: str) -> PulseProfile:
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return serializers.PulseProfile.parse(*self._GET(f"pulse/profile/{nickname}"))
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def get_pulse_history(self, end: Optional[str] = None, limit: Optional[int] = None) -> List[PulseMessage]:
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messages = list()
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for subdata in self._GET("pulse/hist", params={ "end": end, "limit": limit }):
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subdata[18] = subdata[18][0]
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message = serializers.PulseMessage.parse(*subdata)
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messages.append(message)
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return messages
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def get_trading_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], price_limit: Optional[Union[Decimal, float, str]] = None) -> TradingMarketAveragePrice:
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data = {
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"symbol": symbol, "amount": amount, "price_limit": price_limit
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}
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return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
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def get_funding_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], period: int, rate_limit: Optional[Union[Decimal, float, str]] = None) -> FundingMarketAveragePrice:
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data = {
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"symbol": symbol, "amount": amount, "period": period,
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"rate_limit": rate_limit
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}
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return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
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|
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def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
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return serializers.FxRate.parse(*self._POST("calc/fx", data={ "ccy1": ccy1, "ccy2": ccy2 }))
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class _RestAuthenticatedEndpoints(_Requests):
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def get_wallets(self) -> List[Wallet]:
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return [ serializers.Wallet.parse(*sub_data) for sub_data in self._POST("auth/r/wallets") ]
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def get_orders(self, symbol: Optional[str] = None, ids: Optional[List[str]] = None) -> List[Order]:
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endpoint = "auth/r/orders"
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|
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if symbol != None:
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endpoint += f"/{symbol}"
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|
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return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data={ "id": ids }) ]
|
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|
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def get_positions(self) -> List[Position]:
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return [ serializers.Position.parse(*sub_data) for sub_data in self._POST("auth/r/positions") ]
|
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|
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def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, float, str],
|
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price: Optional[Union[Decimal, float, str]] = None, lev: Optional[int] = None,
|
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price_trailing: Optional[Union[Decimal, float, str]] = None, price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_oco_stop: Optional[Union[Decimal, float, str]] = None,
|
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gid: Optional[int] = None, cid: Optional[int] = None,
|
||||
flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification[Order]:
|
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data = {
|
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"type": type, "symbol": symbol, "amount": amount,
|
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"price": price, "lev": lev,
|
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"price_trailing": price_trailing, "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop,
|
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"gid": gid, "cid": cid,
|
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"flags": flags, "tif": tif, "meta": meta
|
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}
|
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|
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return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
|
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|
||||
def update_order(self, id: int, amount: Optional[Union[Decimal, float, str]] = None, price: Optional[Union[Decimal, float, 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, float, str]] = None,
|
||||
price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_trailing: Optional[Union[Decimal, float, 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,
|
||||
"flags": flags, "lev": lev, "delta": delta,
|
||||
"price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
|
||||
}
|
||||
|
||||
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[Order]:
|
||||
data = {
|
||||
"id": id,
|
||||
"cid": cid,
|
||||
"cid_date": cid_date
|
||||
}
|
||||
|
||||
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[List[Order]]:
|
||||
data = {
|
||||
"ids": ids,
|
||||
"cids": cids,
|
||||
"gids": gids,
|
||||
|
||||
"all": int(all)
|
||||
}
|
||||
|
||||
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:
|
||||
endpoint = "auth/r/orders/hist"
|
||||
else: endpoint = f"auth/r/orders/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"id": ids,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_trades_history(self, symbol: Optional[str] = None, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Trade]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/trades/hist"
|
||||
else: endpoint = f"auth/r/trades/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"sort": sort,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_order_trades(self, symbol: str, id: int) -> List[OrderTrade]:
|
||||
return [ serializers.OrderTrade.parse(*sub_data) for sub_data in self._POST(f"auth/r/order/{symbol}:{id}/trades") ]
|
||||
|
||||
def get_ledgers(self, currency: str, category: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Ledger]:
|
||||
data = {
|
||||
"category": category,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Ledger.parse(*sub_data) for sub_data in self._POST(f"auth/r/ledgers/{currency}/hist", data=data) ]
|
||||
|
||||
def get_funding_offers(self, symbol: Optional[str] = None) -> List[FundingOffer]:
|
||||
endpoint = "auth/r/funding/offers"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, float, str],
|
||||
rate: Union[Decimal, float, str], period: int,
|
||||
flags: Optional[int] = 0) -> Notification[FundingOffer]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"rate": rate, "period": period,
|
||||
"flags": flags
|
||||
}
|
||||
|
||||
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[FundingOffer]:
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
|
||||
|
||||
def cancel_all_funding_offers(self, currency: str) -> Notification:
|
||||
return serializers._Notification().parse(*self._POST("auth/w/funding/offer/cancel/all", data={ "currency": currency }))
|
||||
|
||||
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:
|
||||
endpoint = "auth/r/funding/offers/hist"
|
||||
else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_funding_credits(self, symbol: Optional[str] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}"
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def get_funding_credits_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits/hist"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def submit_wallet_transfer(self, from_wallet: str, to_wallet: str, currency: str, currency_to: str, amount: Union[Decimal, float, str]) -> Notification[Transfer]:
|
||||
data = {
|
||||
"from": from_wallet, "to": to_wallet,
|
||||
"currency": currency, "currency_to": currency_to,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers._Notification[Transfer](serializer=serializers.Transfer).parse(*self._POST("auth/w/transfer", data=data))
|
||||
|
||||
def submit_wallet_withdraw(self, wallet: str, method: str, address: str, amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
|
||||
data = {
|
||||
"wallet": wallet, "method": method,
|
||||
"address": address, "amount": amount,
|
||||
}
|
||||
|
||||
return serializers._Notification[Withdrawal](serializer=serializers.Withdrawal).parse(*self._POST("auth/w/withdraw", data=data))
|
||||
|
||||
def get_deposit_address(self, wallet: str, method: str, renew: bool = False) -> Notification[DepositAddress]:
|
||||
data = {
|
||||
"wallet": wallet,
|
||||
"method": method,
|
||||
"renew": int(renew)
|
||||
}
|
||||
|
||||
return serializers._Notification[DepositAddress](serializer=serializers.DepositAddress).parse(*self._POST("auth/w/deposit/address", data=data))
|
||||
|
||||
def get_deposit_invoice(self, wallet: str, currency: str, amount: Union[Decimal, float, str]) -> Invoice:
|
||||
data = {
|
||||
"wallet": wallet, "currency": currency,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers.Invoice.parse(*self._POST("auth/w/deposit/invoice", data=data))
|
||||
|
||||
def get_movements(self, currency: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Movement]:
|
||||
if currency == None:
|
||||
endpoint = "auth/r/movements/hist"
|
||||
else: endpoint = f"auth/r/movements/{currency}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Movement.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
|
||||
response = self._POST(f"auth/r/info/margin/{symbol}")
|
||||
|
||||
return serializers.SymbolMarginInfo.parse(*([response[1]] + response[2]))
|
||||
|
||||
def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
|
||||
return [ serializers.SymbolMarginInfo.parse(*([sub_data[1]] + sub_data[2])) for sub_data in self._POST(f"auth/r/info/margin/sym_all") ]
