Merge pull request #223 from Davi0kProgramsThings/master

Merge branch `Davi0kProgramsThings:master` into branch `bitfinexcom:master`.

.github/ISSUE_TEMPLATE

@@ -1,13 +0,0 @@
-#### Issue type
-- [ ] bug
-- [ ] missing functionality
-- [ ] performance
-- [ ] feature request
-
-#### Brief description
-
-#### Steps to reproduce
--
-
-##### Additional Notes:
--

.github/ISSUE_TEMPLATE.md

@@ -0,0 +1,35 @@
+## I'm submitting a...
+
+- [ ] bug report;
+- [ ] feature request;
+- [ ] documentation change;
+
+## What is the expected behaviour?
+<!--- Describe the expected behaviour in details -->
+
+## What is the current behaviour?
+<!--- Describe the current behaviour in details -->
+
+## Possible solution (optional)
+<!-- If you have a solution proposal, please explain it here -->
+<!-- If your solution includes implementation, you should also open a PR with this as related issue -->
+<!-- You can delete this section if you don't want to suggest a possible solution -->
+
+A possible solution could be...
+
+## Steps to reproduce (for bugs)
+<!-- You can delete this section if you are not submitting a bug report -->
+
+1. &nbsp;
+2. &nbsp;
+3. &nbsp;
+
+### Python version
+<!-- Indicate your python version here -->
+<!-- You can print it using `python3 --version`-->
+Python 3.10.6 x64
+
+### Mypy version
+<!-- Indicate your mypy version here -->
+<!-- You can print it using `python3 -m mypy --version`-->
+mypy 0.991 (compiled: yes)

.github/PULL_REQUEST_TEMPLATE

@@ -1,15 +0,0 @@
-### Description:
-...
-
-### Breaking changes:
-- [ ]
-
-### New features:
-- [ ]
-
-### Fixes:
-- [ ]
-
-### PR status:
-- [ ] Version bumped
-- [ ] Change-log updated

.github/PULL_REQUEST_TEMPLATE.md

@@ -0,0 +1,32 @@
+# Description
+<!--- Describe your changes in detail -->
+
+## Motivation and Context
+<!--- Why is this change required? What problem does it solve? -->
+
+## Related Issue
+<!--- If suggesting a new feature or change, please discuss it in an issue first -->
+<!--- If fixing a bug, there should be an issue describing it with steps to reproduce -->
+<!--- Please link to the issue here: -->
+PR fixes the following issue: 
+
+## Type of change
+<!-- Select the most suitable choice and remove the others from the checklist -->
+
+- [ ] Bug fix (non-breaking change which fixes an issue);
+- [ ] New feature (non-breaking change which adds functionality);
+- [ ] Breaking change (fix or feature that would cause existing functionality to not work as expected);
+- [ ] This change requires a documentation update;
+
+# Checklist:
+
+- [ ] My code follows the style guidelines of this project;
+- [ ] I have performed a self-review of my code;
+- [ ] I have commented my code, particularly in hard-to-understand areas;
+- [ ] I have made corresponding changes to the documentation;
+- [ ] My changes generate no new warnings;
+- [ ] I have added tests that prove my fix is effective or that my feature works;
+- [ ] New and existing unit tests pass locally with my changes;
+- [ ] Mypy returns no errors or warnings when run on the root package;
+- [ ] Pylint returns a score of 10.00/10.00 when run on the root package;
+- [ ] I have updated the library version and updated the CHANGELOG;

.github/workflows/bitfinex-api-py-ci.yml

@@ -0,0 +1,31 @@
+name: bitfinex-api-py-ci
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+permissions:
+  contents: read
+
+jobs:
+  build:
+    runs-on: ubuntu-latest
+
+    steps: 
+      - uses: actions/checkout@v3
+      - name: Set up Python 3.8
+        uses: actions/setup-python@v4
+        with:
+          python-version: '3.8'
+      - name: Install bitfinex-api-py's dependencies
+        run: python -m pip install -r dev-requirements.txt
+      - name: Lint the project with pylint (and fail if score is lower than 10.00/10.00)
+        run: python -m pylint bfxapi
+      - name: Run mypy to check the correctness of type hinting (and fail if any error or warning is found)
+        run: python -m mypy bfxapi
+      - name: Execute project's unit tests (unittest)
+        run: python -m unittest bfxapi.tests

.github/workflows/python-app.yml

@@ -1,36 +0,0 @@
-# This workflow will install Python dependencies, run tests and lint with a single version of Python
-# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions
-
-name: Python application
-
-on:
-  push:
-    branches: [ master ]
-  pull_request:
-    branches: [ master ]
-
-jobs:
-  build:
-
-    runs-on: ubuntu-latest
-
-    steps:
-    - uses: actions/checkout@v2
-    - name: Set up Python 3.9
-      uses: actions/setup-python@v2
-      with:
-        python-version: 3.9
-    - name: Install dependencies
-      run: |
-        python -m pip install --upgrade pip
-        pip install flake8 pytest
-        if [ -f requirements.txt ]; then pip install -r requirements.txt; fi
-    - name: Lint with flake8
-      run: |
-        # stop the build if there are Python syntax errors or undefined names
-        flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics
-        # exit-zero treats all errors as warnings. The GitHub editor is 127 chars wide
-        flake8 . --count --exit-zero --max-complexity=10 --max-line-length=127 --statistics
-    - name: Test with pytest
-      run: |
-        pytest

.gitignore

@@ -1,6 +1,12 @@
-__pycache__
-*.pyc
 .vscode
+*.pyc
 *.log
-dist
+
 bitfinex_api_py.egg-info
+
+__pycache__
+
+dist
+venv
+!.gitkeep
+MANIFEST

.pylintrc

@@ -0,0 +1,33 @@
+[MAIN]
+py-version=3.8.0
+
+[MESSAGES CONTROL]
+disable=
+    multiple-imports,
+    missing-docstring,
+    logging-not-lazy,
+    logging-fstring-interpolation,
+    too-few-public-methods,
+    too-many-public-methods,
+    too-many-instance-attributes,
+    dangerous-default-value,
+    inconsistent-return-statements,
+
+[SIMILARITIES]
+min-similarity-lines=6
+
+[VARIABLES]
+allowed-redefined-builtins=type,dir,id,all,format,len
+
+[FORMAT]
+max-line-length=120
+expected-line-ending-format=LF
+
+[BASIC]
+good-names=id,on,pl,t,ip,tf,A,B,C,D,E,F
+
+[TYPECHECK]
+generated-members=websockets
+
+[STRING]
+check-quote-consistency=yes

.travis.yml

@@ -1,8 +1,11 @@
 language: python
 python:
-  - "3.8.2"
+  - "3.8.0"
+before_install:
+  - python -m pip install --upgrade pip
 install:
-  - python3.8 -m pip install -r requirements.txt
+  - pip install -r dev-requirements.txt
 script:
-  - pylint --rcfile=pylint.rc bfxapi
-  - pytest
+  - python -m pylint bfxapi
+  - python -m mypy bfxapi
+  - python -m unittest bfxapi.tests

CHANGELOG

@@ -1,172 +0,0 @@
-2.0.6
--) Added id field to _parse_trade
-
-2.0.5
--) Show correct fees for withdraws
-
-2.0.4
--) Added missing ID to ledgers.py
-
-2.0.3
--) Implemented Liquidations endpoint (REST)
-
-2.0.2
--) Use private host for auth-based requests
-
-2.0.1
--) Added User Settings Write/Read/Delete endpoints (REST)
--) Added Balance Available for Orders/Offers endpoint (REST)
--) Added Alerts endpoints (REST)
--) Fixed trades handling error
-
-2.0.0
--) Implemented Movement endpoints (REST)
--) Fixed unawaited stop
--) Changed account's trade execution (te) and trade update (tu) handling
-
-1.3.4
--) Fixed undefined p_sub issue in subscription_manager.py
--) Added submit cancel all funding orders endpoint (REST)
--) Added get all exchange pairs endpoint (REST)
-
-1.3.3
--) Fixed socket.send() issue (IndexError: deque index out of range)
-
-1.3.2
--) Implemented Merchants endpoints (REST)
-
-1.3.1
--) Handle exception of asyncio.get_event_loop() | Related to v1.2.8
-
-1.3.0
--) Adjusted get_trades() to allow symbol to be None and get trades for all symbols
-
-1.2.8
--) Bugfix - It is possible to call bfx.ws.run() from an already running event loop
-
-1.2.7
--) Added ws support for Python 3.9 and 3.10
-
-1.2.6
--) Updated websockets to 9.1
-
-1.2.5
--) Adjusted get_order_history() rest endpoint
-
-1.2.4
--) Added example of MARKET order with price=None
-
-1.2.3
--) Tests adjusted
-
-1.2.2
--) WS bugfix (exception InvalidStatusCode not handled)
-
-1.2.1
--) Added orderbook implementation example (ws)
-
-1.2.0
--) Implemented Margin Info (rest)
--) Implemented claim position (rest)
--) When max_retries == 0 continue forever to retry (websocket)
-
-1.1.15
--) Added 'ids' parameter to get_order_history()
--) Added an example to show how it is possible to spawn multiple bfx ws instances to comply with the open subscriptions number constraint (max. 25)
--) Implemented Funding Trades (rest)
-
-1.1.14
--) bfx_websockets.py ERRORS dictionary now contains a message for error number 10305
-
-1.1.13
--) Adding balance_available to the Wallet.
-
-1.1.12
--) Applied clientside fix to get_public_trades() (in case of multiple trades at the same timestamp they should be ordered by id)
--) Invalid orders are now removed from pending_orders
--) FOK orders cancelled are now removed from pending_orders
-
-1.1.11
--) Removed pendingOrders from BfxWebsocket() (it was not used anywhere)
--) Fixed issue in confirm_order_new() (the keys of the dict pending_orders are the cids of the orders, and not the ids)
-
-1.1.10
-- Fixed get_seed_candles() [backwards compatible]
-
-1.1.9
-- Implemented PULSE endpoints (rest)
-- Updated pyee and changed deprecated class EventEmitter() -> AsyncIOEventEmitter() to make it work with all Python 3.X versions
-- Implemented Foreign exchange rate endpoint (rest)
-- Implemented Market average price endpoint (rest)
-- Implemented Generate invoice endpoint (rest)
-- Implemented Keep funding endpoint (rest)
-- Implemented Cancel order multi endpoint (rest)
-- Implemented Public Stats endpoint (rest)
-- Implemented Order Multi OP endpoint (rest)
-- Implemented Public Tickers History (rest)
-- Implemented Public Funding Stats (rest)
-- Updated dependencies in setup.py
-
-1.1.8
-- Adds support for websocket events pu, pn and pu
-
-1.1.7
-- Adds rest.get_ledgers
-
-1.1.6
-- Adds 'new_ticker' websocket event stream
-- Adds 'ws.stop' function to kill all websocket connections
-- Fixes Position modal loading from raw array
-
-1.1.5
-- Fixes 100% CPU utilization bug with the generic_websocket event emitter thread
-
-1.1.4
-- Locks mutex when sending websocket messages
-- Fix py3.8 stricter linting errors
-
-1.1.3
-- Adds ability to specify channel_filter in client
-
-1.1.2
-- Adds aff_code to WS and Rest submit order functions
-
-1.1.1
-- Rework README with new bfx templates
-- Generate /docs/rest_v2.md
-- Generate /docs/ws_v2.md
-- Update comments for doc generation
-- Allow only python3 installs in setup.py
-
-1.1.0
-
-- Adds rest.submit_funding_offer
-- Adds rest.submit_cancel_funding_offer
-- Adds rest.submit_wallet_transfer
-- Adds rest.get_wallet_deposit_address
-- Adds rest.create_wallet_deposit_address
-- Adds rest.submit_wallet_withdraw
-- Adds rest.submit_order
-- Adds rest.submit_cancel_order
-- Adds rest.submit_update_order
-- Updates websocket notification event to use Notfication model object
-
-1.0.1
-
-- Added ws event `status_update`
-- Added rest function `get_derivative_status`
-- Added rest function `get_derivative_statuses`
-- Added rest function `set_derivative_collateral`
-- Added channel support `status`
-- Added create_event_emitter as override in generic_websocket 
-  for custom event emitters
-
-1.0.0
-
-- Removal of camel-casing file naming and git duplicates
-  i.e bfx.client instead of bfx.Client
-
-
-0.0.1
-
-- Added change-log and PR/Issue templates

CODE_OF_CONDUCT.md

@@ -0,0 +1,128 @@
+# Contributor Covenant Code of Conduct
+
+## Our Pledge
+
+We as members, contributors, and leaders pledge to make participation in our
+community a harassment-free experience for everyone, regardless of age, body
+size, visible or invisible disability, ethnicity, sex characteristics, gender
+identity and expression, level of experience, education, socio-economic status,
+nationality, personal appearance, race, religion, or sexual identity
+and orientation.
+
+We pledge to act and interact in ways that contribute to an open, welcoming,
+diverse, inclusive, and healthy community.
+
+## Our Standards
+
+Examples of behavior that contributes to a positive environment for our
+community include:
+
+* Demonstrating empathy and kindness toward other people
+* Being respectful of differing opinions, viewpoints, and experiences
+* Giving and gracefully accepting constructive feedback
+* Accepting responsibility and apologizing to those affected by our mistakes,
+  and learning from the experience
+* Focusing on what is best not just for us as individuals, but for the
+  overall community
+
+Examples of unacceptable behavior include:
+
+* The use of sexualized language or imagery, and sexual attention or
+  advances of any kind
+* Trolling, insulting or derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or email
+  address, without their explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Enforcement Responsibilities
+
+Community leaders are responsible for clarifying and enforcing our standards of
+acceptable behavior and will take appropriate and fair corrective action in
+response to any behavior that they deem inappropriate, threatening, offensive,
+or harmful.
+
+Community leaders have the right and responsibility to remove, edit, or reject
+comments, commits, code, wiki edits, issues, and other contributions that are
+not aligned to this Code of Conduct, and will communicate reasons for moderation
+decisions when appropriate.
+
+## Scope
+
+This Code of Conduct applies within all community spaces, and also applies when
+an individual is officially representing the community in public spaces.
+Examples of representing our community include using an official e-mail address,
+posting via an official social media account, or acting as an appointed
+representative at an online or offline event.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported to the community leaders responsible for enforcement at
+support@bitfinex.com (Bitfinex).
+All complaints will be reviewed and investigated promptly and fairly.
+
+All community leaders are obligated to respect the privacy and security of the
+reporter of any incident.
+
+## Enforcement Guidelines
+
+Community leaders will follow these Community Impact Guidelines in determining
+the consequences for any action they deem in violation of this Code of Conduct:
+
+### 1. Correction
+
+**Community Impact**: Use of inappropriate language or other behavior deemed
+unprofessional or unwelcome in the community.
+
+**Consequence**: A private, written warning from community leaders, providing
+clarity around the nature of the violation and an explanation of why the
+behavior was inappropriate. A public apology may be requested.
+
+### 2. Warning
+
+**Community Impact**: A violation through a single incident or series
+of actions.
+
+**Consequence**: A warning with consequences for continued behavior. No
+interaction with the people involved, including unsolicited interaction with
+those enforcing the Code of Conduct, for a specified period of time. This
+includes avoiding interactions in community spaces as well as external channels
+like social media. Violating these terms may lead to a temporary or
+permanent ban.
+
+### 3. Temporary Ban
+
+**Community Impact**: A serious violation of community standards, including
+sustained inappropriate behavior.
+
+**Consequence**: A temporary ban from any sort of interaction or public
+communication with the community for a specified period of time. No public or
+private interaction with the people involved, including unsolicited interaction
+with those enforcing the Code of Conduct, is allowed during this period.
+Violating these terms may lead to a permanent ban.
+
+### 4. Permanent Ban
+
+**Community Impact**: Demonstrating a pattern of violation of community
+standards, including sustained inappropriate behavior,  harassment of an
+individual, or aggression toward or disparagement of classes of individuals.
+
+**Consequence**: A permanent ban from any sort of public interaction within
+the community.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage],
+version 2.0, available at
+https://www.contributor-covenant.org/version/2/0/code_of_conduct.html.
+
+Community Impact Guidelines were inspired by [Mozilla's code of conduct
+enforcement ladder](https://github.com/mozilla/diversity).
+
+[homepage]: https://www.contributor-covenant.org
+
+For answers to common questions about this code of conduct, see the FAQ at
+https://www.contributor-covenant.org/faq. Translations are available at
+https://www.contributor-covenant.org/translations.

LICENSE

@@ -1,3 +1,4 @@
+
                                  Apache License
                            Version 2.0, January 2004
                         http://www.apache.org/licenses/
@@ -174,28 +175,3 @@
       of your accepting any such warranty or additional liability.
 
    END OF TERMS AND CONDITIONS
-
-   APPENDIX: How to apply the Apache License to your work.
-
-      To apply the Apache License to your work, attach the following
-      boilerplate notice, with the fields enclosed by brackets "[]"
-      replaced with your own identifying information. (Don't include
-      the brackets!)  The text should be enclosed in the appropriate
-      comment syntax for the file format. We also recommend that a
-      file or class name and description of purpose be included on the
-      same "printed page" as the copyright notice for easier
-      identification within third-party archives.
-
-   Copyright [yyyy] [name of copyright owner]
-
-   Licensed under the Apache License, Version 2.0 (the "License");
-   you may not use this file except in compliance with the License.
-   You may obtain a copy of the License at
-
-       http://www.apache.org/licenses/LICENSE-2.0
-
-   Unless required by applicable law or agreed to in writing, software
-   distributed under the License is distributed on an "AS IS" BASIS,
-   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-   See the License for the specific language governing permissions and
-   limitations under the License.

README.md

@@ -1,175 +1,413 @@
-# Bitfinex Trading Library for Python - Bitcoin, Ethereum, Ripple and more
+# bitfinex-api-py (v3-beta)
 
-![https://api.travis-ci.org/bitfinexcom/bitfinex-api-py.svg?branch=master](https://api.travis-ci.org/bitfinexcom/bitfinex-api-py.svg?branch=master)
+Official implementation of the [Bitfinex APIs (V2)](https://docs.bitfinex.com/docs) for `Python 3.8+`.
 
-A Python reference implementation of the Bitfinex API for both REST and websocket interaction.
+> **DISCLAIMER:** \
+Production use of v3.0.0b1 (and all future beta versions) is HIGHLY discouraged. \
+Beta versions should not be used in applications which require user authentication. \
+Provide your API-KEY/API-SECRET, and manage your account and funds at your own risk.
 
-# Features
-- Official implementation
-- Websocket V2 and Rest V2
-- Connection multiplexing
-- Order and wallet management
-- All market data feeds
+### Features
+
+* Support for 75+ REST endpoints (a list of available endpoints can be found [here](https://docs.bitfinex.com/reference))
+* New WebSocket client to ensure fast, secure and persistent connections
+* Full support for Bitfinex notifications (including custom notifications)
+* Native support for type hinting and type checking with [`mypy`](https://github.com/python/mypy)
 
 ## Installation
 
-Clone package into PYTHONPATH:
-```sh
-git clone https://github.com/bitfinexcom/bitfinex-api-py.git
-cd bitfinex-api-py
+```console
+python3 -m pip install --pre bitfinex-api-py
 ```
 
-Or via pip:
-```sh
-python3 -m pip install bitfinex-api-py
+### Selecting and installing a specific beta version
+
+It's also possible to select and install a specific beta version:
+```console
+python3 -m pip install bitfinex-api-py==3.0.0b1
 ```
 
-Run the trades/candles example:
-```sh
-cd bfxapi/examples/ws
-python3 subscribe_trades_candles.py
+---
+
+# Quickstart
+
+```python
+from bfxapi import Client, REST_HOST
+
+from bfxapi.types import Notification, Order
+
+bfx = Client(
+    rest_host=REST_HOST,
+    api_key="<YOUR BFX API-KEY>",
+    api_secret="<YOUR BFX API-SECRET>"
+)
+
+notification: Notification[Order] = bfx.rest.auth.submit_order(
+    type="EXCHANGE LIMIT", symbol="tBTCUSD", amount=0.165212, price=30264.0)
+
+order: Order = notification.data
+
+if notification.status == "SUCCESS":
+    print(f"Successful new order for {order.symbol} at {order.price}$.")
+
+if notification.status == "ERROR":
+    raise Exception(f"Something went wrong: {notification.text}")
 ```
 
-## Quickstart
+## Authenticating in your account
+
+To authenticate in your account, you must provide a valid API-KEY and API-SECRET:
+```python
+bfx = Client(
+    [...],
+    api_key=os.getenv("BFX_API_KEY"),
+    api_secret=os.getenv("BFX_API_SECRET")
+)
+```
+
+### Warning
+
+Remember to not share your API-KEYs and API-SECRETs with anyone. \
+Everyone who owns one of your API-KEYs and API-SECRETs will have full access to your account. \
+We suggest saving your credentials in a local `.env` file and accessing them as environment variables.
+
+_Revoke your API-KEYs and API-SECRETs immediately if you think they might have been stolen._
+
+> **NOTE:** A guide on how to create, edit and revoke API-KEYs and API-SECRETs can be found [here](https://support.bitfinex.com/hc/en-us/articles/115003363429-How-to-create-and-revoke-a-Bitfinex-API-Key).
+
+## Next
+
+* [WebSocket client documentation](#websocket-client-documentation)
+    - [Advanced features](#advanced-features)
+    - [Examples](#examples)
+* [How to contribute](#how-to-contribute)
+
+---
+
+# WebSocket client documentation
+
+1. [Instantiating the client](#instantiating-the-client)
+    * [Authentication](#authentication)
+2. [Running the client](#running-the-client)
+    * [Closing the connection](#closing-the-connection)
+3. [Subscribing to public channels](#subscribing-to-public-channels)
+    * [Unsubscribing from a public channel](#unsubscribing-from-a-public-channel)
+    * [Setting a custom `sub_id`](#setting-a-custom-sub_id)
+4. [Listening to events](#listening-to-events)
+
+### Advanced features
+* [Using custom notifications](#using-custom-notifications)
+* [Setting up connection multiplexing](#setting-up-connection-multiplexing)
+
+### Examples
+* [Creating a new order](#creating-a-new-order)
+
+## Instantiating the client
+
+```python
+bfx = Client(wss_host=PUB_WSS_HOST)
+```
+
+`Client::wss` contains an instance of `BfxWebSocketClient` (core implementation of the WebSocket client). \
+The `wss_host` argument is used to indicate the URL to which the WebSocket client should connect. \
+The `bfxapi` package exports 2 constants to quickly set this URL:
+
+Constant | URL | When to use
+:--- | :--- | :---
+WSS_HOST | wss://api.bitfinex.com/ws/2 | Suitable for all situations, supports authentication.
+PUB_WSS_HOST | wss://api-pub.bitfinex.com/ws/2 | For public uses only, doesn't support authentication.
+
+PUB_WSS_HOST is recommended over WSS_HOST for applications that don't require authentication.
+
+> **NOTE:** The `wss_host` parameter is optional, and the default value is WSS_HOST.
+
+### Authentication
+
+To learn how to authenticate in your account, have a look at [Authenticating in your account](#authenticating-in-your-account).
+
+If authentication is successful, the client will emit the `authenticated` event. \
+All operations that require authentication will fail if run before the emission of this event. \
+The `data` argument contains information about the authentication, such as the `userId`, the `auth_id`, etc...
+
+```python
+@bfx.wss.on("authenticated")
+def on_authenticated(data: Dict[str, Any]):
+    print(f"Successful login for user <{data['userId']}>.")
+```
+
+`data` can also be useful for checking if an API-KEY has certain permissions:
+
+```python
+@bfx.wss.on("authenticated")
+def on_authenticated(data: Dict[str, Any]):
+    if not data["caps"]["orders"]["read"]:
+        raise Exception("This application requires read permissions on orders.")
+
+    if not data["caps"]["positions"]["write"]:
+        raise Exception("This application requires write permissions on positions.")
+```
+
+## Running the client
+
+The client can be run using `BfxWebSocketClient::run`:
+```python
+bfx.wss.run()
+```
+
+If an event loop is already running, users can start the client with `BfxWebSocketClient::start`:
+```python
+await bfx.wss.start()
+```
+
+If the client succeeds in connecting to the server, it will emit the `open` event. \
+This is the right place for all bootstrap activities, such as subscribing to public channels. \
+To learn more about events and public channels, see [Listening to events](#listening-to-events) and [Subscribing to public channels](#subscribing-to-public-channels).
+
+```python
+@bfx.wss.on("open")
+async def on_open():
+    await bfx.wss.subscribe("ticker", symbol="tBTCUSD")
+```
+
+### Closing the connection
+
+Users can close the connection with the WebSocket server using `BfxWebSocketClient::close`:
+```python
+await bfx.wss.close()
+```
+
+A custom [close code number](https://www.iana.org/assignments/websocket/websocket.xhtml#close-code-number), along with a verbose reason, can be given as parameters:
+```python
+await bfx.wss.close(code=1001, reason="Going Away")
+```
+
+After closing the connection, the client will emit the `disconnection` event:
+```python
+@bfx.wss.on("disconnection")
+def on_disconnection(code: int, reason: str):
+    if code == 1000 or code == 1001:
+        print("Closing the connection without errors!")
+```
+
+## Subscribing to public channels
+
+Users can subscribe to public channels using `BfxWebSocketClient::subscribe`:
+```python
+await bfx.wss.subscribe("ticker", symbol="tBTCUSD")
+```
+
+On each successful subscription, the client will emit the `subscribed` event:
+```python
+@bfx.wss.on("subscribed")
+def on_subscribed(subscription: subscriptions.Subscription):
+    if subscription["channel"] == "ticker":
+        print(f"{subscription['symbol']}: {subscription['subId']}") # tBTCUSD: f2757df2-7e11-4244-9bb7-a53b7343bef8
+```
+
+### Unsubscribing from a public channel
+
+It is possible to unsubscribe from a public channel at any time. \
+Unsubscribing from a public channel prevents the client from receiving any more data from it. \
+This can be done using `BfxWebSocketClient::unsubscribe`, and passing the `sub_id` of the public channel you want to unsubscribe from:
+
+```python
+await bfx.wss.unsubscribe(sub_id="f2757df2-7e11-4244-9bb7-a53b7343bef8")
+```
+
+### Setting a custom `sub_id`
+
+The client generates a random `sub_id` for each subscription. \
+These values must be unique, as the client uses them to identify subscriptions. \
+However, it is possible to force this value by passing a custom `sub_id` to `BfxWebSocketClient::subscribe`:
+
+```python
+await bfx.wss.subscribe("candles", key="trade:1m:tBTCUSD", sub_id="507f1f77bcf86cd799439011")
+```
+
+## Listening to events
+
+Whenever the WebSocket client receives data, it will emit a specific event. \
+Users can either ignore those events or listen for them by registering callback functions. \
+These callback functions can also be asynchronous; in fact the client fully supports coroutines ([`asyncio`](https://docs.python.org/3/library/asyncio.html)).
+
+To add a listener for a specific event, users can use the decorator `BfxWebSocketClient::on`:
+```python
+@bfx.wss.on("candles_update")
+def on_candles_update(sub: subscriptions.Candles, candle: Candle):
+    print(f"Candle update for key <{sub['key']}>: {candle}")
+```
+
+The same can be done without using decorators:
+```python
+bfx.wss.on("candles_update", callback=on_candles_update)
+```
+
+You can pass any number of events to register for the same callback function:
+```python
+bfx.wss.on("t_ticker_update", "f_ticker_update", callback=on_ticker_update)
+```
+
+# Advanced features
+
+## Using custom notifications
+
+**Using custom notifications requires user authentication.**
+
+Users can send custom notifications using `BfxWebSocketClient::notify`:
+```python
+await bfx.wss.notify({ "foo": 1 })
+```
+
+Any data can be sent along with a custom notification.
+
+Custom notifications are broadcast by the server on all user's open connections. \
+So, each custom notification will be sent to every online client of the current user. \
+Whenever a client receives a custom notification, it will emit the `notification` event:
+```python
+@bfx.wss.on("notification")
+def on_notification(notification: Notification[Any]):
+    print(notification.data) # { "foo": 1 }
+```
+
+## Setting up connection multiplexing
+
+`BfxWebSocketClient::run` and `BfxWebSocketClient::start` accept a `connections` argument:
+```python
+bfx.wss.run(connections=3)
+```
+
+`connections` indicates the number of connections to run concurrently (through connection multiplexing).
+
+Each of these connections can handle up to 25 subscriptions to public channels. \
+So, using `N` connections will allow the client to handle at most `N * 25` subscriptions. \
+You should always use the minimum number of connections necessary to handle all the subscriptions that will be made.
+
+For example, if you know that your application will subscribe to 75 public channels, 75 / 25 = 3 connections will be enough to handle all the subscriptions.
+
+The default number of connections is 5; therefore, if the `connections` argument is not given, the client will be able to handle a maximum of 25 * 5 = 125 subscriptions.
+
+Keep in mind that using a large number of connections could slow down the client performance.
+
+The use of more than 20 connections is not recommended.
+
+# Examples
+
+## Creating a new order
 
 ```python
 import os
-import sys
-from bfxapi import Client, Order
+
+from bfxapi import Client, WSS_HOST
+
+from bfxapi.types import Notification, Order
 
 bfx = Client(
-  API_KEY='<YOUR_API_KEY>',
-  API_SECRET='<YOUR_API_SECRET>'
+    wss_host=WSS_HOST,
+    api_key=os.getenv("BFX_API_KEY"),
+    api_secret=os.getenv("BFX_API_SECRET")
 )
 
-@bfx.ws.on('authenticated')
-async def submit_order(auth_message):
-  await bfx.ws.submit_order('tBTCUSD', 19000, 0.01, Order.Type.EXCHANGE_MARKET)
+@bfx.wss.on("authenticated")
+async def on_authenticated(_):
+    await bfx.wss.inputs.submit_order(
+        type="EXCHANGE LIMIT", symbol="tBTCUSD", amount=0.165212, price=30264.0)
 
-bfx.ws.run()
+@bfx.wss.on("order_new")
+def on_order_new(order: Order):
+    print(f"Successful new order for {order.symbol} at {order.price}$.")
+
+@bfx.wss.on("on-req-notification")
+def on_notification(notification: Notification[Order]):
+    if notification.status == "ERROR":
+        raise Exception(f"Something went wrong: {notification.text}")
+
+bfx.wss.run()
 ```
 
-## Docs
+---
 
-* <b>[V2 Rest](docs/rest_v2.md)</b> - Documentation
-* <b>[V2 Websocket](docs/ws_v2.md)</b> - Documentation
+# How to contribute
 
-## Examples
+All contributions are welcome! :D
 
-#### Authenticate
+A guide on how to install and set up `bitfinex-api-py`'s source code can be found [here](#installation-and-setup). \
+Before opening any pull requests, please have a look at [Before Opening a PR](#before-opening-a-pr). \
+Contributors must uphold the [Contributor Covenant code of conduct](https://github.com/bitfinexcom/bitfinex-api-py/blob/v3-beta/CODE_OF_CONDUCT.md).
 
-```python
-bfx = Client(
-  API_KEY='<YOUR_API_KEY>',
-  API_SECRET='<YOUR_API_SECRET>'
-)
+### Index
 
-@bfx.ws.on('authenticated')
-async def do_something():
-  print ("Success!")
+1. [Installation and setup](#installation-and-setup)
+    * [Cloning the repository](#cloning-the-repository)
+    * [Installing the dependencies](#installing-the-dependencies)
+2. [Before opening a PR](#before-opening-a-pr)
+    * [Running the unit tests](#running-the-unit-tests)
+3. [License](#license)
 
-bfx.ws.run()
+## Installation and setup
+
+A brief guide on how to install and set up the project in your Python 3.8+ environment.
+
+### Cloning the repository
+
+The following command will only clone the `v3-beta` branch (excluding all others):
+
+```console
+git clone --branch v3-beta --single-branch https://github.com/bitfinexcom/bitfinex-api-py.git
 ```
 
