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Merge branch 'fix/refactoring' of https://github.com/Davi0kProgramsThings/bitfinex-api-py into add-rest-examples

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itsdeka
2023-01-17 12:08:09 +01:00
parent b48a882f5e 6f8e37cad0
commit ace074edda
9 changed files with 205 additions and 136 deletions
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18
bfxapi/labeler.py
View File

@@ -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)))
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)

31
bfxapi/notification.py
View File

@@ -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)
return notification

32
bfxapi/rest/BfxRestInterface.py
View File

@@ -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:

52
bfxapi/rest/serializers.py
View File

@@ -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",

76
bfxapi/rest/typings.py → bfxapi/rest/types.py
View File

@@ -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

2
bfxapi/websocket/_BfxWebsocketInputs.py
View File

@@ -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):

14
bfxapi/websocket/handlers.py
View File

@@ -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))
return self.event_emitter.emit(type, serializer.parse(*stream))

42
bfxapi/websocket/serializers.py
View File

@@ -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",
])

64
bfxapi/websocket/typings.py → bfxapi/websocket/types.py
View File

@@ -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