Add support for GET book/{Symbol}/{Precision} endpoint.

bfxapi/rest/BfxRestInterface.py

@@ -5,7 +5,7 @@ from http import HTTPStatus
 from typing import List, Union, Optional
 
 from . import serializers
-from .typings import PlatformStatus, TradingPairTicker, FundingCurrencyTicker, TickerHistories, TradingPairTrades, FundingCurrencyTrades
+from .typings import *
 from .exceptions import RequestParametersError
 
 class BfxRestInterface(object):
@@ -59,4 +59,14 @@ class BfxRestInterface(object):
             }[symbol[0]](*subdata)
 
             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]:
+        return [
+            {
+                "t": precision == "R0" and serializers.TradingPairRawBook.parse or serializers.TradingPairBook.parse,
+                "f": precision == "R0" and serializers.FundingCurrencyRawBook.parse or serializers.FundingCurrencyBook.parse,
+            }[symbol[0]](*subdata)
+
+            for subdata in self.__GET(f"book/{symbol}/{precision}", params={ "len": len })
         ]

bfxapi/rest/serializers.py

@@ -94,4 +94,30 @@ FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrenc
     "PERIOD" 
 ])
 
+TradingPairBook = _Serializer[typings.TradingPairBook]("TradingPairBook", labels=[
+    "PRICE", 
+    "COUNT", 
+    "AMOUNT"
+])
+
+FundingCurrencyBook = _Serializer[typings.FundingCurrencyBook]("FundingCurrencyBook", labels=[
+    "RATE", 
+    "PERIOD", 
+    "COUNT", 
+    "AMOUNT"
+])
+
+TradingPairRawBook = _Serializer[typings.TradingPairRawBook]("TradingPairRawBook", labels=[
+    "ORDER_ID", 
+    "PRICE", 
+    "AMOUNT"
+])
+
+FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[
+    "OFFER_ID", 
+    "PERIOD", 
+    "RATE", 
+    "AMOUNT"
+])
+
 #endregion

bfxapi/rest/typings.py

@@ -54,4 +54,18 @@ TickerHistories = List[TickerHistory]
 
 (TradingPairTrades, FundingCurrencyTrades) = (List[TradingPairTrade], List[FundingCurrencyTrade])
 
+(TradingPairBook, FundingCurrencyBook) = (
+    TypedDict("TradingPairBook", { "PRICE": float, "COUNT": int, "AMOUNT": float }),
+    TypedDict("FundingCurrencyBook", { "RATE": float, "PERIOD": int, "COUNT": int, "AMOUNT": float })
+)
+
+(TradingPairBooks, FundingCurrencyBooks) = (List[TradingPairBook], List[FundingCurrencyBook])
+
+(TradingPairRawBook, FundingCurrencyRawBook) = (
+    TypedDict("TradingPairRawBook", { "ORDER_ID": int, "PRICE": float, "AMOUNT": float }),
+    TypedDict("FundingCurrencyRawBook", { "OFFER_ID": int, "PERIOD": int, "RATE": float, "AMOUNT": float }),
+)
+
+(TradingPairRawBooks, FundingCurrencyRawBooks) = (List[TradingPairRawBook], List[FundingCurrencyRawBook])
+
 #endregion