-#### Subscribe to trades
+### Installing the dependencies
 
-```python
-from bfxapi import Client
-
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET
-)
-
-@bfx.ws.on('new_trade')
-def log_trade(trade):
-  print ("New trade: {}".format(trade))
-
-@bfx.ws.on('connected')
-def start():
-  bfx.ws.subscribe('trades', 'tBTCUSD')
-
-bfx.ws.run()
+```console
+python3 -m pip install -r dev-requirements.txt
 ```
 
-#### Withdraw from wallet via REST
+Make sure to install `dev-requirements.txt` instead of `requirements.txt`. \
+`dev-requirements.txt` will install all dependencies in `requirements.txt` plus any development dependencies. \
+This will also install the versions in use of [`pylint`](https://github.com/pylint-dev/pylint) and [`mypy`](https://github.com/python/mypy), which you should both use before opening your PRs.
 
-```python
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG'
-)
-response = await bfx.rest.submit_wallet_withdraw("exchange", "tetheruse", 5, "0xc5bbb852f82c24327693937d4012f496cff7eddf")
-print ("Address: ", response.notify_info)
+All done, your Python 3.8+ environment should now be able to run `bitfinex-api-py`'s source code.
+
+## Before opening a PR
+
+**We won't accept your PR or we will request changes if the following requirements aren't met.**
+
+Wheter you're submitting a bug fix, a new feature or a documentation change, you should first discuss it in an issue.
+
+All PRs must follow this [PULL_REQUEST_TEMPLATE](https://github.com/bitfinexcom/bitfinex-api-py/blob/v3-beta/.github/PULL_REQUEST_TEMPLATE.md) and include an exhaustive description.
+
+Before opening a pull request, you should also make sure that:
+- [ ] all unit tests pass (see [Running the unit tests](#running-the-unit-tests)).
+- [ ] [`pylint`](https://github.com/pylint-dev/pylint) returns a score of 10.00/10.00 when run against your code.
+- [ ] [`mypy`](https://github.com/python/mypy) doesn't throw any error code when run on the project (excluding notes).
+
+### Running the unit tests
+
+`bitfinex-api-py` comes with a set of unit tests (written using the [`unittest`](https://docs.python.org/3.8/library/unittest.html) unit testing framework). \
+Contributors must ensure that each unit test passes before opening a pull request. \
+You can run all project's unit tests by calling `unittest` on `bfxapi.tests`:
+```console
+python3 -m unittest -v bfxapi.tests
 ```
-See the <b>[examples](https://github.com/bitfinexcom/bitfinex-api-py/tree/master/examples)</b> directory for more, like:
 
-- [Creating/updating an order](https://github.com/bitfinexcom/bitfinex-api-py/blob/master/bfxapi/examples/ws/send_order.py)
-- [Subscribing to orderbook updates](https://github.com/bitfinexcom/bitfinex-api-py/blob/master/bfxapi/examples/ws/resubscribe_orderbook.py)
-- [Withdrawing crypto](https://github.com/bitfinexcom/bitfinex-api-py/blob/master/bfxapi/examples/rest/transfer_wallet.py)
-- [Submitting a funding offer](https://github.com/bitfinexcom/bitfinex-api-py/blob/master/bfxapi/examples/rest/create_funding.py)
+A single unit test can be run as follows:
+```console
+python3 -m unittest -v bfxapi.tests.test_notification
+```
 
-For more info on how to use this library please see the example scripts in the `bfxapi/examples` directory. Here you will find usage of all interface exposed functions for both the rest and websocket.
-
-Also please see [this medium article](https://medium.com/@Bitfinex/15f201ad20d4) for a tutorial.
-
-## FAQ
-
-### Is there any rate limiting?
-
-For a Websocket connection there is no limit to the number of requests sent down the connection (unlimited order operations) however an account can only create 15 new connections every 5 mins and each connection is only able to subscribe to 30 inbound data channels. Fortunately this library handles all of the load balancing/multiplexing for channels and will automatically create/destroy new connections when needed, however the user may still encounter the max connections rate limiting error.
-
-For rest the base limit per-user is 1,000 orders per 5 minute interval, and is shared between all account API connections. It increases proportionally to your trade volume based on the following formula:
-
-1000 + (TOTAL_PAIRS_PLATFORM * 60 * 5) / (250000000 / USER_VOL_LAST_30d)
-
-Where TOTAL_PAIRS_PLATFORM is the number of pairs on the Bitfinex platform (currently ~101) and USER_VOL_LAST_30d is in USD.
-
-### Will I always receive an `on` packet?
-
-No; if your order fills immediately, the first packet referencing the order will be an `oc` signaling the order has closed. If the order fills partially immediately after creation, an `on` packet will arrive with a status of `PARTIALLY FILLED...`
-
-For example, if you submit a `LIMIT` buy for 0.2 BTC and it is added to the order book, an `on` packet will arrive via ws2. After a partial fill of 0.1 BTC, an `ou` packet will arrive, followed by a final `oc` after the remaining 0.1 BTC fills.
-
-On the other hand, if the order fills immediately for 0.2 BTC, you will only receive an `oc` packet.
-
-### My websocket won't connect!
-
-Did you call `client.Connect()`? :)
-
-### nonce too small
-
-I make multiple parallel request and I receive an error that the nonce is too small. What does it mean?
-
-Nonces are used to guard against replay attacks. When multiple HTTP requests arrive at the API with the wrong nonce, e.g. because of an async timing issue, the API will reject the request.
-
-If you need to go parallel, you have to use multiple API keys right now.
-
-### How do `te` and `tu` messages differ?
-
-A `te` packet is sent first to the client immediately after a trade has been matched & executed, followed by a `tu` message once it has completed processing. During times of high load, the `tu` message may be noticably delayed, and as such only the `te` message should be used for a realtime feed.
-
-### What are the sequence numbers for?
-
-If you enable sequencing on v2 of the WS API, each incoming packet will have a public sequence number at the end, along with an auth sequence number in the case of channel `0` packets. The public seq numbers increment on each packet, and the auth seq numbers increment on each authenticated action (new orders, etc). These values allow you to verify that no packets have been missed/dropped, since they always increase monotonically.
-
-### What is the difference between R* and P* order books?
-
-Order books with precision `R0` are considered 'raw' and contain entries for each order submitted to the book, whereas `P*` books contain entries for each price level (which aggregate orders).
-
-
-## Contributing
-
-1. Fork it ( https://github.com/[my-github-username]/bitfinex/fork )
-2. Create your feature branch (`git checkout -b my-new-feature`)
-3. Commit your changes (`git commit -am 'Add some feature'`)
-4. Push to the branch (`git push origin my-new-feature`)
-5. Create a new Pull Request
-
-### Publish to Pypi
+## License
 
 ```
-python setup.py sdist
-twine upload dist/*
+Copyright 2023 Bitfinex
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0
+
+Unless required by applicable law or agreed to in writing, software
+distributed under the License is distributed on an "AS IS" BASIS,
+WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+See the License for the specific language governing permissions and
+limitations under the License.
 ```

bfxapi/__init__.py

@@ -1,14 +1,6 @@
-"""
-This module is used to interact with the bitfinex api
-"""
+from .client import Client
+
+from .urls import REST_HOST, PUB_REST_HOST, \
+    WSS_HOST, PUB_WSS_HOST
 
 from .version import __version__
-from .client import Client, PUB_REST_HOST, PUB_WS_HOST, REST_HOST, WS_HOST
-from .models import (Order, Trade, OrderBook, Subscription, Wallet,
-                     Position, FundingLoan, FundingOffer, FundingCredit,
-                     Movement)
-from .websockets.generic_websocket import GenericWebsocket, Socket
-from .websockets.bfx_websocket import BfxWebsocket
-from .utils.decimal import Decimal
-
-NAME = 'bfxapi'

bfxapi/client.py

@@ -1,24 +1,37 @@
-"""
-This module exposes the core bitfinex clients which includes both
-a websocket client and a rest interface client
-"""
+from typing import List, Literal, Optional
 
-# pylint: disable-all
-
-from .websockets.bfx_websocket import BfxWebsocket
-from .rest.bfx_rest import BfxRest
-from .constants import *
+from .rest import BfxRestInterface
+from .websocket import BfxWebSocketClient
+from .urls import REST_HOST, WSS_HOST
 
 class Client:
-    """
-    The bfx client exposes rest and websocket objects
-    """
+    def __init__(
+            self,
+            api_key: Optional[str] = None,
+            api_secret: Optional[str] = None,
+            filters: Optional[List[str]] = None,
+            *,
+            rest_host: str = REST_HOST,
+            wss_host: str = WSS_HOST,
+            wss_timeout: Optional[float] = 60 * 15,
+            log_filename: Optional[str] = None,
+            log_level: Literal["ERROR", "WARNING", "INFO", "DEBUG"] = "INFO"
+    ):
+        credentials = None
+
+        if api_key and api_secret:
+            credentials = { "api_key": api_key, "api_secret": api_secret, "filters": filters }
+
+        self.rest = BfxRestInterface(
+            host=rest_host,
+            credentials=credentials
+        )
+
+        self.wss = BfxWebSocketClient(
+            host=wss_host,
+            credentials=credentials,
+            wss_timeout=wss_timeout,
+            log_filename=log_filename,
+            log_level=log_level
+        )
         
-    def __init__(self, API_KEY=None, API_SECRET=None, rest_host=REST_HOST,
-                 ws_host=WS_HOST, create_event_emitter=None, logLevel='INFO', dead_man_switch=False,
-                 ws_capacity=25, channel_filter=[], *args, **kwargs):
-        self.ws = BfxWebsocket(API_KEY=API_KEY, API_SECRET=API_SECRET, host=ws_host,
-                               logLevel=logLevel, dead_man_switch=dead_man_switch, channel_filter=channel_filter,
-                               ws_capacity=ws_capacity, create_event_emitter=create_event_emitter, *args, **kwargs)
-        self.rest = BfxRest(API_KEY=API_KEY, API_SECRET=API_SECRET, host=rest_host,
-                            logLevel=logLevel, *args, **kwargs)

bfxapi/constants.py

@@ -1,4 +0,0 @@
-REST_HOST = 'https://api.bitfinex.com/v2'
-WS_HOST = 'wss://api.bitfinex.com/ws/2'
-PUB_REST_HOST = 'https://api-pub.bitfinex.com/v2'
-PUB_WS_HOST = 'wss://api-pub.bitfinex.com/ws/2'

bfxapi/enums.py

@@ -0,0 +1,50 @@
+from enum import Enum
+
+class OrderType(str, Enum):
+    LIMIT = "LIMIT"
+    EXCHANGE_LIMIT = "EXCHANGE LIMIT"
+    MARKET = "MARKET"
+    EXCHANGE_MARKET = "EXCHANGE MARKET"
+    STOP = "STOP"
+    EXCHANGE_STOP = "EXCHANGE STOP"
+    STOP_LIMIT = "STOP LIMIT"
+    EXCHANGE_STOP_LIMIT = "EXCHANGE STOP LIMIT"
+    TRAILING_STOP = "TRAILING STOP"
+    EXCHANGE_TRAILING_STOP = "EXCHANGE TRAILING STOP"
+    FOK = "FOK"
+    EXCHANGE_FOK = "EXCHANGE FOK"
+    IOC = "IOC"
+    EXCHANGE_IOC = "EXCHANGE IOC"
+
+class FundingOfferType(str, Enum):
+    LIMIT = "LIMIT"
+    FRR_DELTA_FIX = "FRRDELTAFIX"
+    FRR_DELTA_VAR = "FRRDELTAVAR"
+
+class Flag(int, Enum):
+    HIDDEN = 64
+    CLOSE = 512
+    REDUCE_ONLY = 1024
+    POST_ONLY = 4096
+    OCO = 16384
+    NO_VAR_RATES = 524288
+
+class Error(int, Enum):
+    ERR_UNK = 10000
+    ERR_GENERIC = 10001
+    ERR_CONCURRENCY = 10008
+    ERR_PARAMS = 10020
+    ERR_CONF_FAIL = 10050
+    ERR_AUTH_FAIL = 10100
+    ERR_AUTH_PAYLOAD = 10111
+    ERR_AUTH_SIG = 10112
+    ERR_AUTH_HMAC = 10113
+    ERR_AUTH_NONCE = 10114
+    ERR_UNAUTH_FAIL = 10200
+    ERR_SUB_FAIL = 10300
+    ERR_SUB_MULTI = 10301
+    ERR_SUB_UNK = 10302
+    ERR_SUB_LIMIT = 10305
+    ERR_UNSUB_FAIL = 10400
+    ERR_UNSUB_NOT = 10401
+    ERR_READY = 11000

bfxapi/examples/rest/create_funding.py

@@ -1,38 +0,0 @@
-import os
-import sys
-import asyncio
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Create funding requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-async def create_funding():
-  response = await bfx.rest.submit_funding_offer("fUSD", 1000, 0.012, 7)
-  # response is in the form of a Notification object
-  # notify_info is in the form of a FundingOffer
-  print ("Offer: ", response.notify_info)
-
-async def cancel_funding():
-  response = await bfx.rest.submit_cancel_funding_offer(41235958)
-  # response is in the form of a Notification object
-  # notify_info is in the form of a FundingOffer
-  print ("Offer: ", response.notify_info)
-
-async def run():
-  await create_funding()
-  await cancel_funding()
-
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/rest/create_order.py

@@ -1,47 +0,0 @@
-import os
-import sys
-import asyncio
-import time
-sys.path.append('../../../')
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-from bfxapi.models import OrderType
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Create order requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-async def create_order():
-  response = await bfx.rest.submit_order(symbol="tBTCUSD", amount=10, price=None, market_type=OrderType.MARKET)
-  # response is in the form of a Notification object
-  for o in response.notify_info:
-    # each item is in the form of an Order object
-    print ("Order: ", o)
-
-async def cancel_order():
-  response = await bfx.rest.submit_cancel_order(1185510865)
-  # response is in the form of a Notification object
-  # notify_info is in the form of an order object
-  print ("Order: ", response.notify_info)
-
-async def update_order():
-  response = await bfx.rest.submit_update_order(1185510771, price=15, amount=0.055)
-  # response is in the form of a Notification object
-  # notify_info is in the form of an order object
-  print ("Order: ", response.notify_info)
-
-async def run():
-  await create_order()
-  await cancel_order()
-  await update_order()
-
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/rest/get_authenticated_data.py

@@ -1,110 +0,0 @@
-import os
-import sys
-import asyncio
-import time
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Retrieving authenticated data requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-now = int(round(time.time() * 1000))
-then = now - (1000 * 60 * 60 * 24 * 10) # 10 days ago
-
-async def log_wallets():
-  wallets = await bfx.rest.get_wallets()
-  print ("Wallets:")
-  [ print (w) for w in wallets ]
-
-async def log_active_orders():
-  orders = await bfx.rest.get_active_orders('tBTCUSD')
-  print ("Orders:")
-  [ print (o) for o in orders ]
-
-async def log_orders_history():
-  orders = await bfx.rest.get_order_history('tBTCUSD', 0, then)
-  print ("Orders:")
-  [ print (o) for o in orders ]
-
-async def log_active_positions():
-  positions = await bfx.rest.get_active_position()
-  print ("Positions:")
-  [ print (p) for p in positions ]
-
-async def log_trades():
-  trades = await bfx.rest.get_trades(symbol='tBTCUSD', start=0, end=then)
-  print ("Trades:")
-  [ print (t) for t in trades]
-
-async def log_order_trades():
-  order_id = 1151353463
-  trades = await bfx.rest.get_order_trades('tBTCUSD', order_id)
-  print ("Trade orders:")
-  [ print (t) for t in trades]
-
-async def log_funding_offers():
-  offers = await bfx.rest.get_funding_offers('fBTC')
-  print ("Offers:")
-  [ print (o) for o in offers]
-
-async def log_funding_offer_history():
-  offers = await bfx.rest.get_funding_offer_history('fBTC', 0, then)
-  print ("Offers history:")
-  [ print (o) for o in offers]
-
-async def log_funding_loans():
-  loans = await bfx.rest.get_funding_loans('fBTC')
-  print ("Funding loans:")
-  [ print (l) for l in loans ]
-
-async def log_funding_loans_history():
-  loans = await bfx.rest.get_funding_loan_history('fBTC', 0, then)
-  print ("Funding loan history:")
-  [ print (l) for l in loans ]
-
-async def log_funding_credits():
-  credits = await bfx.rest.get_funding_credits('fBTC')
-  print ("Funding credits:")
-  [ print (c) for c in credits ]
-
-async def log_funding_credits_history():
-  credit = await bfx.rest.get_funding_credit_history('fBTC', 0, then)
-  print ("Funding credit history:")
-  [ print (c) for c in credit ]
-
-async def log_margin_info():
-  margin_info = await bfx.rest.get_margin_info('tBTCUSD')
-  print(margin_info)
-  sym_all = await bfx.rest.get_margin_info('sym_all')  # list of Margin Info
-  for margin_info in sym_all:
-      print(margin_info)
-  base = await bfx.rest.get_margin_info('base')
-  print(base)
-
-async def run():
-  await log_wallets()
-  await log_active_orders()
-  await log_orders_history()
-  await log_active_positions()
-  await log_trades()
-  await log_order_trades()
-  await log_funding_offers()
-  await log_funding_offer_history()
-  await log_funding_credits()
-  await log_funding_credits_history()
-  await log_margin_info()
-  
-
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/rest/get_liquidations.py

@@ -1,21 +0,0 @@
-import os
-import sys
-import asyncio
-import time
-sys.path.append('../../../')
-
-from bfxapi import Client, PUB_REST_HOST
-
-bfx = Client(
-  logLevel='INFO',
-  rest_host=PUB_REST_HOST
-)
-
-now = int(round(time.time() * 1000))
-then = now - (1000 * 60 * 60 * 24 * 10) # 10 days ago
-
-async def get_liquidations():
-  liquidations = await bfx.rest.get_liquidations(start=then, end=now)
-  print(liquidations)
-
-asyncio.get_event_loop().run_until_complete(get_liquidations())

bfxapi/examples/rest/get_public_data.py

@@ -1,59 +0,0 @@
-import os
-import sys
-import asyncio
-import time
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving public data requires public hosts
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-now = int(round(time.time() * 1000))
-then = now - (1000 * 60 * 60 * 24 * 10) # 10 days ago
-
-async def log_historical_candles():
-  candles = await bfx.rest.get_public_candles('tBTCUSD', 0, then)
-  print ("Candles:")
-  [ print (c) for c in candles ]
-
-async def log_historical_trades():
-  trades = await bfx.rest.get_public_trades('tBTCUSD', 0, then)
-  print ("Trades:")
-  [ print (t) for t in trades ]
-
-async def log_books():
-  orders = await bfx.rest.get_public_books('tBTCUSD')
-  print ("Order book:")
-  [ print (o) for o in orders ]
-
-async def log_ticker():
-  ticker = await bfx.rest.get_public_ticker('tBTCUSD')
-  print ("Ticker:")
-  print (ticker)
-
-async def log_mul_tickers():
-  tickers = await bfx.rest.get_public_tickers(['tBTCUSD', 'tETHBTC'])
-  print ("Tickers:")
-  print (tickers)
-
-async def log_derivative_status():
-  status = await bfx.rest.get_derivative_status('tBTCF0:USTF0')
-  print ("Deriv status:")
-  print (status)
-
-async def run():
-  await log_historical_candles()
-  await log_historical_trades()
-  await log_books()
-  await log_ticker()
-  await log_mul_tickers()
-  await log_derivative_status()
-  
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/rest/get_seed_trades.py

@@ -1,20 +0,0 @@
-import os
-import sys
-import asyncio
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving seed trades requires public hosts
-bfx = Client(
-  logLevel='INFO',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-async def get_seeds():
-  candles = await bfx.rest.get_seed_candles('tBTCUSD')
-  print (candles)
-
-asyncio.get_event_loop().run_until_complete(get_seeds())

bfxapi/examples/rest/merchant.py

@@ -1,37 +0,0 @@
-import os
-import sys
-import asyncio
-sys.path.append('../../../')
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Submitting invoices requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-async def run():
-  await bfx.rest.submit_invoice(amount='2.0', currency='USD', pay_currencies=['BTC', 'ETH'], order_id='order123', webhook='https://example.com/api/v3/order/order123',
-                                           redirect_url='https://example.com/api/v3/order/order123', customer_info_nationality='DE',
-                                           customer_info_resid_country='GB', customer_info_resid_city='London', customer_info_resid_zip_code='WC2H 7NA',
-                                           customer_info_resid_street='5-6 Leicester Square', customer_info_resid_building_no='23 A',
-                                           customer_info_full_name='John Doe', customer_info_email='john@example.com', duration=86339)
-
-  invoices = await bfx.rest.get_invoices()
-  print(invoices)
-
-  # await bfx.rest.complete_invoice(id=invoices[0]['id'], pay_ccy='BTC', deposit_id=1357996)
-
-  unlinked_deposits = await bfx.rest.get_unlinked_deposits(ccy='BTC')
-  print(unlinked_deposits)
-
-
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/rest/transfer_wallet.py

@@ -1,52 +0,0 @@
-import os
-import sys
-import asyncio
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Transfer wallet requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-async def transfer_wallet():
-  response = await bfx.rest.submit_wallet_transfer("exchange", "margin", "BTC", "BTC", 0.1)
-  # response is in the form of a Notification object
-  # notify_info is in the form of a Transfer object
-  print ("Transfer: ", response.notify_info)
-
-async def deposit_address():
-  response = await bfx.rest.get_wallet_deposit_address("exchange", "bitcoin")
-  # response is in the form of a Notification object
-  # notify_info is in the form of a DepositAddress object
-  print ("Address: ", response.notify_info)
-
-async def create_new_address():
-  response = await bfx.rest.create_wallet_deposit_address("exchange", "bitcoin")
-  # response is in the form of a Notification object
-  # notify_info is in the form of a DepositAddress object
-  print ("Address: ", response.notify_info)
-
-async def withdraw():
-  # tetheruse = Tether (ERC20)
-  response = await bfx.rest.submit_wallet_withdraw("exchange", "tetheruse", 5, "0xc5bbb852f82c24327693937d4012f496cff7eddf")
-  # response is in the form of a Notification object
-  # notify_info is in the form of a DepositAddress object
-  print ("Address: ", response.notify_info)
-
-async def run():
-  await transfer_wallet()
-  await deposit_address()
-  await withdraw()
-
-t = asyncio.ensure_future(run())
-asyncio.get_event_loop().run_until_complete(t)

bfxapi/examples/ws/cancel_order.py

@@ -1,40 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client, Order
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Canceling orders requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-@bfx.ws.on('order_closed')
-def order_cancelled(order):
-  print ("Order cancelled.")
-  print (order)
-
-@bfx.ws.on('order_confirmed')
-async def trade_completed(order):
-  print ("Order confirmed.")
-  print (order)
-  await bfx.ws.cancel_order(order.id)
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-@bfx.ws.once('authenticated')
-async def submit_order(auth_message):
-  # create an initial order at a really low price so it stays open
-  await bfx.ws.submit_order('tBTCUSD', 10, 1, Order.Type.EXCHANGE_LIMIT)
-
-bfx.ws.run()

bfxapi/examples/ws/connect.py

@@ -1,22 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-@bfx.ws.on('all')
-async def log_output(output):
-  print ("WS: {}".format(output))
-
-bfx.ws.run()

bfxapi/examples/ws/connect_auth.py

@@ -1,27 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST,
-  dead_man_switch=True, # <-- kill all orders if this connection drops
-  channel_filter=['wallet'] # <-- only receive wallet updates
-)
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-@bfx.ws.on('authenticated')
-async def submit_order(auth_message):
-  print ("Authenticated!!")

bfxapi/examples/ws/full_orderbook.py

@@ -1,83 +0,0 @@
-import sys
-import time
-from collections import OrderedDict
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving orderbook requires public hosts
-bfx = Client(
-  manageOrderBooks=True,
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-class OrderBook:
-  def __init__(self, snapshot):
-    self.bids = OrderedDict()
-    self.asks = OrderedDict()
-    self.load(snapshot)
-
-  def load(self, snapshot):
-    for record in snapshot:
-      if record[2] >= 0:
-        self.bids[record[0]] = {
-          'count': record[1],
-          'amount': record[2]
-        }
-      else:
-        self.asks[record[0]] = {
-          'count': record[1],
-          'amount': record[2]
-        }
-
-  def update(self, record):
-    # count is 0
-    if record[1] == 0:
-      if record[2] == 1:
-        # remove from bids
-        del self.bids[record[0]]
-      elif record[2] == -1:
-        # remove from asks
-        del self.asks[record[0]]
-    elif record[1] > 0:
-      if record[2] > 0:
-        # update bids
-        if record[0] not in self.bids:
-          self.bids[record[0]] = {}
-        self.bids[record[0]]['count'] = record[1]
-        self.bids[record[0]]['amount'] = record[2]
-      elif record[2] < 0:
-        # update asks
-        if record[0] not in self.asks:
-          self.asks[record[0]] = {}
-        self.asks[record[0]]['count'] = record[1]
-        self.asks[record[0]]['amount'] = record[2]
-
-obs = {}
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('order_book_update')
-def log_update(data):
-  obs[data['symbol']].update(data['data'])
-
-@bfx.ws.on('order_book_snapshot')
-def log_snapshot(data):
-  obs[data['symbol']] = OrderBook(data['data'])
-
-async def start():
-  await bfx.ws.subscribe('book', 'tBTCUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()
-
-for n in range(0, 10):
-  time.sleep(2)
-  for key in obs:
-    print(f"Printing {key} orderbook...")
-    print(f"{obs[key].bids}\n")
-    print(f"{obs[key].asks}\n")

bfxapi/examples/ws/multiple_instances.py

@@ -1,180 +0,0 @@
-"""
-This is an example of how it is possible to spawn multiple
-bfx ws instances to comply with the open subscriptions number constraint (max. 25)
-
-(https://docs.bitfinex.com/docs/requirements-and-limitations)
-"""
-
-import sys
-sys.path.append('../../../')
-import asyncio
-from functools import partial
-import websockets as ws
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-import math
-import random
-
-MAX_CHANNELS = 25
-
-
-def get_random_list_of_tickers():
-    tickers = ["FILUST", "FTTUSD", "FTTUST", "FUNUSD", "GNOUSD", "GNTUSD", "GOTEUR", "GOTUSD", "GTXUSD", "ZRXUSD"]
-    return random.sample(tickers, 1)
-
-
-class Instance:
-    def __init__(self, _id):
-        self.id = _id
-        self.bfx = Client(logLevel='INFO', ws_host=PUB_WS_HOST, rest_host=PUB_REST_HOST)
-        self.subscriptions = {'trades': {}, 'ticker': {}}
-        self.is_ready = False
-
-    def run(self):
-        self.bfx.ws.run()
-        self.bfx.ws.on('error', log_error)
-        self.bfx.ws.on('new_trade', log_trade)
-        self.bfx.ws.on('new_ticker', log_ticker)
-        self.bfx.ws.on('subscribed', partial(on_subscribe, self))
-        self.bfx.ws.on('unsubscribed', partial(on_unsubscribed, self))
-        self.bfx.ws.on('connected', partial(on_connected, self))
-        self.bfx.ws.on('stopped', partial(on_stopped, self))
-
-    async def subscribe(self, symbols):
-        for symbol in symbols:
-            print(f'Subscribing to {symbol} channel')
-            await self.bfx.ws.subscribe_ticker(symbol)
-            await self.bfx.ws.subscribe_trades(symbol)
-            self.subscriptions['trades'][symbol] = None
-            self.subscriptions['ticker'][symbol] = None
-
-    async def unsubscribe(self, symbols):
-        for symbol in symbols:
-            if symbol in self.subscriptions['trades']:
-                print(f'Unsubscribing to {symbol} channel')
-                trades_ch_id = self.subscriptions['trades'][symbol]
-                ticker_ch_id = self.subscriptions['ticker'][symbol]
-                if trades_ch_id:
-                    await self.bfx.ws.unsubscribe(trades_ch_id)
-                else:
-                    del self.subscriptions['trades'][symbol]
-                if ticker_ch_id:
-                    await self.bfx.ws.unsubscribe(ticker_ch_id)
-                else:
-                    del self.subscriptions['ticker'][symbol]
-
-
-class Routine:
-    is_stopped = False
-
-    def __new__(cls, _loop, _ws, interval=1, start_delay=10):
-        instance = super().__new__(cls)
-        instance.interval = interval
-        instance.start_delay = start_delay
-        instance.ws = _ws
-        instance.task = _loop.create_task(instance.run())
-        return instance.task
-
-    async def run(self):
-        await asyncio.sleep(self.start_delay)
-        await self.do()
-        while True:
-            await asyncio.sleep(self.interval)
-            await self.do()
-
-    async def do(self):
-        subbed_tickers = get_all_subscriptions_tickers()
-        print(f'Subscribed tickers: {subbed_tickers}')
-
-        # if ticker is not in subbed tickers, then we subscribe to the channel
-        to_sub = [f"t{ticker}" for ticker in get_random_list_of_tickers() if f"t{ticker}" not in subbed_tickers]
-        for ticker in to_sub:
-            print(f'To subscribe: {ticker}')
-            instance = get_available_instance()
-            if instance and instance.is_ready:
-                print(f'Subscribing on instance {instance.id}')
-                await instance.subscribe([ticker])
-            else:
-                instances_to_create = math.ceil(len(to_sub) / MAX_CHANNELS)
-                create_instances(instances_to_create)
-                break
-
-        to_unsub = [f"t{ticker}" for ticker in subbed_tickers if f"t{ticker}" in get_random_list_of_tickers()]
-        if len(to_unsub) > 0:
-            print(f'To unsubscribe: {to_unsub}')
-            for instance in instances:
-                await instance.unsubscribe(to_unsub)
-
-    def stop(self):
-        self.task.cancel()
-        self.is_stopped = True
-
-
-instances = []
-
-
-def get_all_subscriptions_tickers():
-    tickers = []
-    for instance in instances:
-        for ticker in instance.subscriptions['trades']:
-            tickers.append(ticker)
-    return tickers
-
-
-def count_open_channels(instance):
-    return len(instance.subscriptions['trades']) + len(instance.subscriptions['ticker'])
-
-
-def create_instances(instances_to_create):
-    for _ in range(0, instances_to_create):
-        instance = Instance(len(instances))
-        instance.run()
-        instances.append(instance)
-
-
-def get_available_instance():
-    for instance in instances:
-        if count_open_channels(instance) + 1 <= MAX_CHANNELS:
-            return instance
-    return None
-
-
-def log_error(err):
-    print("Error: {}".format(err))
-
-
-def log_trade(trade):
-    print(trade)
-
-
-def log_ticker(ticker):
-    print(ticker)
-
-
-async def on_subscribe(instance, subscription):
-    print(f'Subscribed to {subscription.symbol} channel {subscription.channel_name}')
-    instance.subscriptions[subscription.channel_name][subscription.symbol] = subscription.chan_id
-
-
-async def on_unsubscribed(instance, subscription):
-    print(f'Unsubscribed to {subscription.symbol} channel {subscription.channel_name}')
-    instance.subscriptions[subscription.channel_name][subscription.symbol] = subscription.chan_id
-    del instance.subscriptions[subscription.channel_name][subscription.symbol]
-
-
-async def on_connected(instance):
-    print(f"Instance {instance.id} is connected")
-    instance.is_ready = True
-
-
-async def on_stopped(instance):
-    print(f"Instance {instance.id} is dead, removing it from instances list")
-    instances.pop(instance.id)
-
-
-def run():
-    loop = asyncio.get_event_loop()
-    task = Routine(loop, ws, interval=5)
-    loop.run_until_complete(task)
-
-run()

bfxapi/examples/ws/resubscribe_orderbook.py

@@ -1,40 +0,0 @@
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving orderbook requires public hosts
-bfx = Client(
-  manageOrderBooks=True,
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('unsubscribed')
-async def on_unsubscribe(subscription):
-  print ("Unsubscribed from {}".format(subscription.symbol))
-  # await subscription.subscribe()
-
-@bfx.ws.on('subscribed')
-async def on_subscribe(subscription):
-  print ("Subscribed to {}".format(subscription.symbol))
-  # await subscription.unsubscribe()
-  # or
-  # await bfx.ws.unsubscribe(subscription.chanId)
-
-@bfx.ws.once('subscribed')
-async def on_once_subscribe(subscription):
-  print ("Performig resubscribe")
-  await bfx.ws.resubscribe(subscription.chan_id)
-
-
-async def start():
-  await bfx.ws.subscribe('book', 'tBTCUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/send_order.py