|
||||
|
||||
def get_base_margin_info(self) -> BaseMarginInfo:
|
||||
return serializers.BaseMarginInfo.parse(*(self._POST(f"auth/r/info/margin/base")[1]))
|
||||
|
||||
def claim_position(self, id: int, amount: Optional[Union[Decimal, float, str]] = None) -> Notification[Claim]:
|
||||
return serializers._Notification[Claim](serializer=serializers.Claim).parse(*self._POST("auth/w/position/claim", data={ "id": id, "amount": amount }))
|
||||
|
||||
def get_increase_position_info(self, symbol: str, amount: Union[Decimal, float, str]) -> IncreaseInfo:
|
||||
response = self._POST(f"auth/r/position/increase/info", data={ "symbol": symbol, "amount": amount })
|
||||
|
||||
return serializers.IncreaseInfo.parse(*(
|
||||
response[0] + [response[1][0]] + response[1][1] + [response[1][2]] + response[4] + response[5]
|
||||
))
|
||||
|
||||
def increase_position(self, symbol: str, amount: Union[Decimal, float, str]) -> Notification[Increase]:
|
||||
return serializers._Notification[Increase](serializer=serializers.Increase).parse(*self._POST("auth/w/position/increase", data={ "symbol": symbol, "amount": amount }))
|
||||
|
||||
def get_positions_history(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionHistory]:
|
||||
return [ serializers.PositionHistory.parse(*sub_data) for sub_data in self._POST("auth/r/positions/hist", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_snapshot(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionSnapshot]:
|
||||
return [ serializers.PositionSnapshot.parse(*sub_data) for sub_data in self._POST("auth/r/positions/snap", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_audit(self, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionAudit]:
|
||||
return [ serializers.PositionAudit.parse(*sub_data) for sub_data in self._POST("auth/r/positions/audit", data={ "ids": ids, "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def set_derivative_position_collateral(self, symbol: str, collateral: Union[Decimal, float, str]) -> DerivativePositionCollateral:
|
||||
return serializers.DerivativePositionCollateral.parse(*(self._POST("auth/w/deriv/collateral/set", data={ "symbol": symbol, "collateral": collateral })[0]))
|
||||
|
||||
def get_derivative_position_collateral_limits(self, symbol: str) -> DerivativePositionCollateralLimits:
|
||||
return serializers.DerivativePositionCollateralLimits.parse(*self._POST("auth/calc/deriv/collateral/limits", data={ "symbol": symbol }))
|
||||
self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
|
||||
75
bfxapi/rest/_Requests.py
Normal file
75
bfxapi/rest/_Requests.py
Normal file
@@ -0,0 +1,75 @@
|
||||
import time, hmac, hashlib, json, requests
|
||||
|
||||
from http import HTTPStatus
|
||||
from .enums import Error
|
||||
from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
|
||||
|
||||
from .. utils.encoder import JSONEncoder
|
||||
|
||||
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)
|
||||
|
||||
path = f"/api/v2/{endpoint}{nonce}"
|
||||
|
||||
if data != None: path += data
|
||||
|
||||
signature = hmac.new(
|
||||
self.API_SECRET.encode("utf8"),
|
||||
path.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:
|
||||
raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
|
||||
|
||||
data = response.json()
|
||||
|
||||
if len(data) and data[0] == "error":
|
||||
if data[1] == Error.ERR_PARAMS:
|
||||
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
|
||||
|
||||
if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
|
||||
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
|
||||
|
||||
return data
|
||||
|
||||
def _POST(self, endpoint, params = None, data = None, _ignore_authentication_headers = False):
|
||||
headers = { "Content-Type": "application/json" }
|
||||
|
||||
if isinstance(data, dict):
|
||||
data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
|
||||
|
||||
if self.API_KEY and self.API_SECRET and _ignore_authentication_headers == False:
|
||||
headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
|
||||
|
||||
response = requests.post(f"{self.host}/{endpoint}", params=params, data=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] == Error.ERR_PARAMS:
|
||||
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
|
||||
|
||||
if data[1] == Error.ERR_AUTH_FAIL:
|
||||
raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
|
||||
|
||||
if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
|
||||
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
|
||||
|
||||
return data
|
||||
272
bfxapi/rest/_RestAuthenticatedEndpoints.py
Normal file
272
bfxapi/rest/_RestAuthenticatedEndpoints.py
Normal file
@@ -0,0 +1,272 @@
|
||||
from typing import List, Union, Literal, Optional, Any, cast
|
||||
|
||||
from .types import *
|
||||
|
||||
from . import serializers
|
||||
|
||||
from .enums import Config, Sort, OrderType, FundingOfferType
|
||||
from decimal import Decimal
|
||||
from datetime import datetime
|
||||
|
||||
from ._Requests import _Requests
|
||||
|
||||
class _RestAuthenticatedEndpoints(_Requests):
|
||||
def get_wallets(self) -> List[Wallet]:
|
||||
return [ serializers.Wallet.parse(*sub_data) for sub_data in self._POST("auth/r/wallets") ]
|
||||
|
||||
def get_orders(self, symbol: Optional[str] = None, ids: Optional[List[str]] = None) -> List[Order]:
|
||||
endpoint = "auth/r/orders"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data={ "id": ids }) ]
|
||||
|
||||
def get_positions(self) -> List[Position]:
|
||||
return [ serializers.Position.parse(*sub_data) for sub_data in self._POST("auth/r/positions") ]
|
||||
|
||||
def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, float, str],
|
||||
price: Optional[Union[Decimal, float, str]] = None, lev: Optional[int] = None,
|
||||
price_trailing: Optional[Union[Decimal, float, str]] = None, price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_oco_stop: Optional[Union[Decimal, float, 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[Order]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"price": price, "lev": lev,
|
||||
"price_trailing": price_trailing, "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop,
|
||||
"gid": gid, "cid": cid,
|
||||
"flags": flags, "tif": tif, "meta": meta
|
||||
}
|
||||
|
||||
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, float, str]] = None, price: Optional[Union[Decimal, float, 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, float, str]] = None,
|
||||
price_aux_limit: Optional[Union[Decimal, float, str]] = None, price_trailing: Optional[Union[Decimal, float, 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,
|
||||
"flags": flags, "lev": lev, "delta": delta,
|
||||
"price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
|
||||
}
|
||||
|
||||
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[Order]:
|
||||
data = {
|
||||
"id": id,
|
||||
"cid": cid,
|
||||
"cid_date": cid_date
|
||||
}
|
||||
|
||||
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[List[Order]]:
|
||||
data = {
|
||||
"ids": ids,
|
||||
"cids": cids,
|
||||
"gids": gids,
|
||||
|
||||
"all": int(all)
|
||||
}
|
||||
|
||||
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:
|
||||
endpoint = "auth/r/orders/hist"
|
||||
else: endpoint = f"auth/r/orders/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"id": ids,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_trades_history(self, symbol: Optional[str] = None, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Trade]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/trades/hist"
|
||||
else: endpoint = f"auth/r/trades/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"sort": sort,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_order_trades(self, symbol: str, id: int) -> List[OrderTrade]:
|
||||
return [ serializers.OrderTrade.parse(*sub_data) for sub_data in self._POST(f"auth/r/order/{symbol}:{id}/trades") ]
|
||||
|
||||
def get_ledgers(self, currency: str, category: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Ledger]:
|
||||
data = {
|
||||
"category": category,
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Ledger.parse(*sub_data) for sub_data in self._POST(f"auth/r/ledgers/{currency}/hist", data=data) ]
|
||||
|
||||
def get_funding_offers(self, symbol: Optional[str] = None) -> List[FundingOffer]:
|
||||
endpoint = "auth/r/funding/offers"
|
||||
|
||||
if symbol != None:
|
||||
endpoint += f"/{symbol}"
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, float, str],
|
||||
rate: Union[Decimal, float, str], period: int,
|
||||
flags: Optional[int] = 0) -> Notification[FundingOffer]:
|
||||
data = {
|
||||
"type": type, "symbol": symbol, "amount": amount,
|
||||
"rate": rate, "period": period,
|
||||
"flags": flags
|
||||
}
|
||||
|
||||
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[FundingOffer]:
|
||||
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
|
||||
|
||||
def cancel_all_funding_offers(self, currency: str) -> Notification:
|
||||
return serializers._Notification().parse(*self._POST("auth/w/funding/offer/cancel/all", data={ "currency": currency }))
|
||||
|
||||
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:
|
||||
endpoint = "auth/r/funding/offers/hist"
|
||||
else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_funding_loans(self, symbol: Optional[str] = None) -> List[FundingLoan]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/loans"
|
||||
else: endpoint = f"auth/r/funding/loans/{symbol}"
|
||||
|
||||
return [ serializers.FundingLoan.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def get_funding_loans_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingLoan]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/loans/hist"
|
||||
else: endpoint = f"auth/r/funding/loans/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingLoan.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_funding_credits(self, symbol: Optional[str] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}"
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint) ]
|
||||
|
||||
def get_funding_credits_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingCredit]:
|
||||
if symbol == None:
|
||||
endpoint = "auth/r/funding/credits/hist"
|
||||
else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def submit_wallet_transfer(self, from_wallet: str, to_wallet: str, currency: str, currency_to: str, amount: Union[Decimal, float, str]) -> Notification[Transfer]:
|
||||
data = {
|
||||
"from": from_wallet, "to": to_wallet,
|
||||
