mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 23:04:21 +01:00
Add labeler.py to root package (bfxapi). Remove List aliases in bfxapi/rest/typings.py. Update BfxRestInterface.py to use new standards.
This commit is contained in:
20
bfxapi/labeler.py
Normal file
20
bfxapi/labeler.py
Normal file
@@ -0,0 +1,20 @@
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from typing import Generic, TypeVar, Iterable, Optional, List, Any
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T = TypeVar("T")
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class _Serializer(Generic[T]):
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def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]):
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self.name, self.__labels, self.__IGNORE = name, labels, IGNORE
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def __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
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labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
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if len(labels) > len(args):
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raise Exception("<labels> and <*args> arguments should contain the same amount of elements.")
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for index, label in enumerate(labels):
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if label not in self.__IGNORE:
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yield label, args[index]
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def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
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return dict(self.__serialize(*values, skip=skip))
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@@ -104,7 +104,7 @@ class _RestPublicEndpoints(_Requests):
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def f_ticker(self, currency: str) -> FundingCurrencyTicker:
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return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
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def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> TickersHistories:
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def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
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params = {
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"symbols": ",".join(symbols),
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"start": start, "end": end,
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@@ -115,51 +115,51 @@ class _RestPublicEndpoints(_Requests):
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return [ serializers.TickersHistory.parse(*subdata) for subdata in data ]
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def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> TradingPairTrades:
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def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'t' + pair}/hist", params=params)
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return [ serializers.TradingPairTrade.parse(*subdata) for subdata in data ]
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def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> FundingCurrencyTrades:
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def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
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params = { "limit": limit, "start": start, "end": end, "sort": sort }
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data = self._GET(f"trades/{'f' + currency}/hist", params=params)
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return [ serializers.FundingCurrencyTrade.parse(*subdata) for subdata in data ]
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def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> TradingPairBooks:
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def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
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return [ serializers.TradingPairBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
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def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyBooks:
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def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
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return [ serializers.FundingCurrencyBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
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def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> TradingPairRawBooks:
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def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
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return [ serializers.TradingPairRawBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
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def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyRawBooks:
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def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
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return [ serializers.FundingCurrencyRawBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
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def stats_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Stats:
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) -> List[Statistic]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/hist", params=params)
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return [ serializers.Stat.parse(*subdata) for subdata in data ]
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return [ serializers.Statistic.parse(*subdata) for subdata in data ]
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def stats_last(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Stat:
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) -> Statistic:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"stats1/{resource}/last", params=params)
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return serializers.Stat.parse(*data)
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return serializers.Statistic.parse(*data)
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def candles_hist(
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Candles:
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) -> List[Candle]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"candles/{resource}/hist", params=params)
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return [ serializers.Candle.parse(*subdata) for subdata in data ]
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@@ -173,7 +173,7 @@ class _RestPublicEndpoints(_Requests):
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data = self._GET(f"candles/{resource}/last", params=params)
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return serializers.Candle.parse(*data)
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def derivatives_status(self, type: str, keys: List[str]) -> DerivativeStatuses:
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def derivatives_status(self, type: str, keys: List[str]) -> List[DerivativesStatus]:
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params = { "keys": ",".join(keys) }
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data = self._GET(f"status/{type}", params=params)
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@@ -184,14 +184,14 @@ class _RestPublicEndpoints(_Requests):
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self,
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type: str, symbol: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> DerivativeStatuses:
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) -> List[DerivativesStatus]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"status/{type}/{symbol}/hist", params=params)
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return [ serializers.DerivativesStatus.parse(*subdata, skip=[ "KEY" ]) for subdata in data ]
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def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> Liquidations:
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def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET("liquidations/hist", params=params)
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@@ -202,7 +202,7 @@ class _RestPublicEndpoints(_Requests):
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self,
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resource: str,
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sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
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) -> Leaderboards:
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) -> List[Leaderboard]:
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params = { "sort": sort, "start": start, "end": end, "limit": limit }
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data = self._GET(f"rankings/{resource}/hist", params=params)
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return [ serializers.Leaderboard.parse(*subdata) for subdata in data ]
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@@ -216,12 +216,12 @@ class _RestPublicEndpoints(_Requests):
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data = self._GET(f"rankings/{resource}/last", params=params)
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return serializers.Leaderboard.parse(*data)
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def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> FundingStats:
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def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
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params = { "start": start, "end": end, "limit": limit }
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data = self._GET(f"funding/stats/{symbol}/hist", params=params)
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return [ serializers.FundingStat.parse(*subdata) for subdata in data ]
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return [ serializers.FundingStatistic.parse(*subdata) for subdata in data ]
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def conf(self, config: Config) -> Any:
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return self._GET(f"conf/{config}")[0]
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@@ -1,27 +1,6 @@
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from typing import Generic, TypeVar, Iterable, Optional, List, Any
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from . import typings
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from .exceptions import BfxRestException
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T = TypeVar("T")
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class _Serializer(Generic[T]):
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def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]):
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self.name, self.__labels, self.__IGNORE = name, labels, IGNORE
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def __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
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labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
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if len(labels) > len(args):
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raise BfxRestException("<labels> and <*args> arguments should contain the same amount of elements.")