@@ -1,51 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client, Order
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Sending order requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='DEBUG',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-@bfx.ws.on('order_snapshot')
-async def cancel_all(data):
-  await bfx.ws.cancel_all_orders()
-
-@bfx.ws.on('order_confirmed')
-async def trade_completed(order):
-  print ("Order confirmed.")
-  print (order)
-  ## close the order
-  # await order.close()
-  # or
-  # await bfx.ws.cancel_order(order.id)
-  # or
-  # await bfx.ws.cancel_all_orders()
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-@bfx.ws.on('authenticated')
-async def submit_order(auth_message):
-  await bfx.ws.submit_order(symbol='tBTCUSD', price=None, amount=0.01, market_type=Order.Type.EXCHANGE_MARKET)
-
-# If you dont want to use a decorator
-# ws.on('authenticated', submit_order)
-# ws.on('error', log_error)
-
-# You can also provide a callback
-# await ws.submit_order('tBTCUSD', 0, 0.01,
-# 'EXCHANGE MARKET', onClose=trade_complete)
-
-bfx.ws.run()

bfxapi/examples/ws/start_stop_connection.py

@@ -1,23 +0,0 @@
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('order_book_snapshot')
-async def log_snapshot(data):
-  print ("Snapshot: {}".format(data))
-  # stop the websocket once a snapshot is received
-  await bfx.ws.stop()
-
-async def start():
-  await bfx.ws.subscribe('book', 'tBTCUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/subscribe_derivative_status.py

@@ -1,26 +0,0 @@
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving derivative status requires public hosts
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('status_update')
-def log_msg(msg):
-  print (msg)
-
-async def start():
-  await bfx.ws.subscribe_derivative_status('tBTCF0:USTF0')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/subscribe_orderbook.py

@@ -1,35 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving trades/candles requires public hosts
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST,
-  # Verifies that the local orderbook is up to date
-  # with the bitfinex servers
-  manageOrderBooks=True
-)
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('order_book_update')
-def log_update(data):
-  print ("Book update: {}".format(data))
-
-@bfx.ws.on('order_book_snapshot')
-def log_snapshot(data):
-  print ("Initial book: {}".format(data))
-
-async def start():
-  await bfx.ws.subscribe('book', 'tBTCUSD')
-  # bfx.ws.subscribe('book', 'tETHUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/subscribe_tickers.py

@@ -1,26 +0,0 @@
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving tickers requires public hosts
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('new_funding_ticker')
-def log_ticker(ticker):
-  print ("New ticker: {}".format(ticker))
-
-async def start():
-  await bfx.ws.subscribe('ticker', 'fUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/subscribe_trades_candles.py

@@ -1,35 +0,0 @@
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client
-from bfxapi.constants import PUB_WS_HOST, PUB_REST_HOST
-
-# Retrieving trades/candles requires public hosts
-bfx = Client(
-  logLevel='DEBUG',
-  ws_host=PUB_WS_HOST,
-  rest_host=PUB_REST_HOST
-)
-
-@bfx.ws.on('error')
-def log_error(err):
-  print ("Error: {}".format(err))
-
-@bfx.ws.on('new_candle')
-def log_candle(candle):
-  print ("New candle: {}".format(candle))
-
-@bfx.ws.on('new_trade')
-def log_trade(trade):
-  print ("New trade: {}".format(trade))
-
-@bfx.ws.on('new_user_trade')
-def log_user_trade(trade):
-  print ("New user trade: {}".format(trade))
-
-async def start():
-  await bfx.ws.subscribe('candles', 'tBTCUSD', timeframe='1m')
-  await bfx.ws.subscribe('trades', 'tBTCUSD')
-
-bfx.ws.on('connected', start)
-bfx.ws.run()

bfxapi/examples/ws/update_order.py

@@ -1,45 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-
-from bfxapi import Client, Order
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Update order requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='INFO',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-@bfx.ws.on('order_update')
-def order_updated(order):
-  print ("Order updated.")
-  print (order)
-
-@bfx.ws.once('order_update')
-async def order_once_updated(order):
-  # update a second time using the object function
-  await order.update(price=80, amount=0.02, flags="2nd update")
-
-@bfx.ws.once('order_confirmed')
-async def trade_completed(order):
-  print ("Order confirmed.")
-  print (order)
-  await bfx.ws.update_order(order.id, price=100, amount=0.01)
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-@bfx.ws.once('authenticated')
-async def submit_order(auth_message):
-  # create an inital order a really low price so it stays open
-  await bfx.ws.submit_order('tBTCUSD', 10, 1, Order.Type.EXCHANGE_LIMIT)
-
-bfx.ws.run()

bfxapi/examples/ws/wallet_balance.py

@@ -1,34 +0,0 @@
-import os
-import sys
-sys.path.append('../../../')
-from bfxapi import Client
-from bfxapi.constants import WS_HOST, REST_HOST
-
-API_KEY=os.getenv("BFX_KEY")
-API_SECRET=os.getenv("BFX_SECRET")
-
-# Checking wallet balances requires private hosts
-bfx = Client(
-  API_KEY=API_KEY,
-  API_SECRET=API_SECRET,
-  logLevel='INFO',
-  ws_host=WS_HOST,
-  rest_host=REST_HOST
-)
-
-@bfx.ws.on('wallet_snapshot')
-def log_snapshot(wallets):
-  for wallet in wallets:
-    print (wallet)
-  
-  # or bfx.ws.wallets.get_wallets()
-
-@bfx.ws.on('wallet_update')
-def log_update(wallet):
-  print ("Balance updates: {}".format(wallet))
-
-@bfx.ws.on('error')
-def log_error(msg):
-  print ("Error: {}".format(msg))
-
-bfx.ws.run()

bfxapi/exceptions.py

@@ -0,0 +1,8 @@
+__all__ = [
+    "BfxBaseException",
+]
+
+class BfxBaseException(Exception):
+    """
+    Base class for every custom exception in bfxapi/rest/exceptions.py and bfxapi/websocket/exceptions.py.
+    """

bfxapi/models/__init__.py

@@ -1,27 +0,0 @@
-"""
-This module contains a group of different models which
-are used to define data types
-"""
-
-from .order import Order
-from .trade import Trade
-from .order_book import OrderBook
-from .subscription import Subscription
-from .wallet import Wallet
-from .position import Position
-from .funding_loan import FundingLoan
-from .funding_offer import FundingOffer
-from .funding_credit import FundingCredit
-from .notification import Notification
-from .transfer import Transfer
-from .deposit_address import DepositAddress
-from .withdraw import Withdraw
-from .ticker import Ticker
-from .funding_ticker import FundingTicker
-from .ledger import Ledger
-from .funding_trade import FundingTrade
-from .margin_info import MarginInfo
-from .margin_info_base import MarginInfoBase
-from .movement import Movement
-
-NAME = "models"

bfxapi/models/deposit_address.py

@@ -1,44 +0,0 @@
-"""
-Module used to describe a DepositAddress object
-"""
-
-class DepositModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    METHOD = 1
-    CURRENCY = 2
-    ADDRESS = 4
-
-class DepositAddress:
-    """
-    [None, 'BITCOIN', 'BTC', None, '38zsUkv8q2aiXK9qsZVwepXjWeh3jKvvZw']
-
-    METHOD string  Protocol used for funds transfer
-    SYMBOL string  Currency symbol
-    ADDRESS string  Deposit address for funds transfer
-    """
-
-    def __init__(self, method, currency, address):
-        self.method = method
-        self.currency = currency
-        self.address = address
-
-    @staticmethod
-    def from_raw_deposit_address(raw_add):
-        """
-        Parse a raw deposit object into a DepositAddress object
-
-        @return DepositAddress
-        """
-        method = raw_add[DepositModel.METHOD]
-        currency = raw_add[DepositModel.CURRENCY]
-        address = raw_add[DepositModel.ADDRESS]
-        return DepositAddress(method, currency, address)
-
-    def __str__(self):
-        """
-        Allow us to print the Transfer object in a pretty format
-        """
-        text = "DepositAddress <{}  method={} currency={}>"
-        return text.format(self.address, self.method, self.currency)

bfxapi/models/funding_credit.py

@@ -1,104 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-
-class FundingCreditModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    ID = 0
-    SYMBOL = 1
-    SIDE = 2
-    MTS_CREATE = 3
-    MTS_UPDATE = 4
-    AMOUNT = 5
-    FLAGS = 6
-    STATUS = 7
-    RATE = 11
-    PERIOD = 12
-    MTS_OPENING = 13
-    MTS_LAST_PAYOUT = 14
-    NOTIFY = 15
-    HIDDEN = 16
-    RENEW = 18
-    NO_CLOSE = 20
-    POSITION_PAIR = 21
-
-
-class FundingCredit:
-    """
-    ID	integer	Offer ID
-    SYMBOL	string	The currency of the offer (fUSD, etc)
-    SIDE	string	"Lend" or "Loan"
-    MTS_CREATE	int	Millisecond Time Stamp when the offer was created
-    MSG_UPDATE	int	Millisecond Time Stamp when the offer was updated
-    AMOUNT	float	Amount the offer is for
-    FLAGS	object	future params object (stay tuned)
-    STATUS	string	Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
-    RATE	float	Rate of the offer
-    PERIOD	int	Period of the offer
-    MTS_OPENING	int	Millisecond Time Stamp when funding opened
-    MTS_LAST_PAYOUT	int	Millisecond Time Stamp when last payout received
-    NOTIFY	int	0 if false, 1 if true
-    HIDDEN	int	0 if false, 1 if true
-    RENEW	int	0 if false, 1 if true
-    NO_CLOSE	int	0 if false, 1 if true Whether the funding will be closed when the
-              position is closed
-    POSITION_PAIR	string	Pair of the position that the funding was used for
-    """
-
-    def __init__(self, fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
-                 period, mts_opening, mts_last_payout, notify, hidden, renew, no_close,
-                 position_pair):
-        # pylint: disable=invalid-name
-        self.id = fid
-        self.symbol = symbol
-        self.side = side
-        self.mts_create = mts_create
-        self.mts_update = mts_update
-        self.amount = amount
-        self.flags = flags
-        self.status = status
-        self.rate = rate
-        self.period = period
-        self.mts_opening = mts_opening
-        self.mts_last_payout = mts_last_payout
-        self.notify = notify
-        self.hidden = hidden
-        self.renew = renew
-        self.no_close = no_close
-        self.position_pair = position_pair
-
-    @staticmethod
-    def from_raw_credit(raw_credit):
-        """
-        Parse a raw credit object into a FundingCredit object
-
-        @return FundingCredit
-        """
-        fid = raw_credit[FundingCreditModel.ID]
-        symbol = raw_credit[FundingCreditModel.SYMBOL]
-        side = raw_credit[FundingCreditModel.SIDE]
-        mts_create = raw_credit[FundingCreditModel.MTS_CREATE]
-        mts_update = raw_credit[FundingCreditModel.MTS_UPDATE]
-        amount = raw_credit[FundingCreditModel.AMOUNT]
-        flags = raw_credit[FundingCreditModel.FLAGS]
-        status = raw_credit[FundingCreditModel.STATUS]
-        rate = raw_credit[FundingCreditModel.RATE]
-        period = raw_credit[FundingCreditModel.PERIOD]
-        mts_opening = raw_credit[FundingCreditModel.MTS_OPENING]
-        mts_last_payout = raw_credit[FundingCreditModel.MTS_LAST_PAYOUT]
-        notify = raw_credit[FundingCreditModel.NOTIFY]
-        hidden = raw_credit[FundingCreditModel.HIDDEN]
-        renew = raw_credit[FundingCreditModel.RENEW]
-        no_close = raw_credit[FundingCreditModel.NO_CLOSE]
-        position_pair = raw_credit[FundingCreditModel.POSITION_PAIR]
-        return FundingCredit(fid, symbol, side, mts_create, mts_update, amount,
-                             flags, status, rate, period, mts_opening, mts_last_payout,
-                             notify, hidden, renew, no_close, position_pair)
-
-    def __str__(self):
-        string = "FundingCredit '{}' <id={} rate={} amount={} period={} status='{}'>"
-        return string.format(self.symbol, self.id, self.rate, self.amount,
-                             self.period, self.status)

bfxapi/models/funding_loan.py

@@ -1,96 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-
-class FundingLoanModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    ID = 0
-    SYMBOL = 1
-    SIDE = 2
-    MTS_CREATE = 3
-    MTS_UPDATE = 4
-    AMOUNT = 5
-    FLAGS = 6
-    STATUS = 7
-    RATE = 11
-    PERIOD = 12
-    MTS_OPENING = 13
-    MTS_LAST_PAYOUT = 14
-    NOTIFY = 15
-    HIDDEN = 16
-    RENEW = 18
-    NO_CLOSE = 20
-
-
-class FundingLoan:
-    """
-    ID	integer	Offer ID
-    SYMBOL	string	The currency of the offer (fUSD, etc)
-    SIDE	string	"Lend" or "Loan"
-    MTS_CREATE	int	Millisecond Time Stamp when the offer was created
-    MTS_UPDATE	int	Millisecond Time Stamp when the offer was created
-    AMOUNT	float	Amount the offer is for
-    FLAGS	object	future params object (stay tuned)
-    STATUS	string	Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
-    RATE	float	Rate of the offer
-    PERIOD	int	Period of the offer
-    MTS_OPENING	int	Millisecond Time Stamp for when the loan was opened
-    MTS_LAST_PAYOUT	int	Millisecond Time Stamp for when the last payout was made
-    NOTIFY	int	0 if false, 1 if true
-    HIDDEN	int	0 if false, 1 if true
-    RENEW	int	0 if false, 1 if true
-    NO_CLOSE	int	If funding will be returned when position is closed. 0 if false, 1 if true
-    """
-
-    def __init__(self, fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
-                 period, mts_opening, mts_last_payout, notify, hidden, renew, no_close):
-        # pylint: disable=invalid-name
-        self.id = fid
-        self.symbol = symbol
-        self.side = side
-        self.mts_create = mts_create
-        self.mts_update = mts_update
-        self.amount = amount
-        self.flags = flags
-        self.status = status
-        self.rate = rate
-        self.period = period
-        self.mts_opening = mts_opening
-        self.mts_last_payout = mts_last_payout
-        self.notify = notify
-        self.hidden = hidden
-        self.renew = renew
-        self.no_close = no_close
-
-    @staticmethod
-    def from_raw_loan(raw_loan):
-        """
-        Parse a raw funding load into a FundingLoan object
-
-        @return FundingLoan
-        """
-        fid = raw_loan[FundingLoanModel.ID]
-        symbol = raw_loan[FundingLoanModel.SYMBOL]
-        side = raw_loan[FundingLoanModel.SIDE]
-        mts_create = raw_loan[FundingLoanModel.MTS_CREATE]
-        mts_update = raw_loan[FundingLoanModel.MTS_UPDATE]
-        amount = raw_loan[FundingLoanModel.AMOUNT]
-        flags = raw_loan[FundingLoanModel.FLAGS]
-        status = raw_loan[FundingLoanModel.STATUS]
-        rate = raw_loan[FundingLoanModel.RATE]
-        period = raw_loan[FundingLoanModel.PERIOD]
-        mts_opening = raw_loan[FundingLoanModel.MTS_OPENING]
-        mts_last_payout = raw_loan[FundingLoanModel.MTS_LAST_PAYOUT]
-        notify = raw_loan[FundingLoanModel.NOTIFY]
-        hidden = raw_loan[FundingLoanModel.HIDDEN]
-        renew = raw_loan[FundingLoanModel.RENEW]
-        no_close = raw_loan[FundingLoanModel.NO_CLOSE]
-        return FundingLoan(fid, symbol, side, mts_create, mts_update, amount, flags, status, rate,
-                           period, mts_opening, mts_last_payout, notify, hidden, renew, no_close)
-
-    def __str__(self):
-        return "FundingLoan '{}' <id={} rate={} amount={} period={} status='{}'>".format(
-            self.symbol, self.id, self.rate, self.amount, self.period, self.status)

bfxapi/models/funding_offer.py

@@ -1,96 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-class FundingOfferTypes:
-    """
-    Enum used to define the different funding offer types
-    """
-    LIMIT = 'LIMIT'
-    FRR_DELTA = 'FRRDELTAVAR'
-
-class FundingOfferModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    ID = 0
-    SYMBOL = 1
-    MTS_CREATE = 2
-    MTS_UPDATED = 3
-    AMOUNT = 4
-    AMOUNT_ORIG = 5
-    TYPE = 6
-    FLAGS = 9
-    STATUS = 10
-    RATE = 14
-    PERIOD = 15
-    NOTFIY = 16
-    HIDDEN = 17
-    RENEW = 19
-
-
-class FundingOffer:
-    """
-    ID	integer	Offer ID
-    SYMBOL	string	The currency of the offer (fUSD, etc)
-    MTS_CREATED	int	Millisecond Time Stamp when the offer was created
-    MSG_UPDATED	int	Millisecond Time Stamp when the offer was created
-    AMOUNT	float	Amount the offer is for
-    AMOUNT_ORIG	float	Amount the offer was entered with originally
-    TYPE	string	"lend" or "loan"
-    FLAGS	object	future params object (stay tuned)
-    STATUS	string	Offer Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
-    RATE	float	Rate of the offer
-    PERIOD	int	Period of the offer
-    NOTIFY	int	0 if false, 1 if true
-    HIDDEN	int	0 if false, 1 if true
-    RENEW	int	0 if false, 1 if true
-    """
-
-    Type = FundingOfferTypes()
-
-    def __init__(self, fid, symbol, mts_create, mts_updated, amount, amount_orig, f_type,
-                 flags, status, rate, period, notify, hidden, renew):
-        # pylint: disable=invalid-name
-        self.id = fid
-        self.symbol = symbol
-        self.mts_create = mts_create
-        self.mts_updated = mts_updated
-        self.amount = amount
-        self.amount_orig = amount_orig
-        self.f_type = f_type
-        self.flags = flags
-        self.status = status
-        self.rate = rate
-        self.period = period
-        self.notify = notify
-        self.hidden = hidden
-        self.renew = renew
-
-    @staticmethod
-    def from_raw_offer(raw_offer):
-        """
-        Parse a raw funding offer into a RawFunding object
-
-        @return FundingOffer
-        """
-        oid = raw_offer[FundingOfferModel.ID]
-        symbol = raw_offer[FundingOfferModel.SYMBOL]
-        mts_create = raw_offer[FundingOfferModel.MTS_CREATE]
-        mts_updated = raw_offer[FundingOfferModel.MTS_UPDATED]
-        amount = raw_offer[FundingOfferModel.AMOUNT]
-        amount_orig = raw_offer[FundingOfferModel.AMOUNT_ORIG]
-        f_type = raw_offer[FundingOfferModel.TYPE]
-        flags = raw_offer[FundingOfferModel.FLAGS]
-        status = raw_offer[FundingOfferModel.STATUS]
-        rate = raw_offer[FundingOfferModel.RATE]
-        period = raw_offer[FundingOfferModel.PERIOD]
-        notify = raw_offer[FundingOfferModel.NOTFIY]
-        hidden = raw_offer[FundingOfferModel.HIDDEN]
-        renew = raw_offer[FundingOfferModel.RENEW]
-        return FundingOffer(oid, symbol, mts_create, mts_updated, amount,
-                            amount_orig, f_type, flags, status, rate, period, notify, hidden, renew)
-
-    def __str__(self):
-        return "FundingOffer '{}' <id={} rate={} period={} status='{}'>".format(
-            self.symbol, self.id, self.rate, self.period, self.status)

bfxapi/models/funding_ticker.py

@@ -1,93 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-class FundingTickerModel:
-    """
-    Enum used to index the different values in a raw funding ticker array
-    """
-    FRR = 0
-    BID = 1
-    BID_PERIOD = 2
-    BID_SIZE = 3
-    ASK = 4
-    ASK_PERIOD = 5
-    ASK_SIZE = 6
-    DAILY_CHANGE = 7
-    DAILY_CHANGE_PERC = 8
-    LAST_PRICE = 9
-    VOLUME = 10
-    HIGH = 11
-    LOW = 12
-    # _PLACEHOLDER,
-    # _PLACEHOLDER,
-    FRR_AMOUNT_AVAILABLE = 15
-
-class FundingTicker:
-    """
-    FRR	        float	Flash Return Rate - average of all fixed rate funding over the last hour
-                (funding tickers only)
-    BID	        float	Price of last highest bid
-    BID_PERIOD	int	Bid period covered in days (funding tickers only)
-    BID_SIZE	float	Sum of the 25 highest bid sizes
-    ASK	float	Price of last lowest ask
-    ASK_PERIOD	int	Ask period covered in days (funding tickers only)
-    ASK_SIZE	float	Sum of the 25 lowest ask sizes
-    DAILY_CHANGE	float	Amount that the last price has changed since yesterday
-    DAILY_CHANGE_RELATIVE	float	Relative price change since yesterday
-                            (*100 for percentage change)
-    LAST_PRICE	float	Price of the last trade
-    VOLUME	    float	Daily volume
-    HIGH	    float	Daily high
-    LOW	        float	Daily low
-    FRR_AMOUNT_AVAILABLE	float	The amount of funding that is available at the
-                Flash Return Rate (funding tickers only)
-    """
-
-    def __init__(self, pair, frr, bid, bid_period, bid_size, ask, ask_period, ask_size,
-                 daily_change, daily_change_perc, last_price, volume, high, low, frr_amount_avail):
-        self.pair = pair
-        self.frr = frr
-        self.bid = bid
-        self.bid_period = bid_period
-        self.bid_size = bid_size
-        self.ask = ask
-        self.ask_period = ask_period
-        self.ask_size = ask_size
-        self.daily_change = daily_change
-        self.daily_change_perc = daily_change_perc
-        self.last_price = last_price
-        self.volume = volume
-        self.high = high
-        self.low = low
-        self.frr_amount_available = frr_amount_avail
-
-    @staticmethod
-    def from_raw_ticker(raw_ticker, pair):
-        """
-        Generate a Ticker object from a raw ticker array
-        """
-        # [72128,[6914.5,28.123061460000002,6914.6,22.472037289999996,175.8,0.0261,6915.7,
-        # 6167.26141685,6964.2,6710.8]]
-
-        return FundingTicker(
-            pair,
-            raw_ticker[FundingTickerModel.FRR],
-            raw_ticker[FundingTickerModel.BID],
-            raw_ticker[FundingTickerModel.BID_PERIOD],
-            raw_ticker[FundingTickerModel.BID_SIZE],
-            raw_ticker[FundingTickerModel.ASK],
-            raw_ticker[FundingTickerModel.ASK_PERIOD],
-            raw_ticker[FundingTickerModel.ASK_SIZE],
-            raw_ticker[FundingTickerModel.DAILY_CHANGE],
-            raw_ticker[FundingTickerModel.DAILY_CHANGE_PERC],
-            raw_ticker[FundingTickerModel.LAST_PRICE],
-            raw_ticker[FundingTickerModel.VOLUME],
-            raw_ticker[FundingTickerModel.HIGH],
-            raw_ticker[FundingTickerModel.LOW],
-            raw_ticker[FundingTickerModel.FRR_AMOUNT_AVAILABLE]
-        )
-
-    def __str__(self):
-        return "FundingTicker '{}' <last='{}' volume={}>".format(
-            self.pair, self.last_price, self.volume)

bfxapi/models/funding_trade.py

@@ -1,55 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-class FundingTradeModel:
-    """
-    Enum used to index the different values in a raw funding trade array
-    """
-    ID = 0
-    SYMBOL = 1
-    MTS_CREATE = 2
-    OFFER_ID = 3
-    AMOUNT = 4
-    RATE = 5
-    PERIOD = 6
-
-class FundingTrade:
-    """
-    ID	integer	Offer ID
-    SYMBOL	string	The currency of the offer (fUSD, etc)
-    MTS_CREATE	int	Millisecond Time Stamp when the offer was created
-    OFFER_ID	int	The ID of the offer
-    AMOUNT	float	Amount the offer is for
-    RATE	float	Rate of the offer
-    PERIOD	int	Period of the offer
-    """
-
-    def __init__(self, tid, symbol, mts_create, offer_id, amount, rate, period):
-        self.tid = tid
-        self.symbol = symbol
-        self.mts_create = mts_create
-        self.offer_id = offer_id
-        self.amount = amount
-        self.rate = rate
-        self.period = period
-
-    @staticmethod
-    def from_raw_rest_trade(raw_trade):
-        """
-        Generate a Ticker object from a raw ticker array
-        """
-        # [[636040,"fUST",1574077528000,41237922,-100,0.0024,2,null]]
-        return FundingTrade(
-            raw_trade[FundingTradeModel.ID],
-            raw_trade[FundingTradeModel.SYMBOL],
-            raw_trade[FundingTradeModel.MTS_CREATE],
-            raw_trade[FundingTradeModel.OFFER_ID],
-            raw_trade[FundingTradeModel.AMOUNT],
-            raw_trade[FundingTradeModel.RATE],
-            raw_trade[FundingTradeModel.PERIOD]
-        )
-
-    def __str__(self):
-        return "FundingTrade '{}' x {} @ {} for {} days".format(
-            self.symbol, self.amount, self.rate, self.period)

bfxapi/models/ledger.py

@@ -1,56 +0,0 @@
-"""
-Module used to describe a ledger object
-"""
-
-class LedgerModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    ID = 0
-    CURRENCY = 1
-    MTS = 3
-    AMOUNT = 5
-    BALANCE = 6
-    DESCRIPTION = 8
-
-class Ledger:
-    """
-    ID int
-    CURRENCY string Currency (BTC, etc)
-    PLACEHOLDER
-    MTS	int	Millisecond Time Stamp of the update
-    PLACEHOLDER
-    AMOUNT string  Amount of funds to ledger
-    BALANCE string  Amount of funds to ledger
-    PLACEHOLDER
-    DESCRIPTION
-    """
-
-    def __init__(self, lid, currency, mts, amount, balance, description):
-        self.id = lid
-        self.currency = currency
-        self.mts = mts
-        self.amount = amount
-        self.balance = balance
-        self.description = description
-
-    @staticmethod
-    def from_raw_ledger(raw_ledger):
-        """
-        Parse a raw ledger object into a Ledger object
-
-        @return Ledger
-        """
-        lid = raw_ledger[LedgerModel.ID]
-        currency = raw_ledger[LedgerModel.CURRENCY]
-        mts = raw_ledger[LedgerModel.MTS]
-        amount = raw_ledger[LedgerModel.AMOUNT]
-        balance = raw_ledger[LedgerModel.BALANCE]
-        description = raw_ledger[LedgerModel.DESCRIPTION]
-        return Ledger(lid, currency, mts, amount, balance, description)
-
-    def __str__(self):
-        ''' Allow us to print the Ledger object in a pretty format '''
-        text = "Ledger <{} {} {} balance:{} '{}' mts={}>"
-        return text.format(self.id, self.amount, self.currency, self.balance,
-                           self.description, self.mts)

bfxapi/models/margin_info.py

@@ -1,47 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import datetime
-
-class MarginInfoModel:
-    """
-    Enum used to index the different values in a raw margin info array
-    """
-    TRADABLE_BALANCE = 0
-    GROSS_BALANCE = 1
-    BUY = 2
-    SELL = 3
-
-class MarginInfo:
-    """
-    SYMBOL  string
-    TRADABLE BALANCE    float
-    GROSS_BALANCE	float
-    BUY
-    SELL
-    """
-
-    def __init__(self, symbol, tradable_balance, gross_balance, buy, sell):
-        # pylint: disable=invalid-name
-        self.symbol = symbol
-        self.tradable_balance = tradable_balance
-        self.gross_balance = gross_balance
-        self.buy = buy
-        self.sell = sell
-
-    @staticmethod
-    def from_raw_margin_info(raw_margin_info):
-        """
-        Generate a MarginInfo object from a raw margin info array
-        """
-        symbol = raw_margin_info[1]
-        tradable_balance = raw_margin_info[2][MarginInfoModel.TRADABLE_BALANCE]
-        gross_balance = raw_margin_info[2][MarginInfoModel.GROSS_BALANCE]
-        buy = raw_margin_info[2][MarginInfoModel.BUY]
-        sell = raw_margin_info[2][MarginInfoModel.SELL]
-        return MarginInfo(symbol, tradable_balance, gross_balance, buy, sell)
-
-    def __str__(self):
-        return "Margin Info {} buy={} sell={} tradable_balance={} gross_balance={}" \
-               "".format(self.symbol, self.buy, self.sell, self. tradable_balance, self. gross_balance)

bfxapi/models/margin_info_base.py

@@ -1,48 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import datetime
-
-class MarginInfoBaseModel:
-    """
-    Enum used to index the different values in a raw margin info array
-    """
-    USER_PL = 0
-    USER_SWAPS = 1
-    MARGIN_BALANCE = 2
-    MARGIN_NET = 3
-    MARGIN_MIN = 4
-
-class MarginInfoBase:
-    """
-    USER_PL   float
-    USER_SWAPS  float
-    MARGIN_BALANCE	 float
-    MARGIN_NET   float
-    MARGIN_MIN   float
-    """
-
-    def __init__(self, user_pl, user_swaps, margin_balance, margin_net, margin_min):
-        # pylint: disable=invalid-name
-        self.user_pl = user_pl
-        self.user_swaps = user_swaps
-        self.margin_balance = margin_balance
-        self.margin_net = margin_net
-        self.margin_min = margin_min
-
-    @staticmethod
-    def from_raw_margin_info(raw_margin_info):
-        """
-        Generate a MarginInfoBase object from a raw margin info array
-        """
-        user_pl = raw_margin_info[1][MarginInfoBaseModel.USER_PL]
-        user_swaps = raw_margin_info[1][MarginInfoBaseModel.USER_SWAPS]
-        margin_balance = raw_margin_info[1][MarginInfoBaseModel.MARGIN_BALANCE]
-        margin_net = raw_margin_info[1][MarginInfoBaseModel.MARGIN_NET]
-        margin_min = raw_margin_info[1][MarginInfoBaseModel.MARGIN_MIN]
-        return MarginInfoBase(user_pl, user_swaps, margin_balance, margin_net, margin_min)
-
-    def __str__(self):
-        return "Margin Info Base user_pl={} user_swaps={} margin_balance={} margin_net={} margin_min={}" \
-               "".format(self.user_pl, self.user_swaps, self.margin_balance, self.margin_net, self.margin_min)

bfxapi/models/movement.py

@@ -1,76 +0,0 @@
-"""
-Module used to describe movement data types
-"""
-
-import time
-import datetime
-
-class MovementModel:
-    """
-    Enum used index the different values in a raw movement array
-    """
-
-    ID = 0
-    CURRENCY = 1
-    CURRENCY_NAME	= 2
-    MTS_STARTED	= 5
-    MTS_UPDATED = 6
-    STATUS = 9
-    AMOUNT = 12
-    FEES = 13
-    DESTINATION_ADDRESS	= 16
-    TRANSACTION_ID = 20
-
-class Movement:
-
-    """
-    ID	String	Movement identifier
-    CURRENCY	String	The symbol of the currency (ex. "BTC")
-    CURRENCY_NAME	String	The extended name of the currency (ex. "BITCOIN")
-    MTS_STARTED	Date	Movement started at
-    MTS_UPDATED	Date	Movement last updated at
-    STATUS	String	Current status
-    AMOUNT	String	Amount of funds moved
-    FEES	String	Tx Fees applied
-    DESTINATION_ADDRESS	String	Destination address
-    TRANSACTION_ID	String	Transaction identifier
-    """
-
-    def __init__(self, mid, currency, mts_started, mts_updated, status, amount, fees, dst_address, tx_id):
-        self.id = mid
-        self.currency = currency
-        self.mts_started = mts_started
-        self.mts_updated = mts_updated
-        self.status = status
-        self.amount = amount
-        self.fees = fees
-        self.dst_address = dst_address
-        self.tx_id = tx_id
-
-        self.date = datetime.datetime.fromtimestamp(mts_started/1000.0)
-
-
-    @staticmethod
-    def from_raw_movement(raw_movement):
-        """
-        Parse a raw movement object into a Movement object
-        @return Movement
-        """
-
-        mid = raw_movement[MovementModel.ID]
-        currency = raw_movement[MovementModel.CURRENCY]
-        mts_started = raw_movement[MovementModel.MTS_STARTED]
-        mts_updated = raw_movement[MovementModel.MTS_UPDATED]
-        status = raw_movement[MovementModel.STATUS]
-        amount = raw_movement[MovementModel.AMOUNT]
-        fees = raw_movement[MovementModel.FEES]
-        dst_address = raw_movement[MovementModel.DESTINATION_ADDRESS]
-        tx_id = raw_movement[MovementModel.TRANSACTION_ID]
-
-        return Movement(mid, currency, mts_started, mts_updated, status, amount, fees, dst_address, tx_id)
-
-    def __str__(self):
-        ''' Allow us to print the Movement object in a pretty format '''
-        text = "Movement <'{}' amount={} fees={} mts_created={} mts_updated={} status='{}' destination_address={} transaction_id={}>"
-        return text.format(self.currency, self.amount, self.fees,
-                           self.mts_started, self.mts_updated, self.status, self.dst_address, self.tx_id)

