Create and use decimal object instead of floats

bfxapi/__init__.py

@@ -6,5 +6,6 @@ from .client import Client
 from .models import (Order, Trade, OrderBook, Subscription, Wallet,
                      Position, FundingLoan, FundingOffer, FundingCredit)
 from .websockets.GenericWebsocket import GenericWebsocket
+from .utils.Decimal import Decimal
 
 NAME = 'bfxapi'

bfxapi/models/Order.py

@@ -5,7 +5,6 @@ Module used to describe all of the different data types
 import time
 import datetime
 
-
 class OrderType:
     """
     Enum used to describe all of the different order types available for use

bfxapi/models/order.py

@@ -5,7 +5,6 @@ Module used to describe all of the different data types
 import time
 import datetime
 
-
 class OrderType:
     """
     Enum used to describe all of the different order types available for use

bfxapi/rest/BfxRest.py

@@ -22,11 +22,13 @@ class BfxRest:
     """
 
     def __init__(self, API_KEY, API_SECRET, host='https://api.bitfinex.com/v2', loop=None,
-                 logLevel='INFO', *args, **kwargs):
+                 logLevel='INFO', parse_float=float, *args, **kwargs):
         self.loop = loop or asyncio.get_event_loop()
         self.API_KEY = API_KEY
         self.API_SECRET = API_SECRET
         self.host = host
+        # this value can also be set to bfxapi.Decimal for much higher precision
+        self.parse_float = parse_float
         self.logger = CustomLogger('BfxRest', logLevel=logLevel)
 
     async def fetch(self, endpoint, params=""):
@@ -42,7 +44,8 @@ class BfxRest:
                 if resp.status is not 200:
                     raise Exception('GET {} failed with status {} - {}'
                                     .format(url, resp.status, text))
-                return await resp.json()
+                parsed = json.loads(text, parse_float=self.parse_float)
+                return parsed
 
     async def post(self, endpoint, data={}, params=""):
         """
@@ -61,7 +64,8 @@ class BfxRest:
                 if resp.status is not 200:
                     raise Exception('POST {} failed with status {} - {}'
                                     .format(url, resp.status, text))
-                return await resp.json()
+                parsed = json.loads(text, parse_float=self.parse_float)
+                return parsed
 
     ##################################################
     #                  Public Data                   #

bfxapi/utils/Decimal.py

@@ -0,0 +1,52 @@
+import decimal as dec
+
+class Decimal(dec.Decimal):
+
+    @classmethod
+    def from_float(cls, f):
+      return cls(str(f))
+
+    def __new__(cls, value=0, *args, **kwargs):
+      if isinstance(value, float):
+        value = Decimal.from_float(value)
+      return super(Decimal, cls).__new__(cls, value, *args, **kwargs)
+
+    def __mul__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__mul__(rhs))
+
+    def __rmul__(self, lhs):
+      return self.__mul__(lhs)
+
+    def __add__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__add__(rhs))
+
+    def __radd__(self, lhs):
+      return self.__add__(lhs)
+
+    def __sub__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__sub__(rhs))
+
+    def __rsub__(self, lhs):
+      return self.__sub__(lhs)
+
+    def __truediv__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__truediv__(rhs))
+
+    def __rtruediv__(self, rhs):
+      return self.__truediv__(rhs)
+
+    def __floordiv__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__floordiv__(rhs))
+
+    def __rfloordiv__ (self, rhs):
+      return self.__floordiv__(rhs)

bfxapi/websockets/BfxWebsocket.py

@@ -7,7 +7,6 @@ import json
 import time
 import random
 
-from decimal import *
 from .GenericWebsocket import GenericWebsocket, AuthError
 from .SubscriptionManager import SubscriptionManager
 from .WalletManager import WalletManager