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for index, label in enumerate(labels):
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if label not in self.__IGNORE:
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yield label, args[index]
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def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
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return dict(self.__serialize(*values, skip=skip))
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from .. labeler import _Serializer
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#region Serializers definition for Rest Public Endpoints
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@@ -120,7 +99,7 @@ FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCur
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"AMOUNT"
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])
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Stat = _Serializer[typings.Stat]("Stat", labels=[
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Statistic = _Serializer[typings.Statistic]("Statistic", labels=[
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"MTS",
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"VALUE"
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])
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@@ -189,7 +168,7 @@ Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[
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"TWITTER_HANDLE"
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])
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FundingStat = _Serializer[typings.FundingStat]("FundingStat", labels=[
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FundingStatistic = _Serializer[typings.FundingStatistic]("FundingStatistic", labels=[
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"TIMESTAMP",
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"_PLACEHOLDER",
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"_PLACEHOLDER",
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@@ -2,140 +2,130 @@ from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
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#region Type hinting for Rest Public Endpoints
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PlatformStatus = TypedDict("PlatformStatus", {
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"OPERATIVE": int
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})
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class PlatformStatus(TypedDict):
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OPERATIVE: int
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TradingPairTicker = TypedDict("TradingPairTicker", {
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"SYMBOL": Optional[str],
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"BID": float,
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"BID_SIZE": float,
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"ASK": float,
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"ASK_SIZE": float,
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"DAILY_CHANGE": float,
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"DAILY_CHANGE_RELATIVE": float,
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"LAST_PRICE": float,
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"VOLUME": float,
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"HIGH": float,
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"LOW": float
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})
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class TradingPairTicker(TypedDict):
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SYMBOL: Optional[str]
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BID: float
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BID_SIZE: float
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ASK: float
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ASK_SIZE: float
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DAILY_CHANGE: float
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DAILY_CHANGE_RELATIVE: float
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LAST_PRICE: float
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VOLUME: float
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HIGH: float
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LOW: float
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FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
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"SYMBOL": Optional[str],
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"FRR": float,
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"BID": float,
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"BID_PERIOD": int,
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"BID_SIZE": float,
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"ASK": float,
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"ASK_PERIOD": int,
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"ASK_SIZE": float,
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"DAILY_CHANGE": float,
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"DAILY_CHANGE_RELATIVE": float,
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"LAST_PRICE": float,
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"VOLUME": float,
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"HIGH": float,
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"LOW": float,
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"FRR_AMOUNT_AVAILABLE": float
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})
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class FundingCurrencyTicker(TypedDict):
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SYMBOL: Optional[str]
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FRR: float
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BID: float
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BID_PERIOD: int
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BID_SIZE: float
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ASK: float
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ASK_PERIOD: int
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ASK_SIZE: float
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DAILY_CHANGE: float
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DAILY_CHANGE_RELATIVE: float
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LAST_PRICE: float
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VOLUME: float
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HIGH: float
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LOW: float
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FRR_AMOUNT_AVAILABLE: float
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TickersHistory = TypedDict("TickersHistory", {
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"SYMBOL": str,
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"BID": float,
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"ASK": float,
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"MTS": int
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})
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class TickersHistory(TypedDict):
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SYMBOL: str
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BID: float
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ASK: float
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MTS: int
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TickersHistories = List[TickersHistory]
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class TradingPairTrade(TypedDict):
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ID: int
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MTS: int
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AMOUNT: float
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PRICE: float
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(TradingPairTrade, FundingCurrencyTrade) = (
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TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),
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TypedDict("FundingCurrencyTrade", { "ID": int, "MTS": int, "AMOUNT": float, "RATE": float, "PERIOD": int })
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)
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class FundingCurrencyTrade(TypedDict):
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ID: int
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MTS: int
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AMOUNT: float
