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Merge pull request #4 from JacobPlaster/little-fixes

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Little fixes
This commit is contained in:
Paolo Ardoino
2018-12-21 18:48:05 +00:00
committed by GitHub
parent 4d2ceb5e13 2d9a40162f
commit d5dcf3cf80
6 changed files with 44 additions and 39 deletions
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16
.travis.yml
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@@ -1,12 +1,12 @@
language: python language: python
python:
- "3.4" before_install:
- "3.5" - sudo apt-get update
- "3.6" - sudo apt-get install python3
# PyPy versions - sudo apt-get install python3-pip
- "pypy3.5" - sudo python3 -m pip install --upgrade pip
# command to install dependencies # command to install dependencies
install: install:
- python3 -m pip -U install -r requirements.txt - python3 -m pip install -r requirements.txt --user
# command to run tests # command to run tests
script: pylint --rcfile=pylint.rc bfxapi script: python3 -m pylint --rcfile=pylint.rc bfxapi

22
bfxapi/models/Order.py
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@@ -55,7 +55,7 @@ class OrderClosedModel:
FLAGS = 12 FLAGS = 12
STATUS = 13 STATUS = 13
PRICE = 16 PRICE = 16
PRIVE_AVG = 17 PRICE_AVG = 17
PRICE_TRAILING = 18 PRICE_TRAILING = 18
PRICE_AUX_LIMIT = 19 PRICE_AUX_LIMIT = 19
NOTIFY = 23 NOTIFY = 23
@@ -112,16 +112,18 @@ class Order:
def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount, def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
amount_orig, o_type, typePrev, flags, status, price, price_avg, amount_orig, o_type, typePrev, flags, status, price, price_avg,
price_trailing, price_aux_limit, notfiy, place_id): price_trailing, price_aux_limit, notfiy, place_id):
# pylint: disable=invalid-name self.id = oid # pylint: disable=invalid-name
self.id = oid
self.gid = gid self.gid = gid
self.cid = cid self.cid = cid
self.symbol = symbol self.symbol = symbol
self.mts_create = mts_create self.mts_create = mts_create
self.mts_update = mts_update self.mts_update = mts_update
# self.amount = amount
self.amount = amount self.amount = amount
self.amount_orig = amount_orig self.amount_orig = amount_orig
if self.amount_orig > 0:
self.amount_filled = amount_orig - amount
else:
self.amount_filled = -(abs(amount_orig) - abs(amount))
self.type = o_type self.type = o_type
self.type_prev = typePrev self.type_prev = typePrev
self.flags = flags self.flags = flags
@@ -134,7 +136,6 @@ class Order:
self.place_id = place_id self.place_id = place_id
self.tag = "" self.tag = ""
self.fee = 0 self.fee = 0
self.is_pending_bool = True self.is_pending_bool = True
self.is_confirmed_bool = False self.is_confirmed_bool = False
self.is_open_bool = False self.is_open_bool = False
@@ -144,9 +145,9 @@ class Order:
if price_avg: if price_avg:
# check if order is taker or maker # check if order is taker or maker
if self.type in LIMIT_ORDERS: if self.type in LIMIT_ORDERS:
self.fee = (price_avg * abs(amount)) * 0.001 self.fee = (price_avg * abs(self.amount_filled)) * 0.001
else: else:
self.fee = (price_avg * abs(amount)) * 0.002 self.fee = (price_avg * abs(self.amount_filled)) * 0.002
@staticmethod @staticmethod
def from_raw_order(raw_order): def from_raw_order(raw_order):
@@ -168,7 +169,7 @@ class Order:
flags = raw_order[OrderClosedModel.FLAGS] flags = raw_order[OrderClosedModel.FLAGS]
status = raw_order[OrderClosedModel.STATUS] status = raw_order[OrderClosedModel.STATUS]
price = raw_order[OrderClosedModel.PRICE] price = raw_order[OrderClosedModel.PRICE]
price_avg = raw_order[OrderClosedModel.PRIVE_AVG] price_avg = raw_order[OrderClosedModel.PRICE_AVG]
price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING] price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT] price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
notfiy = raw_order[OrderClosedModel.NOTIFY] notfiy = raw_order[OrderClosedModel.NOTIFY]
@@ -217,5 +218,6 @@ class Order:
def __str__(self): def __str__(self):
''' Allow us to print the Order object in a pretty format ''' ''' Allow us to print the Order object in a pretty format '''
text = "Order <'{}' mts_create={} status='{}' id={}>" text = "Order <'{}' amount_orig={} amount_filled={} mts_create={} status='{}' id={}>"
return text.format(self.symbol, self.mts_create, self.status, self.id) return text.format(self.symbol, self.amount_orig, self.amount_filled,
self.mts_create, self.status, self.id)