bfxapi/models/notification.py

@@ -1,121 +0,0 @@
-"""
-Module used to describe all of the different notification data types
-"""
-
-from .order import Order
-from .funding_offer import FundingOffer
-from .transfer import Transfer
-from .deposit_address import DepositAddress
-from .withdraw import Withdraw
-
-class NotificationModal:
-    """
-    Enum used index the different values in a raw order array
-    """
-    MTS = 0
-    TYPE = 1
-    MESSAGE_ID = 2
-    NOTIFY_INFO = 4
-    CODE = 5
-    STATUS = 6
-    TEXT = 7
-
-class NotificationError:
-    """
-    Enum used to hold the error response statuses
-    """
-    SUCCESS = "SUCCESS"
-    ERROR = "ERROR"
-    FAILURE = "FAILURE"
-
-class NotificationTypes:
-    """
-    Enum used to hold the different notification types
-    """
-    ORDER_NEW_REQ = "on-req"
-    ORDER_CANCELED_REQ = "oc-req"
-    ORDER_UPDATED_REQ = "ou-req"
-    FUNDING_OFFER_NEW = "fon-req"
-    FUNDING_OFFER_CANCEL = "foc-req"
-    ACCOUNT_TRANSFER = "acc_tf"
-    ACCOUNT_DEPOSIT = "acc_dep"
-    ACCOUNT_WITHDRAW_REQ = "acc_wd-req"
-    # uca ?
-    # pm-req ?
-
-
-class Notification:
-    """
-    MTS	int	Millisecond Time Stamp of the update
-    TYPE string	Purpose of notification ('on-req', 'oc-req', 'uca', 'fon-req', 'foc-req')
-    MESSAGE_ID	int	unique ID of the message
-    NOTIFY_INFO	array/object	A message containing information regarding the notification
-    CODE null or integer	Work in progress
-    STATUS string	Status of the notification; it may vary over time (SUCCESS, ERROR, FAILURE, ...)
-    TEXT string	Text of the notification
-    """
-
-    def __init__(self, mts, notify_type, message_id, notify_info, code, status, text):
-        self.mts = mts
-        self.notify_type = notify_type
-        self.message_id = message_id
-        self.notify_info = notify_info
-        self.code = code
-        self.status = status
-        self.text = text
-
-    def is_success(self):
-        """
-        Check if the notification status was a success.
-
-        @return bool: True if is success else False
-        """
-        if self.status == NotificationError.SUCCESS:
-            return True
-        return False
-
-    @staticmethod
-    def from_raw_notification(raw_notification):
-        """
-        Parse a raw notification object into an Order object
-
-        @return Notification
-        """
-        mts = raw_notification[NotificationModal.MTS]
-        notify_type = raw_notification[NotificationModal.TYPE]
-        message_id = raw_notification[NotificationModal.MESSAGE_ID]
-        notify_info = raw_notification[NotificationModal.NOTIFY_INFO]
-        code = raw_notification[NotificationModal.CODE]
-        status = raw_notification[NotificationModal.STATUS]
-        text = raw_notification[NotificationModal.TEXT]
-
-        basic = Notification(mts, notify_type, message_id, notify_info, code,
-                             status, text)
-        # if failure notification then just return as is
-        if not basic.is_success():
-            return basic
-        # parse additional notification data
-        if basic.notify_type == NotificationTypes.ORDER_NEW_REQ:
-            basic.notify_info = Order.from_raw_order_snapshot(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.ORDER_CANCELED_REQ:
-            basic.notify_info = Order.from_raw_order(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.ORDER_UPDATED_REQ:
-            basic.notify_info = Order.from_raw_order(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.FUNDING_OFFER_NEW:
-            basic.notify_info = FundingOffer.from_raw_offer(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.FUNDING_OFFER_CANCEL:
-            basic.notify_info = FundingOffer.from_raw_offer(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.ACCOUNT_TRANSFER:
-            basic.notify_info = Transfer.from_raw_transfer(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.ACCOUNT_DEPOSIT:
-            basic.notify_info = DepositAddress.from_raw_deposit_address(basic.notify_info)
-        elif basic.notify_type == NotificationTypes.ACCOUNT_WITHDRAW_REQ:
-            basic.notify_info = Withdraw.from_raw_withdraw(basic.notify_info)
-        return basic
-
-    def __str__(self):
-        """
-        Allow us to print the Notification object in a pretty format
-        """
-        text = "Notification <'{}' ({}) - {} notify_info={}>"
-        return text.format(self.notify_type, self.status, self.text, self.notify_info)

bfxapi/models/order.py

@@ -1,238 +0,0 @@
-"""
-Module used to describe all of the different order data types
-"""
-
-import time
-import datetime
-
-class OrderType:
-    """
-    Enum used to describe all of the different order types available for use
-    """
-    MARKET = 'MARKET'
-    LIMIT = 'LIMIT'
-    STOP = 'STOP'
-    STOP_LIMIT = 'STOP LIMIT'
-    TRAILING_STOP = 'TRAILING STOP'
-    FILL_OR_KILL = 'FOK'
-    EXCHANGE_MARKET = 'EXCHANGE MARKET'
-    EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
-    EXCHANGE_STOP = 'EXCHANGE STOP'
-    EXCHANGE_STOP_LIMIT = 'EXCHANGE STOP LIMIT'
-    EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
-    EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
-
-
-LIMIT_ORDERS = [OrderType.LIMIT, OrderType.STOP_LIMIT, OrderType.EXCHANGE_LIMIT,
-                OrderType.EXCHANGE_STOP_LIMIT, OrderType.FILL_OR_KILL,
-                OrderType.EXCHANGE_FILL_OR_KILL]
-
-
-class OrderSide:
-    """
-    Enum used to describe the different directions of an order
-    """
-    BUY = 'buy'
-    SELL = 'sell'
-
-
-class OrderClosedModel:
-    """
-    Enum used to index the different values in a raw order array
-    """
-    ID = 0
-    GID = 1
-    CID = 2
-    SYMBOL = 3
-    MTS_CREATE = 4
-    MTS_UPDATE = 5
-    AMOUNT = 6
-    AMOUNT_ORIG = 7
-    TYPE = 8
-    TYPE_PREV = 9
-    FLAGS = 12
-    STATUS = 13
-    PRICE = 16
-    PRICE_AVG = 17
-    PRICE_TRAILING = 18
-    PRICE_AUX_LIMIT = 19
-    NOTIFY = 23
-    PLACE_ID = 25
-    META = 31
-
-
-class OrderFlags:
-    """
-    Enum used to explain the different values that can be passed in
-    as flags
-    """
-    HIDDEN = 64
-    CLOSE = 512
-    REDUCE_ONLY = 1024
-    POST_ONLY = 4096
-    OCO = 16384
-
-
-def now_in_mills():
-    """
-    Gets the current time in milliseconds
-    """
-    return int(round(time.time() * 1000))
-
-
-class Order:
-    """
-    ID	int64	Order ID
-    GID	int	Group ID
-    CID	int	Client Order ID
-    SYMBOL	string	Pair (tBTCUSD, ...)
-    MTS_CREATE	int	Millisecond timestamp of creation
-    MTS_UPDATE	int	Millisecond timestamp of update
-    AMOUNT	float	Positive means buy, negative means sell.
-    AMOUNT_ORIG	float	Original amount
-    TYPE	string	The type of the order: LIMIT, MARKET, STOP, TRAILING STOP,
-      EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
-    TYPE_PREV	string	Previous order type
-    FLAGS	int	Upcoming Params Object (stay tuned)
-    ORDER_STATUS	string	Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
-    PRICE	float	Price
-    PRICE_AVG	float	Average price
-    PRICE_TRAILING	float	The trailing price
-    PRICE_AUX_LIMIT	float	Auxiliary Limit price (for STOP LIMIT)
-    HIDDEN	int	1 if Hidden, 0 if not hidden
-    PLACED_ID	int	If another order caused this order to be placed (OCO) this will be that other
-    order's ID
-    """
-
-    Type = OrderType()
-    Side = OrderSide()
-    Flags = OrderFlags()
-
-    def __init__(self, oid, gid, cid, symbol, mts_create, mts_update, amount,
-                 amount_orig, o_type, typePrev, flags, status, price, price_avg,
-                 price_trailing, price_aux_limit, notfiy, place_id, meta):
-        self.id = oid # pylint: disable=invalid-name
-        self.gid = gid
-        self.cid = cid
-        self.symbol = symbol
-        self.mts_create = mts_create
-        self.mts_update = mts_update
-        self.amount = amount
-        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_prev = typePrev
-        self.flags = flags
-        self.status = status
-        self.price = price
-        self.price_avg = price_avg
-        self.price_trailing = price_trailing
-        self.price_aux_limit = price_aux_limit
-        self.notfiy = notfiy
-        self.place_id = place_id
-        self.tag = ""
-        self.fee = 0
-        self.is_pending_bool = True
-        self.is_confirmed_bool = False
-        self.is_open_bool = False
-        self.meta = meta or {}
-
-        self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
-        # if cancelled then priceAvg wont exist
-        if price_avg:
-            # check if order is taker or maker
-            if self.type in LIMIT_ORDERS:
-                self.fee = (price_avg * abs(self.amount_filled)) * 0.001
-            else:
-                self.fee = (price_avg * abs(self.amount_filled)) * 0.002
-
-    @staticmethod
-    def from_raw_order(raw_order):
-        """
-        Parse a raw order object into an Order object
-
-        @return Order
-        """
-        oid = raw_order[OrderClosedModel.ID]
-        gid = raw_order[OrderClosedModel.GID]
-        cid = raw_order[OrderClosedModel.CID]
-        symbol = raw_order[OrderClosedModel.SYMBOL]
-        mts_create = raw_order[OrderClosedModel.MTS_CREATE]
-        mts_update = raw_order[OrderClosedModel.MTS_UPDATE]
-        amount = raw_order[OrderClosedModel.AMOUNT]
-        amount_orig = raw_order[OrderClosedModel.AMOUNT_ORIG]
-        o_type = raw_order[OrderClosedModel.TYPE]
-        type_prev = raw_order[OrderClosedModel.TYPE_PREV]
-        flags = raw_order[OrderClosedModel.FLAGS]
-        status = raw_order[OrderClosedModel.STATUS]
-        price = raw_order[OrderClosedModel.PRICE]
-        price_avg = raw_order[OrderClosedModel.PRICE_AVG]
-        price_trailing = raw_order[OrderClosedModel.PRICE_TRAILING]
-        price_aux_limit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
-        notfiy = raw_order[OrderClosedModel.NOTIFY]
-        place_id = raw_order[OrderClosedModel.PLACE_ID]
-        meta = raw_order[OrderClosedModel.META] or {}
-
-        return Order(oid, gid, cid, symbol, mts_create, mts_update, amount,
-                     amount_orig, o_type, type_prev, flags, status, price, price_avg,
-                     price_trailing, price_aux_limit, notfiy, place_id, meta)
-
-    @staticmethod
-    def from_raw_order_snapshot(raw_order_snapshot):
-        """
-        Parse a raw order snapshot array into an array of order objects
-
-        @return Orders: array of order objects
-        """
-        parsed_orders = []
-        for raw_order in raw_order_snapshot:
-            parsed_orders += [Order.from_raw_order(raw_order)]
-        return parsed_orders
-
-    def set_confirmed(self):
-        """
-        Set the state of the order to be confirmed
-        """
-        self.is_pending_bool = False
-        self.is_confirmed_bool = True
-
-    def set_open_state(self, is_open):
-        """
-        Set the is_open state of the order
-        """
-        self.is_open_bool = is_open
-
-    def is_open(self):
-        """
-        Check if the order is still open
-
-        @return bool: True if order open else False
-        """
-        return self.is_open_bool
-
-    def is_pending(self):
-        """
-        Check if the state of the order is still pending
-
-        @return bool: True if is pending else False
-        """
-        return self.is_pending_bool
-
-    def is_confirmed(self):
-        """
-        Check if the order has been confirmed by the bitfinex api
-
-        @return bool: True if has been confirmed else False
-        """
-        return self.is_confirmed_bool
-
-    def __str__(self):
-        """
-        Allow us to print the Order object in a pretty format
-        """
-        text = "Order <'{}' amount_orig={} amount_filled={} mts_create={} status='{}' id={}>"
-        return text.format(self.symbol, self.amount_orig, self.amount_filled,
-                           self.mts_create, self.status, self.id)

bfxapi/models/order_book.py

@@ -1,124 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import zlib
-import json
-
-class OrderBook:
-    """
-    Object used to store the state of the orderbook. This can then be used
-    in one of two ways. To get the checksum of the book or so get the bids/asks
-    of the book
-    """
-
-    def __init__(self):
-        self.asks = []
-        self.bids = []
-
-    def get_bids(self):
-        """
-        Get all of the bids from the orderbook
-
-        @return bids Array
-        """
-        return self.bids
-
-    def get_asks(self):
-        """
-        Get all of the asks from the orderbook
-
-        @return asks Array
-        """
-        return self.asks
-
-    def update_from_snapshot(self, data, orig_raw_msg):
-        """
-        Update the orderbook with a raw orderbook snapshot
-        """
-        # we need to keep the original string values that are sent to use
-        # this avoids any problems with floats
-        orig_raw = json.loads(orig_raw_msg, parse_float=str, parse_int=str)[1]
-        zip_data = []
-        # zip both the float values and string values together
-        for index, order in enumerate(data):
-            zip_data += [(order, orig_raw[index])]
-        ## build our bids and asks
-        for order in zip_data:
-            if len(order[0]) == 4:
-                if order[0][3] < 0:
-                    self.bids += [order]
-                else:
-                    self.asks += [order]
-            else:
-                if order[0][2] < 0:
-                    self.asks += [order]
-                else:
-                    self.bids += [order]
-
-    def update_with(self, order, orig_raw_msg):
-        """
-        Update the orderbook with a single update
-        """
-        # keep orginal string vlues to avoid checksum float errors
-        orig_raw = json.loads(orig_raw_msg, parse_float=str, parse_int=str)[1]
-        zip_order = (order, orig_raw)
-        if len(order) == 4:
-            amount = order[3]
-            count = order[2]
-            side = self.bids if amount < 0 else self.asks
-        else:
-            amount = order[2]
-            side = self.asks if amount < 0 else self.bids
-            count = order[1]
-        price = order[0]
-
-        # if first item in ordebook
-        if len(side) == 0:
-            side += [zip_order]
-            return
-
-        # match price level but use the float parsed object
-        for index, s_order in enumerate(side):
-            s_price = s_order[0][0]
-            if s_price == price:
-                if count == 0:
-                    del side[index]
-                    return
-                # remove but add as new below
-                del side[index]
-
-        # if ob is initialised w/o all price levels
-        if count == 0:
-            return
-
-        # add to book and sort lowest to highest
-        side += [zip_order]
-        side.sort(key=lambda x: x[0][0], reverse=not amount < 0)
-        return
-
-    def checksum(self):
-        """
-        Generate a CRC32 checksum of the orderbook
-        """
-        data = []
-        # take set of top 25 bids/asks
-        for index in range(0, 25):
-            if index < len(self.bids):
-                # use the string parsed array
-                bid = self.bids[index][1]
-                price = bid[0]
-                amount = bid[3] if len(bid) == 4 else bid[2]
-                data += [price]
-                data += [amount]
-            if index < len(self.asks):
-                # use the string parsed array
-                ask = self.asks[index][1]
-                price = ask[0]
-                amount = ask[3] if len(ask) == 4 else ask[2]
-                data += [price]
-                data += [amount]
-        checksum_str = ':'.join(data)
-        # calculate checksum and force signed integer
-        checksum = zlib.crc32(checksum_str.encode('utf8')) & 0xffffffff
-        return checksum

bfxapi/models/position.py

@@ -1,108 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-class PositionModel:
-    """
-    Enum used to index the different values in a raw position array
-    """
-    SYMBOL = 0
-    STATUS = 1
-    AMOUNT = 2
-    BASE_PRICE = 3
-    MARGIN_FUNDING = 4
-    MARGIN_FUNDING_TYPE = 5
-    PL = 6
-    PL_PERC = 7
-    PRICE_LIQ = 8
-    LEVERAGE = 9
-    # _PLACEHOLDER,
-    POSITION_ID = 11
-    MTS_CREATE = 12
-    MTS_UPDATE = 13
-    # _PLACEHOLDER
-    TYPE = 15
-    # _PLACEHOLDER,
-    COLLATERAL = 17
-    COLLATERAL_MIN = 18
-    META = 19
-
-class Position:
-    """
-    SYMBOL	        string	Pair (tBTCUSD, …).
-    STATUS	        string	Status (ACTIVE, CLOSED).
-    ±AMOUNT	        float	Size of the position. A positive value indicates a
-                    long position; a negative value indicates a short position.
-    BASE_PRICE	    float	Base price of the position. (Average traded price
-                    of the previous orders of the position)
-    MARGIN_FUNDING	float	The amount of funding being used for this position.
-    MARGIN_FUNDING_TYPE	int	0 for daily, 1 for term.
-    PL	            float	Profit & Loss
-    PL_PERC	        float	Profit & Loss Percentage
-    PRICE_LIQ	    float	Liquidation price
-    LEVERAGE	    float	Leverage used for the position
-    POSITION_ID	    int64	Position ID
-    MTS_CREATE	    int	Millisecond timestamp of creation
-    MTS_UPDATE	    int	Millisecond timestamp of update
-    TYPE	        int	Identifies the type of position, 0 = Margin position,
-                    1 = Derivatives position
-    COLLATERAL	    float	The amount of collateral applied to the open position
-    COLLATERAL_MIN	float	The minimum amount of collateral required for the position
-    META	        json string	Additional meta information about the position
-    """
-
-    def __init__(self, symbol, status, amount, b_price, m_funding, m_funding_type,
-                 profit_loss, profit_loss_perc, l_price, lev, pid, mts_create, mts_update,
-                 p_type, collateral, collateral_min, meta):
-        self.symbol = symbol
-        self.status = status
-        self.amount = amount
-        self.base_price = b_price
-        self.margin_funding = m_funding
-        self.margin_funding_type = m_funding_type
-        self.profit_loss = profit_loss
-        self.profit_loss_percentage = profit_loss_perc
-        self.liquidation_price = l_price
-        self.leverage = lev
-        self.id = pid
-        self.mts_create = mts_create
-        self.mts_update = mts_update
-        self.type = p_type
-        self.collateral = collateral
-        self.collateral_min = collateral_min
-        self.meta = meta
-
-    @staticmethod
-    def from_raw_rest_position(raw_position):
-        """
-        Generate a Position object from a raw position array
-
-        @return Position
-        """
-        sym = raw_position[PositionModel.SYMBOL]
-        status = raw_position[PositionModel.STATUS]
-        amnt = raw_position[PositionModel.AMOUNT]
-        b_price = raw_position[PositionModel.BASE_PRICE]
-        m_fund = raw_position[PositionModel.MARGIN_FUNDING]
-        m_fund_t = raw_position[PositionModel.MARGIN_FUNDING_TYPE]
-        pl = raw_position[PositionModel.PL]
-        pl_prc = raw_position[PositionModel.PL_PERC]
-        l_price = raw_position[PositionModel.PRICE_LIQ]
-        lev = raw_position[PositionModel.LEVERAGE]
-        pid = raw_position[PositionModel.POSITION_ID]
-        mtsc = raw_position[PositionModel.MTS_CREATE]
-        mtsu = raw_position[PositionModel.MTS_UPDATE]
-        ptype = raw_position[PositionModel.TYPE]
-        coll = raw_position[PositionModel.COLLATERAL]
-        coll_min = raw_position[PositionModel.COLLATERAL_MIN]
-        meta = raw_position[PositionModel.META]
-
-        return Position(sym, status, amnt, b_price, m_fund, m_fund_t, pl, pl_prc, l_price,
-                        lev, pid, mtsc, mtsu, ptype, coll, coll_min, meta)
-
-    def __str__(self):
-        """
-        Allow us to print the Trade object in a pretty format
-        """
-        text = "Position '{}' {} x {} <status='{}' pl={}>"
-        return text.format(self.symbol, self.base_price, self.amount,
-                           self.status, self.profit_loss)

bfxapi/models/subscription.py

@@ -1,88 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import time
-import json
-from random import randint
-
-def generate_sub_id():
-    """
-    Generates a unique id in the form of 12345566-12334556
-    """
-    prefix = str(int(round(time.time() * 1000)))
-    suffix = str(randint(0, 9999999))
-    return "{}-{}".format(prefix, suffix)
-
-class Subscription:
-    """
-    Object used to represent an individual subscription to the websocket.
-    This class also exposes certain functions which helps to manage the subscription
-    such as unsubscribe and subscribe.
-    """
-
-    def __init__(self, socket, channel_name, symbol, key=None, timeframe=None, **kwargs):
-        self.socket = socket
-        self.channel_name = channel_name
-        self.symbol = symbol
-        self.timeframe = timeframe
-        self.is_subscribed_bool = False
-        self.key = key
-        self.chan_id = None
-        if timeframe:
-            self.key = 'trade:{}:{}'.format(self.timeframe, self.symbol)
-        self.sub_id = generate_sub_id()
-        self.send_payload = self._generate_payload(**kwargs)
-
-    def get_key(self):
-        """
-        Generates a unique key string for the subscription
-        """
-        return "{}_{}".format(self.channel_name, self.key or self.symbol)
-
-    def confirm_subscription(self, chan_id):
-        """
-        Update the subscription to confirmed state
-        """
-        self.is_subscribed_bool = True
-        self.chan_id = chan_id
-
-    async def unsubscribe(self):
-        """
-        Send an un-subscription request to the bitfinex socket
-        """
-        if not self.is_subscribed():
-            raise Exception("Subscription is not subscribed to websocket")
-        payload = {'event': 'unsubscribe', 'chanId': self.chan_id}
-        await self.socket.send(json.dumps(payload))
-
-    async def subscribe(self):
-        """
-        Send a subscription request to the bitfinex socket
-        """
-        await self.socket.send(json.dumps(self._get_send_payload()))
-
-    def confirm_unsubscribe(self):
-        """
-        Update the subscription to unsubscribed state
-        """
-        self.is_subscribed_bool = False
-
-    def is_subscribed(self):
-        """
-        Check if the subscription is currently subscribed
-
-        @return bool: True if subscribed else False
-        """
-        return self.is_subscribed_bool
-
-    def _generate_payload(self, **kwargs):
-        payload = {'event': 'subscribe',
-                   'channel': self.channel_name, 'symbol': self.symbol}
-        if self.timeframe or self.key:
-            payload['key'] = self.key
-        payload.update(**kwargs)
-        return payload
-
-    def _get_send_payload(self):
-        return self.send_payload

bfxapi/models/ticker.py

@@ -1,72 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-class TickerModel:
-    """
-    Enum used to index the different values in a raw ticker array
-    """
-    BID = 0
-    BID_SIZE = 1
-    ASK = 2
-    ASK_SIZE = 3
-    DAILY_CHANGE = 4
-    DAILY_CHANGE_PERCENT = 5
-    LAST_PRICE = 6
-    VOLUME = 7
-    HIGH = 8
-    LOW = 9
-
-class Ticker:
-    """
-    BID	float	    Price of last highest bid
-    BID_SIZE	    float	Sum of the 25 highest bid sizes
-    ASK	float	    Price of last lowest ask
-    ASK_SIZE	    float	Sum of the 25 lowest ask sizes
-    DAILY_CHANGE	float	Amount that the last price has changed since yesterday
-    DAILY_CHANGE_PERCENT	float	Relative price change since yesterday (*100 for percentage change)
-    LAST_PRICE	    float	Price of the last trade
-    VOLUME	        float	Daily volume
-    HIGH	        float	Daily high
-    LOW	            float	Daily low
-    """
-
-    def __init__(self, pair, bid, bid_size, ask, ask_size, daily_change, daily_change_rel,
-                 last_price, volume, high, low):
-        self.pair = pair
-        self.bid = bid
-        self.bid_size = bid_size
-        self.ask = ask
-        self.ask_size = ask_size
-        self.daily_change = daily_change
-        self.daily_change_rel = daily_change_rel
-        self.last_price = last_price
-        self.volume = volume
-        self.high = high
-        self.low = low
-
-    @staticmethod
-    def from_raw_ticker(raw_ticker, pair):
-        """
-        Generate a Ticker object from a raw ticker array
-        """
-        # [72128,[6914.5,28.123061460000002,6914.6,22.472037289999996,175.8,0.0261,6915.7,
-        # 6167.26141685,6964.2,6710.8]]
-
-        return Ticker(
-            pair,
-            raw_ticker[TickerModel.BID],
-            raw_ticker[TickerModel.BID_SIZE],
-            raw_ticker[TickerModel.ASK],
-            raw_ticker[TickerModel.ASK_SIZE],
-            raw_ticker[TickerModel.DAILY_CHANGE],
-            raw_ticker[TickerModel.DAILY_CHANGE_PERCENT],
-            raw_ticker[TickerModel.LAST_PRICE],
-            raw_ticker[TickerModel.VOLUME],
-            raw_ticker[TickerModel.HIGH],
-            raw_ticker[TickerModel.LOW],
-        )
-
-    def __str__(self):
-        return "Ticker '{}' <last='{}' volume={}>".format(
-            self.pair, self.last_price, self.volume)

bfxapi/models/trade.py

@@ -1,81 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import datetime
-
-class TradeModel:
-    """
-    Enum used to index the different values in a raw trade array
-    """
-    ID = 0
-    PAIR = 1
-    MTS_CREATE = 2
-    ORDER_ID = 3
-    EXEC_AMOUNT = 4
-    EXEC_PRICE = 5
-    ORDER_TYPE = 6
-    ORDER_PRICE = 7
-    MAKER = 8
-    FEE = 9
-    FEE_CURRENCY = 10
-
-class Trade:
-    """
-    ID	integer	Trade database id
-    PAIR	string	Pair (BTCUSD, ...)
-    MTS_CREATE	integer	Execution timestamp
-    ORDER_ID	integer	Order id
-    EXEC_AMOUNT	float	Positive means buy, negative means sell
-    EXEC_PRICE	float	Execution price
-    ORDER_TYPE	string	Order type
-    ORDER_PRICE	float	Order price
-    MAKER	int	1 if true, 0 if false
-    FEE	float	Fee
-    FEE_CURRENCY	string	Fee currency
-    """
-
-    SHORT = 'SHORT'
-    LONG = 'LONG'
-
-    def __init__(self, tid, pair, mts_create, order_id, amount, price, order_type,
-                 order_price, maker, fee, fee_currency):
-        # pylint: disable=invalid-name
-        self.id = tid
-        self.pair = pair
-        self.mts_create = mts_create
-        self.date = datetime.datetime.fromtimestamp(mts_create/1000.0)
-        self.order_id = order_id
-        self.amount = amount
-        self.direction = Trade.SHORT if amount < 0 else Trade.LONG
-        self.price = price
-        self.order_type = order_type
-        self.order_price = order_price
-        self.maker = maker
-        self.fee = fee
-        self.fee_currency = fee_currency
-
-    @staticmethod
-    def from_raw_rest_trade(raw_trade):
-        """
-        Generate a Trade object from a raw trade array
-        """
-        # [24224048, 'tBTCUSD', 1542800024000, 1151353484, 0.09399997, 19963, None, None,
-        # -1, -0.000188, 'BTC']
-        tid = raw_trade[TradeModel.ID]
-        pair = raw_trade[TradeModel.PAIR]
-        mtsc = raw_trade[TradeModel.MTS_CREATE]
-        oid = raw_trade[TradeModel.ORDER_ID]
-        amnt = raw_trade[TradeModel.EXEC_AMOUNT]
-        price = raw_trade[TradeModel.EXEC_PRICE]
-        otype = raw_trade[TradeModel.ORDER_TYPE]
-        oprice = raw_trade[TradeModel.ORDER_PRICE]
-        maker = raw_trade[TradeModel.MAKER]
-        fee = raw_trade[TradeModel.FEE]
-        feeccy = raw_trade[TradeModel.FEE_CURRENCY]
-        return Trade(tid, pair, mtsc, oid, amnt, price, otype, oprice, maker,
-                     fee, feeccy)
-
-    def __str__(self):
-        return "Trade '{}' x {} @ {} <direction='{}' fee={}>".format(
-            self.pair, self.amount, self.price, self.direction, self.fee)

bfxapi/models/transfer.py

@@ -1,55 +0,0 @@
-"""
-Module used to describe a transfer object
-"""
-
-class TransferModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    MTS = 0
-    W_FROM = 1
-    W_TO = 2
-    C_FROM = 4
-    C_TO = 5
-    AMOUNT = 7
-
-class Transfer:
-    """
-    MTS	int	Millisecond Time Stamp of the update
-    WALLET_FROM string	Wallet name (exchange, margin, funding)
-    WALLET_TO string	Wallet name (exchange, margin, funding)
-    CURRENCY_FROM 	string Currency (BTC, etc)
-    CURRENCY_TO	 string Currency (BTC, etc)
-    AMOUNT string  Amount of funds to transfer
-    """
-
-    def __init__(self, mts, wallet_from, wallet_to, currency_from, currency_to, amount):
-        self.mts = mts
-        self.wallet_from = wallet_from
-        self.wallet_to = wallet_to
-        self.currency_from = currency_from
-        self.currency_to = currency_to
-        self.amount = amount
-
-    @staticmethod
-    def from_raw_transfer(raw_transfer):
-        """
-        Parse a raw transfer object into a Transfer object
-
-        @return Transfer
-        """
-        mts = raw_transfer[TransferModel.MTS]
-        wallet_from = raw_transfer[TransferModel.W_FROM]
-        wallet_to = raw_transfer[TransferModel.W_TO]
-        currency_from = raw_transfer[TransferModel.C_FROM]
-        currency_to = raw_transfer[TransferModel.C_TO]
-        amount = raw_transfer[TransferModel.AMOUNT]
-        return Transfer(mts, wallet_from, wallet_to, currency_from, currency_to, amount)
-
-    def __str__(self):
-        """
-        Allow us to print the Transfer object in a pretty format
-        """
-        text = "Transfer <{} from {} ({}) to {} ({}) mts={}>"
-        return text.format(self.amount, self.wallet_from, self.currency_from,
-                           self.wallet_to, self.currency_to, self.mts)

bfxapi/models/wallet.py

@@ -1,34 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-
-class Wallet:
-    """
-    Stores data relevant to a users wallet such as balance and
-    currency
-    """
-
-    def __init__(self, wType, currency, balance, unsettled_interest, balance_available):
-        self.type = wType
-        self.currency = currency
-        self.balance = balance
-        self.balance_available = balance_available
-        self.unsettled_interest = unsettled_interest
-        self.key = "{}_{}".format(wType, currency)
-
-    def set_balance(self, data):
-        """
-        Set the balance of the wallet
-        """
-        self.balance = data
-
-    def set_unsettled_interest(self, data):
-        """
-        Set the unsettled interest of the wallet
-        """
-        self.unsettled_interest = data
-
-    def __str__(self):
-        return "Wallet <'{}_{}' balance='{}' balance_available='{}' unsettled='{}'>".format(
-            self.type, self.currency, self.balance, self.balance_available, self.unsettled_interest)

