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:
Davide Casale
2022-12-15 19:07:55 +01:00
parent 851184bf75
commit c9f86d6d03
4 changed files with 154 additions and 165 deletions

20
bfxapi/labeler.py Normal file
View File

@@ -0,0 +1,20 @@
from typing import Generic, TypeVar, Iterable, Optional, List, Any
T = TypeVar("T")
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 __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
if len(labels) > len(args):
raise Exception("<labels> and <*args> arguments should contain the same amount of elements.")
for index, label in enumerate(labels):
if label not in self.__IGNORE:
yield label, args[index]
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
return dict(self.__serialize(*values, skip=skip))

View File

@@ -104,7 +104,7 @@ class _RestPublicEndpoints(_Requests):
def f_ticker(self, currency: str) -> FundingCurrencyTicker:
return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> TickersHistories:
def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
params = {
"symbols": ",".join(symbols),
"start": start, "end": end,
@@ -115,51 +115,51 @@ class _RestPublicEndpoints(_Requests):
return [ serializers.TickersHistory.parse(*subdata) for subdata in data ]
def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> TradingPairTrades:
def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[TradingPairTrade]:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self._GET(f"trades/{'t' + pair}/hist", params=params)
return [ serializers.TradingPairTrade.parse(*subdata) for subdata in data ]
def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> FundingCurrencyTrades:
def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self._GET(f"trades/{'f' + currency}/hist", params=params)
return [ serializers.FundingCurrencyTrade.parse(*subdata) for subdata in data ]
def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> TradingPairBooks:
def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
return [ serializers.TradingPairBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyBooks:
def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
return [ serializers.FundingCurrencyBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> TradingPairRawBooks:
def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
return [ serializers.TradingPairRawBook.parse(*subdata) for subdata in self._GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyRawBooks:
def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
return [ serializers.FundingCurrencyRawBook.parse(*subdata) for subdata in self._GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
def stats_hist(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Stats:
) -> List[Statistic]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"stats1/{resource}/hist", params=params)
return [ serializers.Stat.parse(*subdata) for subdata in data ]
return [ serializers.Statistic.parse(*subdata) for subdata in data ]
def stats_last(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Stat:
) -> Statistic:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"stats1/{resource}/last", params=params)
return serializers.Stat.parse(*data)
return serializers.Statistic.parse(*data)
def candles_hist(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Candles:
) -> List[Candle]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"candles/{resource}/hist", params=params)
return [ serializers.Candle.parse(*subdata) for subdata in data ]
@@ -173,7 +173,7 @@ class _RestPublicEndpoints(_Requests):
data = self._GET(f"candles/{resource}/last", params=params)
return serializers.Candle.parse(*data)
def derivatives_status(self, type: str, keys: List[str]) -> DerivativeStatuses:
def derivatives_status(self, type: str, keys: List[str]) -> List[DerivativesStatus]:
params = { "keys": ",".join(keys) }
data = self._GET(f"status/{type}", params=params)
@@ -184,14 +184,14 @@ class _RestPublicEndpoints(_Requests):
self,
type: str, symbol: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> DerivativeStatuses:
) -> List[DerivativesStatus]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"status/{type}/{symbol}/hist", params=params)
return [ serializers.DerivativesStatus.parse(*subdata, skip=[ "KEY" ]) for subdata in data ]
def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> Liquidations:
def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Liquidation]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET("liquidations/hist", params=params)
@@ -202,7 +202,7 @@ class _RestPublicEndpoints(_Requests):
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Leaderboards:
) -> List[Leaderboard]:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self._GET(f"rankings/{resource}/hist", params=params)
return [ serializers.Leaderboard.parse(*subdata) for subdata in data ]
@@ -216,12 +216,12 @@ class _RestPublicEndpoints(_Requests):
data = self._GET(f"rankings/{resource}/last", params=params)
return serializers.Leaderboard.parse(*data)
def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> FundingStats:
def funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[FundingStatistic]:
params = { "start": start, "end": end, "limit": limit }
data = self._GET(f"funding/stats/{symbol}/hist", params=params)
return [ serializers.FundingStat.parse(*subdata) for subdata in data ]
return [ serializers.FundingStatistic.parse(*subdata) for subdata in data ]
def conf(self, config: Config) -> Any:
return self._GET(f"conf/{config}")[0]

View File

@@ -1,27 +1,6 @@
from typing import Generic, TypeVar, Iterable, Optional, List, Any
from . import typings
from .exceptions import BfxRestException
T = TypeVar("T")
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 __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
labels = list(filter(lambda label: label not in (skip or list()), self.__labels))
if len(labels) > len(args):
raise BfxRestException("<labels> and <*args> arguments should contain the same amount of elements.")
for index, label in enumerate(labels):
if label not in self.__IGNORE:
yield label, args[index]
def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
return dict(self.__serialize(*values, skip=skip))
from .. labeler import _Serializer
#region Serializers definition for Rest Public Endpoints
@@ -120,7 +99,7 @@ FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCur
"AMOUNT"
])
Stat = _Serializer[typings.Stat]("Stat", labels=[
Statistic = _Serializer[typings.Statistic]("Statistic", labels=[
"MTS",
"VALUE"
])
@@ -189,7 +168,7 @@ Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[
"TWITTER_HANDLE"
])
FundingStat = _Serializer[typings.FundingStat]("FundingStat", labels=[
FundingStatistic = _Serializer[typings.FundingStatistic]("FundingStatistic", labels=[
"TIMESTAMP",
"_PLACEHOLDER",
"_PLACEHOLDER",

