diff --git a/bfxapi/labeler.py b/bfxapi/labeler.py index 4575146..87889e2 100644 --- a/bfxapi/labeler.py +++ b/bfxapi/labeler.py @@ -1,12 +1,17 @@ from .exceptions import LabelerSerializerException -from typing import Generic, TypeVar, Iterable, Optional, List, Tuple, Any, cast +from typing import Type, Generic, TypeVar, Iterable, Optional, List, Tuple, Any, cast -T = TypeVar("T") +T = TypeVar("T", bound="_Type") + +class _Type(object): + def __init__(self, **kwargs): + for key, value in kwargs.items(): + self.__setattr__(key, value) class _Serializer(Generic[T]): - def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]): - self.name, self.__labels, self.__IGNORE = name, labels, IGNORE + def __init__(self, name: str, klass: Type[_Type], labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]): + self.name, self.klass, self.__labels, self.__IGNORE = name, klass, labels, IGNORE def _serialize(self, *args: Any, skip: Optional[List[str]] = None) -> Iterable[Tuple[str, Any]]: labels = list(filter(lambda label: label not in (skip or list()), self.__labels)) @@ -19,4 +24,7 @@ class _Serializer(Generic[T]): yield label, args[index] def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T: - return cast(T, dict(self._serialize(*values, skip=skip))) \ No newline at end of file + return cast(T, self.klass(**dict(self._serialize(*values, skip=skip)))) + +def generate_labeler_serializer(name: str, klass: Type[T], labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]) -> _Serializer[T]: + return _Serializer[T](name, klass, labels, IGNORE) \ No newline at end of file diff --git a/bfxapi/notification.py b/bfxapi/notification.py index 90d2f12..b2f90b8 100644 --- a/bfxapi/notification.py +++ b/bfxapi/notification.py @@ -1,35 +1,40 @@ -from typing import List, Dict, Union, Optional, Any, TypedDict, cast +from typing import List, Dict, Union, Optional, Any, TypedDict, Generic, TypeVar, cast -from .labeler import _Serializer +from dataclasses import dataclass -class Notification(TypedDict): +from .labeler import _Type, _Serializer + +T = TypeVar("T") + +@dataclass +class Notification(_Type, Generic[T]): MTS: int TYPE: str MESSAGE_ID: Optional[int] - NOTIFY_INFO: Union[Dict[str, Any], List[Dict[str, Any]]] + NOTIFY_INFO: T CODE: Optional[int] STATUS: str TEXT: str -class _Notification(_Serializer): +class _Notification(_Serializer, Generic[T]): __LABELS = [ "MTS", "TYPE", "MESSAGE_ID", "_PLACEHOLDER", "NOTIFY_INFO", "CODE", "STATUS", "TEXT" ] def __init__(self, serializer: Optional[_Serializer] = None, iterate: bool = False): - super().__init__("Notification", _Notification.__LABELS, IGNORE = [ "_PLACEHOLDER" ]) + super().__init__("Notification", Notification, _Notification.__LABELS, IGNORE = [ "_PLACEHOLDER" ]) self.serializer, self.iterate = serializer, iterate - def parse(self, *values: Any, skip: Optional[List[str]] = None) -> Notification: - notification = dict(self._serialize(*values)) + def parse(self, *values: Any, skip: Optional[List[str]] = None) -> Notification[T]: + notification = cast(Notification[T], Notification(**dict(self._serialize(*values)))) if isinstance(self.serializer, _Serializer): - if self.iterate == False: - NOTIFY_INFO = notification["NOTIFY_INFO"] + NOTIFY_INFO = cast(List[Any], notification.NOTIFY_INFO) + if self.iterate == False: if len(NOTIFY_INFO) == 1 and isinstance(NOTIFY_INFO[0], list): NOTIFY_INFO = NOTIFY_INFO[0] - notification["NOTIFY_INFO"] = dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip)) - else: notification["NOTIFY_INFO"] = [ dict(self.serializer._serialize(*data, skip=skip)) for data in notification["NOTIFY_INFO"] ] + notification.NOTIFY_INFO = cast(T, self.serializer.klass(**dict(self.serializer._serialize(*NOTIFY_INFO, skip=skip)))) + else: notification.NOTIFY_INFO = cast(T, [ self.serializer.klass(**dict(self.serializer._serialize(*data, skip=skip))) for data in NOTIFY_INFO ]) - return cast(Notification, notification) \ No newline at end of file + return notification \ No newline at end of