bfxapi/models/withdraw.py

@@ -1,54 +0,0 @@
-"""
-Module used to describe a withdraw object
-"""
-
-class WithdrawModel:
-    """
-    Enum used to index the location of each value in a raw array
-    """
-    ID = 0
-    METHOD = 2
-    WALLET = 4
-    AMOUNT = 5
-    FEE = 8
-
-class Withdraw:
-    """
-    [13063236, None, 'tetheruse', None, 'exchange', 5, None, None, 0.00135]
-
-    MTS	int	Millisecond Time Stamp of the update
-    WALLET_FROM string	Wallet name (exchange, margin, funding)
-    WALLET_TO string	Wallet name (exchange, margin, funding)
-    CURRENCY_FROM 	string Currency (BTC, etc)
-    CURRENCY_TO	 string Currency (BTC, etc)
-    AMOUNT string  Amount of funds to transfer
-    """
-
-    def __init__(self, w_id, method, wallet, amount, fee=0):
-        self.id = w_id
-        self.method = method
-        self.wallet = wallet
-        self.amount = amount
-        self.fee = fee
-
-    @staticmethod
-    def from_raw_withdraw(raw_withdraw):
-        """
-        Parse a raw withdraw object into a Withdraw object
-
-        @return Withdraw
-        """
-        w_id = raw_withdraw[WithdrawModel.ID]
-        method = raw_withdraw[WithdrawModel.METHOD]
-        wallet = raw_withdraw[WithdrawModel.WALLET]
-        amount = raw_withdraw[WithdrawModel.AMOUNT]
-        fee = raw_withdraw[WithdrawModel.FEE]
-        return Withdraw(w_id, method, wallet, amount, fee)
-
-    def __str__(self):
-        """
-        Allow us to print the Withdraw object in a pretty format
-        """
-        text = "Withdraw <id={} from {} ({}) amount={} fee={}>"
-        return text.format(self.id, self.wallet, self.method, self.amount,
-                           self.fee)

bfxapi/rest/__init__.py

@@ -1 +1,2 @@
-NAME = 'rest'
+from .endpoints import BfxRestInterface, RestPublicEndpoints, RestAuthenticatedEndpoints, \
+                    RestMerchantEndpoints

bfxapi/rest/endpoints/__init__.py

@@ -0,0 +1,5 @@
+from .bfx_rest_interface import BfxRestInterface
+
+from .rest_public_endpoints import RestPublicEndpoints
+from .rest_authenticated_endpoints import RestAuthenticatedEndpoints
+from .rest_merchant_endpoints import RestMerchantEndpoints

bfxapi/rest/endpoints/bfx_rest_interface.py

@@ -0,0 +1,13 @@
+from .rest_public_endpoints import RestPublicEndpoints
+from .rest_authenticated_endpoints import RestAuthenticatedEndpoints
+from .rest_merchant_endpoints import RestMerchantEndpoints
+
+class BfxRestInterface:
+    VERSION = 2
+
+    def __init__(self, host, credentials = None):
+        api_key, api_secret = (credentials['api_key'], credentials['api_secret']) if credentials else (None, None)
+
+        self.public = RestPublicEndpoints(host=host)
+        self.auth = RestAuthenticatedEndpoints(host=host, api_key=api_key, api_secret=api_secret)
+        self.merchant = RestMerchantEndpoints(host=host, api_key=api_key, api_secret=api_secret)

bfxapi/rest/endpoints/rest_authenticated_endpoints.py

@@ -0,0 +1,474 @@
+from typing import Dict, List, Tuple, Union, Literal, Optional
+from decimal import Decimal
+from datetime import datetime
+
+from ..middleware import Middleware
+
+from ..enums import Sort, OrderType, FundingOfferType
+
+from ...types import JSON, Notification, \
+    UserInfo, LoginHistory, BalanceAvailable, \
+    Order, Position, Trade, \
+    FundingTrade, OrderTrade, Ledger, \
+    FundingOffer, FundingCredit, FundingLoan, \
+    FundingAutoRenew, FundingInfo, Wallet, \
+    Transfer, Withdrawal, DepositAddress, \
+    LightningNetworkInvoice, Movement, SymbolMarginInfo, \
+    BaseMarginInfo, PositionClaim, PositionIncreaseInfo, \
+    PositionIncrease, PositionHistory, PositionSnapshot, \
+    PositionAudit, DerivativePositionCollateral, DerivativePositionCollateralLimits
+
+from ...types import serializers
+
+from ...types.serializers import _Notification
+
+class RestAuthenticatedEndpoints(Middleware):
+    def get_user_info(self) -> UserInfo:
+        return serializers.UserInfo \
+            .parse(*self._post("auth/r/info/user"))
+
+    def get_login_history(self) -> List[LoginHistory]:
+        return [ serializers.LoginHistory.parse(*sub_data)
+            for sub_data in self._post("auth/r/logins/hist") ]
+
+    def get_balance_available_for_orders_or_offers(self,
+                                                   symbol: str,
+                                                   type: str,
+                                                   *,
+                                                   dir: Optional[int] = None,
+                                                   rate: Optional[str] = None,
+                                                   lev: Optional[str] = None) -> BalanceAvailable:
+        body = {
+            "symbol": symbol, "type": type, "dir": dir,
+            "rate": rate, "lev": lev
+        }
+
+        return serializers.BalanceAvailable \
+            .parse(*self._post("auth/calc/order/avail", body=body))
+
+    def get_wallets(self) -> List[Wallet]:
+        return [ serializers.Wallet.parse(*sub_data) \
+            for sub_data in self._post("auth/r/wallets") ]
+
+    def get_orders(self,
+                   *,
+                   symbol: Optional[str] = None,
+                   ids: Optional[List[str]] = None) -> List[Order]:
+        if symbol is None:
+            endpoint = "auth/r/orders"
+        else: endpoint = f"auth/r/orders/{symbol}"
+
+        return [ serializers.Order.parse(*sub_data) \
+            for sub_data in self._post(endpoint, body={ "id": ids }) ]
+
+    def submit_order(self,
+                     type: OrderType,
+                     symbol: str,
+                     amount: Union[Decimal, float, str],
+                     *,
+                     price: Optional[Union[Decimal, float, str]] = None,
+                     lev: Optional[int] = None,
+                     price_trailing: Optional[Union[Decimal, float, str]] = None,
+                     price_aux_limit: Optional[Union[Decimal, float, str]] = None,
+                     price_oco_stop: Optional[Union[Decimal, float, str]] = None,
+                     gid: Optional[int] = None,
+                     cid: Optional[int] = None,
+                     flags: Optional[int] = 0,
+                     tif: Optional[Union[datetime, str]] = None,
+                     meta: Optional[JSON] = None) -> Notification[Order]:
+        body = {
+            "type": type, "symbol": symbol, "amount": amount,
+            "price": price, "lev": lev, "price_trailing": price_trailing,
+            "price_aux_limit": price_aux_limit, "price_oco_stop": price_oco_stop, "gid": gid,
+            "cid": cid, "flags": flags, "tif": tif,
+            "meta": meta
+        }
+
+        return _Notification[Order](serializers.Order) \
+            .parse(*self._post("auth/w/order/submit", body=body))
+
+    def update_order(self,
+                     id: int,
+                     *,
+                     amount: Optional[Union[Decimal, float, str]] = None,
+                     price: Optional[Union[Decimal, float, str]] = None,
+                     cid: Optional[int] = None,
+                     cid_date: Optional[str] = None,
+                     gid: Optional[int] = None,
+                     flags: Optional[int] = 0,
+                     lev: Optional[int] = None,
+                     delta: Optional[Union[Decimal, float, str]] = None,
+                     price_aux_limit: Optional[Union[Decimal, float, str]] = None,
+                     price_trailing: Optional[Union[Decimal, float, str]] = None,
+                     tif: Optional[Union[datetime, str]] = None) -> Notification[Order]:
+        body = {
+            "id": id, "amount": amount, "price": price,
+            "cid": cid, "cid_date": cid_date, "gid": gid,
+            "flags": flags, "lev": lev, "delta": delta,
+            "price_aux_limit": price_aux_limit, "price_trailing": price_trailing, "tif": tif
+        }
+
+        return _Notification[Order](serializers.Order) \
+            .parse(*self._post("auth/w/order/update", body=body))
+
+    def cancel_order(self,
+                     *,
+                     id: Optional[int] = None,
+                     cid: Optional[int] = None,
+                     cid_date: Optional[str] = None) -> Notification[Order]:
+        return _Notification[Order](serializers.Order) \
+            .parse(*self._post("auth/w/order/cancel", \
+                body={ "id": id, "cid": cid, "cid_date": cid_date }))
+
+    def cancel_order_multi(self,
+                           *,
+                           ids: Optional[List[int]] = None,
+                           cids: Optional[List[Tuple[int, str]]] = None,
+                           gids: Optional[List[int]] = None,
+                           all: bool = False) -> Notification[List[Order]]:
+        body = {
+            "ids": ids, "cids": cids, "gids": gids, 
+            "all": int(all)
+        }
+
+        return _Notification[List[Order]](serializers.Order, is_iterable=True) \
+            .parse(*self._post("auth/w/order/cancel/multi", body=body))
+
+    def get_orders_history(self,
+                           *,
+                           symbol: Optional[str] = None,
+                           ids: Optional[List[int]] = None,
+                           start: Optional[str] = None,
+                           end: Optional[str] = None,
+                           limit: Optional[int] = None) -> List[Order]:
+        if symbol is None:
+            endpoint = "auth/r/orders/hist"
+        else: endpoint = f"auth/r/orders/{symbol}/hist"
+
+        body = {
+            "id": ids, "start": start, "end": end, 
+            "limit": limit 
+        }
+
+        return [ serializers.Order.parse(*sub_data) \
+            for sub_data in self._post(endpoint, body=body) ]
+
+    def get_order_trades(self,
+                         symbol: str,
+                         id: int) -> List[OrderTrade]:
+        return [ serializers.OrderTrade.parse(*sub_data) \
+            for sub_data in self._post(f"auth/r/order/{symbol}:{id}/trades") ]
+
+    def get_trades_history(self,
+                           *,
+                           symbol: Optional[str] = None,
+                           sort: Optional[Sort] = None,
+                           start: Optional[str] = None,
+                           end: Optional[str] = None,
+                           limit: Optional[int] = None) -> List[Trade]:
+        if symbol is None:
+            endpoint = "auth/r/trades/hist"
+        else: endpoint = f"auth/r/trades/{symbol}/hist"
+
+        body = {
+            "sort": sort, "start": start, "end": end,
+            "limit": limit
+        }
+
+        return [ serializers.Trade.parse(*sub_data) \
+            for sub_data in self._post(endpoint, body=body) ]
+
+    def get_ledgers(self,
+                    currency: str,
+                    *,
+                    category: Optional[int] = None,
+                    start: Optional[str] = None,
+                    end: Optional[str] = None,
+                    limit: Optional[int] = None) -> List[Ledger]:
+        body = {
+            "category": category, "start": start, "end": end, 
+            "limit": limit 
+        }
+
+        return [ serializers.Ledger.parse(*sub_data) \
+            for sub_data in self._post(f"auth/r/ledgers/{currency}/hist", body=body) ]
+
+    def get_base_margin_info(self) -> BaseMarginInfo:
+        return serializers.BaseMarginInfo \
+            .parse(*(self._post("auth/r/info/margin/base")[1]))
+
+    def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
+        return serializers.SymbolMarginInfo \
+            .parse(*self._post(f"auth/r/info/margin/{symbol}"))
+
+    def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
+        return [ serializers.SymbolMarginInfo.parse(*sub_data) \
+            for sub_data in self._post("auth/r/info/margin/sym_all") ]
+
+    def get_positions(self) -> List[Position]:
+        return [ serializers.Position.parse(*sub_data) \
+            for sub_data in self._post("auth/r/positions") ]
+
+    def claim_position(self,
+                       id: int,
+                       *,
+                       amount: Optional[Union[Decimal, float, str]] = None) -> Notification[PositionClaim]:
+        return _Notification[PositionClaim](serializers.PositionClaim) \
+            .parse(*self._post("auth/w/position/claim", \
+                body={ "id": id, "amount": amount }))
+
+    def increase_position(self,
+                          symbol: str,
+                          amount: Union[Decimal, float, str]) -> Notification[PositionIncrease]:
+        return _Notification[PositionIncrease](serializers.PositionIncrease) \
+            .parse(*self._post("auth/w/position/increase", \
+                body={ "symbol": symbol, "amount": amount }))
+
+    def get_increase_position_info(self,
+                                   symbol: str,
+                                   amount: Union[Decimal, float, str]) -> PositionIncreaseInfo:
+        return serializers.PositionIncreaseInfo \
+            .parse(*self._post("auth/r/position/increase/info", \
+                body={ "symbol": symbol, "amount": amount }))
+
+    def get_positions_history(self,
+                              *,
+                              start: Optional[str] = None,
+                              end: Optional[str] = None,
+                              limit: Optional[int] = None) -> List[PositionHistory]:
+        return [ serializers.PositionHistory.parse(*sub_data) \
+            for sub_data in self._post("auth/r/positions/hist", \
+                body={ "start": start, "end": end, "limit": limit }) ]
+
+    def get_positions_snapshot(self,
+                               *,
+                               start: Optional[str] = None,
+                               end: Optional[str] = None,
+                               limit: Optional[int] = None) -> List[PositionSnapshot]:
+        return [ serializers.PositionSnapshot.parse(*sub_data) \
+            for sub_data in self._post("auth/r/positions/snap", \
+                body={ "start": start, "end": end, "limit": limit }) ]
+
+    def get_positions_audit(self,
+                            *,
+                            ids: Optional[List[int]] = None,
+                            start: Optional[str] = None,
+                            end: Optional[str] = None,
+                            limit: Optional[int] = None) -> List[PositionAudit]:
+        body = {
+            "ids": ids, "start": start, "end": end, 
+            "limit": limit 
+        }
+
+        return [ serializers.PositionAudit.parse(*sub_data) \
+            for sub_data in self._post("auth/r/positions/audit", body=body) ]
+
+    def set_derivative_position_collateral(self,
+                                           symbol: str,
+                                           collateral: Union[Decimal, float, str]) -> DerivativePositionCollateral:
+        return serializers.DerivativePositionCollateral \
+            .parse(*(self._post("auth/w/deriv/collateral/set", \
+                body={ "symbol": symbol, "collateral": collateral })[0]))
+
+    def get_derivative_position_collateral_limits(self, symbol: str) -> DerivativePositionCollateralLimits:
+        return serializers.DerivativePositionCollateralLimits \
+            .parse(*self._post("auth/calc/deriv/collateral/limit", body={ "symbol": symbol }))
+
+    def get_funding_offers(self, *, symbol: Optional[str] = None) -> List[FundingOffer]:
+        if symbol is None:
+            endpoint = "auth/r/funding/offers"
+        else: endpoint = f"auth/r/funding/offers/{symbol}"
+
+        return [ serializers.FundingOffer.parse(*sub_data) \
+            for sub_data in self._post(endpoint) ]
+
+    #pylint: disable-next=too-many-arguments
+    def submit_funding_offer(self,
+                             type: FundingOfferType,
+                             symbol: str,
+                             amount: Union[Decimal, float, str],
+                             rate: Union[Decimal, float, str],
+                             period: int,
+                             *,
+                             flags: Optional[int] = 0) -> Notification[FundingOffer]:
+        body = {
+            "type": type, "symbol": symbol, "amount": amount,
+            "rate": rate, "period": period, "flags": flags
+        }
+
+        return _Notification[FundingOffer](serializers.FundingOffer) \
+            .parse(*self._post("auth/w/funding/offer/submit", body=body))
+
+    def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]:
+        return _Notification[FundingOffer](serializers.FundingOffer) \
+            .parse(*self._post("auth/w/funding/offer/cancel", body={ "id": id }))
+
+    def cancel_all_funding_offers(self, currency: str) -> Notification[Literal[None]]:
+        return _Notification[Literal[None]](None) \
+            .parse(*self._post("auth/w/funding/offer/cancel/all", body={ "currency": currency }))
+
+    def submit_funding_close(self, id: int) -> Notification[Literal[None]]:
+        return _Notification[Literal[None]](None) \
+            .parse(*self._post("auth/w/funding/close", body={ "id": id }))
+
+    def toggle_auto_renew(self,
+                          status: bool,
+                          currency: str,
+                          *,
+                          amount: Optional[str] = None,
+                          rate: Optional[int] = None,
+                          period: Optional[int] = None) -> Notification[FundingAutoRenew]:
+        body = {
+            "status": int(status), "currency": currency, "amount": amount,
+            "rate": rate, "period": period
+        }
+
+        return _Notification[FundingAutoRenew](serializers.FundingAutoRenew) \
+            .parse(*self._post("auth/w/funding/auto", body=body))
+
+    def toggle_keep_funding(self,
+                            type: Literal["credit", "loan"],
+                            *,
+                            ids: Optional[List[int]] = None,
+                            changes: Optional[Dict[int, Literal[1, 2]]] = None) -> Notification[Literal[None]]:
+        return _Notification[Literal[None]](None) \
+            .parse(*self._post("auth/w/funding/keep", \
+                body={ "type": type, "id": ids, "changes": changes }))
+
+    def get_funding_offers_history(self,
+                                   *,
+                                   symbol: Optional[str] = None,
+                                   start: Optional[str] = None,
+                                   end: Optional[str] = None,
+                                   limit: Optional[int] = None) -> List[FundingOffer]:
+        if symbol is None:
+            endpoint = "auth/r/funding/offers/hist"
+        else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
+
+        return [ serializers.FundingOffer.parse(*sub_data) \
+            for sub_data in self._post(endpoint, \
+                body={ "start": start, "end": end, "limit": limit }) ]
+
+    def get_funding_loans(self, *, symbol: Optional[str] = None) -> List[FundingLoan]:
+        if symbol is None:
+            endpoint = "auth/r/funding/loans"
+        else: endpoint = f"auth/r/funding/loans/{symbol}"
+
+        return [ serializers.FundingLoan.parse(*sub_data) \
+            for sub_data in self._post(endpoint) ]
+
+    def get_funding_loans_history(self,
+                                  *,
+                                  symbol: Optional[str] = None,
+                                  start: Optional[str] = None,
+                                  end: Optional[str] = None,
+                                  limit: Optional[int] = None) -> List[FundingLoan]:
+        if symbol is None:
+            endpoint = "auth/r/funding/loans/hist"
+        else: endpoint = f"auth/r/funding/loans/{symbol}/hist"
+
+        return [ serializers.FundingLoan.parse(*sub_data) \
+            for sub_data in self._post(endpoint, \
+                body={ "start": start, "end": end, "limit": limit }) ]
+
+    def get_funding_credits(self, *, symbol: Optional[str] = None) -> List[FundingCredit]:
+        if symbol is None:
+            endpoint = "auth/r/funding/credits"
+        else: endpoint = f"auth/r/funding/credits/{symbol}"
+
+        return [ serializers.FundingCredit.parse(*sub_data) \
+            for sub_data in self._post(endpoint) ]
+
+    def get_funding_credits_history(self,
+                                    *,
+                                    symbol: Optional[str] = None,
+                                    start: Optional[str] = None,
+                                    end: Optional[str] = None,
+                                    limit: Optional[int] = None) -> List[FundingCredit]:
+        if symbol is None:
+            endpoint = "auth/r/funding/credits/hist"
+        else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
+
+        return [ serializers.FundingCredit.parse(*sub_data) \
+            for sub_data in self._post(endpoint, \
+                body={ "start": start, "end": end, "limit": limit }) ]
+
+    def get_funding_trades_history(self,
+                                   *,
+                                   symbol: Optional[str] = None,
+                                   sort: Optional[Sort] = None,
+                                   start: Optional[str] = None,
+                                   end: Optional[str] = None,
+                                   limit: Optional[int] = None) -> List[FundingTrade]:
+        if symbol is None:
+            endpoint = "auth/r/funding/trades/hist"
+        else: endpoint = f"auth/r/funding/trades/{symbol}/hist"
+
+        body = {
+            "sort": sort, "start": start, "end": end, 
+            "limit": limit }
+
+        return [ serializers.FundingTrade.parse(*sub_data) \
+            for sub_data in self._post(endpoint, body=body) ]
+
+    def get_funding_info(self, key: str) -> FundingInfo:
+        return serializers.FundingInfo \
+            .parse(*(self._post(f"auth/r/info/funding/{key}")[2]))
+
+    #pylint: disable-next=too-many-arguments
+    def transfer_between_wallets(self,
+                                 from_wallet: str,
+                                 to_wallet: str,
+                                 currency: str,
+                                 currency_to: str,
+                                 amount: Union[Decimal, float, str]) -> Notification[Transfer]:
+        body = {
+            "from": from_wallet, "to": to_wallet, "currency": currency, 
+            "currency_to": currency_to, "amount": amount
+        }
+
+        return _Notification[Transfer](serializers.Transfer) \
+            .parse(*self._post("auth/w/transfer", body=body))
+
+    def submit_wallet_withdrawal(self,
+                                 wallet: str,
+                                 method: str,
+                                 address: str,
+                                 amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
+        body = {
+            "wallet": wallet, "method": method, "address": address, 
+            "amount": amount
+        }
+
+        return _Notification[Withdrawal](serializers.Withdrawal) \
+            .parse(*self._post("auth/w/withdraw", body=body))
+
+    def get_deposit_address(self,
+                            wallet: str,
+                            method: str,
+                            renew: bool = False) -> Notification[DepositAddress]:
+        return _Notification[DepositAddress](serializers.DepositAddress) \
+            .parse(*self._post("auth/w/deposit/address", \
+                body={ "wallet": wallet, "method": method, "renew": int(renew) }))
+
+    def generate_deposit_invoice(self,
+                                 wallet: str,
+                                 currency: str,
+                                 amount: Union[Decimal, float, str]) -> LightningNetworkInvoice:
+        return serializers.LightningNetworkInvoice \
+            .parse(*self._post("auth/w/deposit/invoice", \
+                body={ "wallet": wallet, "currency": currency, "amount": amount }))
+
+    def get_movements(self,
+                      *,
+                      currency: Optional[str] = None,
+                      start: Optional[str] = None,
+                      end: Optional[str] = None,
+                      limit: Optional[int] = None) -> List[Movement]:
+        if currency is None:
+            endpoint = "auth/r/movements/hist"
+        else: endpoint = f"auth/r/movements/{currency}/hist"
+
+        return [ serializers.Movement.parse(*sub_data) \
+            for sub_data in self._post(endpoint, \
+                body={ "start": start, "end": end, "limit": limit }) ]

bfxapi/rest/endpoints/rest_merchant_endpoints.py

@@ -0,0 +1,185 @@
+import re
+
+from typing import Callable, TypeVar, cast, \
+    TypedDict, Dict, List, Union, Literal, Optional, Any
+
+from decimal import Decimal
+
+from ..middleware import Middleware
+
+from ..enums import MerchantSettingsKey
+
+from ...types import \
+    InvoiceSubmission, InvoicePage, InvoiceStats, \
+    CurrencyConversion, MerchantDeposit, MerchantUnlinkedDeposit
+
+#region Defining methods to convert dictionary keys to snake_case and camelCase.
+
+T = TypeVar("T")
+
+_to_snake_case: Callable[[str], str] = lambda string: re.sub(r"(?<!^)(?=[A-Z])", "_", string).lower()
+
+_to_camel_case: Callable[[str], str] = lambda string: \
+    (components := string.split("_"))[0] + str().join(c.title() for c in components[1:])
+
+def _scheme(data: T, adapter: Callable[[str], str]) -> T:
+    if isinstance(data, list):
+        return cast(T, [ _scheme(sub_data, adapter) for sub_data in data ])
+    if isinstance(data, dict):
+        return cast(T, { adapter(key): _scheme(value, adapter) for key, value in data.items() })
+    return data
+
+def _to_snake_case_keys(dictionary: T) -> T:
+    return _scheme(dictionary, _to_snake_case)
+
+def _to_camel_case_keys(dictionary: T) -> T:
+    return _scheme(dictionary, _to_camel_case)
+
+#endregion
+
+_CustomerInfo = TypedDict("_CustomerInfo", {
+    "nationality": str, "resid_country": str, "resid_city": str, 
+    "resid_zip_code": str, "resid_street": str, "resid_building_no": str, 
+    "full_name": str, "email": str, "tos_accepted": bool
+})
+
+class RestMerchantEndpoints(Middleware):
+    #pylint: disable-next=too-many-arguments
+    def submit_invoice(self,
+                       amount: Union[Decimal, float, str],
+                       currency: str,
+                       order_id: str,
+                       customer_info: _CustomerInfo,
+                       pay_currencies: List[str],
+                       *,
+                       duration: Optional[int] = None,
+                       webhook: Optional[str] = None,
+                       redirect_url: Optional[str] = None) -> InvoiceSubmission:
+        body = _to_camel_case_keys({
+            "amount": amount, "currency": currency, "order_id": order_id,
+            "customer_info": customer_info, "pay_currencies": pay_currencies, "duration": duration,
+            "webhook": webhook, "redirect_url": redirect_url
+        })
+
+        data = _to_snake_case_keys(self._post("auth/w/ext/pay/invoice/create", body=body))
+
+        return InvoiceSubmission.parse(data)
+
+    def get_invoices(self,
+                     *,
+                     id: Optional[str] = None,
+                     start: Optional[str] = None,
+                     end: Optional[str] = None,
+                     limit: Optional[int] = None) -> List[InvoiceSubmission]:
+        body = {
+            "id": id, "start": start, "end": end, 
+            "limit": limit
+        }
+
+        response = self._post("auth/r/ext/pay/invoices", body=body)
+
+        return [ InvoiceSubmission.parse(sub_data) for sub_data in _to_snake_case_keys(response) ]
+
+    def get_invoices_paginated(self,
+                               page: int = 1,
+                               page_size: int = 10,
+                               sort: Literal["asc", "desc"] = "asc",
+                               sort_field: Literal["t", "amount", "status"] = "t",
+                               *,
+                               status: Optional[List[Literal["CREATED", "PENDING", "COMPLETED", "EXPIRED"]]] = None,
+                               fiat: Optional[List[str]] = None,
+                               crypto: Optional[List[str]] = None,
+                               id: Optional[str] = None,
+                               order_id: Optional[str] = None) -> InvoicePage:
+        body = _to_camel_case_keys({
+            "page": page, "page_size": page_size, "sort": sort,
+            "sort_field": sort_field, "status": status, "fiat": fiat,
+            "crypto": crypto, "id": id, "order_id": order_id
+        })
+
+        data = _to_snake_case_keys(self._post("auth/r/ext/pay/invoices/paginated", body=body))
+
+        return InvoicePage.parse(data)
+
+    def get_invoice_count_stats(self,
+                                status: Literal["CREATED", "PENDING", "COMPLETED", "EXPIRED"],
+                                format: str) -> List[InvoiceStats]:
+        return [ InvoiceStats(**sub_data) for sub_data in \
+            self._post("auth/r/ext/pay/invoice/stats/count", body={ "status": status, "format": format }) ]
+
+    def get_invoice_earning_stats(self,
+                                  currency: str,
+                                  format: str) -> List[InvoiceStats]:
+        return [ InvoiceStats(**sub_data) for sub_data in \
+            self._post("auth/r/ext/pay/invoice/stats/earning", body={ "currency": currency, "format": format }) ]
+
+    def complete_invoice(self,
+                         id: str,
+                         pay_currency: str,
+                         *,
+                         deposit_id: Optional[int] = None,
+                         ledger_id: Optional[int] = None) -> InvoiceSubmission:
+        return InvoiceSubmission.parse(_to_snake_case_keys(self._post("auth/w/ext/pay/invoice/complete", body={
+            "id": id, "payCcy": pay_currency, "depositId": deposit_id, 
+            "ledgerId": ledger_id
+        })))
+
+    def expire_invoice(self, id: str) -> InvoiceSubmission:
+        body = { "id": id }
+        response = self._post("auth/w/ext/pay/invoice/expire", body=body)
+        return InvoiceSubmission.parse(_to_snake_case_keys(response))
+
+    def get_currency_conversion_list(self) -> List[CurrencyConversion]:
+        return [
+            CurrencyConversion(
+                base_currency=sub_data["baseCcy"],
+                convert_currency=sub_data["convertCcy"],
+                created=sub_data["created"]
+            ) for sub_data in self._post("auth/r/ext/pay/settings/convert/list")
+        ]
+
+    def add_currency_conversion(self,
+                                base_currency: str,
+                                convert_currency: str) -> bool:
+        return bool(self._post("auth/w/ext/pay/settings/convert/create", body={
+            "baseCcy": base_currency,
+            "convertCcy": convert_currency
+        }))
+
+    def remove_currency_conversion(self,
+                                   base_currency: str,
+                                   convert_currency: str) -> bool:
+        return bool(self._post("auth/w/ext/pay/settings/convert/remove", body={
+            "baseCcy": base_currency,
+            "convertCcy": convert_currency
+        }))
+
+    def set_merchant_settings(self,
+                              key: MerchantSettingsKey,
+                              val: Any) -> bool:
+        return bool(self._post("auth/w/ext/pay/settings/set", body={ "key": key, "val": val }))
+
+    def get_merchant_settings(self, key: MerchantSettingsKey) -> Any:
+        return self._post("auth/r/ext/pay/settings/get", body={ "key": key })
+
+    def list_merchant_settings(self, keys: List[MerchantSettingsKey] = []) -> Dict[MerchantSettingsKey, Any]:
+        return self._post("auth/r/ext/pay/settings/list", body={ "keys": keys })
+
+    def get_deposits(self,
+                     start: int,
+                     end: int,
+                     *,
+                     ccy: Optional[str] = None,
+                     unlinked: Optional[bool] = None) -> List[MerchantDeposit]:
+        body = { "from": start, "to": end, "ccy": ccy, "unlinked": unlinked }
+        response = self._post("auth/r/ext/pay/deposits", body=body)
+        return [ MerchantDeposit(**sub_data) for sub_data in _to_snake_case_keys(response) ]
+
+    def get_unlinked_deposits(self,
+                              ccy: str,
+                              *,
+                              start: Optional[int] = None,
+                              end: Optional[int] = None) -> List[MerchantUnlinkedDeposit]:
+        body = { "ccy": ccy, "start": start, "end": end }
+        response = self._post("/auth/r/ext/pay/deposits/unlinked", body=body)
+        return [ MerchantUnlinkedDeposit(**sub_data) for sub_data in _to_snake_case_keys(response) ]