View File

@@ -2,140 +2,130 @@ from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
#region Type hinting for Rest Public Endpoints
PlatformStatus = TypedDict("PlatformStatus", {
"OPERATIVE": int
})
class PlatformStatus(TypedDict):
OPERATIVE: int
TradingPairTicker = TypedDict("TradingPairTicker", {
"SYMBOL": Optional[str],
"BID": float,
"BID_SIZE": float,
"ASK": float,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float
})
class TradingPairTicker(TypedDict):
SYMBOL: Optional[str]
BID: float
BID_SIZE: float
ASK: float
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
"SYMBOL": Optional[str],
"FRR": float,
"BID": float,
"BID_PERIOD": int,
"BID_SIZE": float,
"ASK": float,
"ASK_PERIOD": int,
"ASK_SIZE": float,
"DAILY_CHANGE": float,
"DAILY_CHANGE_RELATIVE": float,
"LAST_PRICE": float,
"VOLUME": float,
"HIGH": float,
"LOW": float,
"FRR_AMOUNT_AVAILABLE": float
})
class FundingCurrencyTicker(TypedDict):
SYMBOL: Optional[str]
FRR: float
BID: float
BID_PERIOD: int
BID_SIZE: float
ASK: float
ASK_PERIOD: int
ASK_SIZE: float
DAILY_CHANGE: float
DAILY_CHANGE_RELATIVE: float
LAST_PRICE: float
VOLUME: float
HIGH: float
LOW: float
FRR_AMOUNT_AVAILABLE: float
TickersHistory = TypedDict("TickersHistory", {
"SYMBOL": str,
"BID": float,
"ASK": float,
"MTS": int
})
class TickersHistory(TypedDict):
SYMBOL: str
BID: float
ASK: float
MTS: int
TickersHistories = List[TickersHistory]
class TradingPairTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
PRICE: float
(TradingPairTrade, FundingCurrencyTrade) = (
TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),
TypedDict("FundingCurrencyTrade", { "ID": int, "MTS": int, "AMOUNT": float, "RATE": float, "PERIOD": int })
)
class FundingCurrencyTrade(TypedDict):
ID: int
MTS: int
AMOUNT: float
RATE: float
PERIOD: int
(TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
class TradingPairBook(TypedDict):
PRICE: float
COUNT: int
AMOUNT: float
(TradingPairBook, FundingCurrencyBook) = (
TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
)
class FundingCurrencyBook(TypedDict):
RATE: float
PERIOD: int
COUNT: int
AMOUNT: float
(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
class TradingPairRawBook(TypedDict):
ORDER_ID: int
PRICE: float
AMOUNT: float
(TradingPairRawBook, FundingCurrencyRawBook) = (
TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
)
class FundingCurrencyRawBook(TypedDict):
OFFER_ID: int
PERIOD: int
RATE: float
AMOUNT: float
(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
class Statistic(TypedDict):
MTS: int
VALUE: float
Stat = TypedDict("Stat", {
"MTS": int,
"VALUE": float
})
class Candle(TypedDict):
MTS: int
OPEN: float
CLOSE: float
HIGH: float
LOW: float
VOLUME: float
Stats = List[Stat]
class DerivativesStatus(TypedDict):
KEY: Optional[str]
MTS: int
DERIV_PRICE: float
SPOT_PRICE: float
INSURANCE_FUND_BALANCE: float
NEXT_FUNDING_EVT_TIMESTAMP_MS: int
NEXT_FUNDING_ACCRUED: float
NEXT_FUNDING_STEP: int
CURRENT_FUNDING: float
MARK_PRICE: float
OPEN_INTEREST: float
CLAMP_MIN: float
CLAMP_MAX: float
Candle = TypedDict("Candle", {
"MTS": int,
"OPEN": float,
"CLOSE": float,
"HIGH": float,
"LOW": float,
"VOLUME": float
})
class Liquidation(TypedDict):
POS_ID: int
MTS: int
SYMBOL: str
AMOUNT: float
BASE_PRICE: float
IS_MATCH: int
IS_MARKET_SOLD: int
PRICE_ACQUIRED: float
Candles = List[Candle]
class Leaderboard(TypedDict):
MTS: int
USERNAME: str
RANKING: int
VALUE: float
TWITTER_HANDLE: Optional[str]
DerivativesStatus = TypedDict("DerivativesStatus", {
"KEY": Optional[str],
"MTS": int,
"DERIV_PRICE": float,
"SPOT_PRICE": float,
"INSURANCE_FUND_BALANCE": float,
"NEXT_FUNDING_EVT_TIMESTAMP_MS": int,
"NEXT_FUNDING_ACCRUED": float,
"NEXT_FUNDING_STEP": int,
"CURRENT_FUNDING": float,
"MARK_PRICE": float,
"OPEN_INTEREST": float,
"CLAMP_MIN": float,
"CLAMP_MAX": float
})
DerivativeStatuses = List[DerivativesStatus]
Liquidation = TypedDict("Liquidation", {
"POS_ID": int,
"MTS": int,
"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