Rename bfxapi/websocket/typings.py to types.py. Replace TypedDicts with dataclasses (with _Type as base class). Update demos in examples/websocket to use new implementation.

bfxapi/websocket/types.py

@@ -0,0 +1,299 @@
+from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any
+
+from dataclasses import dataclass
+
+from ..labeler import _Type
+
+from ..notification import Notification
+
+JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
+
+#region Type hinting for subscription objects
+
+class Subscriptions:
+    class TradingPairTicker(TypedDict):
+        chanId: int
+        symbol: str
+        pair: str
+
+    class FundingCurrencyTicker(TypedDict):
+        chanId: int
+        symbol: str
+        currency: str
+
+    class TradingPairTrades(TypedDict):
+        chanId: int
+        symbol: str
+        pair: str
+
+    class FundingCurrencyTrades(TypedDict):
+        chanId: int
+        symbol: str
+        currency: str
+
+    class Book(TypedDict):
+        chanId: int
+        symbol: str
+        prec: str
+        freq: str
+        len: str
+        subId: int
+        pair: str
+
+    class Candles(TypedDict):
+        chanId: int
+        key: str
+
+    class DerivativesStatus(TypedDict):
+        chanId: int
+        key: str
+
+#endregion
+
+#region Type hinting for Websocket Public Channels
+
+@dataclass
+class TradingPairTicker(_Type):
+    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
+
+@dataclass
+class FundingCurrencyTicker(_Type):
+    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
+
+@dataclass
+class TradingPairTrade(_Type):
+    ID: int 
+    MTS: int 
+    AMOUNT: float 
+    PRICE: float
+
+@dataclass
+class FundingCurrencyTrade(_Type):
+    ID: int 
+    MTS: int 
+    AMOUNT: float 
+    RATE: float 
+    PERIOD: int
+
+@dataclass
+class TradingPairBook(_Type):
+    PRICE: float 
+    COUNT: int 
+    AMOUNT: float
+
+@dataclass
+class FundingCurrencyBook(_Type):
+    RATE: float 
+    PERIOD: int 
+    COUNT: int 
+    AMOUNT: float
+
+@dataclass    
+class TradingPairRawBook(_Type):
+    ORDER_ID: int
+    PRICE: float 
+    AMOUNT: float
+
+@dataclass      
+class FundingCurrencyRawBook(_Type):
+    OFFER_ID: int 
+    PERIOD: int 
+    RATE: float 
+    AMOUNT: float
+
+@dataclass
+class Candle(_Type):
+    MTS: int
+    OPEN: float
+    CLOSE: float
+    HIGH: float
+    LOW: float
+    VOLUME: float
+
+@dataclass
+class DerivativesStatus(_Type):
+    TIME_MS: 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
+
+#endregion
+
+#region Type hinting for Websocket Authenticated Channels
+@dataclass
+class Order(_Type):
+    ID: int
+    GID: int
+    CID: int
+    SYMBOL: str
+    MTS_CREATE: int
+    MTS_UPDATE: int
+    AMOUNT: float
+    AMOUNT_ORIG: float
+    ORDER_TYPE: str
+    TYPE_PREV: str
+    MTS_TIF: int
+    FLAGS: int
+    ORDER_STATUS: str
+    PRICE: float
+    PRICE_AVG: float
+    PRICE_TRAILING: float
+    PRICE_AUX_LIMIT: float
+    NOTIFY: int
+    HIDDEN: int
+    PLACED_ID: int
+    ROUTING: str
+    META: JSON
+
+@dataclass
+class Position(_Type):
+    SYMBOL: str
+    STATUS: str
+    AMOUNT: float
+    BASE_PRICE: float
+    MARGIN_FUNDING: float
+    MARGIN_FUNDING_TYPE: int
+    PL: float
+    PL_PERC: float
+    PRICE_LIQ: float
+    LEVERAGE: float
+    POSITION_ID: int
+    MTS_CREATE: int
+    MTS_UPDATE: int
+    TYPE: int
+    COLLATERAL: float
+    COLLATERAL_MIN: float
+    META: JSON
+
+@dataclass
+class TradeExecuted(_Type):
+    ID: int 
+    SYMBOL: str 
+    MTS_CREATE: int
+    ORDER_ID: int 
+    EXEC_AMOUNT: float 
+    EXEC_PRICE: float 
+    ORDER_TYPE: str 
+    ORDER_PRICE: float 
+    MAKER:int
+    CID: int
+
+@dataclass
+class TradeExecutionUpdate(_Type):
+    ID: int 
+    SYMBOL: str 
+    MTS_CREATE: int
+    ORDER_ID: int 
+    EXEC_AMOUNT: float 
+    EXEC_PRICE: float 
+    ORDER_TYPE: str 
+    ORDER_PRICE: float 
+    MAKER:int
+    FEE: float
+    FEE_CURRENCY: str
+    CID: int
+
+@dataclass
+class FundingOffer(_Type):
+    ID: int
+    SYMBOL: str
+    MTS_CREATED: int
+    MTS_UPDATED: int
+    AMOUNT: float
+    AMOUNT_ORIG: float
+    OFFER_TYPE: str
+    FLAGS: int
+    STATUS: str
+    RATE: float
+    PERIOD: int
+    NOTIFY: int
+    HIDDEN: int
+    RENEW: int
+
+@dataclass
+class FundingCredit(_Type):
+    ID: int
+    SYMBOL: str
+    SIDE: int
+    MTS_CREATE: int
+    MTS_UPDATE: int
+    AMOUNT: float
+    FLAGS: int
+    STATUS: str
+    RATE: float
+    PERIOD: int
+    MTS_OPENING: int
+    MTS_LAST_PAYOUT: int
+    NOTIFY: int
+    HIDDEN: int
+    RENEW: int
+    RATE_REAL: float
+    NO_CLOSE: int
+    POSITION_PAIR: str
+
+@dataclass
+class FundingLoan(_Type):
+    ID: int
+    SYMBOL: str
+    SIDE: int
+    MTS_CREATE: int
+    MTS_UPDATE: int
+    AMOUNT: float
+    FLAGS: int
+    STATUS: str
+    RATE: float
+    PERIOD: int
+    MTS_OPENING: int
+    MTS_LAST_PAYOUT: int
+    NOTIFY: int
+    HIDDEN: int
+    RENEW: int
+    RATE_REAL: float
+    NO_CLOSE: int
+
+@dataclass
+class Wallet(_Type):
+    WALLET_TYPE: str
+    CURRENCY: str
+    BALANCE: float
+    UNSETTLED_INTEREST: float
+    BALANCE_AVAILABLE: float
+    DESCRIPTION: str
+    META: JSON
+
+@dataclass
+class BalanceInfo(_Type):
+    AUM: float
+    AUM_NET: float
+
+#endregion