bfxapi/rest/endpoints/rest_public_endpoints.py

@@ -0,0 +1,294 @@
+from typing import List, Dict, Union, Literal, Optional, Any, cast
+
+from decimal import Decimal
+
+from ..middleware import Middleware
+
+from ..enums import Config, Sort
+
+from ...types import \
+    PlatformStatus, TradingPairTicker, FundingCurrencyTicker, \
+    TickersHistory, TradingPairTrade, FundingCurrencyTrade, \
+    TradingPairBook, FundingCurrencyBook, TradingPairRawBook, \
+    FundingCurrencyRawBook, Statistic, Candle, \
+    DerivativesStatus, Liquidation, Leaderboard, \
+    FundingStatistic, PulseProfile, PulseMessage, \
+    TradingMarketAveragePrice, FundingMarketAveragePrice, FxRate
+
+from ...types import serializers
+
+class RestPublicEndpoints(Middleware):
+    def conf(self, config: Config) -> Any:
+        return self._get(f"conf/{config}")[0]
+
+    def get_platform_status(self) -> PlatformStatus:
+        return serializers.PlatformStatus.parse(*self._get("platform/status"))
+
+    def get_tickers(self, symbols: List[str]) -> Dict[str, Union[TradingPairTicker, FundingCurrencyTicker]]:
+        data = self._get("tickers", params={ "symbols": ",".join(symbols) })
+
+        parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
+
+        return {
+            symbol: cast(Union[TradingPairTicker, FundingCurrencyTicker],
+                parsers[symbol[0]](*sub_data)) for sub_data in data
+                    if (symbol := sub_data.pop(0))
+        }
+
+    def get_t_tickers(self, symbols: Union[List[str], Literal["ALL"]]) -> Dict[str, TradingPairTicker]:
+        if isinstance(symbols, str) and symbols == "ALL":
+            return {
+                symbol: cast(TradingPairTicker, sub_data)
+                    for symbol, sub_data in self.get_tickers([ "ALL" ]).items()
+                        if symbol.startswith("t")
+            }
+
+        data = self.get_tickers(list(symbols))
+
+        return cast(Dict[str, TradingPairTicker], data)
+
+    def get_f_tickers(self, symbols: Union[List[str], Literal["ALL"]]) -> Dict[str, FundingCurrencyTicker]:
+        if isinstance(symbols, str) and symbols == "ALL":
+            return {
+                symbol: cast(FundingCurrencyTicker, sub_data)
+                    for symbol, sub_data in self.get_tickers([ "ALL" ]).items()
+                        if symbol.startswith("f")
+            }
+
+        data = self.get_tickers(list(symbols))
+
+        return cast(Dict[str, FundingCurrencyTicker], data)
+
+    def get_t_ticker(self, symbol: str) -> TradingPairTicker:
+        return serializers.TradingPairTicker.parse(*self._get(f"ticker/{symbol}"))
+
+    def get_f_ticker(self, symbol: str) -> FundingCurrencyTicker:
+        return serializers.FundingCurrencyTicker.parse(*self._get(f"ticker/{symbol}"))
+
+    def get_tickers_history(self,
+                            symbols: List[str],
+                            *,
+                            start: Optional[str] = None,
+                            end: Optional[str] = None,
+                            limit: Optional[int] = None) -> List[TickersHistory]:
+        return [ serializers.TickersHistory.parse(*sub_data) for sub_data in self._get("tickers/hist", params={
+            "symbols": ",".join(symbols),
+            "start": start, "end": end,
+            "limit": limit
+        }) ]
+
+    def get_t_trades(self,
+                     pair: str,
+                     *,
+                     limit: Optional[int] = None,
+                     start: Optional[str] = None,
+                     end: Optional[str] = None,
+                     sort: Optional[Sort] = None) -> List[TradingPairTrade]:
+        params = { "limit": limit, "start": start, "end": end, "sort": sort }
+        data = self._get(f"trades/{pair}/hist", params=params)
+        return [ serializers.TradingPairTrade.parse(*sub_data) for sub_data in data ]
+
+    def get_f_trades(self,
+                     currency: str,
+                     *,
+                     limit: Optional[int] = None,
+                     start: Optional[str] = None,
+                     end: Optional[str] = None,
+                     sort: Optional[Sort] = None) -> List[FundingCurrencyTrade]:
+        params = { "limit": limit, "start": start, "end": end, "sort": sort }
+        data = self._get(f"trades/{currency}/hist", params=params)
+        return [ serializers.FundingCurrencyTrade.parse(*sub_data) for sub_data in data ]
+
+    def get_t_book(self,
+                   pair: str,
+                   precision: Literal["P0", "P1", "P2", "P3", "P4"],
+                   *,
+                   len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairBook]:
+        return [ serializers.TradingPairBook.parse(*sub_data) \
+            for sub_data in self._get(f"book/{pair}/{precision}", params={ "len": len }) ]
+
+    def get_f_book(self,
+                   currency: str,
+                   precision: Literal["P0", "P1", "P2", "P3", "P4"],
+                   *,
+                   len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyBook]:
+        return [ serializers.FundingCurrencyBook.parse(*sub_data) \
+            for sub_data in self._get(f"book/{currency}/{precision}", params={ "len": len }) ]
+
+    def get_t_raw_book(self,
+                       pair: str,
+                       *,
+                       len: Optional[Literal[1, 25, 100]] = None) -> List[TradingPairRawBook]:
+        return [ serializers.TradingPairRawBook.parse(*sub_data) \
+            for sub_data in self._get(f"book/{pair}/R0", params={ "len": len }) ]
+
+    def get_f_raw_book(self,
+                       currency: str,
+                       *,
+                       len: Optional[Literal[1, 25, 100]] = None) -> List[FundingCurrencyRawBook]:
+        return [ serializers.FundingCurrencyRawBook.parse(*sub_data) \
+            for sub_data in self._get(f"book/{currency}/R0", params={ "len": len }) ]
+
+    def get_stats_hist(self,
+                       resource: str,
+                       *,
+                       sort: Optional[Sort] = None,
+                       start: Optional[str] = None,
+                       end: Optional[str] = None,
+                       limit: Optional[int] = None) -> List[Statistic]:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"stats1/{resource}/hist", params=params)
+        return [ serializers.Statistic.parse(*sub_data) for sub_data in data ]
+
+    def get_stats_last(self,
+                       resource: str,
+                       *,
+                       sort: Optional[Sort] = None,
+                       start: Optional[str] = None,
+                       end: Optional[str] = None,
+                       limit: Optional[int] = None) -> Statistic:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"stats1/{resource}/last", params=params)
+        return serializers.Statistic.parse(*data)
+
+    def get_candles_hist(self,
+                         symbol: str,
+                         tf: str = "1m",
+                         *,
+                         sort: Optional[Sort] = None,
+                         start: Optional[str] = None,
+                         end: Optional[str] = None,
+                         limit: Optional[int] = None) -> List[Candle]:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"candles/trade:{tf}:{symbol}/hist", params=params)
+        return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
+
+    def get_candles_last(self,
+                         symbol: str,
+                         tf: str = "1m",
+                         *,
+                         sort: Optional[Sort] = None,
+                         start: Optional[str] = None,
+                         end: Optional[str] = None,
+                         limit: Optional[int] = None) -> Candle:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"candles/trade:{tf}:{symbol}/last", params=params)
+        return serializers.Candle.parse(*data)
+
+    def get_derivatives_status(self, keys: Union[List[str], Literal["ALL"]]) -> Dict[str, DerivativesStatus]:
+        if keys == "ALL":
+            params = { "keys": "ALL" }
+        else:  params = { "keys": ",".join(keys) }
+
+        data = self._get("status/deriv", params=params)
+
+        return {
+            key: serializers.DerivativesStatus.parse(*sub_data)
+                for sub_data in data
+                    if (key := sub_data.pop(0))
+        }
+
+    def get_derivatives_status_history(self,
+                                       key: str,
+                                       *,
+                                       sort: Optional[Sort] = None,
+                                       start: Optional[str] = None,
+                                       end: Optional[str] = None,
+                                       limit: Optional[int] = None) -> List[DerivativesStatus]:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"status/deriv/{key}/hist", params=params)
+        return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
+
+    def get_liquidations(self,
+                         *,
+                         sort: Optional[Sort] = None,
+                         start: Optional[str] = None,
+                         end: Optional[str] = None,
+                         limit: Optional[int] = None) -> List[Liquidation]:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get("liquidations/hist", params=params)
+        return [ serializers.Liquidation.parse(*sub_data[0]) for sub_data in data ]
+
+    def get_seed_candles(self,
+                         symbol: str,
+                         tf: str = "1m",
+                         *,
+                         sort: Optional[Sort] = None,
+                         start: Optional[str] = None,
+                         end: Optional[str] = None,
+                         limit: Optional[int] = None) -> List[Candle]:
+        params = {"sort": sort, "start": start, "end": end, "limit": limit}
+        data = self._get(f"candles/trade:{tf}:{symbol}/hist", params=params)
+        return [ serializers.Candle.parse(*sub_data) for sub_data in data ]
+
+    def get_leaderboards_hist(self,
+                              resource: str,
+                              *,
+                              sort: Optional[Sort] = None,
+                              start: Optional[str] = None,
+                              end: Optional[str] = None,
+                              limit: Optional[int] = None) -> List[Leaderboard]:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"rankings/{resource}/hist", params=params)
+        return [ serializers.Leaderboard.parse(*sub_data) for sub_data in data ]
+
+    def get_leaderboards_last(self,
+                              resource: str,
+                              *,
+                              sort: Optional[Sort] = None,
+                              start: Optional[str] = None,
+                              end: Optional[str] = None,
+                              limit: Optional[int] = None) -> Leaderboard:
+        params = { "sort": sort, "start": start, "end": end, "limit": limit }
+        data = self._get(f"rankings/{resource}/last", params=params)
+        return serializers.Leaderboard.parse(*data)
+
+    def get_funding_stats(self,
+                          symbol: str,
+                          *,
+                          start: Optional[str] = None,
+                          end: Optional[str] = None,
+                          limit: Optional[int] = None) -> List[FundingStatistic]:
+        params = { "start": start, "end": end, "limit": limit }
+        data = self._get(f"funding/stats/{symbol}/hist", params=params)
+        return [ serializers.FundingStatistic.parse(*sub_data) for sub_data in data ]
+
+    def get_pulse_profile_details(self, nickname: str) -> PulseProfile:
+        return serializers.PulseProfile.parse(*self._get(f"pulse/profile/{nickname}"))
+
+    def get_pulse_message_history(self,
+                                  *,
+                                  end: Optional[str] = None,
+                                  limit: Optional[int] = None) -> List[PulseMessage]:
+        messages = []
+
+        for subdata in self._get("pulse/hist", params={ "end": end, "limit": limit }):
+            subdata[18] = subdata[18][0]
+            message = serializers.PulseMessage.parse(*subdata)
+            messages.append(message)
+
+        return messages
+
+    def get_trading_market_average_price(self,
+                                         symbol: str,
+                                         amount: Union[Decimal, float, str],
+                                         *,
+                                         price_limit: Optional[Union[Decimal, float, str]] = None
+                                        ) -> TradingMarketAveragePrice:
+        return serializers.TradingMarketAveragePrice.parse(*self._post("calc/trade/avg", body={
+            "symbol": symbol, "amount": amount, "price_limit": price_limit
+        }))
+
+    def get_funding_market_average_price(self,
+                                         symbol: str,
+                                         amount: Union[Decimal, float, str],
+                                         period: int,
+                                         *,
+                                         rate_limit: Optional[Union[Decimal, float, str]] = None
+                                        ) -> FundingMarketAveragePrice:
+        return serializers.FundingMarketAveragePrice.parse(*self._post("calc/trade/avg", body={
+            "symbol": symbol, "amount": amount, "period": period, "rate_limit": rate_limit
+        }))
+
+    def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
+        return serializers.FxRate.parse(*self._post("calc/fx", body={ "ccy1": ccy1, "ccy2": ccy2 }))

bfxapi/rest/enums.py

@@ -0,0 +1,47 @@
+#pylint: disable-next=wildcard-import,unused-wildcard-import
+from ..enums import *
+
+class Config(str, Enum):
+    MAP_CURRENCY_SYM = "pub:map:currency:sym"
+    MAP_CURRENCY_LABEL = "pub:map:currency:label"
+    MAP_CURRENCY_UNIT = "pub:map:currency:unit"
+    MAP_CURRENCY_UNDL = "pub:map:currency:undl"
+    MAP_CURRENCY_POOL = "pub:map:currency:pool"
+    MAP_CURRENCY_EXPLORER = "pub:map:currency:explorer"
+    MAP_CURRENCY_TX_FEE = "pub:map:currency:tx:fee"
+    MAP_TX_METHOD = "pub:map:tx:method"
+
+    LIST_PAIR_EXCHANGE = "pub:list:pair:exchange"
+    LIST_PAIR_MARGIN = "pub:list:pair:margin"
+    LIST_PAIR_FUTURES = "pub:list:pair:futures"
+    LIST_PAIR_SECURITIES = "pub:list:pair:securities"
+    LIST_CURRENCY = "pub:list:currency"
+    LIST_COMPETITIONS = "pub:list:competitions"
+
+    INFO_PAIR = "pub:info:pair"
+    INFO_PAIR_FUTURES = "pub:info:pair:futures"
+    INFO_TX_STATUS = "pub:info:tx:status"
+
+    SPEC_MARGIN = "pub:spec:margin"
+    FEES = "pub:fees"
+
+class Precision(str, Enum):
+    P0 = "P0"
+    P1 = "P1"
+    P2 = "P2"
+    P3 = "P3"
+    P4 = "P4"
+
+class Sort(int, Enum):
+    ASCENDING = +1
+    DESCENDING = -1
+
+class MerchantSettingsKey(str, Enum):
+    PREFERRED_FIAT = "bfx_pay_preferred_fiat"
+    RECOMMEND_STORE = "bfx_pay_recommend_store"
+    NOTIFY_PAYMENT_COMPLETED = "bfx_pay_notify_payment_completed"
+    NOTIFY_PAYMENT_COMPLETED_EMAIL = "bfx_pay_notify_payment_completed_email"
+    NOTIFY_AUTOCONVERT_EXECUTED = "bfx_pay_notify_autoconvert_executed"
+    DUST_BALANCE_UI = "bfx_pay_dust_balance_ui"
+    MERCHANT_CUSTOMER_SUPPORT_URL = "bfx_pay_merchant_customer_support_url"
+    MERCHANT_UNDERPAID_THRESHOLD = "bfx_pay_merchant_underpaid_threshold"

bfxapi/rest/exceptions.py

@@ -0,0 +1,35 @@
+from ..exceptions import BfxBaseException
+
+__all__ = [
+    "BfxRestException",
+
+    "ResourceNotFound",
+    "RequestParametersError",
+    "ResourceNotFound",
+    "InvalidAuthenticationCredentials"
+]
+
+class BfxRestException(BfxBaseException):
+    """
+    Base class for all custom exceptions in bfxapi/rest/exceptions.py.
+    """
+
+class ResourceNotFound(BfxRestException):
+    """
+    This error indicates a failed HTTP request to a non-existent resource.
+    """
+
+class RequestParametersError(BfxRestException):
+    """
+    This error indicates that there are some invalid parameters sent along with an HTTP request.
+    """
+
+class InvalidAuthenticationCredentials(BfxRestException):
+    """
+    This error indicates that the user has provided incorrect credentials (API-KEY and API-SECRET) for authentication.
+    """
+
+class UnknownGenericError(BfxRestException):
+    """
+    This error indicates an undefined problem processing an HTTP request sent to the APIs.
+    """

bfxapi/rest/middleware/__init__.py

@@ -0,0 +1 @@
+from .middleware import Middleware

bfxapi/rest/middleware/middleware.py

@@ -0,0 +1,99 @@
+from typing import TYPE_CHECKING, Optional, Any
+
+from http import HTTPStatus
+
+import time, hmac, hashlib, json, requests
+
+from ..enums import Error
+from ..exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
+from ...utils.json_encoder import JSONEncoder
+
+if TYPE_CHECKING:
+    from requests.sessions import _Params
+
+class Middleware:
+    TIMEOUT = 30
+
+    def __init__(self, host: str, api_key: Optional[str] = None, api_secret: Optional[str] = None):
+        self.host, self.api_key, self.api_secret = host, api_key, api_secret
+
+    def __build_authentication_headers(self, endpoint: str, data: Optional[str] = None):
+        assert isinstance(self.api_key, str) and isinstance(self.api_secret, str), \
+            "API_KEY and API_SECRET must be both str to call __build_authentication_headers"
+
+        nonce = str(round(time.time() * 1_000_000))
+
+        if data is None:
+            path = f"/api/v2/{endpoint}{nonce}"
+        else: path = f"/api/v2/{endpoint}{nonce}{data}"
+
+        signature = hmac.new(
+            self.api_secret.encode("utf8"),
+            path.encode("utf8"),
+            hashlib.sha384
+        ).hexdigest()
+
+        return {
+            "bfx-nonce": nonce,
+            "bfx-signature": signature,
+            "bfx-apikey": self.api_key
+        }
+
+    def _get(self, endpoint: str, params: Optional["_Params"] = None) -> Any:
+        response = requests.get(
+            url=f"{self.host}/{endpoint}",
+            params=params,
+            timeout=Middleware.TIMEOUT
+        )
+
+        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] == Error.ERR_PARAMS:
+                raise RequestParametersError("The request was rejected with the " \
+                    f"following parameter error: <{data[2]}>")
+
+            if data[1] is None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
+                raise UnknownGenericError("The server replied to the request with " \
+                    f"a generic error with message: <{data[2]}>.")
+
+        return data
+
+    def _post(self, endpoint: str, params: Optional["_Params"] = None,
+            body: Optional[Any] = None, _ignore_authentication_headers: bool = False) -> Any:
+        data = body and json.dumps(body, cls=JSONEncoder) or None
+
+        headers = { "Content-Type": "application/json" }
+
+        if self.api_key and self.api_secret and not _ignore_authentication_headers:
+            headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
+
+        response = requests.post(
+            url=f"{self.host}/{endpoint}",
+            params=params,
+            data=data,
+            headers=headers,
+            timeout=Middleware.TIMEOUT
+        )
+
+        if response.status_code == HTTPStatus.NOT_FOUND:
+            raise ResourceNotFound(f"No resources found at endpoint <{endpoint}>.")
+
+        data = response.json()
+
+        if isinstance(data, list) and len(data) and data[0] == "error":
+            if data[1] == Error.ERR_PARAMS:
+                raise RequestParametersError("The request was rejected with the " \
+                    f"following parameter error: <{data[2]}>")
+
+            if data[1] == Error.ERR_AUTH_FAIL:
+                raise InvalidAuthenticationCredentials("Cannot authenticate with given API-KEY and API-SECRET.")
+
+            if data[1] is None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
+                raise UnknownGenericError("The server replied to the request with " \
+                    f"a generic error with message: <{data[2]}>.")
+
+        return data

bfxapi/tests/__init__.py

@@ -0,0 +1,15 @@
+import unittest
+
+from .test_types_labeler import TestTypesLabeler
+from .test_types_notification import TestTypesNotification
+from .test_types_serializers import TestTypesSerializers
+
+def suite():
+    return unittest.TestSuite([
+        unittest.makeSuite(TestTypesLabeler),
+        unittest.makeSuite(TestTypesNotification),
+        unittest.makeSuite(TestTypesSerializers),
+    ])
+
+if __name__ == "__main__":
+    unittest.TextTestRunner().run(suite())

bfxapi/tests/helpers.py

@@ -1,114 +0,0 @@
-import time
-import json
-import asyncio
-from pyee import EventEmitter
-
-from .. import Client, BfxWebsocket, Socket
-
-def get_now():
-	return int(round(time.time() * 1000))
-
-def ev_worker_override():
-		return EventEmitter()
-
-class StubbedWebsocket(BfxWebsocket):
-
-	def __init__(self, *args, **kwargs):
-		self.sent_items = []
-		self.published_items = []
-		super().__init__(create_event_emitter=ev_worker_override, *args, **kwargs)
-
-	async def _main(self, host):
-		print ("Faking wesocket connection to {}".format(host))
-
-	def _start_new_socket(self):
-		socket = Socket(len(self.sockets))
-		socket.set_connected()
-		socket.ws = self
-		self.sockets[socket.id] = socket
-		return socket.id
-
-	def _wait_for_socket(self, socketId):
-		return
-
-	async def publish(self, data, is_json=True):
-		self.published_items += [{
-		'time': get_now(),
-		'data': data
-		}]
-		# convert to string and push through the websocket
-		data = json.dumps(data) if is_json else data
-		return await self.on_message(0, data)
-  
-	async def publish_auth_confirmation(self):
-		return self.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
-
-	async def send(self, data_string):
-		self.sent_items += [{
-		'time': get_now(),
-		'data': data_string
-		}]
-
-	def get_published_items(self):
-		return self.published_items
-
-	def get_sent_items(self):
-		return self.sent_items
-
-	def get_last_sent_item(self):
-		return self.sent_items[-1:][0]
-
-	def get_sent_items_count(self):
-		return len(self.sent_items)
-
-class EventWatcher():
-
-	def __init__(self, ws, event):
-		self.value = None
-		self.event = event
-		ws.once(event, self._finish)
-
-	def _finish(self, value):
-		self.value = value or {}
-
-	@classmethod
-	def watch(cls, ws, event):
-		return EventWatcher(ws, event)
-
-	def wait_until_complete(self, max_wait_time=5):
-		counter = 0
-		while self.value == None:
-			if counter > 5:
-				raise Exception('Wait time limit exceeded for event {}'.format(self.event))
-			time.sleep(1)
-			counter += 1
-		return self.value
-
-class StubClient():
-	ws = None
-	res = None
-
-def create_stubbed_client(*args, **kwargs):
-	client = StubClient()
-	# no support for rest stubbing yet
-	client.rest = None
-	wsStub = StubbedWebsocket(*args, **kwargs)
-	# stub client.ws so tests can use publish
-	client.ws = wsStub
-	client.ws.API_KEY = "test key"
-	client.ws.API_SECRET = "secret key"
-	# stub socket so we can track socket send requests
-	socket = Socket(0)
-	socket.set_connected()
-	socket.ws = wsStub
-	client.ws.sockets = { 0: socket }
-	return client
-
-async def ws_publish_auth_accepted(ws):
-	  return await ws.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
-
-async def ws_publish_connection_init(ws):
-	  return await ws.publish({"event":"info","version":2,"serverId":"748c00f2-250b-46bb-8519-ce1d7d68e4f0","platform":{"status":1}})
-
-async def ws_publish_conf_accepted(ws, flags_code):
-	  return await ws.publish({"event":"conf","status":"OK","flags":flags_code})

bfxapi/tests/test_decimal.py

@@ -1,24 +0,0 @@
-import sys
-sys.path.append('../components')
-
-from bfxapi import Decimal
-
-def test_precision():
-	assert str(Decimal(0.00000123456789)) == "0.00000123456789"
-	assert str(Decimal("0.00000123456789")) == "0.00000123456789"
-
-def test_float_operations():
-	assert str(Decimal(0.0002) * 0.02) == "0.000004"
-	assert str(0.02 * Decimal(0.0002)) == "0.000004"
-	
-	assert str(Decimal(0.0002) / 0.02) == "0.01"
-	assert str(0.02 / Decimal(0.0002)) == "0.01"
-
-	assert str(0.02 + Decimal(0.0002)) == "0.0202"
-	assert str(Decimal(0.0002) + 0.02) == "0.0202"
-
-	assert str(0.02 - Decimal(0.0002)) == "-0.0198"
-	assert str(Decimal(0.0002) - 0.02) == "-0.0198"
-
-	assert str(0.01 // Decimal(0.0004)) == "0"
-	assert str(Decimal(0.0004) // 0.01) == "0"

bfxapi/tests/test_rest_get_public_trades.py

@@ -1,36 +0,0 @@
-import asyncio
-import concurrent.futures
-from bfxapi import Client
-
-bfx = Client(logLevel='DEBUG')
-
-async def run():
-    start = 1617519600000
-    candles = await bfx.rest.get_public_candles(start=start, symbol='tBTCUSD', end=None, tf='1h', sort=1, limit=1)
-    candle = candles[0]
-    price = candle[1]
-    assert price == 57394.61698309
-
-    orders_ids = []
-    trades = await bfx.rest.get_public_trades(start=1617519600000, limit=5, symbol='tBTCUSD', end=None, sort=1)
-    print(trades)
-    for trade in trades:
-        orders_ids.append(trade[0])
-    assert orders_ids == [657815316, 657815314, 657815312, 657815308, 657815304]
-
-    # check that strictly decreasing order id condition is always respected
-    # check that not increasing timestamp condition is always respected
-    orders_ids = []
-    timestamps = []
-    trades = await bfx.rest.get_public_trades(start=1617519600000, limit=5000, symbol='tLEOUSD', end=None, sort=1)
-    print(trades)
-    for trade in trades:
-        orders_ids.append(trade[0])
-        timestamps.append(trade[1])
-
-    assert not all(x > y for x, y in zip(orders_ids, orders_ids[1:])) is False
-    assert not all(x >= y for x, y in zip(orders_ids, orders_ids[1:])) is False
-
-def test_get_public_trades():
-    t = asyncio.ensure_future(run())
-    asyncio.get_event_loop().run_until_complete(t)

bfxapi/tests/test_types_labeler.py

@@ -0,0 +1,56 @@
+import unittest
+
+from typing import Optional
+
+from dataclasses import dataclass
+
+from ..types.labeler import _Type, generate_labeler_serializer, generate_recursive_serializer
+
+class TestTypesLabeler(unittest.TestCase):
+    def test_generate_labeler_serializer(self):
+        @dataclass
+        class Test(_Type):
+            A: Optional[int]
+            B: float
+            C: str
+
+        labels = [ "A", "_PLACEHOLDER", "B", "_PLACEHOLDER", "C" ]
+
+        serializer = generate_labeler_serializer("Test", Test, labels)
+
+        self.assertEqual(serializer.parse(5, None, 65.0, None, "X"), Test(5, 65.0, "X"),
+            msg="_Serializer should produce the right result.")
+
+        self.assertListEqual(serializer.get_labels(), [ "A", "B", "C" ],
+            msg="_Serializer::get_labels() should return the right list of labels.")
+
+        with self.assertRaises(AssertionError,
+                msg="_Serializer should raise an AssertionError if given " \
+                        "fewer arguments than the serializer labels."):
+            serializer.parse(5, 65.0, "X")
+
+    def test_generate_recursive_serializer(self):
+        @dataclass
+        class Outer(_Type):
+            A: int
+            B: float
+            C: "Middle"
+
+        @dataclass
+        class Middle(_Type):
+            D: str
+            E: "Inner"
+
+        @dataclass
+        class Inner(_Type):
+            F: bool
+
+        inner = generate_labeler_serializer("Inner", Inner, ["F"])
+        middle = generate_recursive_serializer("Middle", Middle, ["D", "E"], serializers={ "E": inner })
+        outer = generate_recursive_serializer("Outer", Outer, ["A", "B", "C"], serializers={ "C": middle })
+
+        self.assertEqual(outer.parse(10, 45.5, [ "Y", [ True ] ]), Outer(10, 45.5, Middle("Y", Inner(True))),
+            msg="_RecursiveSerializer should produce the right result.")
+
+if __name__ == "__main__":
+    unittest.main()

bfxapi/tests/test_types_notification.py

@@ -0,0 +1,29 @@
+import unittest
+
+from dataclasses import dataclass
+from ..types.labeler import generate_labeler_serializer
+from ..types.notification import _Type, _Notification, Notification
+
+class TestTypesNotification(unittest.TestCase):
+    def test_types_notification(self):
+        @dataclass
+        class Test(_Type):
+            A: int
+            B: float
+            C: str
+
+        test = generate_labeler_serializer("Test", Test,
+            [ "A", "_PLACEHOLDER", "B", "_PLACEHOLDER", "C" ])
+
+        notification = _Notification[Test](test)
+
+        actual = notification.parse(*[ 1675787861506, "test", None, None, [ 5, None, 65.0, None, "X" ], \
+                0, "SUCCESS", "This is just a test notification." ])
+
+        expected = Notification[Test](1675787861506, "test", None, Test(5, 65.0, "X"),
+                0, "SUCCESS", "This is just a test notification.")
+
+        self.assertEqual(actual, expected, msg="_Notification should produce the right notification.")
+
+if __name__ == "__main__":
+    unittest.main()

bfxapi/tests/test_types_serializers.py

@@ -0,0 +1,17 @@
+import unittest
+from ..types import serializers
+from ..types.labeler import _Type
+
+class TestTypesSerializers(unittest.TestCase):
+    def test_types_serializers(self):
+        for serializer in map(serializers.__dict__.get, serializers.__serializers__):
+            self.assertTrue(issubclass(serializer.klass, _Type),
+                f"_Serializer <{serializer.name}>: .klass field must be a subclass " \
+                    f"of _Type (got {serializer.klass}).")
+
+            self.assertListEqual(serializer.get_labels(), list(serializer.klass.__annotations__),
+                f"_Serializer <{serializer.name}> and _Type <{serializer.klass.__name__}> " \
+                    "must have matching labels and fields.")
+
+if __name__ == "__main__":
+    unittest.main()

bfxapi/tests/test_ws_capacity.py

@@ -1,42 +0,0 @@
-import pytest
-import json
-import time
-import asyncio
-from .helpers import (create_stubbed_client, ws_publish_connection_init, ws_publish_auth_accepted)
-
-@pytest.mark.asyncio
-async def test_ws_creates_new_socket():
-  client = create_stubbed_client()
-  client.ws.ws_capacity = 5
-  # publish connection created message
-  await ws_publish_connection_init(client.ws)
-  # create a bunch of websocket subscriptions
-  for symbol in ['tXRPBTC', 'tLTCUSD']:
-    await client.ws.subscribe('candles', symbol, timeframe='1m')
-    assert len(client.ws.sockets) == 1
-  assert client.ws.get_total_available_capcity() == 3
-  # subscribe to a few more to force the lib to create a new ws conenction
-  for symbol in ['tETHBTC', 'tBTCUSD', 'tETHUSD', 'tLTCBTC']:
-    await client.ws.subscribe('candles', symbol, timeframe='1m')
-  assert len(client.ws.sockets) == 2
-  assert client.ws.get_total_available_capcity() == 4
-
-@pytest.mark.asyncio
-async def test_ws_uses_authenticated_socket():
-  client = create_stubbed_client()
-  client.ws.ws_capacity = 2
-  # publish connection created message
-  await ws_publish_connection_init(client.ws)
-  # create a bunch of websocket subscriptions
-  for symbol in ['tXRPBTC', 'tLTCUSD', 'tETHBTC', 'tBTCUSD', 'tETHUSD', 'tLTCBTC']:
-    await client.ws.subscribe('candles', symbol, timeframe='1m')
-  # publish connection created message on socket (0 by default)
-  await ws_publish_connection_init(client.ws)
-  # send auth accepted (on socket by default)
-  await ws_publish_auth_accepted(client.ws)
-  # socket 0 should be the authenticated socket
-  assert client.ws.get_authenticated_socket().id == 0
-  # there should be no other authenticated sockets
-  for socket in client.ws.sockets.values():
-    if socket.id != 0:
-      assert socket.isAuthenticated == False