22
bfxapi/models/order.py
View File

@@ -55,7 +55,7 @@ class OrderClosedModel:
FLAGS = 12 FLAGS = 12
STATUS = 13 STATUS = 13
PRICE = 16 PRICE = 16
PRIVE_AVG = 17 PRICE_AVG = 17
PRICE_TRAILING = 18 PRICE_TRAILING = 18
PRICE_AUX_LIMIT = 19 PRICE_AUX_LIMIT = 19
NOTIFY = 23 NOTIFY = 23
@@ -112,16 +112,18 @@ class Order:
def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount, def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
amount_orig, o_type, typePrev, flags, status, price, price_avg, amount_orig, o_type, typePrev, flags, status, price, price_avg,
price_trailing, price_aux_limit, notfiy, place_id): price_trailing, price_aux_limit, notfiy, place_id):
# pylint: disable=invalid-name self.id = oid # pylint: disable=invalid-name
self.id = oid
self.gid = gid self.gid = gid
self.cid = cid self.cid = cid
self.symbol = symbol self.symbol = symbol
self.mts_create = mts_create self.mts_create = mts_create
self.mts_update = mts_update self.mts_update = mts_update
# self.amount = amount
self.amount = amount self.amount = amount
self.amount_orig = amount_orig self.amount_orig = amount_orig
if self.amount_orig > 0:
self.amount_filled = amount_orig - amount
else:
self.amount_filled = -(abs(amount_orig) - abs(amount))
self.type = o_type self.type = o_type
self.type_prev = typePrev self.type_prev = typePrev
self.flags = flags self.flags = flags
@@ -134,7 +136,6 @@ class Order:
self.place_id = place_id self.place_id = place_id
self.tag = "" self.tag = ""
self.fee = 0 self.fee = 0
self.is_pending_bool = True self.is_pending_bool = True
self.is_confirmed_bool = False self.is_confirmed_bool = False
self.is_open_bool = False self.is_open_bool = False
@@ -144,9 +145,9 @@ class Order:
if price_avg: if price_avg:
# check if order is taker or maker # check if order is taker or maker
if self.type in LIMIT_ORDERS: if self.type in LIMIT_ORDERS:
self.fee = (price_avg * abs(amount)) * 0.001 self.fee = (price_avg * abs(self.amount_filled)) * 0.001
else: else:
self.fee = (price_avg * abs(amount)) * 0.002 self.fee = (price_avg * abs(self.amount_filled)) * 0.002
@staticmethod @staticmethod
def from_raw_order(raw_order): def from_raw_order(raw_order):
@@ -168,7 +169,7 @@ class Order:
flags = raw_order[OrderClosedModel.FLAGS] flags = raw_order[OrderClosedModel.FLAGS]
status = raw_order[OrderClosedModel.STATUS] status = raw_order[OrderClosedModel.STATUS]
price = raw_order[OrderClosedModel.PRICE] price = raw_order[OrderClosedModel.PRICE]
price_avg = raw_order[OrderClosedModel.PRIVE_AVG] price_avg = raw_order[OrderClosedModel.PRICE_AVG]
price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING] price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT] price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
notfiy = raw_order[OrderClosedModel.NOTIFY] notfiy = raw_order[OrderClosedModel.NOTIFY]
@@ -217,5 +218,6 @@ class Order:
def __str__(self): def __str__(self):
''' Allow us to print the Order object in a pretty format ''' ''' Allow us to print the Order object in a pretty format '''
text = "Order <'{}' mts_create={} status='{}' id={}>" text = "Order <'{}' amount_orig={} amount_filled={} mts_create={} status='{}' id={}>"
return text.format(self.symbol, self.mts_create, self.status, self.id) return text.format(self.symbol, self.amount_orig, self.amount_filled,
self.mts_create, self.status, self.id)

18
bfxapi/websockets/OrderManager.py
View File

@@ -38,13 +38,13 @@ class OrderManager:
Called every time an order signal has been received. This function Called every time an order signal has been received. This function
manages the local list of open orders. manages the local list of open orders.
""" """
if order.cId in self.pending_orders: if order.cid in self.pending_orders:
await self._execute_confirm_callback(order.cId, order) await self._execute_confirm_callback(order.cid, order)
if isClosed: if isClosed:
await self._execute_close_callback(order.cId, order) await self._execute_close_callback(order.cid, order)
order.set_confirmed() order.set_confirmed()
# remove from pending orders list # remove from pending orders list
del self.pending_orders[order.cId] del self.pending_orders[order.cid]
self.bfxapi._emit('order_confirmed', order) self.bfxapi._emit('order_confirmed', order)
else: else:
await self._execute_confirm_callback(order.id, order) await self._execute_confirm_callback(order.id, order)
@@ -123,10 +123,10 @@ class OrderManager:
@param onClose: function called when the bitfinex websocket receives signal that the order @param onClose: function called when the bitfinex websocket receives signal that the order
was closed due to being filled or cancelled was closed due to being filled or cancelled
""" """
cId = self._gen_unqiue_cid() cid = self._gen_unqiue_cid()
# create base payload with required data # create base payload with required data
payload = { payload = {
"cid": cId, "cid": cid,
"type": str(market_type), "type": str(market_type),
"symbol": symbol, "symbol": symbol,
"amount": str(amount), "amount": str(amount),
@@ -146,11 +146,11 @@ class OrderManager:
if (time_in_force): if (time_in_force):
payload['tif'] = time_in_force payload['tif'] = time_in_force
# submit the order # submit the order
self.pending_orders[cId] = payload self.pending_orders[cid] = payload
self._create_callback(cId, onConfirm=onConfirm, onClose=onClose) self._create_callback(cid, onConfirm=onConfirm, onClose=onClose)
await self.bfxapi._send_auth_command('on', payload) await self.bfxapi._send_auth_command('on', payload)
self.logger.info("Order cid={} ({} {} @ {}) dispatched".format( self.logger.info("Order cid={} ({} {} @ {}) dispatched".format(
cId, symbol, amount, price)) cid, symbol, amount, price))
async def update_order(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None, async def update_order(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None,
price_trailing=None, hidden=False, close=False, reduce_only=False, price_trailing=None, hidden=False, close=False, reduce_only=False,

3
pylint.rc
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@@ -7,4 +7,5 @@ disable=too-few-public-methods,
too-many-locals, too-many-locals,
no-init, no-init,
len-as-condition, len-as-condition,
too-many-instance-attributes too-many-instance-attributes,
invalid-name

2
requirements.txt
View File

@@ -1,4 +1,4 @@
eventemitter==0.2.0 eventemitter==0.2.0
asyncio==3.4.3 asyncio==3.4.3
websockets==7.0 websockets==7.0
pylint==1.8.3 pylint==2.2.2