"currency": currency, "currency_to": currency_to,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers._Notification[Transfer](serializer=serializers.Transfer).parse(*self._POST("auth/w/transfer", data=data))
|
||||
|
||||
def submit_wallet_withdraw(self, wallet: str, method: str, address: str, amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
|
||||
data = {
|
||||
"wallet": wallet, "method": method,
|
||||
"address": address, "amount": amount,
|
||||
}
|
||||
|
||||
return serializers._Notification[Withdrawal](serializer=serializers.Withdrawal).parse(*self._POST("auth/w/withdraw", data=data))
|
||||
|
||||
def get_deposit_address(self, wallet: str, method: str, renew: bool = False) -> Notification[DepositAddress]:
|
||||
data = {
|
||||
"wallet": wallet,
|
||||
"method": method,
|
||||
"renew": int(renew)
|
||||
}
|
||||
|
||||
return serializers._Notification[DepositAddress](serializer=serializers.DepositAddress).parse(*self._POST("auth/w/deposit/address", data=data))
|
||||
|
||||
def get_deposit_invoice(self, wallet: str, currency: str, amount: Union[Decimal, float, str]) -> Invoice:
|
||||
data = {
|
||||
"wallet": wallet, "currency": currency,
|
||||
"amount": amount
|
||||
}
|
||||
|
||||
return serializers.Invoice.parse(*self._POST("auth/w/deposit/invoice", data=data))
|
||||
|
||||
def get_movements(self, currency: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Movement]:
|
||||
if currency == None:
|
||||
endpoint = "auth/r/movements/hist"
|
||||
else: endpoint = f"auth/r/movements/{currency}/hist"
|
||||
|
||||
data = {
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}
|
||||
|
||||
return [ serializers.Movement.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
|
||||
|
||||
def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
|
||||
response = self._POST(f"auth/r/info/margin/{symbol}")
|
||||
|
||||
return serializers.SymbolMarginInfo.parse(*([response[1]] + response[2]))
|
||||
|
||||
def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
|
||||
return [ serializers.SymbolMarginInfo.parse(*([sub_data[1]] + sub_data[2])) for sub_data in self._POST(f"auth/r/info/margin/sym_all") ]
|
||||
|
||||
def get_base_margin_info(self) -> BaseMarginInfo:
|
||||
return serializers.BaseMarginInfo.parse(*(self._POST(f"auth/r/info/margin/base")[1]))
|
||||
|
||||
def claim_position(self, id: int, amount: Optional[Union[Decimal, float, str]] = None) -> Notification[Claim]:
|
||||
return serializers._Notification[Claim](serializer=serializers.Claim).parse(*self._POST("auth/w/position/claim", data={ "id": id, "amount": amount }))
|
||||
|
||||
def get_increase_position_info(self, symbol: str, amount: Union[Decimal, float, str]) -> IncreaseInfo:
|
||||
response = self._POST(f"auth/r/position/increase/info", data={ "symbol": symbol, "amount": amount })
|
||||
|
||||
return serializers.IncreaseInfo.parse(*(
|
||||
response[0] + [response[1][0]] + response[1][1] + [response[1][2]] + response[4] + response[5]
|
||||
))
|
||||
|
||||
def increase_position(self, symbol: str, amount: Union[Decimal, float, str]) -> Notification[Increase]:
|
||||
return serializers._Notification[Increase](serializer=serializers.Increase).parse(*self._POST("auth/w/position/increase", data={ "symbol": symbol, "amount": amount }))
|
||||
|
||||
def get_positions_history(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionHistory]:
|
||||
return [ serializers.PositionHistory.parse(*sub_data) for sub_data in self._POST("auth/r/positions/hist", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_snapshot(self, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionSnapshot]:
|
||||
return [ serializers.PositionSnapshot.parse(*sub_data) for sub_data in self._POST("auth/r/positions/snap", data={ "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def get_positions_audit(self, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[PositionAudit]:
|
||||
return [ serializers.PositionAudit.parse(*sub_data) for sub_data in self._POST("auth/r/positions/audit", data={ "ids": ids, "start": start, "end": end, "limit": limit }) ]
|
||||
|
||||
def set_derivative_position_collateral(self, symbol: str, collateral: Union[Decimal, float, str]) -> DerivativePositionCollateral:
|
||||
return serializers.DerivativePositionCollateral.parse(*(self._POST("auth/w/deriv/collateral/set", data={ "symbol": symbol, "collateral": collateral })[0]))
|
||||
|
||||
def get_derivative_position_collateral_limits(self, symbol: str) -> DerivativePositionCollateralLimits:
|
||||
return serializers.DerivativePositionCollateralLimits.parse(*self._POST("auth/calc/deriv/collateral/limits", data={ "symbol": symbol }))
|
||||
188
bfxapi/rest/_RestPublicEndpoints.py
Normal file
188
bfxapi/rest/_RestPublicEndpoints.py
Normal file
@@ -0,0 +1,188 @@
|
||||
from typing import List, Union, Literal, Optional, Any, cast
|
||||
|
||||
from .types import *
|
||||
|
||||
from . import serializers
|
||||
|
||||
from .enums import Config, Sort
|
||||
from decimal import Decimal
|
||||
|
||||
from ._Requests import _Requests
|
||||
|
||||
class _RestPublicEndpoints(_Requests):
|
||||
def conf(self, config: Config) -> Any:
|
||||
return self._GET(f"conf/{config}")[0]
|
||||
|
||||
def get_platform_status(self) -> PlatformStatus:
|
||||
return serializers.PlatformStatus.parse(*self._GET("platform/status"))
|
||||
|
||||
def get_tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
|
||||
data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
|
||||
|
||||
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
|
||||
|
||||
return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[sub_data[0][0]](*sub_data)) for sub_data 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, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("t") ]
|
||||
|
||||
data = self.get_tickers([ "t" + pair for pair in pairs ])
|
||||
|
||||
return cast(List[TradingPairTicker], data)
|
||||
|
||||
def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
|
||||
if isinstance(currencies, str) and currencies == "ALL":
|
||||
return [ cast(FundingCurrencyTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.symbol).startswith("f") ]
|
||||
|
||||
data = self.get_tickers([ "f" + currency for currency in currencies ])
|
||||
|
||||
return cast(List[FundingCurrencyTicker], data)
|
||||
|
||||
def get_t_ticker(self, pair: str) -> TradingPairTicker:
|
||||
return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
|
||||
|
||||
def get_f_ticker(self, currency: str) -> FundingCurrencyTicker:
|
||||
return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
|
||||
|
||||
def get_tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
|
||||
return [ serializers.TickersHistory.parse(*sub_data) for sub_data in self._GET("tickers/hist", params={
|
||||
"symbols": ",".join(symbols),
|
||||
"start": start, "end": end,
|
||||
"limit": limit
|
||||
}) ]
|
||||
|
||||
def get_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(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_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(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_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(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
|
||||
|
||||
def get_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(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
|
||||
|
||||
def get_t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
|
||||
return [ serializers.TradingPairRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
|
||||
|
||||
def get_f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
|
||||
return [ serializers.FundingCurrencyRawBook.parse(*sub_data) for sub_data in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
|
||||
|
||||
def get_stats_hist(
|
||||
self,
|
||||
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(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_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)
|
||||
|
||||
def get_candles_hist(
|
||||
self,
|
||||
symbol: str, tf: str = "1m",
|
||||
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/trade:{tf}:{symbol}/hist", params=params)
|
||||
return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_candles_last(
|
||||
self,
|
||||
symbol: str, tf: str = "1m",
|
||||
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/trade:{tf}:{symbol}/last", params=params)
|
||||
return serializers.Candle.parse(*data)
|
||||
|
||||
def get_derivatives_status(self, keys: Union[List[str], Literal["ALL"]]) -> List[DerivativesStatus]:
|
||||
if keys == "ALL":
|
||||
params = { "keys": "ALL" }
|
||||
else: params = { "keys": ",".join(keys) }
|
||||
|
||||
data = self._GET(f"status/deriv", params=params)
|
||||
|
||||
return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_derivatives_status_history(
|
||||
self,
|
||||
type: str, symbol: str,
|
||||
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)
|
||||
return [ serializers.DerivativesStatus.parse(*sub_data, skip=[ "KEY" ]) for sub_data in data ]
|
||||
|
||||
def get_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)
|
||||
return [ serializers.Liquidation.parse(*sub_data[0]) for sub_data in data ]
|
||||
|
||||
def get_seed_candles(self, symbol: str, tf: str = '1m', 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/trade:{tf}:{symbol}/hist?limit={limit}&start={start}&end={end}&sort={sort}", params=params)
|
||||
return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_leaderboards_hist(
|
||||
self,
|
||||
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}/hist", params=params)
|
||||
return [ serializers.Leaderboard.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_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 get_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)
|
||||
return [ serializers.FundingStatistic.parse(*sub_data) for sub_data in data ]
|
||||
|
||||
def get_pulse_profile(self, nickname: str) -> PulseProfile:
|
||||
return serializers.PulseProfile.parse(*self._GET(f"pulse/profile/{nickname}"))
|
||||
|
||||
def get_pulse_history(self, end: Optional[str] = None, limit: Optional[int] = None) -> List[PulseMessage]:
|
||||
messages = list()
|
||||
|
||||
for subdata in self._GET("pulse/hist", params={ "end": end, "limit": limit }):
|
||||
subdata[18] = subdata[18][0]
|
||||
message = serializers.PulseMessage.parse(*subdata)
|
||||
messages.append(message)
|
||||
|
||||
return messages
|
||||
|
||||
def get_trading_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], price_limit: Optional[Union[Decimal, float, str]] = None) -> TradingMarketAveragePrice:
|
||||
return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
|
||||
"symbol": symbol, "amount": amount, "price_limit": price_limit