bfxapi/tests/test_ws_orderbook.py

@@ -1,65 +0,0 @@
-import pytest
-from .helpers import create_stubbed_client, ws_publish_connection_init, ws_publish_conf_accepted
-
-@pytest.mark.asyncio
-async def test_checksum_generation():
-    client = create_stubbed_client()
-    symbol = "tXRPBTC"
-    # publish connection created message
-    await ws_publish_connection_init(client.ws)
-    # publish checksum flag accepted
-    await ws_publish_conf_accepted(client.ws, 131072)
-    # subscribe to order book
-    await client.ws.subscribe('book', symbol)
-    ## send subscription accepted
-    chanId = 123
-    await client.ws.publish({"event":"subscribed","channel":"book","chanId": chanId,"symbol": symbol,"prec":"P0","freq":"F0","len":"25","pair": symbol})
-    ## send orderbook snapshot
-    await client.ws.publish("""[123, [[0.0000886,1,1060.55466114],[0.00008859,1,1000],[0.00008858,1,2713.47159343],[0.00008857,1,4276.92870916],[0.00008856,2,6764.75562319],
-    [0.00008854,1,5641.48532401],[0.00008853,1,2255.92632223],[0.0000885,1,2256.69584601],[0.00008848,2,3630.3],[0.00008845,1,28195.70625766],
-    [0.00008844,1,15571.7],[0.00008843,1,2500],[0.00008841,1,64196.16117814],[0.00008838,1,7500],[0.00008837,2,2764.12999012],[0.00008834,2,10886.476298],
-    [0.00008831,1,20000],[0.0000883,1,1000],[0.00008829,2,2517.22175358],[0.00008828,1,450.45],[0.00008827,1,13000],[0.00008824,1,1500],[0.0000882,1,300],
-    [0.00008817,1,3000],[0.00008816,1,100],[0.00008864,1,-481.8549041],[0.0000887,2,-2141.77009092],[0.00008871,1,-2256.45433182],[0.00008872,1,-2707.58122743],
-    [0.00008874,1,-5640.31794092],[0.00008876,1,-29004.93294912],[0.00008878,1,-2500],[0.0000888,1,-20000],[0.00008881,2,-2880.15595827],[0.00008882,1,-27705.42933984],
-    [0.00008883,1,-4509.83708214],[0.00008884,1,-1500],[0.00008885,1,-2500],[0.00008888,1,-902.91405442],[0.00008889,1,-900],[0.00008891,1,-7500],
-    [0.00008894,1,-775.08564697],[0.00008896,1,-150],[0.00008899,3,-11628.02590049],[0.000089,2,-1299.7],[0.00008902,2,-4841.8],[0.00008904,3,-25320.46250083],
-    [0.00008909,1,-14000],[0.00008913,1,-123947.999],[0.00008915,2,-28019.6]]]""", is_json=False)
-    ## send some more price updates
-    await client.ws.publish("[{},[0.00008915,0,-1]]".format(chanId), is_json=False)
-    await client.ws.publish("[{},[0.00008837,1,56.54876269]]".format(chanId), is_json=False)
-    await client.ws.publish("[{},[0.00008873,1,-15699.9]]".format(chanId), is_json=False)
-    ## check checksum is the same as expected
-    expected_checksum = 30026640
-    actual_checksum = client.ws.orderBooks[symbol].checksum()
-    assert expected_checksum == actual_checksum
-
-@pytest.mark.asyncio
-async def test_checksum_really_samll_numbers_generation():
-    client = create_stubbed_client()
-    symbol = "tVETBTC"
-    # publish connection created message
-    await ws_publish_connection_init(client.ws)
-    # publish checksum flag accepted
-    await ws_publish_conf_accepted(client.ws, 131072)
-    # subscribe to order book
-    await client.ws.subscribe('book', symbol)
-    ## send subscription accepted
-    chanId = 123
-    await client.ws.publish({"event":"subscribed","channel":"book","chanId": chanId,"symbol": symbol,"prec":"P0","freq":"F0","len":"25","pair": symbol})
-    ## send orderbook snapshot
-    await client.ws.publish("""[123, [[0.00000121,5,249013.0209708],[0.0000012,6,518315.33310128],[0.00000119,4,566200.89],[0.00000118,2,260000],[0.00000117,1,100000],
-    [0.00000116,2,160000],[0.00000114,1,60000],[0.00000113,2,198500],[0.00000112,1,60000],[0.0000011,1,60000],[0.00000106,2,113868.87735849],[0.00000105,2,105000],
-    [0.00000103,1,3000],[0.00000102,2,105000],[0.00000101,2,202970],[0.000001,2,21000],[7e-7,1,10000],[6.6e-7,1,10000],[6e-7,1,100000],[4.9e-7,1,10000],[2.5e-7,1,2000],
-    [6e-8,1,100000],[5e-8,1,200000],[1e-8,4,640000],[0.00000122,7,-312043.19],[0.00000123,6,-415094.8939744],[0.00000124,5,-348181.23],[0.00000125,1,-12000],
-    [0.00000126,2,-143872.31],[0.00000127,1,-5000],[0.0000013,1,-5000],[0.00000134,1,-8249.18938656],[0.00000135,2,-230043.1337899],[0.00000136,1,-13161.25184766],
-    [0.00000145,1,-2914],[0.0000015,3,-54448.5],[0.00000152,2,-5538.54849594],[0.00000153,1,-62691.75475079],[0.00000159,1,-2914],[0.0000016,1,-52631.10296831],
-    [0.00000164,1,-4000],[0.00000166,1,-3831.46784605],[0.00000171,1,-14575.17730379],[0.00000174,1,-3124.81815395],[0.0000018,1,-18000],[0.00000182,1,-16000],
-    [0.00000186,1,-4000],[0.00000189,1,-10000.686624],[0.00000191,1,-14500]]]""", is_json=False)
-    ## send some more price updates
-    await client.ws.publish("[{},[0.00000121,4,228442.6609708]]".format(chanId), is_json=False)
-    await client.ws.publish("[{},[0.00000121,6,304023.8109708]]".format(chanId), is_json=False)
-    # await client.ws.publish("[{},[0.00008873,1,-15699.9]]".format(chanId), is_json=False)
-    ## check checksum is the same as expected
-    expected_checksum = 1770440002
-    actual_checksum = client.ws.orderBooks[symbol].checksum()
-    assert expected_checksum == actual_checksum

bfxapi/tests/test_ws_orders.py

@@ -1,209 +0,0 @@
-import pytest
-import json
-import asyncio
-from .helpers import (create_stubbed_client, ws_publish_auth_accepted, ws_publish_connection_init,
-					  EventWatcher)
-
-@pytest.mark.asyncio
-async def test_submit_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	## send new order
-	await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET')
-	last_sent = client.ws.get_last_sent_item()
-	sent_order_array = json.loads(last_sent['data'])
-	assert sent_order_array[1] == "on"
-	sent_order_json = sent_order_array[3]
-	assert sent_order_json['type'] == "EXCHANGE MARKET"
-	assert sent_order_json['symbol'] == "tBTCUSD"
-	assert sent_order_json['amount'] == "0.01"
-	assert sent_order_json['price'] == "19000"
-
-@pytest.mark.asyncio
-async def test_submit_update_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	## send new order
-	await client.ws.update_order(123, price=100, amount=0.01, hidden=True)
-	last_sent = client.ws.get_last_sent_item()
-	sent_order_array = json.loads(last_sent['data'])
-	assert sent_order_array[1] == "ou"
-	sent_order_json = sent_order_array[3]
-	# {"id": 123, "price": "100", "amount": "0.01", "flags": 64}
-	assert sent_order_json['id'] == 123
-	assert sent_order_json['price'] == "100"
-	assert sent_order_json['amount'] == "0.01"
-	assert sent_order_json['flags'] == 64
-
-@pytest.mark.asyncio
-async def test_submit_cancel_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	## send new order
-	await client.ws.cancel_order(123)
-	last_sent = client.ws.get_last_sent_item()
-	sent_order_array = json.loads(last_sent['data'])
-	assert sent_order_array[1] == "oc"
-	sent_order_json = sent_order_array[3]
-	assert sent_order_json['id'] == 123
-
-@pytest.mark.asyncio
-async def test_events_on_new_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-
-	## look for new order confirmation
-	o_new = EventWatcher.watch(client.ws, 'order_new')
-	await client.ws.publish([0,"on",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262833410,-1,-1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,15980,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	new_res = o_new.wait_until_complete()
-	assert new_res.amount_orig == -1
-	assert new_res.amount_filled == 0
-	assert new_res.price == 15980
-	assert new_res.type == 'EXCHANGE LIMIT'
-
-	## look for order update confirmation
-	o_update = EventWatcher.watch(client.ws, 'order_update')
-	await client.ws.publish([0,"ou",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262846964,-0.5,-1,"EXCHANGE LIMIT",None,None,None,0,"PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	update_res = o_update.wait_until_complete()
-	assert update_res.amount_orig == -1
-	assert float(update_res.amount_filled) == -0.5
-	assert update_res.price == 15980
-	assert update_res.type == 'EXCHANGE LIMIT'
-
-	## look for closed notification
-	o_closed = EventWatcher.watch(client.ws, 'order_closed')
-	await client.ws.publish([0,"oc",[1151718504,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	closed_res = o_closed.wait_until_complete()
-	assert new_res.amount_orig == -1
-	assert new_res.amount_filled == 0
-	assert new_res.price == 15980
-	assert new_res.type == 'EXCHANGE LIMIT'
-
-@pytest.mark.asyncio
-async def test_events_on_cancel_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-
-	## Create new order
-	await client.ws.publish([0,"on",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123460,1,1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-
-	## look for order closed confirmation
-	o_close = EventWatcher.watch(client.ws, 'order_closed')
-	await client.ws.publish([0,"oc",[1151718565,None,1548325124885,"tBTCUSD",1548325123435,1548325123548,1,1,"EXCHANGE LIMIT",None,None,None,0,"CANCELED",None,None,10,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	close_res = o_close.wait_until_complete()
-	assert close_res.amount_orig == 1
-	assert float(close_res.amount_filled) == 0
-	assert close_res.price == 10
-	assert close_res.type == 'EXCHANGE LIMIT'
-
-@pytest.mark.asyncio
-async def test_closed_callback_on_submit_order_closed():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onClose=c)
-	await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()
-
-
-@pytest.mark.asyncio
-async def test_confirmed_callback_on_submit_order_closed():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c)
-	await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()
-
-@pytest.mark.asyncio
-async def test_confirmed_callback_on_submit_new_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.submit_order('tBTCUSD', 19000, 0.01, 'EXCHANGE MARKET', onConfirm=c)
-	await client.ws.publish([0,"on",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262833410,-1,-1,"EXCHANGE LIMIT",None,None,None,0,"ACTIVE",None,None,15980,0,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()
-
-@pytest.mark.asyncio
-async def test_confirmed_callback_on_submit_order_update():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.update_order(123, price=100, onConfirm=c)
-	await client.ws.publish([0,"ou",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262846964,-0.5,-1,"EXCHANGE LIMIT",None,None,None,0,"PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()
-
-@pytest.mark.asyncio
-async def test_confirmed_callback_on_submit_cancel_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.cancel_order(123, onConfirm=c)
-	await client.ws.publish([0,"oc",[123,None,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()
-
-@pytest.mark.asyncio
-async def test_confirmed_callback_on_submit_cancel_group_order():
-	client = create_stubbed_client()
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	## send auth accepted
-	await ws_publish_auth_accepted(client.ws)
-	async def c(order):
-		client.ws._emit('c1', order)
-	callback_wait = EventWatcher.watch(client.ws, 'c1')
-	# override cid generation
-	client.ws.orderManager._gen_unique_cid = lambda: 123
-	await client.ws.cancel_order_group(123, onConfirm=c)
-	await client.ws.publish([0,"oc",[1548262833910,123,1548262833910,"tBTCUSD",1548262833379,1548262888016,0,-1,"EXCHANGE LIMIT",None,None,None,0,"EXECUTED @ 15980.0(-0.5): was PARTIALLY FILLED @ 15980.0(-0.5)",None,None,15980,15980,0,0,None,None,None,0,0,None,None,None,"API>BFX",None,None,None]])
-	callback_wait.wait_until_complete()

bfxapi/tests/test_ws_subscriptions.py

@@ -1,140 +0,0 @@
-import pytest
-import json
-from .helpers import (create_stubbed_client, ws_publish_connection_init, EventWatcher)
-
-@pytest.mark.asyncio
-async def test_submit_subscribe():
-	client = create_stubbed_client()
-	symb = 'tXRPBTC'
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-
-	# Create new subscription to orderbook
-	await client.ws.subscribe('book', symb)
-	last_sent = client.ws.get_last_sent_item()
-	sent_sub = json.loads(last_sent['data'])
-	# {'time': 1548327054030, 'data': '{"event": "subscribe", "channel": "book", "symbol": "tXRPBTC"}'}
-	assert sent_sub['event'] == "subscribe"
-	assert sent_sub['channel'] == "book"
-	assert sent_sub['symbol'] == symb
-
-	# create new subscription to trades
-	await client.ws.subscribe('trades', symb)
-	last_sent = client.ws.get_last_sent_item()
-	sent_sub = json.loads(last_sent['data'])
-	# {'event': 'subscribe', 'channel': 'trades', 'symbol': 'tBTCUSD'}
-	assert sent_sub['event'] == 'subscribe'
-	assert sent_sub['channel'] == 'trades'
-	assert sent_sub['symbol'] == symb
-
-	# create new subscription to candles
-	await client.ws.subscribe('candles', symb, timeframe='1m')
-	last_sent = client.ws.get_last_sent_item()
-	sent_sub = json.loads(last_sent['data'])
-	#{'event': 'subscribe', 'channel': 'candles', 'symbol': 'tBTCUSD', 'key': 'trade:1m:tBTCUSD'}
-	assert sent_sub['event'] == 'subscribe'
-	assert sent_sub['channel'] == 'candles'
-	assert sent_sub['key'] == 'trade:1m:{}'.format(symb)
-
-@pytest.mark.asyncio
-async def test_event_subscribe():
-	client = create_stubbed_client()
-	symb = 'tXRPBTC'
-	pair = 'XRPBTC'
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	# create a new subscription
-	await client.ws.subscribe('trades', symb)
-	# announce subscription was successful
-	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
-	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
-	s_res = sub_watch.wait_until_complete()
-	assert s_res.channel_name == 'trades'
-	assert s_res.symbol == symb
-	assert s_res.is_subscribed_bool == True
-	assert s_res.chan_id == 2
-
-@pytest.mark.asyncio
-async def test_submit_unsubscribe():
-	client = create_stubbed_client()
-	symb = 'tXRPBTC'
-	pair = 'XRPBTC'
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	# create new subscription to trades
-	await client.ws.subscribe('trades', symb)
-	 # announce subscription was successful
-	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
-	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
-	s_res = sub_watch.wait_until_complete()
-	# unsubscribe from channel
-	await s_res.unsubscribe()
-	last_sent = client.ws.get_last_sent_item()
-	sent_unsub = json.loads(last_sent['data'])
-	# {'event': 'unsubscribe', 'chanId': 2}
-	assert sent_unsub['event'] == 'unsubscribe'
-	assert sent_unsub['chanId'] == 2
-
-@pytest.mark.asyncio
-async def test_event_unsubscribe():
-	client = create_stubbed_client()
-	symb = 'tXRPBTC'
-	pair = 'XRPBTC'
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	# create new subscription to trades
-	await client.ws.subscribe('trades', symb)
-	 # announce subscription was successful
-	sub_watch = EventWatcher.watch(client.ws, 'subscribed')
-	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
-	s_res = sub_watch.wait_until_complete()
-	# unsubscribe from channel
-	await s_res.unsubscribe()
-	last_sent = client.ws.get_last_sent_item()
-	sent_unsub = json.loads(last_sent['data'])
-	
-	# publish confirmation of unsubscribe
-	unsub_watch = EventWatcher.watch(client.ws, 'unsubscribed')
-	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":2})
-	unsub_res = unsub_watch.wait_until_complete()
-	assert s_res.channel_name == 'trades'
-	assert s_res.symbol == symb
-	assert s_res.is_subscribed_bool == False
-	assert s_res.chan_id == 2
-
-@pytest.mark.asyncio
-async def test_submit_resubscribe():
-	client = create_stubbed_client()
-	symb = 'tXRPBTC'
-	pair = 'XRPBTC'
-	# publish connection created message
-	await ws_publish_connection_init(client.ws)
-	# request two new subscriptions
-	await client.ws.subscribe('book', symb)
-	await client.ws.subscribe('trades', symb)
-	# confirm subscriptions
-	await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
-	await client.ws.publish({"event":"subscribed","channel":"book","chanId":3,"symbol":symb,"prec":"P0","freq":"F0","len":"25","pair":pair})
-	# call resubscribe all
-	await client.ws.resubscribe_all()
-	## assert that 2 unsubscribe requests were sent
-	last_sent = client.ws.get_sent_items()[-2:]
-	for i in last_sent:
-		data = json.loads(i['data'])
-		assert data['event'] == 'unsubscribe'
-		assert (data['chanId'] == 2 or data['chanId'] == 3)
-	## confirm unsubscriptions
-	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":2})
-	await client.ws.publish({"event":"unsubscribed","status":"OK","chanId":3})
-
-	## confirm subscriptions
-	# await client.ws.publish({"event":"subscribed","channel":"trades","chanId":2,"symbol":symb,"pair":pair})
-	# await client.ws.publish({"event":"subscribed","channel":"book","chanId":3,"symbol":symb,"prec":"P0","freq":"F0","len":"25","pair":pair})
-	# wait for emit of event
-	n_last_sent = client.ws.get_sent_items()[-2:]
-	for i in n_last_sent:
-		data = json.loads(i['data'])
-		# print (data)
-		assert data['event'] == 'subscribe'
-		assert (data['channel'] == 'book' or data['channel'] == 'trades')
-		assert data['symbol'] == symb

bfxapi/types/__init__.py

@@ -0,0 +1,26 @@
+from .dataclasses import JSON, \
+    PlatformStatus, TradingPairTicker, FundingCurrencyTicker, \
+    TickersHistory, TradingPairTrade, FundingCurrencyTrade, \
+    TradingPairBook, FundingCurrencyBook, TradingPairRawBook, \
+    FundingCurrencyRawBook, Statistic, Candle, \
+    DerivativesStatus, Liquidation, Leaderboard, \
+    FundingStatistic, PulseProfile, PulseMessage, \
+    TradingMarketAveragePrice, FundingMarketAveragePrice, FxRate
+
+from .dataclasses import \
+    UserInfo, LoginHistory, BalanceAvailable, \
+    Order, Position, Trade, \
+    FundingTrade, OrderTrade, Ledger, \
+    FundingOffer, FundingCredit, FundingLoan, \
+    FundingAutoRenew, FundingInfo, Wallet, \
+    Transfer, Withdrawal, DepositAddress, \
+    LightningNetworkInvoice, Movement, SymbolMarginInfo, \
+    BaseMarginInfo, PositionClaim, PositionIncreaseInfo, \
+    PositionIncrease, PositionHistory, PositionSnapshot, \
+    PositionAudit, DerivativePositionCollateral, DerivativePositionCollateralLimits
+
+from .dataclasses import \
+    InvoiceSubmission, InvoicePage, InvoiceStats, \
+    CurrencyConversion, MerchantDeposit, MerchantUnlinkedDeposit
+
+from .notification import Notification

bfxapi/types/dataclasses.py

@@ -0,0 +1,694 @@
+from typing import Union, Type, \
+    List, Dict, Literal, Optional, Any
+
+from dataclasses import dataclass
+
+from .labeler import _Type, partial, compose
+
+JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
+
+#region Dataclass definitions for types of public use
+
+@dataclass
+class PlatformStatus(_Type):
+    status: int
+
+@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 TickersHistory(_Type):
+    symbol: str
+    bid: float
+    ask: float
+    mts: int
+
+@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 Statistic(_Type):
+    mts: int
+    value: float
+
+@dataclass
+class Candle(_Type):
+    mts: int
+    open: int
+    close: int
+    high: int
+    low: int
+    volume: float
+
+@dataclass
+class DerivativesStatus(_Type):
+    mts: int
+    deriv_price: float
+    spot_price: float
+    insurance_fund_balance: float
+    next_funding_evt_mts: int
+    next_funding_accrued: float
+    next_funding_step: int
+    current_funding: float
+    mark_price: float
+    open_interest: float
+    clamp_min: float
+    clamp_max: float
+
+@dataclass
+class Liquidation(_Type):
+    pos_id: int
+    mts: int
+    symbol: str
+    amount: float
+    base_price: float
+    is_match: int
+    is_market_sold: int
+    price_acquired: float
+
+@dataclass
+class Leaderboard(_Type):
+    mts: int
+    username: str
+    ranking: int
+    value: float
+    twitter_handle: Optional[str]
+
+@dataclass
+class FundingStatistic(_Type):
+    mts: int
+    frr: float
+    avg_period: float
+    funding_amount: float
+    funding_amount_used: float
+    funding_below_threshold: float
+
+@dataclass
+class PulseProfile(_Type):
+    puid: str
+    mts: int
+    nickname: str
+    picture: str
+    text: str
+    twitter_handle: str
+    followers: int
+    following: int
+    tipping_status: int
+
+@dataclass
+class PulseMessage(_Type):
+    pid: str
+    mts: int
+    puid: str
+    title: str
+    content: str
+    is_pin: int
+    is_public: int
+    comments_disabled: int
+    tags: List[str]
+    attachments: List[str]
+    meta: List[JSON]
+    likes: int
+    profile: PulseProfile
+    comments: int
+
+@dataclass
+class TradingMarketAveragePrice(_Type):
+    price_avg: float
+    amount: float
+
+@dataclass
+class FundingMarketAveragePrice(_Type):
+    rate_avg: float
+    amount: float
+
+@dataclass
+class FxRate(_Type):
+    current_rate: float
+
+#endregion
+
+#region Dataclass definitions for types of auth use
+
+@dataclass
+class UserInfo(_Type):
+    id: int
+    email: str
+    username: str
+    mts_account_create: int
+    verified: int
+    verification_level: int
+    timezone: str
+    locale: str
+    company: str
+    email_verified: int
+    mts_master_account_create: int
+    group_id: int
+    master_account_id: int
+    inherit_master_account_verification: int
+    is_group_master: int
+    group_withdraw_enabled: int
+    ppt_enabled: int
+    merchant_enabled: int
+    competition_enabled: int
+    two_factors_authentication_modes: List[str]
+    is_securities_master: int
+    securities_enabled: int
+    allow_disable_ctxswitch: int
+    time_last_login: int
+    ctxtswitch_disabled: int
+    comp_countries: List[str]
+    compl_countries_resid: List[str]
+    is_merchant_enterprise: int
+
+@dataclass
+class LoginHistory(_Type):
+    id: int
+    time: int
+    ip: str
+    extra_info: JSON
+
+@dataclass
+class BalanceAvailable(_Type):
+    amount: float
+
+@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 Trade(_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 FundingTrade(_Type):
+    id: int
+    currency: str
+    mts_create: int
+    offer_id: int
+    amount: float
+    rate: float
+    period: int
+
+@dataclass
+class OrderTrade(_Type):
+    id: int
+    symbol: str
+    mts_create: int
+    order_id: int
+    exec_amount: float
+    exec_price: float
+    maker:int
+    fee: float
+    fee_currency: str
+    cid: int
+
+@dataclass
+class Ledger(_Type):
+    id: int
+    currency: str
+    mts: int
+    amount: float
+    balance: float
+    description: str
+
+@dataclass
+class FundingOffer(_Type):
+    id: int
+    symbol: str
+    mts_create: int
+    mts_update: int
+    amount: float
+    amount_orig: float
+    offer_type: str
+    flags: int
+    offer_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_type: str
+    rate: float
+    period: int
+    mts_opening: int
+    mts_last_payout: int
+    notify: int
+    hidden: int
+    renew: int
+    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_type: str
+    rate: float
+    period: int
+    mts_opening: int
+    mts_last_payout: int
+    notify: int
+    hidden: int
+    renew: int
+    no_close: int
+
+@dataclass
+class FundingAutoRenew(_Type):
+    currency: str
+    period: int
+    rate: float
+    threshold: float
+
+@dataclass()
+class FundingInfo(_Type):
+    yield_loan: float
+    yield_lend: float
+    duration_loan: float
+    duration_lend: float
+
+@dataclass
+class Wallet(_Type):
+    wallet_type: str
+    currency: str
+    balance: float
+    unsettled_interest: float
+    available_balance: float
+    last_change: str
+    trade_details: JSON
+
+@dataclass
+class Transfer(_Type):
+    mts: int
+    wallet_from: str
+    wallet_to: str
+    currency: str
+    currency_to: str
+    amount: int
+
+@dataclass
+class Withdrawal(_Type):
+    withdrawal_id: int
+    method: str
+    payment_id: str
+    wallet: str
+    amount: float
+    withdrawal_fee: float
+
+@dataclass
+class DepositAddress(_Type):
+    method: str
+    currency_code: str
+    address: str
+    pool_address: str
+
+@dataclass
+class LightningNetworkInvoice(_Type):
+    invoice_hash: str
+    invoice: str
+    amount: str
+
+@dataclass
+class Movement(_Type):
+    id: str
+    currency: str
+    currency_name: str
+    mts_start: int
+    mts_update: int
+    status: str
+    amount: int
+    fees: int
+    destination_address: str
+    transaction_id: str
+    withdraw_transaction_note: str
+
+@dataclass
+class SymbolMarginInfo(_Type):
+    symbol: str
+    tradable_balance: float
+    gross_balance: float
+    buy: float
+    sell: float
+
+@dataclass
+class BaseMarginInfo(_Type):
+    user_pl: float
+    user_swaps: float
+    margin_balance: float
+    margin_net: float
+    margin_min: float
+
+@dataclass
+class PositionClaim(_Type):
+    symbol: str
+    position_status: str
+    amount: float
+    base_price: float
+    margin_funding: float
+    margin_funding_type: int
+    position_id: int
+    mts_create: int
+    mts_update: int
+    pos_type: int
+    collateral: str
+    min_collateral: str
+    meta: JSON
+
+@dataclass
+class PositionIncreaseInfo(_Type):
+    max_pos: int
+    current_pos: float
+    base_currency_balance: float
+    tradable_balance_quote_currency: float
+    tradable_balance_quote_total: float
+    tradable_balance_base_currency: float
+    tradable_balance_base_total: float
+    funding_avail: float
+    funding_value: float
+    funding_required: float
+    funding_value_currency: str
+    funding_required_currency: str
+
+@dataclass
+class PositionIncrease(_Type):
+    symbol: str
+    amount: float
+    base_price: float
+
+@dataclass
+class PositionHistory(_Type):
+    symbol: str
+    status: str
+    amount: float
+    base_price: float
+    funding: float
+    funding_type: int
+    position_id: int
+    mts_create: int
+    mts_update: int
+
+@dataclass
+class PositionSnapshot(_Type):
+    symbol: str
+    status: str
+    amount: float
+    base_price: float
+    funding: float
+    funding_type: int
+    position_id: int
+    mts_create: int
+    mts_update: int
+
+@dataclass
+class PositionAudit(_Type):
+    symbol: str
+    status: str
+    amount: float
+    base_price: float
+    funding: float
+    funding_type: int
+    position_id: int
+    mts_create: int
+    mts_update: int
+    type: int
+    collateral: float
+    collateral_min: float
+    meta: JSON
+
+@dataclass
+class DerivativePositionCollateral(_Type):
+    status: int
+
+@dataclass
+class DerivativePositionCollateralLimits(_Type):
+    min_collateral: float
+    max_collateral: float
+
+#endregion
+
+#region Dataclass definitions for types of merchant use
+
+@compose(dataclass, partial)
+class InvoiceSubmission(_Type):
+    id: str
+    t: int
+    type: Literal["ECOMMERCE", "POS"]
+    duration: int
+    amount: float
+    currency: str
+    order_id: str
+    pay_currencies: List[str]
+    webhook: str
+    redirect_url: str
+    status: Literal["CREATED", "PENDING", "COMPLETED", "EXPIRED"]
+    customer_info: "CustomerInfo"
+    invoices: List["Invoice"]
+    payment: "Payment"
+    additional_payments: List["Payment"]
+    merchant_name: str
+
+    @classmethod
+    def parse(cls, data: Dict[str, Any]) -> "InvoiceSubmission":
+        if "customer_info" in data and data["customer_info"] is not None:
+            data["customer_info"] = InvoiceSubmission.CustomerInfo(**data["customer_info"])
+
+        for index, invoice in enumerate(data["invoices"]):
+            data["invoices"][index] = InvoiceSubmission.Invoice(**invoice)
+
+        if "payment" in data and data["payment"] is not None:
+            data["payment"] = InvoiceSubmission.Payment(**data["payment"])
+
+        if "additional_payments" in data and data["additional_payments"] is not None:
+            for index, additional_payment in enumerate(data["additional_payments"]):
+                data["additional_payments"][index] = InvoiceSubmission.Payment(**additional_payment)
+
+        return InvoiceSubmission(**data)
+
+    @compose(dataclass, partial)
+    class CustomerInfo:
+        nationality: str
+        resid_country: str
+        resid_state: str
+        resid_city: str
+        resid_zip_code: str
+        resid_street: str
+        resid_building_no: str
+        full_name: str
+        email: str
+        tos_accepted: bool
+
+    @compose(dataclass, partial)
+    class Invoice:
+        amount: float
+        currency: str
+        pay_currency: str
+        pool_currency: str
+        address: str
+        ext: JSON
+
+    @compose(dataclass, partial)
+    class Payment:
+        txid: str
+        amount: float
+        currency: str
+        method: str
+        status: Literal["CREATED", "COMPLETED", "PROCESSING"]
+        confirmations: int
+        created_at: str
+        updated_at: str
+        deposit_id: int
+        ledger_id: int
+        force_completed: bool
+        amount_diff: str
+
+@dataclass
+class InvoicePage(_Type):
+    page: int
+    page_size: int
+    sort: Literal["asc", "desc"]
+    sort_field: Literal["t", "amount", "status"]
+    total_pages: int
+    total_items: int
+    items: List[InvoiceSubmission]
+
+    @classmethod
+    def parse(cls, data: Dict[str, Any]) -> "InvoicePage":
+        for index, item in enumerate(data["items"]):
+            data["items"][index] = InvoiceSubmission.parse(item)
+
+        return InvoicePage(**data)
+
+@dataclass
+class InvoiceStats(_Type):
+    time: str
+    count: float
+
+@dataclass
+class CurrencyConversion(_Type):
+    base_currency: str
+    convert_currency: str
+    created: int
+
+@dataclass
+class MerchantDeposit(_Type):
+    id: int
+    invoice_id: Optional[str]
+    order_id: Optional[str]
+    type: Literal["ledger", "deposit"]
+    amount: float
+    t: int
+    txid: str
+    currency: str
+    method: str
+    pay_method: str
+
+@dataclass
+class MerchantUnlinkedDeposit(_Type):
+    id: int
+    method: str
+    currency: str
+    created_at: int
+    updated_at: int
+    amount: float
+    fee: float
+    txid: str
+    address: str
+    payment_id: Optional[int]
+    status: str
+    note: Optional[str]
+
+#endregion

bfxapi/types/labeler.py

@@ -0,0 +1,96 @@
+from typing import Type, Generic, TypeVar, Iterable, \
+    Dict, List, Tuple, Any, cast
+
+T = TypeVar("T", bound="_Type")
+
+def compose(*decorators):
+    def wrapper(function):
+        for decorator in reversed(decorators):
+            function = decorator(function)
+        return function
+
+    return wrapper
+
+def partial(cls):
+    def __init__(self, **kwargs):
+        for annotation in self.__annotations__.keys():
+            if annotation not in kwargs:
+                self.__setattr__(annotation, None)
+            else: self.__setattr__(annotation, kwargs[annotation])
+
+            kwargs.pop(annotation, None)
+
+        if len(kwargs) != 0:
+            raise TypeError(f"{cls.__name__}.__init__() got an unexpected keyword argument '{list(kwargs.keys())[0]}'")
+
+    cls.__init__ = __init__
+
+    return cls
+
+class _Type:
+    """
+    Base class for any dataclass serializable by the _Serializer generic class.
+    """
+
+class _Serializer(Generic[T]):
+    def __init__(self, name: str, klass: Type[_Type], labels: List[str],
+                 *, flat: bool = False, ignore: List[str] = [ "_PLACEHOLDER" ]):
+        self.name, self.klass, self.__labels, self.__flat, self.__ignore = name, klass, labels, flat, ignore
+
+    def _serialize(self, *args: Any) -> Iterable[Tuple[str, Any]]:
+        if self.__flat:
+            args = tuple(_Serializer.__flatten(list(args)))
+
+        if len(self.__labels) > len(args):
+            raise AssertionError(f"{self.name} -> <labels> and <*args> " \
+                "arguments should contain the same amount of elements.")
+
+        for index, label in enumerate(self.__labels):
+            if label not in self.__ignore:
+                yield label, args[index]
+
+    def parse(self, *values: Any) -> T:
+        return cast(T, self.klass(**dict(self._serialize(*values))))
+
+    def get_labels(self) -> List[str]:
+        return [ label for label in self.__labels if label not in self.__ignore ]
+
+    @classmethod
+    def __flatten(cls, array: List[Any]) -> List[Any]:
+        if len(array) == 0:
+            return array
+
+        if isinstance(array[0], list):
+            return cls.__flatten(array[0]) + cls.__flatten(array[1:])
+
+        return array[:1] + cls.__flatten(array[1:])
+
+class _RecursiveSerializer(_Serializer, Generic[T]):
+    def __init__(self, name: str, klass: Type[_Type], labels: List[str],
+                 *, serializers: Dict[str, _Serializer[Any]],
+                     flat: bool = False, ignore: List[str] = [ "_PLACEHOLDER" ]):
+        super().__init__(name, klass, labels, flat=flat, ignore=ignore)
+
+        self.serializers = serializers
+
+    def parse(self, *values: Any) -> T:
+        serialization = dict(self._serialize(*values))
+
+        for key in serialization:
+            if key in self.serializers.keys():
+                serialization[key] = self.serializers[key].parse(*serialization[key])
+
+        return cast(T, self.klass(**serialization))
+
+def generate_labeler_serializer(name: str, klass: Type[T], labels: List[str],
+                                *, flat: bool = False, ignore: List[str] = [ "_PLACEHOLDER" ]
+                               ) -> _Serializer[T]:
+    return _Serializer[T](name, klass, labels, \
+        flat=flat, ignore=ignore)
+
+def generate_recursive_serializer(name: str, klass: Type[T], labels: List[str],
+                                  *, serializers: Dict[str, _Serializer[Any]],
+                                      flat: bool = False, ignore: List[str] = [ "_PLACEHOLDER" ]
+                                 ) -> _RecursiveSerializer[T]:
+    return _RecursiveSerializer[T](name, klass, labels, \
+        serializers=serializers, flat=flat, ignore=ignore)

