Add support for new various endpoints. Add ResourceNotFound error in bfxapi/rest/exceptions.py. Fix bug in BfxRestInterface.__GET method.

This commit is contained in:
Davide Casale
2022-12-09 16:16:15 +01:00
parent e0785f9f4a
commit cd5ef42118
4 changed files with 143 additions and 8 deletions

View File

@@ -2,20 +2,25 @@ import requests
from http import HTTPStatus
from typing import List, Union, Optional
from typing import List, Union, Literal, Optional
from . import serializers
from .typings import *
from .exceptions import RequestParametersError
from .exceptions import RequestParametersError, ResourceNotFound
class BfxRestInterface(object):
def __init__(self, host):
self.host = host
def __GET(self, endpoint, params = None):
data = requests.get(f"{self.host}/{endpoint}", params=params).json()
response = requests.get(f"{self.host}/{endpoint}", params=params)
if data[0] == "error":
if response.status_code == HTTPStatus.NOT_FOUND:
raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
data = response.json()
if len(data) and data[0] == "error":
if data[1] == 10020:
raise RequestParametersError(f"The request was rejected with the following parameter error: <{data[2]}>")
@@ -40,7 +45,7 @@ class BfxRestInterface(object):
"f": serializers.FundingCurrencyTicker.parse
}[symbol[0]](*self.__GET(f"ticker/{symbol}"), skip=["SYMBOL"])
def tickers_hist(self, symbols: List[str], start: Optional[int] = None, end: Optional[int] = None, limit: Optional[int] = None) -> TickerHistories:
def tickers_history(self, symbols: List[str], start: Optional[int] = None, end: Optional[int] = None, limit: Optional[int] = None) -> TickerHistories:
params = {
"symbols": ",".join(symbols),
"start": start, "end": end,
@@ -61,7 +66,7 @@ class BfxRestInterface(object):
for subdata in self.__GET(f"trades/{symbol}/hist", params=params)
]
def book(self, symbol: str, precision: str, len: Optional[int]) -> Union[TradingPairBooks, FundingCurrencyBooks, TradingPairRawBooks, FundingCurrencyRawBooks]:
def book(self, symbol: str, precision: str, len: Optional[int] = None) -> Union[TradingPairBooks, FundingCurrencyBooks, TradingPairRawBooks, FundingCurrencyRawBooks]:
return [
{
"t": precision == "R0" and serializers.TradingPairRawBook.parse or serializers.TradingPairBook.parse,
@@ -69,4 +74,49 @@ class BfxRestInterface(object):
}[symbol[0]](*subdata)
for subdata in self.__GET(f"book/{symbol}/{precision}", params={ "len": len })
]
]
def stats(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Stat, Stats]:
endpoint = f"stats1/{resource}/{section}"
params = { "sort": sort, "start": start, "end": end, "limit": limit }
if section == "last":
return serializers.Stat.parse(*self.__GET(endpoint, params=params))
return [ serializers.Stat.parse(*subdata) for subdata in self.__GET(endpoint, params=params) ]
def candles(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Candle, Candles]:
endpoint = f"candles/{resource}/{section}"
params = { "sort": sort, "start": start, "end": end, "limit": limit }
if section == "last":
return serializers.Candle.parse(*self.__GET(endpoint, params=params))
return [ serializers.Candle.parse(*subdata) for subdata in self.__GET(endpoint, params=params) ]
def derivatives_status(self, type: str, keys: Optional[List[str]] = None) -> DerivativeStatuses:
params = None
if keys != None:
params = { "keys": ",".join(keys) }
return [ serializers.DerivativesStatus.parse(*subdata) for subdata in self.__GET(f"status/{type}", params=params) ]
def derivatives_status_history(
self,
type: str, symbol: str,
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> DerivativeStatuses:
endpoint = f"status/{type}/{symbol}/hist"
params = { "sort": sort, "start": start, "end": end, "limit": limit }
return [ serializers.DerivativesStatus.parse(*subdata, skip=[ "KEY" ]) for subdata in self.__GET(endpoint, params=params) ]

View File

@@ -1,5 +1,6 @@
__all__ = [
"RequestParametersError"
"RequestParametersError",
"ResourceNotFound"
]
class BfxRestException(Exception):
@@ -14,4 +15,11 @@ class RequestParametersError(BfxRestException):
This error indicates that there are some invalid parameters sent along with an HTTP request.
"""
pass
class ResourceNotFound(BfxRestException):
"""
This error indicates a failed HTTP request to a non-existent resource.
"""
pass

View File

@@ -120,4 +120,45 @@ FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCur
"AMOUNT"
])
Stat = _Serializer[typings.Stat]("Stat", labels=[
"MTS",
"VALUE"
])
Candle = _Serializer[typings.Candle]("Candle", labels=[
"MTS",
"OPEN",
"CLOSE",
"HIGH",
"LOW",
"VOLUME"
])
DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", labels=[
"KEY",
"MTS",
"_PLACEHOLDER",
"DERIV_PRICE",
"SPOT_PRICE",
"_PLACEHOLDER",
"INSURANCE_FUND_BALANCE",
"_PLACEHOLDER",
"NEXT_FUNDING_EVT_TIMESTAMP_MS",
"NEXT_FUNDING_ACCRUED",
"NEXT_FUNDING_STEP",
"_PLACEHOLDER",
"CURRENT_FUNDING",
"_PLACEHOLDER",
"_PLACEHOLDER",
"MARK_PRICE",
"_PLACEHOLDER",
"_PLACEHOLDER",
"OPEN_INTEREST",
"_PLACEHOLDER",
"_PLACEHOLDER",
"_PLACEHOLDER",
"CLAMP_MIN",
"CLAMP_MAX"
])
#endregion

View File

@@ -68,4 +68,40 @@ TickerHistories = List[TickerHistory]
(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
Stat = TypedDict("Stat", {
"MTS": int,
"VALUE": float
})
Stats = List[Stat]
Candle = TypedDict("Candle", {
"MTS": int,
"OPEN": float,
"CLOSE": float,
"HIGH": float,
"LOW": float,
"VOLUME": float
})
Candles = List[Candle]
DerivativesStatus = TypedDict("DerivativesStatus", {
"KEY": 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]
#endregion