|
||||
}))
|
||||
|
||||
def get_funding_market_average_price(self, symbol: str, amount: Union[Decimal, float, str], period: int, rate_limit: Optional[Union[Decimal, float, str]] = None) -> FundingMarketAveragePrice:
|
||||
return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data={
|
||||
"symbol": symbol, "amount": amount, "period": period, "rate_limit": rate_limit
|
||||
}))
|
||||
|
||||
def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
|
||||
return serializers.FxRate.parse(*self._POST("calc/fx", data={ "ccy1": ccy1, "ccy2": ccy2 }))
|
||||
@@ -7,48 +7,48 @@ from .. notification import _Notification
|
||||
#region Serializers definition for Rest Public Endpoints
|
||||
|
||||
PlatformStatus = generate_labeler_serializer("PlatformStatus", klass=types.PlatformStatus, labels=[
|
||||
"STATUS"
|
||||
"status"
|
||||
])
|
||||
|
||||
TradingPairTicker = generate_labeler_serializer("TradingPairTicker", klass=types.TradingPairTicker, labels=[
|
||||
"SYMBOL",
|
||||
"BID",
|
||||
"BID_SIZE",
|
||||
"ASK",
|
||||
"ASK_SIZE",
|
||||
"DAILY_CHANGE",
|
||||
"DAILY_CHANGE_RELATIVE",
|
||||
"LAST_PRICE",
|
||||
"VOLUME",
|
||||
"HIGH",
|
||||
"LOW"
|
||||
"symbol",
|
||||
"bid",
|
||||
"bid_size",
|
||||
"ask",
|
||||
"ask_size",
|
||||
"daily_change",
|
||||
"daily_change_relative",
|
||||
"last_price",
|
||||
"volume",
|
||||
"high",
|
||||
"low"
|
||||
])
|
||||
|
||||
FundingCurrencyTicker = generate_labeler_serializer("FundingCurrencyTicker", klass=types.FundingCurrencyTicker, labels=[
|
||||
"SYMBOL",
|
||||
"FRR",
|
||||
"BID",
|
||||
"BID_PERIOD",
|
||||
"BID_SIZE",
|
||||
"ASK",
|
||||
"ASK_PERIOD",
|
||||
"ASK_SIZE",
|
||||
"DAILY_CHANGE",
|
||||
"DAILY_CHANGE_RELATIVE",
|
||||
"LAST_PRICE",
|
||||
"VOLUME",
|
||||
"HIGH",
|
||||
"LOW",
|
||||
"symbol",
|
||||
"frr",
|
||||
"bid",
|
||||
"bid_period",
|
||||
"bid_size",
|
||||
"ask",
|
||||
"ask_period",
|
||||
"ask_size",
|
||||
"daily_change",
|
||||
"daily_change_relative",
|
||||
"last_price",
|
||||
"volume",
|
||||
"high",
|
||||
"low",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FRR_AMOUNT_AVAILABLE"
|
||||
"frr_amount_available"
|
||||
])
|
||||
|
||||
TickersHistory = generate_labeler_serializer("TickersHistory", klass=types.TickersHistory, labels=[
|
||||
"SYMBOL",
|
||||
"BID",
|
||||
"symbol",
|
||||
"bid",
|
||||
"_PLACEHOLDER",
|
||||
"ASK",
|
||||
"ask",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
@@ -57,191 +57,191 @@ TickersHistory = generate_labeler_serializer("TickersHistory", klass=types.Ticke
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"MTS"
|
||||
"mts"
|
||||
])
|
||||
|
||||
TradingPairTrade = generate_labeler_serializer("TradingPairTrade", klass=types.TradingPairTrade, labels=[
|
||||
"ID",
|
||||
"MTS",
|
||||
"AMOUNT",
|
||||
"PRICE"
|
||||
"id",
|
||||
"mts",
|
||||
"amount",
|
||||
"price"
|
||||
])
|
||||
|
||||
FundingCurrencyTrade = generate_labeler_serializer("FundingCurrencyTrade", klass=types.FundingCurrencyTrade, labels=[
|
||||
"ID",
|
||||
"MTS",
|
||||
"AMOUNT",
|
||||
"RATE",
|
||||
"PERIOD"
|
||||
"id",
|
||||
"mts",
|
||||
"amount",
|
||||
"rate",
|
||||
"period"
|
||||
])
|
||||
|
||||
TradingPairBook = generate_labeler_serializer("TradingPairBook", klass=types.TradingPairBook, labels=[
|
||||
"PRICE",
|
||||
"COUNT",
|
||||
"AMOUNT"
|
||||
"price",
|
||||
"count",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FundingCurrencyBook = generate_labeler_serializer("FundingCurrencyBook", klass=types.FundingCurrencyBook, labels=[
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"COUNT",
|
||||
"AMOUNT"
|
||||
"rate",
|
||||
"period",
|
||||
"count",
|
||||
"amount"
|
||||
])
|
||||
|
||||
TradingPairRawBook = generate_labeler_serializer("TradingPairRawBook", klass=types.TradingPairRawBook, labels=[
|
||||
"ORDER_ID",
|
||||
"PRICE",
|
||||
"AMOUNT"
|
||||
"order_id",
|
||||
"price",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FundingCurrencyRawBook = generate_labeler_serializer("FundingCurrencyRawBook", klass=types.FundingCurrencyRawBook, labels=[
|
||||
"OFFER_ID",
|
||||
"PERIOD",
|
||||
"RATE",
|
||||
"AMOUNT"
|
||||
"offer_id",
|
||||
"period",
|
||||
"rate",
|
||||
"amount"
|
||||
])
|
||||
|
||||
Statistic = generate_labeler_serializer("Statistic", klass=types.Statistic, labels=[
|
||||
"MTS",
|
||||
"VALUE"
|
||||
"mts",
|
||||
"value"
|
||||
])
|
||||
|
||||
Candle = generate_labeler_serializer("Candle", klass=types.Candle, labels=[
|
||||
"MTS",
|
||||
"OPEN",
|
||||
"CLOSE",
|
||||
"HIGH",
|
||||
"LOW",
|
||||
"VOLUME"
|
||||
"mts",
|
||||
"open",
|
||||
"close",
|
||||
"high",
|
||||
"low",
|
||||
"volume"
|
||||
])
|
||||
|
||||
DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types.DerivativesStatus, labels=[
|
||||
"KEY",
|
||||
"MTS",
|
||||
"key",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"DERIV_PRICE",
|
||||
"SPOT_PRICE",
|
||||
"deriv_price",
|
||||
"spot_price",
|
||||
"_PLACEHOLDER",
|
||||
"INSURANCE_FUND_BALANCE",
|
||||
"insurance_fund_balance",
|
||||
"_PLACEHOLDER",
|
||||
"NEXT_FUNDING_EVT_TIMESTAMP_MS",
|
||||
"NEXT_FUNDING_ACCRUED",
|
||||
"NEXT_FUNDING_STEP",
|
||||
"next_funding_evt_timestamp_ms",
|
||||
"next_funding_accrued",
|
||||
"next_funding_step",
|
||||
"_PLACEHOLDER",
|
||||
"CURRENT_FUNDING",
|
||||
"current_funding",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"MARK_PRICE",
|
||||
"mark_price",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"OPEN_INTEREST",
|
||||
"open_interest",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"CLAMP_MIN",
|
||||
"CLAMP_MAX"
|
||||
"clamp_min",
|
||||
"clamp_max"
|
||||
])
|
||||
|
||||
Liquidation = generate_labeler_serializer("Liquidation", klass=types.Liquidation, labels=[
|
||||
"_PLACEHOLDER",
|
||||
"POS_ID",
|
||||
"MTS",
|
||||
"pos_id",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"SYMBOL",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"symbol",
|
||||
"amount",
|
||||
"base_price",
|
||||
"_PLACEHOLDER",
|
||||
"IS_MATCH",
|
||||
"IS_MARKET_SOLD",
|
||||
"is_match",
|
||||
"is_market_sold",
|
||||
"_PLACEHOLDER",
|
||||
"PRICE_ACQUIRED"
|
||||
"price_acquired"
|
||||
])
|
||||
|
||||
Leaderboard = generate_labeler_serializer("Leaderboard", klass=types.Leaderboard, labels=[
|
||||
"MTS",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"USERNAME",
|
||||
"RANKING",
|
||||
"username",
|
||||
"ranking",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"VALUE",
|
||||
"value",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"TWITTER_HANDLE"
|
||||
"twitter_handle"
|
||||
])
|
||||
|
||||
FundingStatistic = generate_labeler_serializer("FundingStatistic", klass=types.FundingStatistic, labels=[
|
||||
"TIMESTAMP",
|
||||
"timestamp",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FRR",
|
||||
"AVG_PERIOD",
|
||||
"frr",
|
||||
"avg_period",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FUNDING_AMOUNT",
|
||||
"FUNDING_AMOUNT_USED",
|
||||
"funding_amount",
|
||||
"funding_amount_used",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FUNDING_BELOW_THRESHOLD"
|
||||
"funding_below_threshold"
|
||||
])
|
||||
|
||||
PulseProfile = generate_labeler_serializer("PulseProfile", klass=types.PulseProfile, labels=[
|
||||
"PUID",
|
||||
"MTS",
|
||||
"puid",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"NICKNAME",
|
||||
"nickname",
|
||||
"_PLACEHOLDER",
|
||||
"PICTURE",
|
||||
"TEXT",
|
||||
"picture",
|
||||
"text",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"TWITTER_HANDLE",
|
||||
"twitter_handle",
|
||||
"_PLACEHOLDER",
|
||||
"FOLLOWERS",
|
||||
"FOLLOWING",
|
||||
"followers",
|
||||
"following",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"TIPPING_STATUS"
|
||||
"tipping_status"
|
||||
])
|
||||
|
||||
PulseMessage = generate_recursive_serializer("PulseMessage", klass=types.PulseMessage, serializers={ "PROFILE": PulseProfile }, labels=[
|
||||
"PID",
|
||||
"MTS",
|
||||
PulseMessage = generate_recursive_serializer("PulseMessage", klass=types.PulseMessage, serializers={ "profile": PulseProfile }, labels=[
|
||||
"pid",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"PUID",
|
||||
"puid",
|
||||
"_PLACEHOLDER",
|
||||
"TITLE",
|
||||
"CONTENT",
|
||||
"title",
|
||||
"content",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"IS_PIN",
|
||||
"IS_PUBLIC",
|
||||
"COMMENTS_DISABLED",
|
||||
"TAGS",
|
||||
"ATTACHMENTS",
|
||||
"META",
|
||||
"LIKES",
|
||||
"is_pin",
|
||||
"is_public",
|
||||
"comments_disabled",
|
||||
"tags",
|
||||
"attachments",
|
||||
"meta",
|
||||
"likes",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"PROFILE",
|
||||
"COMMENTS",
|
||||
"profile",
|
||||
"comments",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER"
|
||||
])
|
||||
|
||||
TradingMarketAveragePrice = generate_labeler_serializer("TradingMarketAveragePrice", klass=types.TradingMarketAveragePrice, labels=[
|
||||
"PRICE_AVG",
|
||||
"AMOUNT"
|
||||
"price_avg",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FundingMarketAveragePrice = generate_labeler_serializer("FundingMarketAveragePrice", klass=types.FundingMarketAveragePrice, labels=[
|
||||
"RATE_AVG",
|
||||
"AMOUNT"
|
||||
"rate_avg",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FxRate = generate_labeler_serializer("FxRate", klass=types.FxRate, labels=[
|
||||
"CURRENT_RATE"
|
||||
"current_rate"
|
||||
])
|
||||
|
||||
#endregion
|
||||
@@ -249,358 +249,382 @@ FxRate = generate_labeler_serializer("FxRate", klass=types.FxRate, labels=[
|
||||
#region Serializers definition for Rest Authenticated Endpoints
|
||||
|
||||
Wallet = generate_labeler_serializer("Wallet", klass=types.Wallet, labels=[
|
||||
"WALLET_TYPE",
|
||||
"CURRENCY",
|
||||
"BALANCE",
|
||||
"UNSETTLED_INTEREST",
|
||||
"AVAILABLE_BALANCE",
|
||||
"LAST_CHANGE",
|
||||
"TRADE_DETAILS"
|
||||
"wallet_type",
|
||||
"currency",
|
||||
"balance",
|
||||
"unsettled_interest",
|
||||
"available_balance",
|
||||
"last_change",
|
||||
"trade_details"
|
||||
])
|
||||
|
||||
Order = generate_labeler_serializer("Order", klass=types.Order, labels=[
|
||||
"ID",
|
||||
"GID",
|
||||
"CID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"AMOUNT",
|
||||
"AMOUNT_ORIG",
|
||||
"ORDER_TYPE",
|
||||
"TYPE_PREV",
|
||||
"MTS_TIF",
|
||||
"id",
|
||||
"gid",
|
||||
"cid",
|
||||
"symbol",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"amount",
|
||||
"amount_orig",
|
||||
"order_type",
|
||||
"type_prev",
|
||||
"mts_tif",
|
||||
"_PLACEHOLDER",
|
||||
"FLAGS",
|
||||
"ORDER_STATUS",
|
||||
"flags",
|
||||
"order_status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"PRICE",
