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.

2025-12-19 14:54:21 +01:00 · 2023-01-16 17:07:16 +01:00
parent 1613a56d81
commit e185da4cc9
4 changed files with 77 additions and 49 deletions
--- a/bfxapi/websocket/_BfxWebsocketInputs.py
+++ b/bfxapi/websocket/_BfxWebsocketInputs.py
@@ -2,7 +2,7 @@ from decimal import Decimal
 from datetime import datetime

 from typing import Union, Optional, List, Tuple
-from .typings import JSON
+from .types import JSON
 from .enums import OrderType, FundingOfferType

 def _strip(dictionary):
--- a/bfxapi/websocket/handlers.py
+++ b/bfxapi/websocket/handlers.py
@@ -1,3 +1,7 @@
+from typing import List
+
+from .types import *
+
 from . import serializers
 from .enums import Channels
 from .exceptions import BfxWebsocketException
@@ -174,13 +178,15 @@ class AuthenticatedChannelsHandler(object):
            raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.")
    
    def __notification(self, stream):
+        type, serializer = "notification", serializers._Notification(serializer=None)
+
        if stream[1] == "on-req" or stream[1] == "ou-req" or stream[1] == "oc-req":
-            return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.Order).parse(*stream))
+            type, serializer = f"{stream[1]}-notification", serializers._Notification[Order](serializer=serializers.Order)

        if stream[1] == "oc_multi-req":
-            return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.Order, iterate=True).parse(*stream))
+            type, serializer = f"{stream[1]}-notification", serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True)

        if stream[1] == "fon-req" or stream[1] == "foc-req":
-            return self.event_emitter.emit(f"{stream[1]}-notification", serializers._Notification(serializer=serializers.FundingOffer).parse(*stream))
+            type, serializer = f"{stream[1]}-notification", serializers._Notification[FundingOffer](serializer=serializers.FundingOffer)

-        return self.event_emitter.emit("notification", serializers._Notification(serializer=None).parse(*stream))
+        return self.event_emitter.emit(type, serializer.parse(*stream))
--- a/bfxapi/websocket/serializers.py
+++ b/bfxapi/websocket/serializers.py
@@ -1,4 +1,4 @@
-from . import typings
+from . import types

 from .. labeler import _Serializer

@@ -6,7 +6,7 @@ from .. notification import _Notification

 #region Serializers definition for Websocket Public Channels

-TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", labels=[
+TradingPairTicker = _Serializer[types.TradingPairTicker]("TradingPairTicker", labels=[
    "BID",
    "BID_SIZE",
    "ASK",
@@ -19,7 +19,7 @@ TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker",
    "LOW"
 ])

-FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurrencyTicker", labels=[
+FundingCurrencyTicker = _Serializer[types.FundingCurrencyTicker]("FundingCurrencyTicker", labels=[
    "FRR",
    "BID",
    "BID_PERIOD",
@@ -38,14 +38,14 @@ FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurre
    "FRR_AMOUNT_AVAILABLE"
 ])

-TradingPairTrade = _Serializer[typings.TradingPairTrade]("TradingPairTrade", labels=[ 
+TradingPairTrade = _Serializer[types.TradingPairTrade]("TradingPairTrade", labels=[ 
    "ID", 
    "MTS", 
    "AMOUNT", 
    "PRICE" 
 ])

-FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrencyTrade", labels=[ 
+FundingCurrencyTrade = _Serializer[types.FundingCurrencyTrade]("FundingCurrencyTrade", labels=[ 
    "ID", 
    "MTS", 
    "AMOUNT", 
@@ -53,33 +53,33 @@ FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrenc
    "PERIOD" 
 ])

-TradingPairBook = _Serializer[typings.TradingPairBook]("TradingPairBook", labels=[
+TradingPairBook = _Serializer[types.TradingPairBook]("TradingPairBook", labels=[
    "PRICE", 
    "COUNT", 
    "AMOUNT"
 ])

-FundingCurrencyBook = _Serializer[typings.FundingCurrencyBook]("FundingCurrencyBook", labels=[
+FundingCurrencyBook = _Serializer[types.FundingCurrencyBook]("FundingCurrencyBook", labels=[
    "RATE", 
    "PERIOD", 
    "COUNT", 
    "AMOUNT"
 ])

-TradingPairRawBook = _Serializer[typings.TradingPairRawBook]("TradingPairRawBook", labels=[
+TradingPairRawBook = _Serializer[types.TradingPairRawBook]("TradingPairRawBook", labels=[
    "ORDER_ID", 
    "PRICE", 
    "AMOUNT"
 ])

-FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[
+FundingCurrencyRawBook = _Serializer[types.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[
    "OFFER_ID", 
    "PERIOD", 
    "RATE", 
    "AMOUNT"
 ])

