Merge pull request #15 from Davi0kProgramsThings/master

Sync branch `feature/rest` with branch `master`.

bfxapi/rest/BfxRestInterface.py

@@ -341,3 +341,6 @@ class _RestAuthenticatedEndpoints(_Requests):
         }
 
         return serializers._Notification(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 }))

bfxapi/websocket/BfxWebsocketClient.py

@@ -1,12 +1,10 @@
 import traceback, json, asyncio, hmac, hashlib, time, uuid, websockets
 
-from typing import Tuple, Union, Literal, TypeVar, Callable, cast
-
-from enum import Enum
+from typing import Literal, TypeVar, Callable, cast
 
 from pyee.asyncio import AsyncIOEventEmitter
 
-from .typings import Inputs
+from ._BfxWebsocketInputs import _BfxWebsocketInputs
 from .handlers import Channels, PublicChannelsHandler, AuthenticatedChannelsHandler
 from .exceptions import ConnectionNotOpen, TooManySubscriptions, WebsocketAuthenticationRequired, InvalidAuthenticationCredentials, EventNotSupported, OutdatedClientVersion
 
@@ -231,28 +229,3 @@ class _BfxWebsocketBucket(object):
     @_require_websocket_connection
     async def _close(self, code=1000, reason=str()):
         await self.websocket.close(code=code, reason=reason)
-
-class _BfxWebsocketInputs(object):
-    def __init__(self, __handle_websocket_input):
-        self.__handle_websocket_input = __handle_websocket_input
-
-    async def order_new(self, data: Inputs.Order.New):
-        await self.__handle_websocket_input("on", data)
-
-    async def order_update(self, data: Inputs.Order.Update):
-        await self.__handle_websocket_input("ou", data)
-
-    async def order_cancel(self, data: Inputs.Order.Cancel):
-        await self.__handle_websocket_input("oc", data)
-
-    async def order_multiple_operations(self, *args: Tuple[str, Union[Inputs.Order.New, Inputs.Order.Update, Inputs.Order.Cancel]]):
-        await self.__handle_websocket_input("ox_multi", args)
-
-    async def offer_new(self, data: Inputs.Offer.New):
-        await self.__handle_websocket_input("fon", data)
-
-    async def offer_cancel(self, data: Inputs.Offer.Cancel):
-        await self.__handle_websocket_input("foc", data)
-
-    async def calc(self, *args: str):
-        await self.__handle_websocket_input("calc", list(map(lambda arg: [arg], args)))

bfxapi/websocket/_BfxWebsocketInputs.py

@@ -0,0 +1,78 @@
+from decimal import Decimal
+from datetime import datetime
+
+from typing import Union, Optional, List, Tuple
+from .typings import JSON
+from .enums import OrderType, FundingOfferType
+
+def _strip(dictionary):
+    return { key: value for key, value in dictionary.items() if value != None}
+
+class _BfxWebsocketInputs(object):
+    def __init__(self, __handle_websocket_input):
+        self.__handle_websocket_input = __handle_websocket_input
+
+    async 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,
+                     flags: Optional[int] = 0, tif: Optional[Union[datetime, str]] = None, meta: Optional[JSON] = None):
+        data = _strip({
+            "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
+        })
+        
+        await self.__handle_websocket_input("on", data)
+
+    async 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):
+        data = _strip({
+            "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
+        })
+        
+        await self.__handle_websocket_input("ou", data)
+
+    async def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None):
+        data = _strip({ 
+            "id": id, 
+            "cid": cid, 
+            "cid_date": cid_date 
+        })
+
+        await self.__handle_websocket_input("oc", data)
+
+    async 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):
+        data = _strip({
+            "ids": ids,
+            "cids": cids,
+            "gids": gids,
+
+            "all": int(all)
+        })
+        
+        await self.__handle_websocket_input("oc_multi", data)
+
+    async def submit_funding_offer(self, type: FundingOfferType, symbol: str, amount: Union[Decimal, str],
+                             rate: Union[Decimal, str], period: int,
+                             flags: Optional[int] = 0):
+        data = {
+            "type": type, "symbol": symbol, "amount": amount,
+            "rate": rate, "period": period, 
+            "flags": flags
+        }
+
+        await self.__handle_websocket_input("fon", data)
+
+    async def cancel_funding_offer(self, id: int):
+        await self.__handle_websocket_input("foc", { "id": id })
+
+    async def calc(self, *args: str):
+        await self.__handle_websocket_input("calc", list(map(lambda arg: [arg], args)))

bfxapi/websocket/handlers.py

@@ -146,7 +146,13 @@ class AuthenticatedChannelsHandler(object):
         ("bu",): serializers.BalanceInfo
     }
 
-    EVENTS = [ "notification", *list(__abbreviations.values()) ]
+    EVENTS = [ 
+        "notification", 
+        "on-req-notification", "ou-req-notification", "oc-req-notification",
+        "oc_multi-notification",
+        "fon-req-notification", "foc-req-notification",
+        *list(__abbreviations.values()) 
+    ]
 
     def __init__(self, event_emitter, strict = False):
         self.event_emitter, self.strict = event_emitter, strict
@@ -168,4 +174,13 @@ class AuthenticatedChannelsHandler(object):
             raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.")
     
     def __notification(self, stream):
-        return self.event_emitter.emit("notification", serializers.Notification.parse(*stream))
+        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))
+
+        if stream[1] == "oc_multi-req":
+            return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.Order, iterate=True).parse(*stream))
+
+        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))
+
+        return self.event_emitter.emit("notification", serializers._Notification(serializer=None).parse(*stream))

bfxapi/websocket/serializers.py

@@ -2,6 +2,8 @@ from . import typings
 
 from .. labeler import _Serializer
 
+from .. notification import _Notification
+
 #region Serializers definition for Websocket Public Channels
 
 TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", labels=[
@@ -293,18 +295,3 @@ BalanceInfo = _Serializer[typings.BalanceInfo]("BalanceInfo", labels=[
 ])
 
 #endregion
-
-#region Serializers definition for Notifications channel
-
-Notification = _Serializer[typings.Notification]("Notification", labels=[
-    "MTS",
-    "TYPE",
-    "MESSAGE_ID",
-    "_PLACEHOLDER",
-    "NOTIFY_INFO",
-    "CODE",
-    "STATUS",
-    "TEXT"
-])
-
-#endregion

bfxapi/websocket/typings.py

@@ -1,10 +1,6 @@
-from decimal import Decimal
-
-from datetime import datetime
-
 from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
 
-from ..utils.integers import Int16, Int32, Int45, Int64
+from .. notification import Notification
 
 JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
 
@@ -279,68 +275,3 @@ class BalanceInfo(TypedDict):
     AUM_NET: float
 
 #endregion
-
-#region Type hinting for Notifications channel
-
-class Notification(TypedDict):
-    MTS: int
-    TYPE: str 
-    MESSAGE_ID: int
-    NOTIFY_INFO: JSON
-    CODE: int
-    STATUS: str
-    TEXT: str
-
-#endregion
-
-#region Type hinting for Websocket Authenticated Inputs
-
-class Inputs:
-    class Order:
-        class New(TypedDict, total=False):
-            gid: Union[Int32, int]
-            cid: Union[Int45, int]
-            type: str
-            symbol: str
-            amount: Union[Decimal, str]
-            price: Union[Decimal, str]
-            lev: Union[Int32, int]
-            price_trailing: Union[Decimal, str]
-            price_aux_limit: Union[Decimal, str]
-            price_oco_stop: Union[Decimal, str]
-            flags: Union[Int16, int]
-            tif: Union[datetime, str]
-            meta: JSON
-
-        class Update(TypedDict, total=False):
-            id: Union[Int64, int]
-            cid: Union[Int45, int]
-            cid_date: str
-            gid: Union[Int32, int]
-            price: Union[Decimal, str]
-            amount: Union[Decimal, str]
-            lev: Union[Int32, int]
-            delta: Union[Decimal, str]
-            price_aux_limit: Union[Decimal, str]
-            price_trailing: Union[Decimal, str]
-            flags: Union[Int16, int]
-            tif: Union[datetime, str]
-
-        class Cancel(TypedDict, total=False):
-            id: Union[Int64, int]
-            cid: Union[Int45, int]
-            cid_date: Union[datetime, str]
-
-    class Offer:
-        class New(TypedDict, total=False):
-            type: str
-            symbol: str
-            amount: Union[Decimal, str]
-            rate: Union[Decimal, str]
-            period: Union[Int32, int]
-            flags: Union[Int16, int]
-
-        class Cancel(TypedDict, total=False):
-            id: Union[Int32, int]
-        
-#endregion

examples/rest/create_funding_offer.py

@@ -21,6 +21,6 @@ notification = bfx.rest.auth.submit_funding_offer(
 
 print("Offer notification:", notification)
 
-offers = bfx.rest.auth.get_active_funding_offers()
+offers = bfx.rest.auth.get_active_funding_offers(symbol="fUSD")
 
 print("Offers:", offers)

examples/websocket/create_order.py

@@ -3,9 +3,8 @@
 import os
 
 from bfxapi.client import Client, Constants
-from bfxapi.utils.cid import generate_unique_cid
 from bfxapi.websocket.enums import Error, OrderType
-from bfxapi.websocket.typings import Inputs
+from bfxapi.websocket.typings import Notification, Order
 
 bfx = Client(
     WSS_HOST=Constants.WSS_HOST,
@@ -18,30 +17,28 @@ def on_wss_error(code: Error, msg: str):
     print(code, msg)
 
 @bfx.wss.on("authenticated")
-async def on_open(event):
-    print(f"Auth event {event}")
+async def on_authenticated(event):
+    print(f"Authentication: {event}.")
 
-    order: Inputs.Order.New = {
-        "gid": generate_unique_cid(),
-        "type": OrderType.EXCHANGE_LIMIT,
-        "symbol": "tBTCUST",
-        "amount": "0.1",
-        "price": "10000.0"
-    }
-    await bfx.wss.inputs.order_new(order)
+    await bfx.wss.inputs.submit_order(
+        type=OrderType.EXCHANGE_LIMIT,
+        symbol="tBTCUSD",
+        amount="0.1",
+        price="10000.0"
+    )
 
-    print(f"Order sent")
+    print("The order has been sent.")
 
-@bfx.wss.on("notification")
-async def on_notification(notification):
-    print(f"Notification {notification}")
+@bfx.wss.on("on-req-notification")
+async def on_notification(notification: Notification):
+    print(f"Notification: {notification}.")
 
 @bfx.wss.on("order_new")
-async def on_order_new(order_new: Inputs.Order.New):
-    print(f"Order new {order_new}")
+async def on_order_new(order_new: Order):
+    print(f"Order new: {order_new}")
 
 @bfx.wss.on("subscribed")
 def on_subscribed(subscription):
-    print(f"Subscription successful <{subscription}>")
+    print(f"Subscription successful for <{subscription}>.")
 
 bfx.wss.run()