|
||||
"PRICE_AVG",
|
||||
"PRICE_TRAILING",
|
||||
"PRICE_AUX_LIMIT",
|
||||
"price",
|
||||
"price_avg",
|
||||
"price_trailing",
|
||||
"price_aux_limit",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"PLACED_ID",
|
||||
"notify",
|
||||
"hidden",
|
||||
"placed_id",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"ROUTING",
|
||||
"routing",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"META"
|
||||
"meta"
|
||||
])
|
||||
|
||||
Position = generate_labeler_serializer("Position", klass=types.Position, labels=[
|
||||
"SYMBOL",
|
||||
"STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"MARGIN_FUNDING",
|
||||
"MARGIN_FUNDING_TYPE",
|
||||
"PL",
|
||||
"PL_PERC",
|
||||
"PRICE_LIQ",
|
||||
"LEVERAGE",
|
||||
"symbol",
|
||||
"status",
|
||||
"amount",
|
||||
"base_price",
|
||||
"margin_funding",
|
||||
"margin_funding_type",
|
||||
"pl",
|
||||
"pl_perc",
|
||||
"price_liq",
|
||||
"leverage",
|
||||
"_PLACEHOLDER",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"position_id",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"_PLACEHOLDER",
|
||||
"TYPE",
|
||||
"type",
|
||||
"_PLACEHOLDER",
|
||||
"COLLATERAL",
|
||||
"COLLATERAL_MIN",
|
||||
"META"
|
||||
"collateral",
|
||||
"collateral_min",
|
||||
"meta"
|
||||
])
|
||||
|
||||
FundingOffer = generate_labeler_serializer("FundingOffer", klass=types.FundingOffer, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATED",
|
||||
"MTS_UPDATED",
|
||||
"AMOUNT",
|
||||
"AMOUNT_ORIG",
|
||||
"OFFER_TYPE",
|
||||
"id",
|
||||
"symbol",
|
||||
"mts_created",
|
||||
"mts_updated",
|
||||
"amount",
|
||||
"amount_orig",
|
||||
"offer_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FLAGS",
|
||||
"OFFER_STATUS",
|
||||
"flags",
|
||||
"offer_status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"rate",
|
||||
"period",
|
||||
"notify",
|
||||
"hidden",
|
||||
"_PLACEHOLDER",
|
||||
"RENEW",
|
||||
"renew",
|
||||
"_PLACEHOLDER"
|
||||
])
|
||||
|
||||
Trade = generate_labeler_serializer("Trade", klass=types.Trade, labels=[
|
||||
"ID",
|
||||
"PAIR",
|
||||
"MTS_CREATE",
|
||||
"ORDER_ID",
|
||||
"EXEC_AMOUNT",
|
||||
"EXEC_PRICE",
|
||||
"ORDER_TYPE",
|
||||
"ORDER_PRICE",
|
||||
"MAKER",
|
||||
"FEE",
|
||||
"FEE_CURRENCY",
|
||||
"CID"
|
||||
"id",
|
||||
"pair",
|
||||
"mts_create",
|
||||
"order_id",
|
||||
"exec_amount",
|
||||
"exec_price",
|
||||
"order_type",
|
||||
"order_price",
|
||||
"maker",
|
||||
"fee",
|
||||
"fee_currency",
|
||||
"cid"
|
||||
])
|
||||
|
||||
OrderTrade = generate_labeler_serializer("OrderTrade", klass=types.OrderTrade, labels=[
|
||||
"ID",
|
||||
"PAIR",
|
||||
"MTS_CREATE",
|
||||
"ORDER_ID",
|
||||
"EXEC_AMOUNT",
|
||||
"EXEC_PRICE",
|
||||
"id",
|
||||
"pair",
|
||||
"mts_create",
|
||||
"order_id",
|
||||
"exec_amount",
|
||||
"exec_price",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"MAKER",
|
||||
"FEE",
|
||||
"FEE_CURRENCY",
|
||||
"CID"
|
||||
"maker",
|
||||
"fee",
|
||||
"fee_currency",
|
||||
"cid"
|
||||
])
|
||||
|
||||
Ledger = generate_labeler_serializer("Ledger", klass=types.Ledger, labels=[
|
||||
"ID",
|
||||
"CURRENCY",
|
||||
"id",
|
||||
"currency",
|
||||
"_PLACEHOLDER",
|
||||
"MTS",
|
||||
"mts",
|
||||
"_PLACEHOLDER",
|
||||
"AMOUNT",
|
||||
"BALANCE",
|
||||
"amount",
|
||||
"balance",
|
||||
"_PLACEHOLDER",
|
||||
"DESCRIPTION"
|
||||
"description"
|
||||
])
|
||||
|
||||
FundingLoan = generate_labeler_serializer("FundingLoan", klass=types.FundingLoan, 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"
|
||||
])
|
||||
|
||||
FundingCredit = generate_labeler_serializer("FundingCredit", klass=types.FundingCredit, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"SIDE",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"AMOUNT",
|
||||
"FLAGS",
|
||||
"STATUS",
|
||||
"RATE_TYPE",
|
||||
"id",
|
||||
"symbol",
|
||||
"side",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"amount",
|
||||
"flags",
|
||||
"status",
|
||||
"rate_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"MTS_OPENING",
|
||||
"MTS_LAST_PAYOUT",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"rate",
|
||||
"period",
|
||||
"mts_opening",
|
||||
"mts_last_payout",
|
||||
"notify",
|
||||
"hidden",
|
||||
"_PLACEHOLDER",
|
||||
"RENEW",
|
||||
"renew",
|
||||
"_PLACEHOLDER",
|
||||
"NO_CLOSE",
|
||||
"POSITION_PAIR"
|
||||
"no_close",
|
||||
"position_pair"
|
||||
])
|
||||
|
||||
Transfer = generate_labeler_serializer("Transfer", klass=types.Transfer, labels=[
|
||||
"MTS",
|
||||
"WALLET_FROM",
|
||||
"WALLET_TO",
|
||||
"mts",
|
||||
"wallet_from",
|
||||
"wallet_to",
|
||||
"_PLACEHOLDER",
|
||||
"CURRENCY",
|
||||
"CURRENCY_TO",
|
||||
"currency",
|
||||
"currency_to",
|
||||
"_PLACEHOLDER",
|
||||
"AMOUNT"
|
||||
"amount"
|
||||
])
|
||||
|
||||
Withdrawal = generate_labeler_serializer("Withdrawal", klass=types.Withdrawal, labels=[
|
||||
"WITHDRAWAL_ID",
|
||||
"withdrawal_id",
|
||||
"_PLACEHOLDER",
|
||||
"METHOD",
|
||||
"PAYMENT_ID",
|
||||
"WALLET",
|
||||
"AMOUNT",
|
||||
"method",
|
||||
"payment_id",
|
||||
"wallet",
|
||||
"amount",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"WITHDRAWAL_FEE"
|
||||
"withdrawal_fee"
|
||||
])
|
||||
|
||||
DepositAddress = generate_labeler_serializer("DepositAddress", klass=types.DepositAddress, labels=[
|
||||
"_PLACEHOLDER",
|
||||
"METHOD",
|
||||
"CURRENCY_CODE",
|
||||
"method",
|
||||
"currency_code",
|
||||
"_PLACEHOLDER",
|
||||
"ADDRESS",
|
||||
"POOL_ADDRESS"
|
||||
"address",
|
||||
"pool_address"
|
||||
])
|
||||
|
||||
Invoice = generate_labeler_serializer("Invoice", klass=types.Invoice, labels=[
|
||||
"INVOICE_HASH",
|
||||
"INVOICE",
|
||||
"invoice_hash",
|
||||
"invoice",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"AMOUNT"
|
||||
"amount"
|
||||
])
|
||||
|
||||
Movement = generate_labeler_serializer("Movement", klass=types.Movement, labels=[
|
||||
"ID",
|
||||
"CURRENCY",
|
||||
"CURRENCY_NAME",
|
||||
"id",
|
||||
"currency",
|
||||
"currency_name",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"MTS_STARTED",
|
||||
"MTS_UPDATED",
|
||||
"mts_started",
|
||||
"mts_updated",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"STATUS",
|
||||
"status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"AMOUNT",
|
||||
"FEES",
|
||||
"amount",
|
||||
"fees",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"DESTINATION_ADDRESS",
|
||||
"destination_address",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"TRANSACTION_ID",
|
||||
"WITHDRAW_TRANSACTION_NOTE"
|
||||
"transaction_id",
|
||||
"withdraw_transaction_note"
|
||||
])
|
||||
|
||||
SymbolMarginInfo = generate_labeler_serializer("SymbolMarginInfo", klass=types.SymbolMarginInfo, labels=[
|
||||
"SYMBOL",
|
||||
"TRADABLE_BALANCE",
|
||||
"GROSS_BALANCE",
|
||||
"BUY",
|
||||
"SELL"
|
||||
"symbol",
|
||||
"tradable_balance",
|
||||
"gross_balance",
|
||||
"buy",
|
||||
"sell"
|
||||
])
|
||||
|
||||
BaseMarginInfo = generate_labeler_serializer("BaseMarginInfo", klass=types.BaseMarginInfo, labels=[
|
||||
"USER_PL",
|
||||
"USER_SWAPS",
|
||||
"MARGIN_BALANCE",
|
||||
"MARGIN_NET",
|
||||
"MARGIN_MIN"
|
||||
"user_pl",
|
||||
"user_swaps",
|
||||
"margin_balance",
|
||||
"margin_net",
|
||||
"margin_min"
|
||||
])
|
||||
|
||||
Claim = generate_labeler_serializer("Claim", klass=types.Claim, labels=[
|
||||
"SYMBOL",
|
||||
"POSITION_STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"MARGIN_FUNDING",
|
||||
"MARGIN_FUNDING_TYPE",
|
||||
"symbol",
|
||||
"position_status",
|
||||
"amount",
|
||||
"base_price",
|
||||
"margin_funding",
|
||||
"margin_funding_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"position_id",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"_PLACEHOLDER",
|
||||
"POS_TYPE",
|
||||
"pos_type",
|
||||
"_PLACEHOLDER",
|
||||
"COLLATERAL",
|
||||
"MIN_COLLATERAL",
|
||||
"META"
|
||||
"collateral",
|
||||
"min_collateral",
|
||||
"meta"
|
||||
])
|
||||
|
||||
IncreaseInfo = generate_labeler_serializer("IncreaseInfo", klass=types.IncreaseInfo, labels=[
|
||||
"MAX_POS",
|
||||
"CURRENT_POS",
|
||||
"BASE_CURRENCY_BALANCE",
|
||||
"TRADABLE_BALANCE_QUOTE_CURRENCY",
|
||||
"TRADABLE_BALANCE_QUOTE_TOTAL",
|
||||
"TRADABLE_BALANCE_BASE_CURRENCY",
|
||||
"TRADABLE_BALANCE_BASE_TOTAL",
|
||||
"max_pos",
|
||||
"current_pos",
|
||||
"base_currency_balance",
|
||||
"tradable_balance_quote_currency",
|
||||
"tradable_balance_quote_total",
|
||||
"tradable_balance_base_currency",
|
||||
"tradable_balance_base_total",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FUNDING_AVAIL",
|
||||
"FUNDING_VALUE",
|
||||
"FUNDING_REQUIRED",
|
||||
"FUNDING_VALUE_CURRENCY",
|
||||
"FUNDING_REQUIRED_CURRENCY"
|
||||
"funding_avail",
|
||||
"funding_value",
|
||||
"funding_required",
|
||||
"funding_value_currency",
|
||||
"funding_required_currency"
|
||||
])
|
||||
|
||||
Increase = generate_labeler_serializer("Increase", klass=types.Increase, labels=[
|
||||
"SYMBOL",
|
||||
"symbol",
|
||||
"_PLACEHOLDER",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE"
|
||||
"amount",
|
||||
"base_price"
|
||||
])
|
||||
|
||||
PositionHistory = generate_labeler_serializer("PositionHistory", klass=types.PositionHistory, labels=[
|
||||
"SYMBOL",
|
||||
"STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"FUNDING",
|
||||
"FUNDING_TYPE",
|
||||
"symbol",
|
||||
"status",
|
||||
"amount",
|
||||
"base_price",
|
||||
"funding",
|
||||
"funding_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE"
|
||||
"position_id",
|
||||
"mts_create",
|
||||
"mts_update"
|
||||
])
|
||||
|
||||
PositionSnapshot = generate_labeler_serializer("PositionSnapshot", klass=types.PositionSnapshot, labels=[
|
||||
"SYMBOL",
|
||||
"STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"FUNDING",
|
||||
"FUNDING_TYPE",
|
||||
"symbol",
|
||||
"status",
|
||||
"amount",
|
||||
"base_price",
|
||||
"funding",
|
||||
"funding_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE"
|
||||
"position_id",
|
||||
"mts_create",
|
||||
"mts_update"
|
||||
])
|
||||
|
||||
PositionAudit = generate_labeler_serializer("PositionAudit", klass=types.PositionAudit, labels=[
|
||||
"SYMBOL",
|
||||
"STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"FUNDING",
|
||||
"FUNDING_TYPE",
|
||||
"symbol",
|
||||
"status",
|
||||
"amount",
|
||||
"base_price",
|
||||
"funding",
|
||||
"funding_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"position_id",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"_PLACEHOLDER",
|
||||
"TYPE",
|
||||
"type",
|
||||
"_PLACEHOLDER",
|
||||
"COLLATERAL",
|
||||
"COLLATERAL_MIN",
|
||||
"META"
|
||||