-Candle = _Serializer[typings.Candle]("Candle", labels=[
+Candle = _Serializer[types.Candle]("Candle", labels=[
    "MTS", 
    "OPEN", 
    "CLOSE", 
@@ -88,7 +88,7 @@ Candle = _Serializer[typings.Candle]("Candle", labels=[
    "VOLUME"
 ])

-DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", labels=[
+DerivativesStatus = _Serializer[types.DerivativesStatus]("DerivativesStatus", labels=[
    "TIME_MS",
    "_PLACEHOLDER", 
    "DERIV_PRICE",
@@ -118,7 +118,7 @@ DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus",

 #region Serializers definition for Websocket Authenticated Channels

-Order = _Serializer[typings.Order]("Order", labels=[
+Order = _Serializer[types.Order]("Order", labels=[
    "ID",
    "GID",
    "CID",
@@ -153,7 +153,7 @@ Order = _Serializer[typings.Order]("Order", labels=[
    "META"
 ])

-Position = _Serializer[typings.Position]("Position", labels=[
+Position = _Serializer[types.Position]("Position", labels=[
    "SYMBOL", 
    "STATUS", 
    "AMOUNT", 
@@ -176,7 +176,7 @@ Position = _Serializer[typings.Position]("Position", labels=[
    "META"
 ])

-TradeExecuted = _Serializer[typings.TradeExecuted]("TradeExecuted", labels=[
+TradeExecuted = _Serializer[types.TradeExecuted]("TradeExecuted", labels=[
    "ID", 
    "SYMBOL", 
    "MTS_CREATE",
@@ -191,7 +191,7 @@ TradeExecuted = _Serializer[typings.TradeExecuted]("TradeExecuted", labels=[
    "CID"
 ])

-TradeExecutionUpdate = _Serializer[typings.TradeExecutionUpdate]("TradeExecutionUpdate", labels=[
+TradeExecutionUpdate = _Serializer[types.TradeExecutionUpdate]("TradeExecutionUpdate", labels=[
    "ID", 
    "SYMBOL", 
    "MTS_CREATE",
@@ -206,7 +206,7 @@ TradeExecutionUpdate = _Serializer[typings.TradeExecutionUpdate]("TradeExecution
    "CID"
 ])

-FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[
+FundingOffer = _Serializer[types.FundingOffer]("FundingOffer", labels=[
    "ID",
    "SYMBOL",
    "MTS_CREATED",
@@ -230,7 +230,7 @@ FundingOffer = _Serializer[typings.FundingOffer]("FundingOffer", labels=[
    "_PLACEHOLDER"
 ])

-FundingCredit = _Serializer[typings.FundingCredit]("FundingCredit", labels=[
+FundingCredit = _Serializer[types.FundingCredit]("FundingCredit", labels=[
    "ID",
    "SYMBOL",
    "SIDE",
@@ -255,7 +255,7 @@ FundingCredit = _Serializer[typings.FundingCredit]("FundingCredit", labels=[
    "POSITION_PAIR"
 ])

-FundingLoan = _Serializer[typings.FundingLoan]("FundingLoan", labels=[
+FundingLoan = _Serializer[types.FundingLoan]("FundingLoan", labels=[
    "ID",
    "SYMBOL",
    "SIDE",
@@ -279,7 +279,7 @@ FundingLoan = _Serializer[typings.FundingLoan]("FundingLoan", labels=[
    "NO_CLOSE"
 ])

-Wallet = _Serializer[typings.Wallet]("Wallet", labels=[
+Wallet = _Serializer[types.Wallet]("Wallet", labels=[
    "WALLET_TYPE", 
    "CURRENCY", 
    "BALANCE", 
@@ -289,7 +289,7 @@ Wallet = _Serializer[typings.Wallet]("Wallet", labels=[
    "META"
 ])

-BalanceInfo = _Serializer[typings.BalanceInfo]("BalanceInfo", labels=[
+BalanceInfo = _Serializer[types.BalanceInfo]("BalanceInfo", labels=[
    "AUM", 
    "AUM_NET", 
 ])
--- a/bfxapi/websocket/typings.py
+++ b/bfxapi/websocket/typings.py
@@ -1,6 +1,10 @@
 from typing import Type, Tuple, List, Dict, TypedDict, Union, Optional, Any

-from .. notification import Notification
+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]]

@@ -48,7 +52,8 @@ class Subscriptions:

 #region Type hinting for Websocket Public Channels

-class TradingPairTicker(TypedDict):
+@dataclass
+class TradingPairTicker(_Type):
    BID: float
    BID_SIZE: float
    ASK: float
@@ -60,7 +65,8 @@ class TradingPairTicker(TypedDict):
    HIGH: float
    LOW: float

