Fix mistakes in BfxRestInterface.py

This commit is contained in:
itsdeka
2023-01-11 10:35:09 +01:00
parent 10862aea79
commit bb79a58ee5

View File

@@ -13,6 +13,7 @@ from .enums import Config, Sort, OrderType, FundingOfferType, Error
from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
from .. utils.encoder import JSONEncoder
from .. utils.cid import generate_unique_cid
class BfxRestInterface(object):
def __init__(self, host, API_KEY = None, API_SECRET = None):
@@ -30,7 +31,7 @@ class _Requests(object):
signature = hmac.new(
self.API_SECRET.encode("utf8"),
f"/api/v2/{endpoint}{nonce}{json.dumps(data)}".encode("utf8"),
hashlib.sha384
hashlib.sha384
).hexdigest()
return {
@@ -41,7 +42,7 @@ class _Requests(object):
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}>.")
@@ -62,10 +63,8 @@ class _Requests(object):
if _append_authentication_headers:
headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
data = (data and json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder) or None)
response = requests.post(f"{self.host}/{endpoint}", params=params, data=json.dumps(data, cls=JSONEncoder), headers=headers)
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}>.")
@@ -89,9 +88,9 @@ class _RestPublicEndpoints(_Requests):
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 [ parsers[subdata[0][0]](*subdata) for subdata in data ]
def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
@@ -124,7 +123,7 @@ class _RestPublicEndpoints(_Requests):
}
data = self._GET("tickers/hist", params=params)
return [ serializers.TickersHistory.parse(*subdata) for subdata in data ]
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]:
@@ -150,7 +149,7 @@ class _RestPublicEndpoints(_Requests):
return [ serializers.FundingCurrencyRawBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
def get_stats_hist(
self,
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[Statistic]:
@@ -159,7 +158,7 @@ class _RestPublicEndpoints(_Requests):
return [ serializers.Statistic.parse(*subdata) for subdata in data ]
def get_stats_last(
self,
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Statistic:
@@ -193,10 +192,10 @@ class _RestPublicEndpoints(_Requests):
return [ serializers.DerivativesStatus.parse(*subdata) for subdata in data ]
def get_derivatives_status_history(
self,
self,
type: str, symbol: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> List[DerivativesStatus]:
) -> List[DerivativesStatus]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"status/{type}/{symbol}/hist", params=params)
@@ -245,39 +244,92 @@ class _RestAuthenticatedEndpoints(_Requests):
def get_orders(self, ids: Optional[List[str]] = None) -> List[Order]:
return [ serializers.Order.parse(*subdata) for subdata in self._POST("auth/r/orders", data={ "id": ids }) ]
def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, str],
price: Optional[Union[Decimal, str]] = None, lev: Optional[int] = None,
def submit_order(self, type: OrderType, symbol: str, amount: Union[Decimal, str],
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,
gid: Optional[int] = None,
flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None) -> Notification:
cid = generate_unique_cid()
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
"type": type, "symbol": symbol, "amount": str(amount), "price": str(price), "meta": meta, "cid": cid
}
# add extra parameters
if flags:
data["flags"] = flags
if price_trailing:
data["price_trailing"] = str(price_trailing)
if price_aux_limit:
data["price_aux_limit"] = str(price_aux_limit)
if price_oco_stop:
data["oco_stop_price"] = str(price_oco_stop)
if tif:
data["tif"] = str(tif)
if gid:
data["gid"] = gid
if lev:
data["lev"] = str(lev)
return serializers._Notification(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,
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:
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
"id": id
}
if amount:
data["amount"] = str(amount)
if price:
data["price"] = str(price)
if cid:
data["cid"] = cid
if cid_date:
data["cid_date"] = str(cid_date)
if gid:
data["gid"] = gid
if flags:
data["flags"] = flags
if lev:
data["lev"] = str(lev)
if delta:
data["deta"] = str(delta)
if price_aux_limit:
data["price_aux_limit"] = str(price_aux_limit)
if price_trailing:
data["price_trailing"] = str(price_trailing)
if tif:
data["tif"] = str(tif)
return serializers._Notification(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:
data = {
"id": id,
"cid": cid,
"cid_date": cid_date
data = {
"id": id,
"cid": cid,
"cid_date": cid_date
}
return serializers._Notification(serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
@@ -297,7 +349,7 @@ class _RestAuthenticatedEndpoints(_Requests):
if symbol == None:
endpoint = "auth/r/orders/hist"
else: endpoint = f"auth/r/orders/{symbol}/hist"
data = {
"id": ids,
"start": start, "end": end,
@@ -331,7 +383,7 @@ class _RestAuthenticatedEndpoints(_Requests):
flags: Optional[int] = 0) -> Notification:
data = {
"type": type, "symbol": symbol, "amount": amount,
"rate": rate, "period": period,
"rate": rate, "period": period,
"flags": flags
}