"collateral",
|
||||
"collateral_min",
|
||||
"meta"
|
||||
])
|
||||
|
||||
DerivativePositionCollateral = generate_labeler_serializer("DerivativePositionCollateral", klass=types.DerivativePositionCollateral, labels=[
|
||||
"STATUS"
|
||||
"status"
|
||||
])
|
||||
|
||||
DerivativePositionCollateralLimits = generate_labeler_serializer("DerivativePositionCollateralLimits", klass=types.DerivativePositionCollateralLimits, labels=[
|
||||
"MIN_COLLATERAL",
|
||||
"MAX_COLLATERAL"
|
||||
"min_collateral",
|
||||
"max_collateral"
|
||||
])
|
||||
|
||||
#endregion
|
||||
@@ -10,188 +10,188 @@ from .. utils.encoder import JSON
|
||||
|
||||
@dataclass
|
||||
class PlatformStatus(_Type):
|
||||
STATUS: int
|
||||
status: int
|
||||
|
||||
@dataclass
|
||||
class TradingPairTicker(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyTicker(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class TickersHistory(_Type):
|
||||
SYMBOL: str
|
||||
BID: float
|
||||
ASK: float
|
||||
MTS: int
|
||||
symbol: str
|
||||
bid: float
|
||||
ask: float
|
||||
mts: int
|
||||
|
||||
@dataclass
|
||||
class TradingPairTrade(_Type):
|
||||
ID: int
|
||||
MTS: int
|
||||
AMOUNT: float
|
||||
PRICE: float
|
||||
id: int
|
||||
mts: int
|
||||
amount: float
|
||||
price: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyTrade(_Type):
|
||||
ID: int
|
||||
MTS: int
|
||||
AMOUNT: float
|
||||
RATE: float
|
||||
PERIOD: int
|
||||
id: int
|
||||
mts: int
|
||||
amount: float
|
||||
rate: float
|
||||
period: int
|
||||
|
||||
@dataclass
|
||||
class TradingPairBook(_Type):
|
||||
PRICE: float
|
||||
COUNT: int
|
||||
AMOUNT: float
|
||||
price: float
|
||||
count: int
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyBook(_Type):
|
||||
RATE: float
|
||||
PERIOD: int
|
||||
COUNT: int
|
||||
AMOUNT: float
|
||||
rate: float
|
||||
period: int
|
||||
count: int
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class TradingPairRawBook(_Type):
|
||||
ORDER_ID: int
|
||||
PRICE: float
|
||||
AMOUNT: float
|
||||
order_id: int
|
||||
price: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyRawBook(_Type):
|
||||
OFFER_ID: int
|
||||
PERIOD: int
|
||||
RATE: float
|
||||
AMOUNT: float
|
||||
offer_id: int
|
||||
period: int
|
||||
rate: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class Statistic(_Type):
|
||||
MTS: int
|
||||
VALUE: float
|
||||
mts: int
|
||||
value: float
|
||||
|
||||
@dataclass
|
||||
class Candle(_Type):
|
||||
MTS: int
|
||||
OPEN: float
|
||||
CLOSE: float
|
||||
HIGH: float
|
||||
LOW: float
|
||||
VOLUME: float
|
||||
mts: int
|
||||
open: float
|
||||
close: float
|
||||
high: float
|
||||
low: float
|
||||
volume: float
|
||||
|
||||
@dataclass
|
||||
class DerivativesStatus(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class Liquidation(_Type):
|
||||
POS_ID: int
|
||||
MTS: int
|
||||
SYMBOL: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
IS_MATCH: int
|
||||
IS_MARKET_SOLD: int
|
||||
PRICE_ACQUIRED: float
|
||||
pos_id: int
|
||||
mts: int
|
||||
symbol: str
|
||||
amount: float
|
||||
base_price: float
|
||||
is_match: int
|
||||
is_market_sold: int
|
||||
price_acquired: float
|
||||
|
||||
@dataclass
|
||||
class Leaderboard(_Type):
|
||||
MTS: int
|
||||
USERNAME: str
|
||||
RANKING: int
|
||||
VALUE: float
|
||||
TWITTER_HANDLE: Optional[str]
|
||||
mts: int
|
||||
username: str
|
||||
ranking: int
|
||||
value: float
|
||||
twitter_handle: Optional[str]
|
||||
|
||||
@dataclass
|
||||
class FundingStatistic(_Type):
|
||||
TIMESTAMP: int
|
||||
FRR: float
|
||||
AVG_PERIOD: float
|
||||
FUNDING_AMOUNT: float
|
||||
FUNDING_AMOUNT_USED: float
|
||||
FUNDING_BELOW_THRESHOLD: float
|
||||
timestamp: int
|
||||
frr: float
|
||||
avg_period: float
|
||||
funding_amount: float
|
||||
funding_amount_used: float
|
||||
funding_below_threshold: float
|
||||
|
||||
@dataclass
|
||||
class PulseProfile(_Type):
|
||||
PUID: str
|
||||
MTS: int
|
||||
NICKNAME: str
|
||||
PICTURE: str
|
||||
TEXT: str
|
||||
TWITTER_HANDLE: str
|
||||
FOLLOWERS: int
|
||||
FOLLOWING: int
|
||||
TIPPING_STATUS: int
|
||||
puid: str
|
||||
mts: int
|
||||
nickname: str
|
||||
picture: str
|
||||
text: str
|
||||
twitter_handle: str
|
||||
followers: int
|
||||
following: int
|
||||
tipping_status: int
|
||||
|
||||
@dataclass
|
||||
class PulseMessage(_Type):
|
||||
PID: str
|
||||
MTS: int
|
||||
PUID: str
|
||||
TITLE: str
|
||||
CONTENT: str
|
||||
IS_PIN: int
|
||||
IS_PUBLIC: int
|
||||
COMMENTS_DISABLED: int
|
||||
TAGS: List[str]
|
||||
ATTACHMENTS: List[str]
|
||||
META: List[JSON]
|
||||
LIKES: int
|
||||
PROFILE: PulseProfile
|
||||
COMMENTS: int
|
||||
pid: str
|
||||
mts: int
|
||||
puid: str
|
||||
title: str
|
||||
content: str
|
||||
is_pin: int
|
||||
is_public: int
|
||||
comments_disabled: int
|
||||
tags: List[str]
|
||||
attachments: List[str]
|
||||
meta: List[JSON]
|
||||
likes: int
|
||||
profile: PulseProfile
|
||||
comments: int
|
||||
|
||||
@dataclass
|
||||
class TradingMarketAveragePrice(_Type):
|
||||
PRICE_AVG: float
|
||||
AMOUNT: float
|
||||
price_avg: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FundingMarketAveragePrice(_Type):
|
||||
RATE_AVG: float
|
||||
AMOUNT: float
|
||||
rate_avg: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FxRate(_Type):
|
||||
CURRENT_RATE: float
|
||||
current_rate: float
|
||||
|
||||
#endregion
|
||||
|
||||
@@ -199,279 +199,299 @@ class FxRate(_Type):
|
||||
|
||||
@dataclass
|
||||
class Wallet(_Type):
|
||||
WALLET_TYPE: str
|
||||
CURRENCY: str
|
||||
BALANCE: float
|
||||
UNSETTLED_INTEREST: float
|
||||
AVAILABLE_BALANCE: float
|
||||
LAST_CHANGE: str
|
||||
TRADE_DETAILS: JSON
|
||||
wallet_type: str
|
||||
currency: str
|
||||
balance: float
|
||||
unsettled_interest: float
|
||||
available_balance: float
|
||||
last_change: str
|
||||
trade_details: JSON
|
||||
|
||||
@dataclass
|
||||
class Order(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class Position(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingOffer(_Type):
|
||||
ID: int
|
||||
SYMBOL: str
|
||||
MTS_CREATE: int
|
||||
MTS_UPDATE: int
|
||||
AMOUNT: float
|
||||
AMOUNT_ORIG: float
|
||||
OFFER_TYPE: str
|
||||
FLAGS: int
|
||||
OFFER_STATUS: str
|
||||
RATE: float
|
||||
PERIOD: int
|
||||
NOTIFY: bool
|
||||
HIDDEN: int
|
||||
RENEW: bool
|
||||
id: int
|
||||
symbol: str
|
||||
mts_create: int
|
||||
mts_update: int
|
||||
amount: float
|
||||
amount_orig: float
|
||||
offer_type: str
|
||||
flags: int
|
||||
offer_status: str
|
||||
rate: float
|
||||
period: int
|
||||
notify: bool
|
||||
hidden: int
|
||||
renew: bool
|
||||
|
||||
@dataclass
|
||||
class Trade(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class OrderTrade(_Type):
|
||||
ID: int
|
||||
SYMBOL: str
|
||||
MTS_CREATE: int
|
||||
ORDER_ID: int
|
||||
EXEC_AMOUNT: float
|
||||
EXEC_PRICE: float
|
||||
MAKER:int
|
||||
FEE: float
|
||||
FEE_CURRENCY: str
|
||||
CID: int
|
||||
id: int
|
||||
symbol: str
|
||||
mts_create: int
|
||||
order_id: int
|
||||
exec_amount: float
|
||||
exec_price: float
|
||||
maker:int
|
||||
fee: float
|
||||
fee_currency: str
|
||||
cid: int
|
||||
|
||||
@dataclass
|
||||
class Ledger(_Type):
|
||||
ID: int
|
||||
CURRENCY: str
|
||||
MTS: int
|
||||
AMOUNT: float
|
||||
BALANCE: float
|
||||
id: int
|
||||
currency: str
|
||||
mts: int
|
||||
amount: float
|
||||
balance: float
|
||||
description: str
|
||||
|
||||
@dataclass
|
||||
class FundingLoan(_Type):
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingCredit(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class Transfer(_Type):
|
||||
MTS: int
|
||||
WALLET_FROM: str
|
||||
WALLET_TO: str
|
||||
CURRENCY: str
|
||||
CURRENCY_TO: str
|
||||
AMOUNT: int
|
||||
mts: int
|
||||
wallet_from: str
|
||||
wallet_to: str
|
||||
currency: str
|
||||
currency_to: str
|
||||
amount: int
|
||||
|
||||
@dataclass
|
||||
class Withdrawal(_Type):
|
||||
WITHDRAWAL_ID: int
|
||||
METHOD: str
|
||||
PAYMENT_ID: str
|
||||
WALLET: str
|
||||
AMOUNT: float
|
||||
WITHDRAWAL_FEE: float
|
||||
withdrawal_id: int
|
||||
method: str
|
||||
payment_id: str
|
||||
wallet: str
|
||||
amount: float
|
||||
withdrawal_fee: float
|
||||
|
||||
@dataclass
|
||||
class DepositAddress(_Type):
|
||||
METHOD: str
|
||||
CURRENCY_CODE: str
|
||||
ADDRESS: str
|
||||
POOL_ADDRESS: str
|
||||
method: str
|
||||
currency_code: str
|
||||
address: str
|
||||
pool_address: str
|
||||
|
||||
@dataclass
|
||||
class Invoice(_Type):
|
||||
INVOICE_HASH: str
|
||||
INVOICE: str
|
||||
AMOUNT: str
|
||||
invoice_hash: str
|
||||
invoice: str
|
||||
amount: str
|
||||
|
||||
@dataclass
|
||||
class Movement(_Type):
|
||||
ID: str
|
||||
CURRENCY: str
|
||||
CURRENCY_NAME: str
|
||||
MTS_STARTED: int
|
||||
MTS_UPDATED: int
|
||||
STATUS: str
|
||||
AMOUNT: int
|
||||
FEES: int
|
||||
DESTINATION_ADDRESS: str
|
||||
TRANSACTION_ID: str
|
||||
WITHDRAW_TRANSACTION_NOTE: str
|
||||
id: str
|
||||
currency: str
|
||||
currency_name: str
|
||||
mts_started: int
|
||||
mts_updated: int
|
||||
status: str
|
||||
amount: int
|
||||
fees: int
|
||||
destination_address: str
|
||||
transaction_id: str
|
||||
withdraw_transaction_note: str
|
||||
|
||||
@dataclass
|
||||
class SymbolMarginInfo(_Type):
|
||||
SYMBOL: str
|
||||
TRADABLE_BALANCE: float
|
||||
GROSS_BALANCE: float
|
||||
BUY: float
|
||||
SELL: float
|
||||
symbol: str
|
||||
tradable_balance: float
|
||||
gross_balance: float
|
||||
buy: float
|
||||
sell: float
|
||||
|
||||
@dataclass
|
||||
class BaseMarginInfo(_Type):
|
||||
USER_PL: float
|
||||
USER_SWAPS: float
|
||||
MARGIN_BALANCE: float
|
||||
MARGIN_NET: float
|
||||
MARGIN_MIN: float
|
||||
user_pl: float
|
||||
user_swaps: float
|
||||
margin_balance: float
|
||||
margin_net: float
|
||||
margin_min: float
|
||||
|
||||
@dataclass
|
||||
class Claim(_Type):
|
||||
SYMBOL: str
|
||||
POSITION_STATUS: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
MARGIN_FUNDING: float
|
||||
MARGIN_FUNDING_TYPE: int
|
||||
POSITION_ID: int
|
||||
MTS_CREATE: int
|
||||
MTS_UPDATE: int
|
||||
POS_TYPE: int
|
||||
COLLATERAL: str
|
||||
MIN_COLLATERAL: str
|
||||
META: JSON
|
||||
symbol: str
|
||||
position_status: str
|
||||
amount: float
|
||||
base_price: float
|
||||
margin_funding: float
|
||||
margin_funding_type: int
|
||||
position_id: int
|
||||
mts_create: int
|
||||
mts_update: int
|
||||
pos_type: int
|
||||
collateral: str
|
||||
min_collateral: str
|
||||
meta: JSON
|
||||
|
||||
@dataclass
|
||||
class IncreaseInfo(_Type):
|
||||
MAX_POS: int
|
||||
CURRENT_POS: float
|
||||
BASE_CURRENCY_BALANCE: float
|
||||