-class FundingCurrencyTicker(TypedDict):
+@dataclass
+class FundingCurrencyTicker(_Type):
    FRR: float
    BID: float
    BID_PERIOD: int
@@ -76,42 +82,49 @@ class FundingCurrencyTicker(TypedDict):
    LOW: float
    FRR_AMOUNT_AVAILABLE: float

-class TradingPairTrade(TypedDict):
+@dataclass
+class TradingPairTrade(_Type):
    ID: int 
    MTS: int 
    AMOUNT: float 
    PRICE: float

-class FundingCurrencyTrade(TypedDict):
+@dataclass
+class FundingCurrencyTrade(_Type):
    ID: int 
    MTS: int 
    AMOUNT: float 
    RATE: float 
    PERIOD: int

-class TradingPairBook(TypedDict):
+@dataclass
+class TradingPairBook(_Type):
    PRICE: float 
    COUNT: int 
    AMOUNT: float
-    
-class FundingCurrencyBook(TypedDict):
+
+@dataclass
+class FundingCurrencyBook(_Type):
    RATE: float 
    PERIOD: int 
    COUNT: int 
    AMOUNT: float
-        
-class TradingPairRawBook(TypedDict):
+
+@dataclass    
+class TradingPairRawBook(_Type):
    ORDER_ID: int
    PRICE: float 
    AMOUNT: float
-            
-class FundingCurrencyRawBook(TypedDict):
+
+@dataclass      
+class FundingCurrencyRawBook(_Type):
    OFFER_ID: int 
    PERIOD: int 
    RATE: float 
    AMOUNT: float

-class Candle(TypedDict):
+@dataclass
+class Candle(_Type):
    MTS: int
    OPEN: float
    CLOSE: float
@@ -119,7 +132,8 @@ class Candle(TypedDict):
    LOW: float
    VOLUME: float

-class DerivativesStatus(TypedDict):
+@dataclass
+class DerivativesStatus(_Type):
    TIME_MS: int
    DERIV_PRICE: float
    SPOT_PRICE: float
@@ -136,8 +150,8 @@ class DerivativesStatus(TypedDict):
 #endregion

 #region Type hinting for Websocket Authenticated Channels
-
-class Order(TypedDict):
+@dataclass
+class Order(_Type):
    ID: int
    GID: int
    CID: int
@@ -161,7 +175,8 @@ class Order(TypedDict):
    ROUTING: str
    META: JSON

-class Position(TypedDict):
+@dataclass
+class Position(_Type):
    SYMBOL: str
    STATUS: str
    AMOUNT: float
@@ -180,7 +195,8 @@ class Position(TypedDict):
    COLLATERAL_MIN: float
    META: JSON

-class TradeExecuted(TypedDict):
+@dataclass
+class TradeExecuted(_Type):
    ID: int 
    SYMBOL: str 
    MTS_CREATE: int
@@ -192,7 +208,8 @@ class TradeExecuted(TypedDict):
    MAKER:int
    CID: int

-class TradeExecutionUpdate(TypedDict):
+@dataclass
+class TradeExecutionUpdate(_Type):
    ID: int 
    SYMBOL: str 
    MTS_CREATE: int
@@ -206,7 +223,8 @@ class TradeExecutionUpdate(TypedDict):
    FEE_CURRENCY: str
    CID: int

-class FundingOffer(TypedDict):
+@dataclass
+class FundingOffer(_Type):
    ID: int
    SYMBOL: str
    MTS_CREATED: int
@@ -222,7 +240,8 @@ class FundingOffer(TypedDict):
    HIDDEN: int
    RENEW: int

-class FundingCredit(TypedDict):
+@dataclass
+class FundingCredit(_Type):
    ID: int
    SYMBOL: str
    SIDE: int
@@ -242,7 +261,8 @@ class FundingCredit(TypedDict):
    NO_CLOSE: int
    POSITION_PAIR: str

-class FundingLoan(TypedDict):
+@dataclass
+class FundingLoan(_Type):
    ID: int
    SYMBOL: str
    SIDE: int
@@ -261,7 +281,8 @@ class FundingLoan(TypedDict):
    RATE_REAL: float
    NO_CLOSE: int

-class Wallet(TypedDict):
+@dataclass
+class Wallet(_Type):
    WALLET_TYPE: str
    CURRENCY: str
    BALANCE: float
@@ -270,7 +291,8 @@ class Wallet(TypedDict):
    DESCRIPTION: str
    META: JSON

-class BalanceInfo(TypedDict):
+@dataclass
+class BalanceInfo(_Type):
    AUM: float
    AUM_NET: float