file diff --git a/bfxapi/rest/BfxRestInterface.py b/bfxapi/rest/BfxRestInterface.py index 3b6db61..c49ca56 100644 --- a/bfxapi/rest/BfxRestInterface.py +++ b/bfxapi/rest/BfxRestInterface.py @@ -8,7 +8,7 @@ from typing import List, Union, Literal, Optional, Any, cast from . import serializers -from .typings import * +from .types import * from .enums import Config, Sort, OrderType, FundingOfferType, Error from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError @@ -97,11 +97,11 @@ class _RestPublicEndpoints(_Requests): parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse } - return [ parsers[subdata[0][0]](*subdata) for subdata in data ] + return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[subdata[0][0]](*subdata)) for subdata in data ] def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]: if isinstance(pairs, str) and pairs == "ALL": - return [ cast(TradingPairTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("t") ] + return [ cast(TradingPairTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata.SYMBOL).startswith("t") ] data = self.get_tickers([ "t" + pair for pair in pairs ]) @@ -109,7 +109,7 @@ class _RestPublicEndpoints(_Requests): def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]: if isinstance(currencies, str) and currencies == "ALL": - return [ cast(FundingCurrencyTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata["SYMBOL"]).startswith("f") ] + return [ cast(FundingCurrencyTicker, subdata) for subdata in self.get_tickers([ "ALL" ]) if cast(str, subdata.SYMBOL).startswith("f") ] data = self.get_tickers([ "f" + currency for currency in currencies ]) @@ -262,7 +262,7 @@ class _RestAuthenticatedEndpoints(_Requests): price: Optional[Union[Decimal, str]] = None, lev: Optional[int] = None, price_trailing: Optional[Union[Decimal, str]] = None, price_aux_limit: Optional[Union[Decimal, str]] = None, price_oco_stop: Optional[Union[Decimal, str]] = None, gid: Optional[int] = None, cid: Optional[int] = None, - flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification: + flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification[Order]: data = { "type": type, "symbol": symbol, "amount": amount, "price": price, "lev": lev, @@ -271,12 +271,12 @@ class _RestAuthenticatedEndpoints(_Requests): "flags": flags, "tif": tif, "meta": meta } - return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data)) + return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data)) def update_order(self, id: int, amount: Optional[Union[Decimal, str]] = None, price: Optional[Union[Decimal, str]] = None, cid: Optional[int] = None, cid_date: Optional[str] = None, gid: Optional[int] = None, flags: Optional[int] = 0, lev: Optional[int] = None, delta: Optional[Union[Decimal, str]] = None, - price_aux_limit: Optional[Union[Decimal, str]] = None, price_trailing: Optional[Union[Decimal, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification: + price_aux_limit: Optional[Union[Decimal, str]] = None, price_trailing: Optional[Union[Decimal, str]] = None, tif: Optional[Union[datetime, str]] = None) -> Notification[Order]: data = { "id": id, "amount": amount, "price": price, "cid": cid, "cid_date": cid_date, "gid": gid, @@ -284,18 +284,18 @@ class _RestAuthenticatedEndpoints(_Requests): "price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif } - return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data)) + return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data)) - def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification: + def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification[Order]: data = { "id": id, "cid": cid, "cid_date": cid_date } - return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data)) + return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data)) - def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification: + def cancel_order_multi(self, ids: Optional[List[int]] = None, cids: Optional[List[Tuple[int, str]]] = None, gids: Optional[List[int]] = None, all: bool = False) -> Notification[List[Order]]: data = { "ids": ids, "cids": cids, @@ -304,7 +304,7 @@ class _RestAuthenticatedEndpoints(_Requests): "all": int(all) } - return serializers._Notification(serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data)) + return serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data)) def get_orders_history(self, symbol: Optional[str] = None, ids: Optional[List[int]] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Order]: if symbol == None: @@ -354,17 +354,17 @@ class _RestAuthenticatedEndpoints(_Requests): def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, str], rate: Union[Decimal, str], period: int, - flags: Optional[int] = 0) -> Notification: + flags: Optional[int] = 0) -> Notification[FundingOffer]: data = { "type": type, "symbol": symbol, "amount": amount, "rate": rate, "period": period, "flags": flags } - return serializers._Notification(serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data)) + return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data)) - def cancel_funding_offer(self, id: int) -> Notification: - return serializers._Notification(serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id })) + def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]: + return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id })) def get_funding_offers_history(self, symbol: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingOffer]: if symbol == None: diff --git a/bfxapi/rest/serializers.py b/bfxapi/rest/serializers.py index 9e2612a..35df8ae 100644 --- a/bfxapi/rest/serializers.py +++ b/bfxapi/rest/serializers.py @@ -1,16 +1,16 @@ -from . import typings +from . import types -from .. labeler import _Serializer +from .. labeler import generate_labeler_serializer from .. notification import _Notification #region Serializers definition for Rest Public Endpoints -PlatformStatus = _Serializer[typings.PlatformStatus]("PlatformStatus", labels=[ +PlatformStatus = generate_labeler_serializer("PlatformStatus", klass=types.PlatformStatus, labels=[ "OPERATIVE" ]) -TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", labels=[ +TradingPairTicker = generate_labeler_serializer("TradingPairTicker", klass=types.TradingPairTicker, labels=[ "SYMBOL", "BID", "BID_SIZE", @@ -24,7 +24,7 @@ TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", "LOW" ]) -FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurrencyTicker", labels=[ +FundingCurrencyTicker = generate_labeler_serializer("FundingCurrencyTicker", klass=types.FundingCurrencyTicker, labels=[ "SYMBOL", "FRR", "BID", @@ -44,7 +44,7 @@ FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurre "FRR_AMOUNT_AVAILABLE" ]) -TickersHistory = _Serializer[typings.TickersHistory]("TickersHistory", labels=[ +TickersHistory = generate_labeler_serializer("TickersHistory", klass=types.TickersHistory, labels=[ "SYMBOL", "BID", "_PLACEHOLDER", @@ -60,14 +60,14 @@ TickersHistory = _Serializer[typings.TickersHistory]("TickersHistory", labels=[ "MTS" ]) -TradingPairTrade = _Serializer[typings.TradingPairTrade]("TradingPairTrade", labels=[ +TradingPairTrade = generate_labeler_serializer("TradingPairTrade", klass=types.TradingPairTrade, labels=[ "ID", "MTS", "AMOUNT", "PRICE" ]) -FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrencyTrade", labels=[ +FundingCurrencyTrade = generate_labeler_serializer("FundingCurrencyTrade", klass=types.FundingCurrencyTrade, labels=[ "ID", "MTS", "AMOUNT", @@ -75,38 +75,38 @@ FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrenc "PERIOD" ]) -TradingPairBook = _Serializer[typings.TradingPairBook]("TradingPairBook", labels=[ +TradingPairBook = generate_labeler_serializer("TradingPairBook", klass=types.TradingPairBook, labels=[ "PRICE", "COUNT", "AMOUNT" ]) -FundingCurrencyBook = _Serializer[typings.FundingCurrencyBook]("FundingCurrencyBook", labels=[ +FundingCurrencyBook = generate_labeler_serializer("FundingCurrencyBook", klass=types.FundingCurrencyBook, labels=[ "RATE", "PERIOD", "COUNT", "AMOUNT" ]) -TradingPairRawBook = _Serializer[typings.TradingPairRawBook]("TradingPairRawBook", labels=[ +TradingPairRawBook = generate_labeler_serializer("TradingPairRawBook", klass=types.TradingPairRawBook, labels=[ "ORDER_ID", "PRICE", "AMOUNT" ]) -FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[ +FundingCurrencyRawBook = generate_labeler_serializer("FundingCurrencyRawBook", klass=types.FundingCurrencyRawBook, labels=[ "OFFER_ID", "PERIOD", "RATE", "AMOUNT" ]) -Statistic = _Serializer[typings.Statistic]("Statistic", labels=[ +Statistic = generate_labeler_serializer("Statistic", klass=types.Statistic, labels=[ "MTS", "VALUE" ]) -Candle = _Serializer[typings.Candle]("Candle", labels=[ +Candle = generate_labeler_serializer("Candle", klass=types.Candle, labels=[ "MTS", "OPEN", "CLOSE", @@ -115,7 +115,7 @@ Candle = _Serializer[typings.Candle]("Candle", labels=[ "VOLUME" ]) -DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", labels=[ +DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types.DerivativesStatus, labels=[ "KEY", "MTS", "_PLACEHOLDER", @@ -142,7 +142,7 @@ DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", "CLAMP_MAX" ]) -Liquidation = _Serializer[typings.Liquidation]("Liquidation", labels=[ +Liquidation = generate_labeler_serializer("Liquidation", klass=types.Liquidation, labels=[ "_PLACEHOLDER", "POS_ID", "MTS", @@ -157,7 +157,7 @@ Liquidation = _Serializer[typings.Liquidation]("Liquidation", labels=[ "PRICE_ACQUIRED" ]) -Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[ +Leaderboard = generate_labeler_serializer("Leaderboard", klass=types.Leaderboard, labels=[ "MTS", "_PLACEHOLDER", "USERNAME", @@ -170,7 +170,7 @@ Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[ "TWITTER_HANDLE" ]) -FundingStatistic = _Serializer[typings.FundingStatistic]("FundingStatistic", labels=[ +FundingStatistic = generate_labeler_serializer("FundingStatistic", klass=types.FundingStatistic, labels=[ "TIMESTAMP", "_PLACEHOLDER", "_PLACEHOLDER", @@ -189,7 +189,7 @@ FundingStatistic = _Serializer[typings.FundingStatistic]("FundingStatistic", lab #region Serializers definition for Rest Authenticated Endpoints -Wallet = _Serializer[typings.Wallet]("Wallet", labels=[ +Wallet = generate_labeler_serializer("Wallet", klass=types.Wallet, labels=[ "WALLET_TYPE", "CURRENCY", "BALANCE", @@ -199,7 +199,7 @@ Wallet = _Serializer[typings.Wallet]("Wallet", labels=[ "TRADE_DETAILS" ]) -Order = _Serializer[typings.Order]("Order", labels=[ +Order = generate_labeler_serializer("Order", klass=types.Order, labels=[ "ID", "GID", "CID", @@ -234,7 +234,7 @@ Order = _Serializer[typings.Order]("Order", labels=[ "META" ]) -Position = _Serializer[typings.Position]("Position", labels=[ +Position = generate_labeler_serializer("Position", klass=types.Position, labels=[ "SYMBOL", "STATUS", "AMOUNT", @@ -257,7 +257,7 @@ Position = _Serializer[typings.Position]("Position", labels=[ "META" ]) -FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[ +FundingOffer = generate_labeler_serializer("FundingOffer", klass=types.FundingOffer, labels=[ "ID", "SYMBOL", "MTS_CREATED", @@ -281,7 +281,7 @@ FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[ "_PLACEHOLDER" ]) -Trade = _Serializer[typings.Trade]("Trade", labels=[ +Trade = generate_labeler_serializer("Trade", klass=types.Trade, labels=[ "ID", "PAIR", "MTS_CREATE", @@ -296,7 +296,7 @@ Trade = _Serializer[typings.Trade]("Trade", labels=[ "CID" ]) -OrderTrade = _Serializer[typings.OrderTrade]("OrderTrade", labels=[ +OrderTrade = generate_labeler_serializer("OrderTrade", klass=types.OrderTrade, labels=[ "ID", "PAIR", "MTS_CREATE", @@ -311,7 +311,7 @@ OrderTrade = _Serializer[typings.OrderTrade]("OrderTrade", labels=[ "CID" ]) -Ledger = _Serializer[typings.Ledger]("Ledger", labels=[ +Ledger = generate_labeler_serializer("Ledger", klass=types.Ledger, labels=[ "ID", "CURRENCY", "_PLACEHOLDER", @@ -323,7 +323,7 @@ Ledger = _Serializer[typings.Ledger]("Ledger", labels=[ "DESCRIPTION" ]) -FundingCredit = _Serializer[typings.FundingCredit]("FundingCredit", labels=[ +FundingCredit = generate_labeler_serializer("FundingCredit", klass=types.FundingCredit, labels=[ "ID", "SYMBOL", "SIDE", diff --git a/bfxapi/rest/typings.py b/bfxapi/rest/types.py similarity index 80% rename from bfxapi/rest/typings.py rename to bfxapi/rest/types.py index d9d37a7..a27a404 100644 --- a/bfxapi/rest/typings.py +++ b/bfxapi/rest/types.py @@ -1,15 +1,21 @@ from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any +from dataclasses import dataclass + +from .. labeler import _Type + from .. notification import Notification JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]] #region Type hinting for Rest Public Endpoints -class PlatformStatus(TypedDict): +@dataclass +class PlatformStatus(_Type): OPERATIVE: int -class TradingPairTicker(TypedDict): +@dataclass +class TradingPairTicker(_Type): SYMBOL: Optional[str] BID: float BID_SIZE: float @@ -22,7 +28,8 @@ class TradingPairTicker(TypedDict): HIGH: float LOW: float -class FundingCurrencyTicker(TypedDict): +@dataclass +class FundingCurrencyTicker(_Type): SYMBOL: Optional[str] FRR: float BID: float @@ -39,52 +46,61 @@ class FundingCurrencyTicker(TypedDict): LOW: float FRR_AMOUNT_AVAILABLE: float -class TickersHistory(TypedDict): +@dataclass +class TickersHistory(_Type): SYMBOL: str BID: float ASK: float MTS: int -class TradingPairTrade(TypedDict): +@dataclass +class TradingPairTrade(_Type): ID: int MTS: int AMOUNT: float PRICE: float -class FundingCurrencyTrade(TypedDict): +@dataclass +class FundingCurrencyTrade(_Type): ID: int MTS: int AMOUNT: float RATE: float PERIOD: int -class TradingPairBook(TypedDict): +@dataclass +class TradingPairBook(_Type): PRICE: float COUNT: int AMOUNT: float -class FundingCurrencyBook(TypedDict): +@dataclass +class FundingCurrencyBook(_Type): RATE: float PERIOD: int COUNT: int AMOUNT: float - -class TradingPairRawBook(TypedDict): + +@dataclass +class TradingPairRawBook(_Type): ORDER_ID: int PRICE: float AMOUNT: float - -class FundingCurrencyRawBook(TypedDict): + +@dataclass +class FundingCurrencyRawBook(_Type): OFFER_ID: int PERIOD: int RATE: float AMOUNT: float -class Statistic(TypedDict): +@dataclass +class Statistic(_Type): MTS: int VALUE: float -class Candle(TypedDict): +@dataclass +class Candle(_Type): MTS: int OPEN: float CLOSE: float @@ -92,7 +108,8 @@ class Candle(TypedDict): LOW: float VOLUME: float -class DerivativesStatus(TypedDict): +@dataclass +class DerivativesStatus(_Type): KEY: Optional[str] MTS: int DERIV_PRICE: float @@ -107,7 +124,8 @@ class DerivativesStatus(TypedDict): CLAMP_MIN: float CLAMP_MAX: float -class Liquidation(TypedDict): +@dataclass +class Liquidation(_Type): POS_ID: int MTS: int SYMBOL: str @@ -117,14 +135,16 @@ class Liquidation(TypedDict): IS_MARKET_SOLD: int PRICE_ACQUIRED: float -class Leaderboard(TypedDict): +@dataclass +class Leaderboard(_Type): MTS: int USERNAME: str RANKING: int VALUE: float TWITTER_HANDLE: Optional[str] -class FundingStatistic(TypedDict): +@dataclass +class FundingStatistic(_Type): TIMESTAMP: int FRR: float AVG_PERIOD: float @@ -136,7 +156,8 @@ class FundingStatistic(TypedDict): #region Type hinting for Rest Authenticated Endpoints -class Wallet(TypedDict): +@dataclass +class Wallet(_Type): WALLET_TYPE: str CURRENCY: str BALANCE: float @@ -145,7 +166,8 @@ class Wallet(TypedDict): LAST_CHANGE: str TRADE_DETAILS: JSON -class Order(TypedDict): +@dataclass +class Order(_Type): ID: int GID: int CID: int @@ -169,7 +191,8 @@ class Order(TypedDict): ROUTING: str META: JSON -class Position(TypedDict): +@dataclass +class Position(_Type): SYMBOL: str STATUS: str AMOUNT: float @@ -188,7 +211,8 @@ class Position(TypedDict): COLLATERAL_MIN: float META: JSON -class FundingOffer(TypedDict): +@dataclass +class FundingOffer(_Type): ID: int SYMBOL: str MTS_CREATE: int @@ -204,7 +228,8 @@ class FundingOffer(TypedDict): HIDDEN: int RENEW: bool -class Trade(TypedDict): +@dataclass +class Trade(_Type): ID: int SYMBOL: str MTS_CREATE: int @@ -218,7 +243,8 @@ class Trade(TypedDict): FEE_CURRENCY: str CID: int -class OrderTrade(TypedDict): +@dataclass +class OrderTrade(_Type): ID: int SYMBOL: str MTS_CREATE: int @@ -230,7 +256,8 @@ class OrderTrade(TypedDict): FEE_CURRENCY: str CID: int -class Ledger(TypedDict): +@dataclass +class Ledger(_Type): ID: int CURRENCY: str MTS: int @@ -238,7 +265,8 @@ class Ledger(TypedDict): BALANCE: float description: str -class FundingCredit(TypedDict): +@dataclass +class FundingCredit(_Type): ID: int SYMBOL: str SIDE: int diff --git a/bfxapi/websocket/_BfxWebsocketInputs.py b/bfxapi/websocket/_BfxWebsocketInputs.py index fda6e19..85e29b0 100644 --- a/bfxapi/websocket/_BfxWebsocketInputs.py +++ b/bfxapi/websocket/_BfxWebsocketInputs.py @@ -2,7 +2,7 @@ from decimal import Decimal from datetime import datetime from typing import Union, Optional, List, Tuple -from .typings import JSON +from .types import JSON from .enums import OrderType, FundingOfferType def _strip(dictionary): diff --git a/bfxapi/websocket/handlers.py b/bfxapi/websocket/handlers.py index 83c1408..33c2654 100644 --- a/bfxapi/websocket/handlers.py +++ b/bfxapi/websocket/handlers.py @@ -1,3 +1,7 @@ +from typing import List + +from .types import * + from . import serializers from .enums import Channels from .exceptions import BfxWebsocketException @@ -174,13 +178,15 @@ class AuthenticatedChannelsHandler(object): raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.") def __notification(self, stream): + type, serializer = "notification", serializers._Notification(serializer=None) + if stream[1] == "on-req" or stream[1] == "ou-req" or stream[1] == "oc-req": - return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.Order).parse(*stream)) + type, serializer = f"{stream[1]}-notification", serializers._Notification[Order](serializer=serializers.Order) if stream[1] == "oc_multi-req": - return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.Order, iterate=True).parse(*stream)) + type, serializer = f"{stream[1]}-notification", serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True) if stream[1] == "fon-req" or stream[1] == "foc-req": - return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.FundingOffer).parse(*stream)) + type, serializer = f"{stream[1]}-notification", serializers._Notification[FundingOffer](serializer=serializers.FundingOffer) - return self.event_emitter.emit("notification", serializers._Notification(serializer=None).parse(*stream)) \ No newline at end of file + return self.event_emitter.emit(type, serializer.parse(*stream)) \ No newline at end of file diff --git a/bfxapi/websocket/serializers.py b/bfxapi/websocket/serializers.py index a9dd805..1e14dbc 100644 --- a/bfxapi/websocket/serializers.py +++ b/bfxapi/websocket/serializers.py @@ -1,12 +1,12 @@ -from . import typings +from . import types -from .. labeler import _Serializer +from .. labeler import generate_labeler_serializer from .. notification import _Notification #region Serializers definition for Websocket Public Channels -TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", labels=[ +TradingPairTicker = generate_labeler_serializer("TradingPairTicker", klass=types.TradingPairTicker, labels=[ "BID", "BID_SIZE", "ASK", @@ -19,7 +19,7 @@ TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", "LOW" ]) -FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurrencyTicker", labels=[ +FundingCurrencyTicker = generate_labeler_serializer("FundingCurrencyTicker", klass=types.FundingCurrencyTicker, labels=[ "FRR", "BID", "BID_PERIOD", @@ -38,14 +38,14 @@ FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurre "FRR_AMOUNT_AVAILABLE" ]) -TradingPairTrade = _Serializer[typings.TradingPairTrade]("TradingPairTrade", labels=[ +TradingPairTrade = generate_labeler_serializer("TradingPairTrade", klass=types.TradingPairTrade, labels=[ "ID", "MTS", "AMOUNT", "PRICE" ]) -FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrencyTrade", labels=[ +FundingCurrencyTrade = generate_labeler_serializer("FundingCurrencyTrade", klass=types.FundingCurrencyTrade, labels=[ "ID", "MTS", "AMOUNT", @@ -53,33 +53,33 @@ FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrenc "PERIOD" ]) -TradingPairBook = _Serializer[typings.TradingPairBook]("TradingPairBook", labels=[ +TradingPairBook = generate_labeler_serializer("TradingPairBook", klass=types.TradingPairBook, labels=[ "PRICE", "COUNT", "AMOUNT" ]) -FundingCurrencyBook = _Serializer[typings.FundingCurrencyBook]("FundingCurrencyBook", labels=[ +FundingCurrencyBook = generate_labeler_serializer("FundingCurrencyBook", klass=types.FundingCurrencyBook, labels=[ "RATE", "PERIOD", "COUNT", "AMOUNT" ]) -TradingPairRawBook = _Serializer[typings.TradingPairRawBook]("TradingPairRawBook", labels=[ +TradingPairRawBook = generate_labeler_serializer("TradingPairRawBook", klass=types.TradingPairRawBook, labels=[ "ORDER_ID", "PRICE", "AMOUNT" ]) -FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[ +FundingCurrencyRawBook = generate_labeler_serializer("FundingCurrencyRawBook", klass=types.FundingCurrencyRawBook, labels=[ "OFFER_ID", "PERIOD", "RATE", "AMOUNT" ]) -Candle = _Serializer[typings.Candle]("Candle", labels=[ +Candle = generate_labeler_serializer("Candle", klass=types.Candle, labels=[ "MTS", "OPEN", "CLOSE", @@ -88,7 +88,7 @@ Candle = _Serializer[typings.Candle]("Candle", labels=[ "VOLUME" ]) -DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", labels=[ +DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types.DerivativesStatus, labels=[ "TIME_MS", "_PLACEHOLDER", "DERIV_PRICE", @@ -118,7 +118,7 @@ DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", #region Serializers definition for Websocket Authenticated Channels -Order = _Serializer[typings.Order]("Order", labels=[ +Order = generate_labeler_serializer("Order", klass=types.Order, labels=[ "ID", "GID", "CID", @@ -153,7 +153,7 @@ Order = _Serializer[typings.Order]("Order", labels=[ "META" ]) -Position = _Serializer[typings.Position]("Position", labels=[ +Position = generate_labeler_serializer("Position", klass=types.Position, labels=[ "SYMBOL", "STATUS", "AMOUNT", @@ -176,7 +176,7 @@ Position = _Serializer[typings.Position]("Position", labels=[ "META" ]) -TradeExecuted = _Serializer[typings.TradeExecuted]("TradeExecuted", labels=[ +TradeExecuted = generate_labeler_serializer("TradeExecuted", klass=types.TradeExecuted, labels=[ "ID", "SYMBOL", "MTS_CREATE", @@ -191,7 +191,7 @@ TradeExecuted = _Serializer[typings.TradeExecuted]("TradeExecuted", labels=[ "CID" ]) -TradeExecutionUpdate = _Serializer[typings.TradeExecutionUpdate]("TradeExecutionUpdate", labels=[ +TradeExecutionUpdate = generate_labeler_serializer("TradeExecutionUpdate", klass=types.TradeExecutionUpdate, labels=[ "ID", "SYMBOL", "MTS_CREATE", @@ -206,7 +206,7 @@ TradeExecutionUpdate = _Serializer[typings.TradeExecutionUpdate]("TradeExecution "CID" ]) -FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[ +FundingOffer = generate_labeler_serializer("FundingOffer", klass=types.FundingOffer, labels=[ "ID", "SYMBOL", "MTS_CREATED", @@ -230,7 +230,7 @@ FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[ "_PLACEHOLDER" ]) -FundingCredit = _Serializer[typings.FundingCredit]("FundingCredit", labels=[ +FundingCredit = generate_labeler_serializer("FundingCredit", klass=types.FundingCredit, labels=[ "ID", "SYMBOL", "SIDE", @@ -255,7 +255,7 @@ FundingCredit = _Serializer[typings.FundingCredit]("FundingCredit", labels=[ "POSITION_PAIR" ]) -FundingLoan = _Serializer[typings.FundingLoan]("FundingLoan", labels=[ +FundingLoan = generate_labeler_serializer("FundingLoan", klass=types.FundingLoan, labels=[ "ID", "SYMBOL", "SIDE", @@ -279,7 +279,7 @@ FundingLoan = _Serializer[typings.FundingLoan]("FundingLoan", labels=[ "NO_CLOSE" ]) -Wallet = _Serializer[typings.Wallet]("Wallet", labels=[ +Wallet = generate_labeler_serializer("Wallet", klass=types.Wallet, labels=[ "WALLET_TYPE", "CURRENCY", "BALANCE", @@ -289,7 +289,7 @@ Wallet = _Serializer[typings.Wallet]("Wallet", labels=[ "META" ]) -BalanceInfo = _Serializer[typings.BalanceInfo]("BalanceInfo", labels=[ +BalanceInfo = generate_labeler_serializer("BalanceInfo", klass=types.BalanceInfo, labels=[ "AUM", "AUM_NET", ]) diff --git a/bfxapi/websocket/typings.py b/bfxapi/websocket/types.py similarity index 83% rename from bfxapi/websocket/typings.py rename to bfxapi/websocket/types.py index ced6aaa..41838d5 100644 --- a/bfxapi/websocket/typings.py +++ b/bfxapi/websocket/types.py @@ -1,6 +1,10 @@ from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any -from .. notification import Notification +from dataclasses import dataclass + +from ..labeler import _Type + +from ..notification import Notification JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]] @@ -48,7 +52,8 @@ class Subscriptions: #region Type hinting for Websocket Public Channels -class TradingPairTicker(TypedDict): +@dataclass +class TradingPairTicker(_Type): BID: float BID_SIZE: float ASK: float @@ -60,7 +65,8 @@ class TradingPairTicker(TypedDict): HIGH: float LOW: float -class FundingCurrencyTicker(TypedDict): +@dataclass +class FundingCurrencyTicker(_Type): FRR: float BID: float BID_PERIOD: int @@ -76,42 +82,49 @@ class FundingCurrencyTicker(TypedDict): LOW: float FRR_AMOUNT_AVAILABLE: float -class TradingPairTrade(TypedDict): +@dataclass +class TradingPairTrade(_Type): ID: int MTS: int AMOUNT: float PRICE: float -class FundingCurrencyTrade(TypedDict): +@dataclass +class FundingCurrencyTrade(_Type): ID: int MTS: int AMOUNT: float RATE: float PERIOD: int -class TradingPairBook(TypedDict): +@dataclass +class TradingPairBook(_Type): PRICE: float COUNT: int AMOUNT: float - -class FundingCurrencyBook(TypedDict): + +@dataclass +class FundingCurrencyBook(_Type): RATE: float PERIOD: int COUNT: int AMOUNT: float - -class TradingPairRawBook(TypedDict): + +@dataclass +class TradingPairRawBook(_Type): ORDER_ID: int PRICE: float AMOUNT: float - -class FundingCurrencyRawBook(TypedDict): + +@dataclass +class FundingCurrencyRawBook(_Type): OFFER_ID: int PERIOD: int RATE: float AMOUNT: float -class Candle(TypedDict): +@dataclass +class Candle(_Type): MTS: int OPEN: float CLOSE: float @@ -119,7 +132,8 @@ class Candle(TypedDict): LOW: float VOLUME: float -class DerivativesStatus(TypedDict): +@dataclass +class DerivativesStatus(_Type): TIME_MS: int DERIV_PRICE: float SPOT_PRICE: float @@ -136,8 +150,8 @@ class DerivativesStatus(TypedDict): #endregion #region Type hinting for Websocket Authenticated Channels - -class Order(TypedDict): +@dataclass +class Order(_Type): ID: int GID: int CID: int @@ -161,7 +175,8 @@ class Order(TypedDict): ROUTING: str META: JSON -class Position(TypedDict): +@dataclass +class Position(_Type): SYMBOL: str STATUS: str AMOUNT: float @@ -180,7 +195,8 @@ class Position(TypedDict): COLLATERAL_MIN: float META: JSON -class TradeExecuted(TypedDict): +@dataclass +class TradeExecuted(_Type): ID: int SYMBOL: str MTS_CREATE: int @@ -192,7 +208,8 @@ class TradeExecuted(TypedDict): MAKER:int CID: int -class TradeExecutionUpdate(TypedDict): +@dataclass +class TradeExecutionUpdate(_Type): ID: int SYMBOL: str MTS_CREATE: int @@ -206,7 +223,8 @@ class TradeExecutionUpdate(TypedDict): FEE_CURRENCY: str CID: int -class FundingOffer(TypedDict): +@dataclass +class FundingOffer(_Type): ID: int SYMBOL: str MTS_CREATED: int @@ -222,7 +240,8 @@ class FundingOffer(TypedDict): HIDDEN: int RENEW: int -class FundingCredit(TypedDict): +@dataclass +class FundingCredit(_Type): ID: int SYMBOL: str SIDE: int @@ -242,7 +261,8 @@ class FundingCredit(TypedDict): NO_CLOSE: int POSITION_PAIR: str -class FundingLoan(TypedDict): +@dataclass +class FundingLoan(_Type): ID: int SYMBOL: str SIDE: int @@ -261,7 +281,8 @@ class FundingLoan(TypedDict): RATE_REAL: float NO_CLOSE: int -class Wallet(TypedDict): +@dataclass +class Wallet(_Type): WALLET_TYPE: str CURRENCY: str BALANCE: float @@ -270,7 +291,8 @@ class Wallet(TypedDict): DESCRIPTION: str META: JSON -class BalanceInfo(TypedDict): +@dataclass +class BalanceInfo(_Type): AUM: float AUM_NET: float