TRADABLE_BALANCE_QUOTE_CURRENCY: float
|
||||
TRADABLE_BALANCE_QUOTE_TOTAL: float
|
||||
TRADABLE_BALANCE_BASE_CURRENCY: float
|
||||
TRADABLE_BALANCE_BASE_TOTAL: float
|
||||
FUNDING_AVAIL: float
|
||||
FUNDING_VALUE: float
|
||||
FUNDING_REQUIRED: float
|
||||
FUNDING_VALUE_CURRENCY: str
|
||||
FUNDING_REQUIRED_CURRENCY: str
|
||||
max_pos: int
|
||||
current_pos: float
|
||||
base_currency_balance: float
|
||||
tradable_balance_quote_currency: float
|
||||
tradable_balance_quote_total: float
|
||||
tradable_balance_base_currency: float
|
||||
tradable_balance_base_total: float
|
||||
funding_avail: float
|
||||
funding_value: float
|
||||
funding_required: float
|
||||
funding_value_currency: str
|
||||
funding_required_currency: str
|
||||
|
||||
@dataclass
|
||||
class Increase(_Type):
|
||||
SYMBOL: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
symbol: str
|
||||
amount: float
|
||||
base_price: float
|
||||
|
||||
@dataclass
|
||||
class PositionHistory(_Type):
|
||||
SYMBOL: str
|
||||
STATUS: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
FUNDING: float
|
||||
FUNDING_TYPE: int
|
||||
POSITION_ID: int
|
||||
MTS_CREATE: int
|
||||
MTS_UPDATE: int
|
||||
symbol: str
|
||||
status: str
|
||||
amount: float
|
||||
base_price: float
|
||||
funding: float
|
||||
funding_type: int
|
||||
position_id: int
|
||||
mts_create: int
|
||||
mts_update: int
|
||||
|
||||
@dataclass
|
||||
class PositionSnapshot(_Type):
|
||||
SYMBOL: str
|
||||
STATUS: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
FUNDING: float
|
||||
FUNDING_TYPE: int
|
||||
POSITION_ID: int
|
||||
MTS_CREATE: int
|
||||
MTS_UPDATE: int
|
||||
symbol: str
|
||||
status: str
|
||||
amount: float
|
||||
base_price: float
|
||||
funding: float
|
||||
funding_type: int
|
||||
position_id: int
|
||||
mts_create: int
|
||||
mts_update: int
|
||||
|
||||
@dataclass
|
||||
class PositionAudit(_Type):
|
||||
SYMBOL: str
|
||||
STATUS: str
|
||||
AMOUNT: float
|
||||
BASE_PRICE: float
|
||||
FUNDING: float
|
||||
FUNDING_TYPE: int
|
||||
POSITION_ID: int
|
||||
MTS_CREATE: int
|
||||
MTS_UPDATE: int
|
||||
TYPE: int
|
||||
COLLATERAL: float
|
||||
COLLATERAL_MIN: float
|
||||
META: JSON
|
||||
symbol: str
|
||||
status: str
|
||||
amount: float
|
||||
base_price: float
|
||||
funding: float
|
||||
funding_type: int
|
||||
position_id: int
|
||||
mts_create: int
|
||||
mts_update: int
|
||||
type: int
|
||||
collateral: float
|
||||
collateral_min: float
|
||||
meta: JSON
|
||||
|
||||
@dataclass
|
||||
class DerivativePositionCollateral(_Type):
|
||||
STATUS: int
|
||||
status: int
|
||||
|
||||
@dataclass
|
||||
class DerivativePositionCollateralLimits(_Type):
|
||||
MIN_COLLATERAL: float
|
||||
MAX_COLLATERAL: float
|
||||
min_collateral: float
|
||||
max_collateral: float
|
||||
|
||||
#endregion
|
||||
@@ -7,111 +7,111 @@ from .. notification import _Notification
|
||||
#region Serializers definition for Websocket Public Channels
|
||||
|
||||
TradingPairTicker = generate_labeler_serializer("TradingPairTicker", klass=types.TradingPairTicker, labels=[
|
||||
"BID",
|
||||
"BID_SIZE",
|
||||
"ASK",
|
||||
"ASK_SIZE",
|
||||
"DAILY_CHANGE",
|
||||
"DAILY_CHANGE_RELATIVE",
|
||||
"LAST_PRICE",
|
||||
"VOLUME",
|
||||
"HIGH",
|
||||
"LOW"
|
||||
"bid",
|
||||
"bid_size",
|
||||
"ask",
|
||||
"ask_size",
|
||||
"daily_change",
|
||||
"daily_change_relative",
|
||||
"last_price",
|
||||
"volume",
|
||||
"high",
|
||||
"low"
|
||||
])
|
||||
|
||||
FundingCurrencyTicker = generate_labeler_serializer("FundingCurrencyTicker", klass=types.FundingCurrencyTicker, labels=[
|
||||
"FRR",
|
||||
"BID",
|
||||
"BID_PERIOD",
|
||||
"BID_SIZE",
|
||||
"ASK",
|
||||
"ASK_PERIOD",
|
||||
"ASK_SIZE",
|
||||
"DAILY_CHANGE",
|
||||
"DAILY_CHANGE_RELATIVE",
|
||||
"LAST_PRICE",
|
||||
"VOLUME",
|
||||
"HIGH",
|
||||
"LOW"
|
||||
"frr",
|
||||
"bid",
|
||||
"bid_period",
|
||||
"bid_size",
|
||||
"ask",
|
||||
"ask_period",
|
||||
"ask_size",
|
||||
"daily_change",
|
||||
"daily_change_relative",
|
||||
"last_price",
|
||||
"volume",
|
||||
"high",
|
||||
"low"
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FRR_AMOUNT_AVAILABLE"
|
||||
"frr_amount_available"
|
||||
])
|
||||
|
||||
TradingPairTrade = generate_labeler_serializer("TradingPairTrade", klass=types.TradingPairTrade, labels=[
|
||||
"ID",
|
||||
"MTS",
|
||||
"AMOUNT",
|
||||
"PRICE"
|
||||
"id",
|
||||
"mts",
|
||||
"amount",
|
||||
"price"
|
||||
])
|
||||
|
||||
FundingCurrencyTrade = generate_labeler_serializer("FundingCurrencyTrade", klass=types.FundingCurrencyTrade, labels=[
|
||||
"ID",
|
||||
"MTS",
|
||||
"AMOUNT",
|
||||
"RATE",
|
||||
"PERIOD"
|
||||
"id",
|
||||
"mts",
|
||||
"amount",
|
||||
"rate",
|
||||
"period"
|
||||
])
|
||||
|
||||
TradingPairBook = generate_labeler_serializer("TradingPairBook", klass=types.TradingPairBook, labels=[
|
||||
"PRICE",
|
||||
"COUNT",
|
||||
"AMOUNT"
|
||||
"price",
|
||||
"count",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FundingCurrencyBook = generate_labeler_serializer("FundingCurrencyBook", klass=types.FundingCurrencyBook, labels=[
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"COUNT",
|
||||
"AMOUNT"
|
||||
"rate",
|
||||
"period",
|
||||
"count",
|
||||
"amount"
|
||||
])
|
||||
|
||||
TradingPairRawBook = generate_labeler_serializer("TradingPairRawBook", klass=types.TradingPairRawBook, labels=[
|
||||
"ORDER_ID",
|
||||
"PRICE",
|
||||
"AMOUNT"
|
||||
"order_id",
|
||||
"price",
|
||||
"amount"
|
||||
])
|
||||
|
||||
FundingCurrencyRawBook = generate_labeler_serializer("FundingCurrencyRawBook", klass=types.FundingCurrencyRawBook, labels=[
|
||||
"OFFER_ID",
|
||||
"PERIOD",
|
||||
"RATE",
|
||||
"AMOUNT"
|
||||
"offer_id",
|
||||
"period",
|
||||
"rate",
|
||||
"amount"
|
||||
])
|
||||
|
||||
Candle = generate_labeler_serializer("Candle", klass=types.Candle, labels=[
|
||||
"MTS",
|
||||
"OPEN",
|
||||
"CLOSE",
|
||||
"HIGH",
|
||||
"LOW",
|
||||
"VOLUME"
|
||||
"mts",
|
||||
"open",
|
||||
"close",
|
||||
"high",
|
||||
"low",
|
||||
"volume"
|
||||
])
|
||||
|
||||
DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types.DerivativesStatus, labels=[
|
||||
"TIME_MS",
|
||||
"time_ms",
|
||||
"_PLACEHOLDER",
|
||||
"DERIV_PRICE",
|
||||
"SPOT_PRICE",
|
||||
"deriv_price",
|
||||
"spot_price",
|
||||
"_PLACEHOLDER",
|
||||
"INSURANCE_FUND_BALANCE",
|
||||
"insurance_fund_balance",
|
||||
"_PLACEHOLDER",
|
||||
"NEXT_FUNDING_EVT_TIMESTAMP_MS",
|
||||
"NEXT_FUNDING_ACCRUED",
|
||||
"NEXT_FUNDING_STEP",
|
||||
"next_funding_evt_timestamp_ms",
|
||||
"next_funding_accrued",
|
||||
"next_funding_step",
|
||||
"_PLACEHOLDER",
|
||||
"CURRENT_FUNDING"
|
||||
"current_funding"
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"MARK_PRICE",
|
||||
"mark_price",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"OPEN_INTEREST",
|
||||
"open_interest",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"CLAMP_MIN",
|
||||
"CLAMP_MAX"
|
||||
"clamp_min",
|
||||
"clamp_max"
|
||||
])
|
||||
|
||||
#endregion
|
||||
@@ -119,179 +119,179 @@ DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types
|
||||
#region Serializers definition for Websocket Authenticated Channels
|
||||
|
||||
Order = generate_labeler_serializer("Order", klass=types.Order, labels=[
|
||||
"ID",
|
||||
"GID",
|
||||
"CID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"AMOUNT",
|
||||
"AMOUNT_ORIG",
|
||||
"ORDER_TYPE",
|
||||
"TYPE_PREV",
|
||||
"MTS_TIF",
|
||||
"id",
|
||||
"gid",
|
||||
"cid",
|
||||
"symbol",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"amount",
|
||||
"amount_orig",
|
||||
"order_type",
|
||||
"type_prev",
|
||||
"mts_tif",
|
||||
"_PLACEHOLDER",
|
||||
"FLAGS",
|
||||
"ORDER_STATUS",
|
||||
"flags",
|
||||
"order_status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"PRICE",
|
||||
"PRICE_AVG",
|
||||
"PRICE_TRAILING",
|
||||
"PRICE_AUX_LIMIT",
|
||||
"price",
|
||||
"price_avg",
|
||||
"price_trailing",
|
||||
"price_aux_limit",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"PLACED_ID",
|
||||
"notify",
|
||||
"hidden",
|
||||
"placed_id",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"ROUTING",
|
||||
"routing",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"META"
|
||||
"meta"
|
||||
])
|
||||
|
||||
Position = generate_labeler_serializer("Position", klass=types.Position, labels=[
|
||||
"SYMBOL",
|
||||
"STATUS",
|
||||
"AMOUNT",
|
||||
"BASE_PRICE",
|
||||
"MARGIN_FUNDING",
|
||||
"MARGIN_FUNDING_TYPE",
|
||||
"PL",
|
||||
"PL_PERC",
|
||||
"PRICE_LIQ",
|
||||
"LEVERAGE",
|
||||
"FLAG",
|
||||
"POSITION_ID",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"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",
|
||||
"type",
|
||||
"_PLACEHOLDER",
|
||||
"COLLATERAL",
|
||||
"COLLATERAL_MIN",
|
||||
"META"
|
||||
"collateral",
|
||||
"collateral_min",
|
||||
"meta"
|
||||
])
|
||||
|
||||
TradeExecuted = generate_labeler_serializer("TradeExecuted", klass=types.TradeExecuted, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATE",
|
||||
"ORDER_ID",
|
||||
"EXEC_AMOUNT",
|
||||
"EXEC_PRICE",
|
||||
"ORDER_TYPE",
|
||||
"ORDER_PRICE",
|
||||
"MAKER",
|
||||
"id",
|
||||
"symbol",
|
||||
"mts_create",
|
||||
"order_id",
|
||||
"exec_amount",
|
||||
"exec_price",
|
||||
"order_type",
|
||||
"order_price",
|
||||
"maker",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"CID"
|
||||
"cid"
|
||||
])
|
||||
|
||||
TradeExecutionUpdate = generate_labeler_serializer("TradeExecutionUpdate", klass=types.TradeExecutionUpdate, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATE",
|
||||
"ORDER_ID",
|
||||
"EXEC_AMOUNT",
|
||||
"EXEC_PRICE",
|
||||
"ORDER_TYPE",
|
||||
"ORDER_PRICE",
|
||||
"MAKER",
|
||||
"FEE",
|
||||
"FEE_CURRENCY",
|
||||
"CID"
|
||||
"id",
|
||||
"symbol",
|
||||
"mts_create",
|
||||
"order_id",
|
||||
"exec_amount",
|
||||
"exec_price",
|
||||
"order_type",
|
||||
"order_price",
|
||||
"maker",
|
||||
"fee",
|
||||
"fee_currency",
|
||||
"cid"
|
||||
])
|
||||
|
||||
FundingOffer = generate_labeler_serializer("FundingOffer", klass=types.FundingOffer, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"MTS_CREATED",
|
||||
"MTS_UPDATED",
|
||||
"AMOUNT",
|
||||
"AMOUNT_ORIG",
|
||||
"OFFER_TYPE",
|
||||
"id",
|
||||
"symbol",
|
||||
"mts_created",
|
||||
"mts_updated",
|
||||
"amount",
|
||||
"amount_orig",
|
||||
"offer_type",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"FLAGS",
|
||||
"STATUS",
|
||||
"flags",
|
||||
"status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"rate",
|
||||
"period",
|
||||
"notify",
|
||||
"hidden",
|
||||
"_PLACEHOLDER",
|
||||
"RENEW",
|