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RATE: float
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PERIOD: int
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(TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
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class TradingPairBook(TypedDict):
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PRICE: float
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COUNT: int
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AMOUNT: float
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(TradingPairBook, FundingCurrencyBook) = (
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TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
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TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
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)
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class FundingCurrencyBook(TypedDict):
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RATE: float
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PERIOD: int
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COUNT: int
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AMOUNT: float
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(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
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class TradingPairRawBook(TypedDict):
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ORDER_ID: int
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PRICE: float
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AMOUNT: float
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(TradingPairRawBook, FundingCurrencyRawBook) = (
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TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
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TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
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)
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class FundingCurrencyRawBook(TypedDict):
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OFFER_ID: int
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PERIOD: int
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RATE: float
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AMOUNT: float
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(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
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class Statistic(TypedDict):
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MTS: int
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VALUE: float
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Stat = TypedDict("Stat", {
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"MTS": int,
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"VALUE": float
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})
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class Candle(TypedDict):
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MTS: int
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OPEN: float
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CLOSE: float
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HIGH: float
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LOW: float
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VOLUME: float
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Stats = List[Stat]
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class DerivativesStatus(TypedDict):
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KEY: Optional[str]
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MTS: int
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DERIV_PRICE: float
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SPOT_PRICE: float
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INSURANCE_FUND_BALANCE: float
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NEXT_FUNDING_EVT_TIMESTAMP_MS: int
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NEXT_FUNDING_ACCRUED: float
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NEXT_FUNDING_STEP: int
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CURRENT_FUNDING: float
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MARK_PRICE: float
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OPEN_INTEREST: float
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CLAMP_MIN: float
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CLAMP_MAX: float
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Candle = TypedDict("Candle", {
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"MTS": int,
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"OPEN": float,
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"CLOSE": float,
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"HIGH": float,
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"LOW": float,
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"VOLUME": float
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})
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class Liquidation(TypedDict):
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POS_ID: int
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MTS: int
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SYMBOL: str
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AMOUNT: float
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BASE_PRICE: float
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IS_MATCH: int
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IS_MARKET_SOLD: int
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PRICE_ACQUIRED: float
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Candles = List[Candle]
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class Leaderboard(TypedDict):
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MTS: int
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USERNAME: str
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RANKING: int
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VALUE: float
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TWITTER_HANDLE: Optional[str]
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DerivativesStatus = TypedDict("DerivativesStatus", {
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"KEY": Optional[str],
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"MTS": int,
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"DERIV_PRICE": float,
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"SPOT_PRICE": float,
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"INSURANCE_FUND_BALANCE": float,
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"NEXT_FUNDING_EVT_TIMESTAMP_MS": int,
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"NEXT_FUNDING_ACCRUED": float,
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"NEXT_FUNDING_STEP": int,
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"CURRENT_FUNDING": float,
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"MARK_PRICE": float,
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"OPEN_INTEREST": float,
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"CLAMP_MIN": float,
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"CLAMP_MAX": float
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})
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DerivativeStatuses = List[DerivativesStatus]
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Liquidation = TypedDict("Liquidation", {
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"POS_ID": int,
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"MTS": int,
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"SYMBOL": str,
|
||||
"AMOUNT": float,
|
||||
"BASE_PRICE": float,
|
||||
"IS_MATCH": int,
|
||||
"IS_MARKET_SOLD": int,
|
||||
"PRICE_ACQUIRED": float
|
||||
})
|
||||
|
||||
Liquidations = List[Liquidation]
|
||||
|
||||
Leaderboard = TypedDict("Leaderboard", {
|
||||
"MTS": int,
|
||||
"USERNAME": str,
|
||||
"RANKING": int,
|
||||
"VALUE": float,
|
||||
"TWITTER_HANDLE": Optional[str]
|
||||
})
|
||||
|
||||
Leaderboards = List[Leaderboard]
|
||||
|
||||
FundingStat = TypedDict("FundingStat", {
|
||||
"TIMESTAMP": int,
|
||||
"FRR": float,
|
||||
"AVG_PERIOD": float,
|
||||
"FUNDING_AMOUNT": float,
|
||||
"FUNDING_AMOUNT_USED": float,
|
||||
"FUNDING_BELOW_THRESHOLD": float
|
||||
})
|
||||
|
||||
FundingStats = List[FundingStat]
|
||||
class FundingStatistic(TypedDict):
|
||||
TIMESTAMP: int
|
||||
FRR: float
|
||||
AVG_PERIOD: float
|
||||
FUNDING_AMOUNT: float
|
||||
FUNDING_AMOUNT_USED: float
|
||||
FUNDING_BELOW_THRESHOLD: float
|
||||
|
||||
#endregion
|
||||
Reference in New Issue
Block a user