||||
"renew",
|
||||
"_PLACEHOLDER"
|
||||
])
|
||||
|
||||
FundingCredit = generate_labeler_serializer("FundingCredit", klass=types.FundingCredit, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"SIDE",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"AMOUNT",
|
||||
"FLAGS",
|
||||
"STATUS",
|
||||
"id",
|
||||
"symbol",
|
||||
"side",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"amount",
|
||||
"flags",
|
||||
"status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"MTS_OPENING",
|
||||
"MTS_LAST_PAYOUT",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"rate",
|
||||
"period",
|
||||
"mts_opening",
|
||||
"mts_last_payout",
|
||||
"notify",
|
||||
"hidden",
|
||||
"_PLACEHOLDER",
|
||||
"RENEW",
|
||||
"RATE_REAL",
|
||||
"NO_CLOSE",
|
||||
"POSITION_PAIR"
|
||||
"renew",
|
||||
"rate_real",
|
||||
"no_close",
|
||||
"position_pair"
|
||||
])
|
||||
|
||||
FundingLoan = generate_labeler_serializer("FundingLoan", klass=types.FundingLoan, labels=[
|
||||
"ID",
|
||||
"SYMBOL",
|
||||
"SIDE",
|
||||
"MTS_CREATE",
|
||||
"MTS_UPDATE",
|
||||
"AMOUNT",
|
||||
"FLAGS",
|
||||
"STATUS",
|
||||
"id",
|
||||
"symbol",
|
||||
"side",
|
||||
"mts_create",
|
||||
"mts_update",
|
||||
"amount",
|
||||
"flags",
|
||||
"status",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"_PLACEHOLDER",
|
||||
"RATE",
|
||||
"PERIOD",
|
||||
"MTS_OPENING",
|
||||
"MTS_LAST_PAYOUT",
|
||||
"NOTIFY",
|
||||
"HIDDEN",
|
||||
"rate",
|
||||
"period",
|
||||
"mts_opening",
|
||||
"mts_last_payout",
|
||||
"notify",
|
||||
"hidden",
|
||||
"_PLACEHOLDER",
|
||||
"RENEW",
|
||||
"RATE_REAL",
|
||||
"NO_CLOSE"
|
||||
"renew",
|
||||
"rate_real",
|
||||
"no_close"
|
||||
])
|
||||
|
||||
Wallet = generate_labeler_serializer("Wallet", klass=types.Wallet, labels=[
|
||||
"WALLET_TYPE",
|
||||
"CURRENCY",
|
||||
"BALANCE",
|
||||
"UNSETTLED_INTEREST",
|
||||
"BALANCE_AVAILABLE",
|
||||
"DESCRIPTION",
|
||||
"META"
|
||||
"wallet_type",
|
||||
"currency",
|
||||
"balance",
|
||||
"unsettled_interest",
|
||||
"balance_available",
|
||||
"description",
|
||||
"meta"
|
||||
])
|
||||
|
||||
BalanceInfo = generate_labeler_serializer("BalanceInfo", klass=types.BalanceInfo, labels=[
|
||||
"AUM",
|
||||
"AUM_NET",
|
||||
"aum",
|
||||
"aum_net",
|
||||
])
|
||||
|
||||
#endregion
|
||||
@@ -10,246 +10,246 @@ from .. utils.encoder import JSON
|
||||
|
||||
@dataclass
|
||||
class TradingPairTicker(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyTicker(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class TradingPairTrade(_Type):
|
||||
ID: int
|
||||
MTS: int
|
||||
AMOUNT: float
|
||||
PRICE: float
|
||||
id: int
|
||||
mts: int
|
||||
amount: float
|
||||
price: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyTrade(_Type):
|
||||
ID: int
|
||||
MTS: int
|
||||
AMOUNT: float
|
||||
RATE: float
|
||||
PERIOD: int
|
||||
id: int
|
||||
mts: int
|
||||
amount: float
|
||||
rate: float
|
||||
period: int
|
||||
|
||||
@dataclass
|
||||
class TradingPairBook(_Type):
|
||||
PRICE: float
|
||||
COUNT: int
|
||||
AMOUNT: float
|
||||
price: float
|
||||
count: int
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyBook(_Type):
|
||||
RATE: float
|
||||
PERIOD: int
|
||||
COUNT: int
|
||||
AMOUNT: float
|
||||
rate: float
|
||||
period: int
|
||||
count: int
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class TradingPairRawBook(_Type):
|
||||
ORDER_ID: int
|
||||
PRICE: float
|
||||
AMOUNT: float
|
||||
order_id: int
|
||||
price: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class FundingCurrencyRawBook(_Type):
|
||||
OFFER_ID: int
|
||||
PERIOD: int
|
||||
RATE: float
|
||||
AMOUNT: float
|
||||
offer_id: int
|
||||
period: int
|
||||
rate: float
|
||||
amount: float
|
||||
|
||||
@dataclass
|
||||
class Candle(_Type):
|
||||
MTS: int
|
||||
OPEN: float
|
||||
CLOSE: float
|
||||
HIGH: float
|
||||
LOW: float
|
||||
VOLUME: float
|
||||
mts: int
|
||||
open: float
|
||||
close: float
|
||||
high: float
|
||||
low: float
|
||||
volume: float
|
||||
|
||||
@dataclass
|
||||
class DerivativesStatus(_Type):
|
||||
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
|
||||
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
|
||||
@dataclass
|
||||
class Order(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class Position(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class TradeExecuted(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class TradeExecutionUpdate(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingOffer(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingCredit(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class FundingLoan(_Type):
|
||||
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
|
||||
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
|
||||
|
||||
@dataclass
|
||||
class Wallet(_Type):
|
||||
WALLET_TYPE: str
|
||||
CURRENCY: str
|
||||
BALANCE: float
|
||||
UNSETTLED_INTEREST: float
|
||||
BALANCE_AVAILABLE: float
|
||||
DESCRIPTION: str
|
||||
META: JSON
|
||||
wallet_type: str
|
||||
currency: str
|
||||
balance: float
|
||||
unsettled_interest: float
|
||||
balance_available: float
|
||||
description: str
|
||||
meta: JSON
|
||||
|
||||
@dataclass
|
||||
class BalanceInfo(_Type):
|
||||
AUM: float
|
||||
AUM_NET: float
|
||||
aum: float
|
||||
aum_net: float
|
||||
|
||||
#endregion
|
||||
@@ -15,5 +15,5 @@ open_margin_positions = bfx.rest.auth.get_positions()
|
||||
# claim all positions
|
||||
for position in open_margin_positions:
|
||||
print(f"Position {position}")
|
||||
claim = bfx.rest.auth.claim_position(position.POSITION_ID, amount=0.000001)
|
||||
print(f"Claim {claim.NOTIFY_INFO}")
|
||||
claim = bfx.rest.auth.claim_position(position.position_id, amount=0.000001)
|
||||
print(f"Claim {claim.notify_info}")
|
||||
@@ -25,7 +25,7 @@ print("Submit Order Notification:", submitted_order)
|
||||
|
||||
# Update it
|
||||
updated_order = bfx.rest.auth.update_order(
|
||||
id=submitted_order.NOTIFY_INFO.ID,
|
||||
id=submitted_order.notify_info.id,
|
||||
amount="0.020",
|
||||
price="10100"
|
||||
)
|
||||
@@ -33,6 +33,6 @@ updated_order = bfx.rest.auth.update_order(
|
||||
print("Update Order Notification:", updated_order)
|
||||
|
||||
# Delete it
|
||||
canceled_order = bfx.rest.auth.cancel_order(id=submitted_order.NOTIFY_INFO.ID)
|
||||
canceled_order = bfx.rest.auth.cancel_order(id=submitted_order.notify_info.id)
|
||||
|
||||
print("Cancel Order Notification:", canceled_order)
|
||||
|
||||
@@ -27,5 +27,5 @@ print(f"Limits {limits}")
|
||||
|
||||
# Update position collateral
|
||||
response = bfx.rest.auth.set_derivative_position_collateral(symbol="tBTCF0:USTF0", collateral=50)
|
||||
print(response.STATUS)
|
||||
print(response.status)
|
||||
|
||||
|
||||
@@ -12,7 +12,7 @@ t_symbol_response = bfx.rest.public.get_trading_market_average_price(
|
||||
price_limit="20000.5"
|
||||
)
|
||||
|
||||
print(t_symbol_response.PRICE_AVG)
|
||||
print(t_symbol_response.price_avg)
|
||||
|
||||
f_symbol_response = bfx.rest.public.get_funding_market_average_price(
|
||||
symbol="fUSD",
|
||||
@@ -21,8 +21,8 @@ f_symbol_response = bfx.rest.public.get_funding_market_average_price(
|
||||
rate_limit="0.00015"
|
||||
)
|
||||
|
||||
print(f_symbol_response.RATE_AVG)
|
||||
print(f_symbol_response.rate_avg)
|
||||
|
||||
fx_rate = bfx.rest.public.get_fx_rate(ccy1="USD", ccy2="EUR")
|
||||
|
||||
print(fx_rate.CURRENT_RATE)
|
||||
print(fx_rate.current_rate)
|
||||
@@ -69,7 +69,7 @@ def log_funding_loans():
|
||||
|
||||
|
||||
def log_funding_loans_history():
|
||||
loans = bfx.rest.auth.get_funding_loan_history(symbol='fUSD', start=0, end=now)
|
||||
loans = bfx.rest.auth.get_funding_loans_history(symbol='fUSD', start=0, end=now)
|
||||
print("Funding loan history:")
|
||||
[print(l) for l in loans]
|
||||
|
||||
|
||||
@@ -14,9 +14,9 @@ messages = bfx.rest.public.get_pulse_history(end=now, limit=100)
|
||||
|
||||
for message in messages:
|
||||
print(f"Message: {message}")
|
||||
print(message.CONTENT)
|
||||
print(message.PROFILE.PICTURE)
|
||||
print(message.content)
|
||||
print(message.profile.picture)
|
||||
|
||||
profile = bfx.rest.public.get_pulse_profile("News")
|
||||
print(f"Profile: {profile}")
|
||||
print(f"Profile picture: {profile.PICTURE}")
|
||||
print(f"Profile picture: {profile.picture}")
|
||||
@@ -15,4 +15,4 @@ print(increase_info)
|
||||
|
||||
# increase a margin position
|
||||
notification = bfx.rest.auth.increase_position(symbol="tBTCUSD", amount=0.0001)
|
||||
print(notification.NOTIFY_INFO)
|
||||
print(notification.notify_info)
|
||||
|
||||
@@ -12,20 +12,20 @@ bfx = Client(
|
||||
|
||||
def transfer_wallet():
|
||||
response = bfx.rest.auth.submit_wallet_transfer(from_wallet="exchange", to_wallet="funding", from_currency="ETH", to_currency="ETH", amount=0.001)
|
||||
print("Transfer:", response.NOTIFY_INFO)
|
||||
print("Transfer:", response.notify_info)
|
||||
|
||||
def get_existing_deposit_address():
|
||||
response = bfx.rest.auth.get_deposit_address(wallet="exchange", method="bitcoin", renew=False)
|
||||
print("Address:", response.NOTIFY_INFO)
|
||||
print("Address:", response.notify_info)
|
||||
|
||||
def create_new_deposit_address():
|
||||
response = bfx.rest.auth.get_deposit_address(wallet="exchange", method="bitcoin", renew=True)
|
||||
print("Address:", response.NOTIFY_INFO)
|
||||
print("Address:", response.notify_info)
|
||||
|
||||
def withdraw():
|
||||
# tetheruse = Tether (ERC20)
|
||||
response = bfx.rest.auth.submit_wallet_withdraw(wallet="exchange", method="tetheruse", amount=1, address="0x742d35Cc6634C0532925a3b844Bc454e4438f44e")
|
||||
print("Address:", response.NOTIFY_INFO)
|
||||
print("Address:", response.notify_info)
|
||||
|
||||
def create_lighting_network_deposit_address():
|
||||
invoice = bfx.rest.auth.get_deposit_invoice(wallet="funding", currency="LNX", amount=0.001)
|
||||
|
||||
@@ -19,7 +19,7 @@ class OrderBook(object):
|
||||
}
|
||||
|
||||
def update(self, symbol: str, data: TradingPairBook) -> None:
|
||||
price, count, amount = data.PRICE, data.COUNT, data.AMOUNT
|
||||
price, count, amount = data.price, data.count, data.amount
|
||||
|
||||
kind = (amount > 0) and "bids" or "asks"
|
||||
|
||||
|
||||
@@ -19,7 +19,7 @@ class RawOrderBook(object):
|
||||
}
|
||||
|
||||
def update(self, symbol: str, data: TradingPairRawBook) -> None:
|
||||
order_id, price, amount = data.ORDER_ID, data.PRICE, data.AMOUNT
|
||||
order_id, price, amount = data.order_id, data.price, data.amount
|
||||
|
||||
kind = (amount > 0) and "bids" or "asks"
|
||||
|
||||
|
||||
Reference in New Issue
Block a user