bfxapi/types/notification.py

@@ -0,0 +1,38 @@
+from typing import List, Optional, Any, Generic, TypeVar, cast
+from dataclasses import dataclass
+from .labeler import _Type, _Serializer
+
+T = TypeVar("T")
+
+@dataclass
+class Notification(_Type, Generic[T]):
+    mts: int
+    type: str
+    message_id: Optional[int]
+    data: T
+    code: Optional[int]
+    status: str
+    text: str
+
+class _Notification(_Serializer, Generic[T]):
+    __LABELS = [ "mts", "type", "message_id", "_PLACEHOLDER", "data", "code", "status", "text" ]
+
+    def __init__(self, serializer: Optional[_Serializer] = None, is_iterable: bool = False):
+        super().__init__("Notification", Notification, _Notification.__LABELS, ignore = [ "_PLACEHOLDER" ])
+
+        self.serializer, self.is_iterable = serializer, is_iterable
+
+    def parse(self, *values: Any) -> Notification[T]:
+        notification = cast(Notification[T], Notification(**dict(self._serialize(*values))))
+
+        if isinstance(self.serializer, _Serializer):
+            data = cast(List[Any], notification.data)
+
+            if not self.is_iterable:
+                if len(data) == 1 and isinstance(data[0], list):
+                    data = data[0]
+
+                notification.data = self.serializer.parse(*data)
+            else: notification.data = cast(T, [ self.serializer.parse(*sub_data) for sub_data in data ])
+
+        return notification

bfxapi/types/serializers.py

@@ -0,0 +1,959 @@
+from .import dataclasses
+
+from .labeler import \
+    generate_labeler_serializer, generate_recursive_serializer
+
+#pylint: disable-next=unused-import
+from .notification import _Notification
+
+__serializers__ = [
+    "PlatformStatus", "TradingPairTicker", "FundingCurrencyTicker",
+    "TickersHistory", "TradingPairTrade", "FundingCurrencyTrade",
+    "TradingPairBook", "FundingCurrencyBook", "TradingPairRawBook",
+    "FundingCurrencyRawBook", "Statistic", "Candle",
+    "DerivativesStatus", "Liquidation", "Leaderboard",
+    "FundingStatistic", "PulseProfile", "PulseMessage",
+    "TradingMarketAveragePrice", "FundingMarketAveragePrice", "FxRate",
+
+    "UserInfo", "LoginHistory", "BalanceAvailable",
+    "Order", "Position", "Trade",
+    "FundingTrade", "OrderTrade", "Ledger",
+    "FundingOffer", "FundingCredit", "FundingLoan",
+    "FundingAutoRenew", "FundingInfo", "Wallet",
+    "Transfer", "Withdrawal", "DepositAddress",
+    "LightningNetworkInvoice", "Movement", "SymbolMarginInfo",
+    "BaseMarginInfo", "PositionClaim", "PositionIncreaseInfo",
+    "PositionIncrease", "PositionHistory", "PositionSnapshot",
+    "PositionAudit", "DerivativePositionCollateral", "DerivativePositionCollateralLimits",
+]
+
+#region Serializer definitions for types of public use
+
+PlatformStatus = generate_labeler_serializer(
+    name="PlatformStatus",
+    klass=dataclasses.PlatformStatus,
+    labels=[
+        "status"
+    ]
+)
+
+TradingPairTicker = generate_labeler_serializer(
+    name="TradingPairTicker",
+    klass=dataclasses.TradingPairTicker,
+    labels=[
+        "bid",
+        "bid_size",
+        "ask",
+        "ask_size",
+        "daily_change",
+        "daily_change_relative",
+        "last_price",
+        "volume",
+        "high",
+        "low"
+    ]
+)
+
+FundingCurrencyTicker = generate_labeler_serializer(
+    name="FundingCurrencyTicker",
+    klass=dataclasses.FundingCurrencyTicker,
+    labels=[
+        "frr",
+        "bid",
+        "bid_period",
+        "bid_size",
+        "ask",
+        "ask_period",
+        "ask_size",
+        "daily_change",
+        "daily_change_relative",
+        "last_price",
+        "volume",
+        "high",
+        "low",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "frr_amount_available"
+    ]
+)
+
+TickersHistory = generate_labeler_serializer(
+    name="TickersHistory",
+    klass=dataclasses.TickersHistory,
+    labels=[
+        "symbol",
+        "bid",
+        "_PLACEHOLDER",
+        "ask",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "mts"
+    ]
+)
+
+TradingPairTrade = generate_labeler_serializer(
+    name="TradingPairTrade",
+    klass=dataclasses.TradingPairTrade,
+    labels=[
+        "id",
+        "mts",
+        "amount",
+        "price"
+    ]
+)
+
+FundingCurrencyTrade = generate_labeler_serializer(
+    name="FundingCurrencyTrade",
+    klass=dataclasses.FundingCurrencyTrade,
+    labels=[
+        "id",
+        "mts",
+        "amount",
+        "rate",
+        "period"
+    ]
+)
+
+TradingPairBook = generate_labeler_serializer(
+    name="TradingPairBook",
+    klass=dataclasses.TradingPairBook,
+    labels=[
+        "price",
+        "count",
+        "amount"
+    ]
+)
+
+FundingCurrencyBook = generate_labeler_serializer(
+    name="FundingCurrencyBook",
+    klass=dataclasses.FundingCurrencyBook,
+    labels=[
+        "rate",
+        "period",
+        "count",
+        "amount"
+    ]
+)
+
+TradingPairRawBook = generate_labeler_serializer(
+    name="TradingPairRawBook",
+    klass=dataclasses.TradingPairRawBook,
+    labels=[
+        "order_id",
+        "price",
+        "amount"
+    ]
+)
+
+FundingCurrencyRawBook = generate_labeler_serializer(
+    name="FundingCurrencyRawBook",
+    klass=dataclasses.FundingCurrencyRawBook,
+    labels=[
+        "offer_id",
+        "period",
+        "rate",
+        "amount"
+    ]
+)
+
+Statistic = generate_labeler_serializer(
+    name="Statistic",
+    klass=dataclasses.Statistic,
+    labels=[
+        "mts",
+        "value"
+    ]
+)
+
+Candle = generate_labeler_serializer(
+    name="Candle",
+    klass=dataclasses.Candle,
+    labels=[
+        "mts",
+        "open",
+        "close",
+        "high",
+        "low",
+        "volume"
+    ]
+)
+
+DerivativesStatus = generate_labeler_serializer(
+    name="DerivativesStatus",
+    klass=dataclasses.DerivativesStatus,
+    labels=[
+        "mts",
+        "_PLACEHOLDER", 
+        "deriv_price",
+        "spot_price",
+        "_PLACEHOLDER",
+        "insurance_fund_balance",
+        "_PLACEHOLDER",
+        "next_funding_evt_mts",
+        "next_funding_accrued",
+        "next_funding_step",
+        "_PLACEHOLDER",
+        "current_funding",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "mark_price",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "open_interest",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "clamp_min",
+        "clamp_max"
+    ]
+)
+
+Liquidation = generate_labeler_serializer(
+    name="Liquidation",
+    klass=dataclasses.Liquidation,
+    labels=[
+        "_PLACEHOLDER",
+        "pos_id",
+        "mts",
+        "_PLACEHOLDER",
+        "symbol",
+        "amount",
+        "base_price",
+        "_PLACEHOLDER",
+        "is_match",
+        "is_market_sold",
+        "_PLACEHOLDER",
+        "price_acquired"
+    ]
+)
+
+Leaderboard = generate_labeler_serializer(
+    name="Leaderboard",
+    klass=dataclasses.Leaderboard,
+    labels=[
+        "mts",
+        "_PLACEHOLDER",
+        "username",
+        "ranking",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "value",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "twitter_handle"
+    ]
+)
+
+FundingStatistic = generate_labeler_serializer(
+    name="FundingStatistic",
+    klass=dataclasses.FundingStatistic,
+    labels=[
+        "mts",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "frr",
+        "avg_period",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "funding_amount",
+        "funding_amount_used",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "funding_below_threshold"
+    ]
+)
+
+PulseProfile = generate_labeler_serializer(
+    name="PulseProfile",
+    klass=dataclasses.PulseProfile,
+    labels=[
+        "puid",
+        "mts",
+        "_PLACEHOLDER",
+        "nickname",
+        "_PLACEHOLDER",
+        "picture",
+        "text",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "twitter_handle",
+        "_PLACEHOLDER",
+        "followers",
+        "following",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "tipping_status"
+    ]
+)
+
+PulseMessage = generate_recursive_serializer(
+    name="PulseMessage",
+    klass=dataclasses.PulseMessage,
+    serializers={ "profile": PulseProfile },
+    labels=[
+        "pid",
+        "mts",
+        "_PLACEHOLDER",
+        "puid",
+        "_PLACEHOLDER",
+        "title",
+        "content",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "is_pin",
+        "is_public",
+        "comments_disabled",
+        "tags", 
+        "attachments",
+        "meta",
+        "likes",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "profile",
+        "comments",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER"
+    ]
+)
+
+TradingMarketAveragePrice = generate_labeler_serializer(
+    name="TradingMarketAveragePrice",
+    klass=dataclasses.TradingMarketAveragePrice,
+    labels=[
+        "price_avg",
+        "amount"
+    ]
+)
+
+FundingMarketAveragePrice = generate_labeler_serializer(
+    name="FundingMarketAveragePrice",
+    klass=dataclasses.FundingMarketAveragePrice,
+    labels=[
+        "rate_avg",
+        "amount"
+    ]
+)
+
+FxRate = generate_labeler_serializer(
+    name="FxRate",
+    klass=dataclasses.FxRate,
+    labels=[
+        "current_rate"
+    ]
+)
+
+#endregion
+
+#region Serializer definitions for types of auth use
+
+UserInfo = generate_labeler_serializer(
+    name="UserInfo",
+    klass=dataclasses.UserInfo,
+    labels=[
+        "id",
+        "email",
+        "username",
+        "mts_account_create",
+        "verified",
+        "verification_level",
+        "_PLACEHOLDER",
+        "timezone",
+        "locale",
+        "company",
+        "email_verified",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "mts_master_account_create",
+        "group_id",
+        "master_account_id",
+        "inherit_master_account_verification",
+        "is_group_master",
+        "group_withdraw_enabled",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "ppt_enabled",
+        "merchant_enabled",
+        "competition_enabled",
+        "two_factors_authentication_modes",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "is_securities_master",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "securities_enabled",
+        "allow_disable_ctxswitch",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "time_last_login",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "ctxtswitch_disabled",
+        "_PLACEHOLDER",
+        "comp_countries",
+        "compl_countries_resid",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "is_merchant_enterprise"
+    ]
+)
+
+LoginHistory = generate_labeler_serializer(
+    name="LoginHistory",
+    klass=dataclasses.LoginHistory,
+    labels=[
+        "id",
+        "_PLACEHOLDER",
+        "time",
+        "_PLACEHOLDER",
+        "ip",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "extra_info"
+    ]
+)
+
+BalanceAvailable = generate_labeler_serializer(
+    name="BalanceAvailable",
+    klass=dataclasses.BalanceAvailable,
+    labels=[
+        "amount"
+    ]
+)
+
+Order = generate_labeler_serializer(
+    name="Order",
+    klass=dataclasses.Order,
+    labels=[
+        "id",
+        "gid",
+        "cid",
+        "symbol",
+        "mts_create", 
+        "mts_update", 
+        "amount", 
+        "amount_orig", 
+        "order_type",
+        "type_prev",
+        "mts_tif",
+        "_PLACEHOLDER",
+        "flags",
+        "order_status",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "price",
+        "price_avg",
+        "price_trailing",
+        "price_aux_limit",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "notify",
+        "hidden", 
+        "placed_id",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "routing",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "meta"
+    ]
+)
+
+Position = generate_labeler_serializer(
+    name="Position",
+    klass=dataclasses.Position,
+    labels=[
+        "symbol", 
+        "status", 
+        "amount", 
+        "base_price", 
+        "margin_funding", 
+        "margin_funding_type",
+        "pl",
+        "pl_perc",
+        "price_liq",
+        "leverage",
+        "_PLACEHOLDER",
+        "position_id",
+        "mts_create",
+        "mts_update",
+        "_PLACEHOLDER",
+        "type",
+        "_PLACEHOLDER",
+        "collateral",
+        "collateral_min",
+        "meta"
+    ]
+)
+
+Trade = generate_labeler_serializer(
+    name="Trade",
+    klass=dataclasses.Trade,
+    labels=[
+        "id", 
+        "symbol", 
+        "mts_create", 
+        "order_id", 
+        "exec_amount", 
+        "exec_price", 
+        "order_type", 
+        "order_price", 
+        "maker", 
+        "fee", 
+        "fee_currency",
+        "cid"
+    ]
+)
+
+FundingTrade = generate_labeler_serializer(
+    name="FundingTrade",
+    klass=dataclasses.FundingTrade,
+    labels=[
+        "id",
+        "currency",
+        "mts_create",
+        "offer_id",
+        "amount",
+        "rate",
+        "period"
+    ]
+)
+
+OrderTrade = generate_labeler_serializer(
+    name="OrderTrade",
+    klass=dataclasses.OrderTrade,
+    labels=[
+        "id",
+        "symbol",
+        "mts_create",
+        "order_id",
+        "exec_amount",
+        "exec_price",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "maker",
+        "fee",
+        "fee_currency",
+        "cid"
+    ]
+)
+
+Ledger = generate_labeler_serializer(
+    name="Ledger",
+    klass=dataclasses.Ledger,
+    labels=[
+        "id",
+        "currency",
+        "_PLACEHOLDER",
+        "mts",
+        "_PLACEHOLDER",
+        "amount",
+        "balance",
+        "_PLACEHOLDER",
+        "description"
+    ]
+)
+
+FundingOffer = generate_labeler_serializer(
+    name="FundingOffer",
+    klass=dataclasses.FundingOffer,
+    labels=[
+        "id",
+        "symbol",
+        "mts_create",
+        "mts_update",
+        "amount",
+        "amount_orig",
+        "offer_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "flags",
+        "offer_status",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "rate",
+        "period",
+        "notify",
+        "hidden",
+        "_PLACEHOLDER",
+        "renew",
+        "_PLACEHOLDER"
+    ]
+)
+
+FundingCredit = generate_labeler_serializer(
+    name="FundingCredit",
+    klass=dataclasses.FundingCredit,
+    labels=[
+        "id",
+        "symbol",
+        "side",
+        "mts_create",
+        "mts_update",
+        "amount",
+        "flags",
+        "status",
+        "rate_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "rate",
+        "period",
+        "mts_opening",
+        "mts_last_payout",
+        "notify",
+        "hidden",
+        "_PLACEHOLDER",
+        "renew",
+        "_PLACEHOLDER",
+        "no_close",
+        "position_pair"
+    ]
+)
+
+FundingLoan = generate_labeler_serializer(
+    name="FundingLoan",
+    klass=dataclasses.FundingLoan,
+    labels=[
+        "id",
+        "symbol",
+        "side",
+        "mts_create",
+        "mts_update",
+        "amount",
+        "flags",
+        "status",
+        "rate_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "rate",
+        "period",
+        "mts_opening",
+        "mts_last_payout",
+        "notify",
+        "hidden",
+        "_PLACEHOLDER",
+        "renew",
+        "_PLACEHOLDER",
+        "no_close"
+    ]
+)
+
+FundingAutoRenew = generate_labeler_serializer(
+    name="FundingAutoRenew",
+    klass=dataclasses.FundingAutoRenew,
+    labels=[
+        "currency",
+        "period",
+        "rate",
+        "threshold"
+    ]
+)
+
+FundingInfo = generate_labeler_serializer(
+    name="FundingInfo",
+    klass=dataclasses.FundingInfo,
+    labels=[
+        "yield_loan",
+        "yield_lend",
+        "duration_loan",
+        "duration_lend"
+    ]
+)
+
+Wallet = generate_labeler_serializer(
+    name="Wallet",
+    klass=dataclasses.Wallet,
+    labels=[
+        "wallet_type", 
+        "currency", 
+        "balance", 
+        "unsettled_interest",
+        "available_balance",
+        "last_change",
+        "trade_details"
+    ]
+)
+
+Transfer = generate_labeler_serializer(
+    name="Transfer",
+    klass=dataclasses.Transfer,
+    labels=[
+        "mts",
+        "wallet_from",
+        "wallet_to",
+        "_PLACEHOLDER",
+        "currency",
+        "currency_to",
+        "_PLACEHOLDER",
+        "amount"
+    ]
+)
+
+Withdrawal = generate_labeler_serializer(
+    name="Withdrawal",
+    klass=dataclasses.Withdrawal,
+    labels=[
+        "withdrawal_id",
+        "_PLACEHOLDER",
+        "method",
+        "payment_id",
+        "wallet",
+        "amount",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "withdrawal_fee"
+    ]
+)
+
+DepositAddress = generate_labeler_serializer(
+    name="DepositAddress",
+    klass=dataclasses.DepositAddress,
+    labels=[
+        "_PLACEHOLDER",
+        "method",
+        "currency_code",
+        "_PLACEHOLDER",
+        "address",
+        "pool_address"
+    ]
+)
+
+LightningNetworkInvoice = generate_labeler_serializer(
+    name="LightningNetworkInvoice",
+    klass=dataclasses.LightningNetworkInvoice,
+    labels=[
+        "invoice_hash",
+        "invoice",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "amount"
+    ]
+)
+
+Movement = generate_labeler_serializer(
+    name="Movement",
+    klass=dataclasses.Movement,
+    labels=[
+        "id",
+        "currency",
+        "currency_name",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "mts_start",
+        "mts_update",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "status",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "amount",
+        "fees",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "destination_address",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "transaction_id",
+        "withdraw_transaction_note"
+    ]
+)
+
+SymbolMarginInfo = generate_labeler_serializer(
+    name="SymbolMarginInfo",
+    klass=dataclasses.SymbolMarginInfo,
+    labels=[
+        "_PLACEHOLDER",
+        "symbol",
+        "tradable_balance",
+        "gross_balance",
+        "buy",
+        "sell"
+    ],
+
+    flat=True
+)
+
+BaseMarginInfo = generate_labeler_serializer(
+    name="BaseMarginInfo",
+    klass=dataclasses.BaseMarginInfo,
+    labels=[
+        "user_pl",
+        "user_swaps",
+        "margin_balance",
+        "margin_net",
+        "margin_min"
+    ]
+)
+
+PositionClaim = generate_labeler_serializer(
+    name="PositionClaim",
+    klass=dataclasses.PositionClaim,
+    labels=[
+        "symbol",
+        "position_status",
+        "amount",
+        "base_price",
+        "margin_funding",
+        "margin_funding_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "position_id",
+        "mts_create",
+        "mts_update",
+        "_PLACEHOLDER",
+        "pos_type",
+        "_PLACEHOLDER",
+        "collateral",
+        "min_collateral",
+        "meta"
+    ]
+)
+
+PositionIncreaseInfo = generate_labeler_serializer(
+    name="PositionIncreaseInfo",
+    klass=dataclasses.PositionIncreaseInfo,
+    labels=[
+        "max_pos",
+        "current_pos",
+        "base_currency_balance",
+        "tradable_balance_quote_currency",
+        "tradable_balance_quote_total",
+        "tradable_balance_base_currency",
+        "tradable_balance_base_total",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "funding_avail",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "funding_value",
+        "funding_required",
+        "funding_value_currency",
+        "funding_required_currency"
+    ],
+
+    flat=True
+)
+
+PositionIncrease = generate_labeler_serializer(
+    name="PositionIncrease",
+    klass=dataclasses.PositionIncrease,
+    labels=[
+        "symbol",
+        "_PLACEHOLDER",
+        "amount",
+        "base_price"
+    ]
+)
+
+PositionHistory = generate_labeler_serializer(
+    name="PositionHistory",
+    klass=dataclasses.PositionHistory,
+    labels=[
+        "symbol",
+        "status",
+        "amount",
+        "base_price",
+        "funding",
+        "funding_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "position_id",
+        "mts_create",
+        "mts_update"
+    ]
+)
+
+PositionSnapshot = generate_labeler_serializer(
+    name="PositionSnapshot",
+    klass=dataclasses.PositionSnapshot,
+    labels=[
+        "symbol",
+        "status",
+        "amount",
+        "base_price",
+        "funding",
+        "funding_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "position_id",
+        "mts_create",
+        "mts_update"
+    ]
+)
+
+PositionAudit = generate_labeler_serializer(
+    name="PositionAudit",
+    klass=dataclasses.PositionAudit,
+    labels=[
+        "symbol",
+        "status",
+        "amount",
+        "base_price",
+        "funding",
+        "funding_type",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "_PLACEHOLDER",
+        "position_id",
+        "mts_create",
+        "mts_update",
+        "_PLACEHOLDER",
+        "type",
+        "_PLACEHOLDER",
+        "collateral",
+        "collateral_min",
+        "meta"
+    ]
+)
+
+DerivativePositionCollateral = generate_labeler_serializer(
+    name="DerivativePositionCollateral",
+    klass=dataclasses.DerivativePositionCollateral,
+    labels=[
+        "status"
+    ]
+)
+
+DerivativePositionCollateralLimits = generate_labeler_serializer(
+    name="DerivativePositionCollateralLimits",
+    klass=dataclasses.DerivativePositionCollateralLimits,
+    labels=[
+        "min_collateral",
+        "max_collateral"
+    ]
+)
+
+#endregion

bfxapi/urls.py

@@ -0,0 +1,5 @@
+REST_HOST = "https://api.bitfinex.com/v2"
+PUB_REST_HOST = "https://api-pub.bitfinex.com/v2"
+
+WSS_HOST = "wss://api.bitfinex.com/ws/2"
+PUB_WSS_HOST = "wss://api-pub.bitfinex.com/ws/2"

bfxapi/utils/__init__.py

@@ -1 +0,0 @@
-NAME = 'utils'

bfxapi/utils/auth.py

@@ -1,63 +0,0 @@
-"""
-This module is used to house all of the functions which are used
-to handle the http authentication of the client
-"""
-
-import hashlib
-import hmac
-import time
-from ..models import Order
-
-def generate_auth_payload(API_KEY, API_SECRET):
-  """
-  Generate a signed payload
-
-  @return json Object headers
-  """
-  nonce = _gen_nonce()
-  authMsg, sig = _gen_signature(API_KEY, API_SECRET, nonce)
-
-  return {
-    'apiKey': API_KEY,
-    'authSig': sig,
-    'authNonce': nonce,
-    'authPayload': authMsg,
-    'event': 'auth'
-  }
-
-def generate_auth_headers(API_KEY, API_SECRET, path, body):
-  """
-  Generate headers for a signed payload
-  """
-  nonce = str(_gen_nonce())
-  signature = "/api/v2/{}{}{}".format(path, nonce, body)
-  h = hmac.new(API_SECRET.encode('utf8'), signature.encode('utf8'), hashlib.sha384)
-  signature = h.hexdigest()
-
-  return {
-    "bfx-nonce": nonce,
-    "bfx-apikey": API_KEY,
-    "bfx-signature": signature
-  }
-
-def _gen_signature(API_KEY, API_SECRET, nonce):
-  authMsg = 'AUTH{}'.format(nonce)
-  secret = API_SECRET.encode('utf8')
-  sig = hmac.new(secret, authMsg.encode('utf8'), hashlib.sha384).hexdigest()
-
-  return authMsg, sig
-
-def _gen_nonce():
-  return int(round(time.time() * 1000000))
-
-def gen_unique_cid():
-  return int(round(time.time() * 1000))
-
-def calculate_order_flags(hidden, close, reduce_only, post_only, oco):
-  flags = 0
-  flags = flags + Order.Flags.HIDDEN if hidden else flags
-  flags = flags + Order.Flags.CLOSE if close else flags
-  flags = flags + Order.Flags.REDUCE_ONLY if reduce_only else flags
-  flags = flags + Order.Flags.POST_ONLY if post_only else flags
-  flags = flags + Order.Flags.OCO if oco else flags
-  return flags

bfxapi/utils/custom_logger.py

@@ -1,100 +0,0 @@
-"""
-Module used to describe all of the different data types
-"""
-
-import logging
-
-RESET_SEQ = "\033[0m"
-COLOR_SEQ = "\033[1;%dm"
-BOLD_SEQ = "\033[1m"
-UNDERLINE_SEQ = "\033[04m"
-
-YELLOW = '\033[93m'
-WHITE = '\33[37m'
-BLUE = '\033[34m'
-LIGHT_BLUE = '\033[94m'
-RED = '\033[91m'
-GREY = '\33[90m'
-
-KEYWORD_COLORS = {
-    'WARNING': YELLOW,
-    'INFO': LIGHT_BLUE,
-    'DEBUG': WHITE,
-    'CRITICAL': YELLOW,
-    'ERROR': RED,
-    'TRADE': '\33[102m\33[30m'
-}
-
-def formatter_message(message, use_color = True):
-    """
-    Syntax highlight certain keywords
-    """
-    if use_color:
-        message = message.replace("$RESET", RESET_SEQ).replace("$BOLD", BOLD_SEQ)
-    else:
-        message = message.replace("$RESET", "").replace("$BOLD", "")
-    return message
-
-def format_word(message, word, color_seq, bold=False, underline=False):
-    """
-    Surround the given word with a sequence
-    """
-    replacer = color_seq + word + RESET_SEQ
-    if underline:
-        replacer = UNDERLINE_SEQ + replacer
-    if bold:
-        replacer = BOLD_SEQ + replacer
-    return message.replace(word, replacer)
-
-class Formatter(logging.Formatter):
-  """
-  This Formatted simply colors in the levelname i.e 'INFO', 'DEBUG'
-  """
-  def __init__(self, msg, use_color = True):
-    logging.Formatter.__init__(self, msg)
-    self.use_color = use_color
-
-  def format(self, record):
-    """
-    Format and highlight certain keywords
-    """
-    levelname = record.levelname
-    if self.use_color and levelname in KEYWORD_COLORS:
-        levelname_color = KEYWORD_COLORS[levelname] + levelname + RESET_SEQ
-        record.levelname = levelname_color
-    record.name = GREY + record.name + RESET_SEQ
-    return logging.Formatter.format(self, record)
-
-class CustomLogger(logging.Logger):
-    """
-    This adds extra logging functions such as logger.trade and also
-    sets the logger to use the custom formatter
-    """
-    FORMAT = "[$BOLD%(name)s$RESET] [%(levelname)s] %(message)s"
-    COLOR_FORMAT = formatter_message(FORMAT, True)
-    TRADE = 50
-
-    def __init__(self, name, logLevel='DEBUG'):
-        logging.Logger.__init__(self, name, logLevel)                
-        color_formatter = Formatter(self.COLOR_FORMAT)
-        console = logging.StreamHandler()
-        console.setFormatter(color_formatter)
-        self.addHandler(console)
-        logging.addLevelName(self.TRADE, "TRADE")
-        return
-
-    def set_level(self, level):
-        logging.Logger.setLevel(self, level)
-
-    
-    def trade(self, message, *args, **kws):
-        """
-        Print a syntax highlighted trade signal
-        """
-        if self.isEnabledFor(self.TRADE):
-            message = format_word(message, 'CLOSED ', YELLOW, bold=True)
-            message = format_word(message, 'OPENED ', LIGHT_BLUE, bold=True)
-            message = format_word(message, 'UPDATED ', BLUE, bold=True)
-            message = format_word(message, 'CLOSED_ALL ', RED, bold=True)
-            # Yes, logger takes its '*args' as 'args'.
-            self._log(self.TRADE, message, args, **kws) 

bfxapi/utils/decimal.py

@@ -1,52 +0,0 @@
-import decimal as dec
-
-class Decimal(dec.Decimal):
-
-    @classmethod
-    def from_float(cls, f):
-      return cls(str(f))
-
-    def __new__(cls, value=0, *args, **kwargs):
-      if isinstance(value, float):
-        value = Decimal.from_float(value)
-      return super(Decimal, cls).__new__(cls, value, *args, **kwargs)
-
-    def __mul__(self, rhs):
-      if isinstance(rhs, float):
-        rhs = Decimal.from_float(rhs)
-      return Decimal(super().__mul__(rhs))
-
-    def __rmul__(self, lhs):
-      return self.__mul__(lhs)
-
-    def __add__(self, rhs):
-      if isinstance(rhs, float):
-        rhs = Decimal.from_float(rhs)
-      return Decimal(super().__add__(rhs))
-
-    def __radd__(self, lhs):
-      return self.__add__(lhs)
-
-    def __sub__(self, rhs):
-      if isinstance(rhs, float):
-        rhs = Decimal.from_float(rhs)
-      return Decimal(super().__sub__(rhs))
-
-    def __rsub__(self, lhs):
-      return self.__sub__(lhs)
-
-    def __truediv__(self, rhs):
-      if isinstance(rhs, float):
-        rhs = Decimal.from_float(rhs)
-      return Decimal(super().__truediv__(rhs))
-
-    def __rtruediv__(self, rhs):
-      return self.__truediv__(rhs)
-
-    def __floordiv__(self, rhs):
-      if isinstance(rhs, float):
-        rhs = Decimal.from_float(rhs)
-      return Decimal(super().__floordiv__(rhs))
-
-    def __rfloordiv__ (self, rhs):
-      return self.__floordiv__(rhs)

bfxapi/utils/decorators.py

@@ -1,12 +0,0 @@
-from ..utils.custom_logger import CustomLogger
-
-
-def handle_failure(func):
-    async def inner_function(*args, **kwargs):
-        logger = CustomLogger('BfxWebsocket', logLevel="DEBUG")
-        try:
-            await func(*args, **kwargs)
-        except Exception as exception_message:
-            logger.error(exception_message)
-
-    return inner_function

bfxapi/utils/json_encoder.py

@@ -0,0 +1,31 @@
+import json
+from decimal import Decimal
+from datetime import datetime
+
+from typing import Type, List, Dict, Union, Any
+
+JSON = Union[Dict[str, "JSON"], List["JSON"], bool, int, float, str, Type[None]]
+
+def _strip(dictionary: Dict) -> Dict:
+    return { key: value for key, value in dictionary.items() if value is not None }
+
+def _convert_float_to_str(data: JSON) -> JSON:
+    if isinstance(data, float):
+        return format(Decimal(repr(data)), "f")
+    if isinstance(data, list):
+        return [ _convert_float_to_str(sub_data) for sub_data in data ]
+    if isinstance(data, dict):
+        return _strip({ key: _convert_float_to_str(value) for key, value in data.items() })
+    return data
+
+class JSONEncoder(json.JSONEncoder):
+    def encode(self, o: JSON) -> str:
+        return json.JSONEncoder.encode(self, _convert_float_to_str(o))
+
+    def default(self, o: Any) -> Any:
+        if isinstance(o, Decimal):
+            return format(o, "f")
+        if isinstance(o, datetime):
+            return str(o)
+
+        return json.JSONEncoder.default(self, o)

bfxapi/utils/logger.py

@@ -0,0 +1,51 @@
+import logging, sys
+
+BLACK, RED, GREEN, YELLOW, BLUE, MAGENTA, CYAN, WHITE = range(8)
+
+COLOR_SEQ, ITALIC_COLOR_SEQ = "\033[1;%dm", "\033[3;%dm"
+
+COLORS = {
+    "DEBUG": CYAN,
+    "INFO": BLUE,
+    "WARNING": YELLOW,
+    "ERROR": RED
+}
+
+RESET_SEQ = "\033[0m"
+
+class _ColorFormatter(logging.Formatter):
+    def __init__(self, msg, use_color = True):
+        logging.Formatter.__init__(self, msg, "%d-%m-%Y %H:%M:%S")
+
+        self.use_color = use_color
+
+    def format(self, record):
+        levelname = record.levelname
+        if self.use_color and levelname in COLORS:
+            record.name = ITALIC_COLOR_SEQ % (30 + BLACK) + record.name + RESET_SEQ
+            record.levelname = COLOR_SEQ % (30 + COLORS[levelname]) + levelname + RESET_SEQ
+        return logging.Formatter.format(self, record)
+
+class ColorLogger(logging.Logger):
+    FORMAT = "[%(name)s] [%(levelname)s] [%(asctime)s] %(message)s"
+
+    def __init__(self, name, level):
+        logging.Logger.__init__(self, name, level)
+
+        colored_formatter = _ColorFormatter(self.FORMAT, use_color=True)
+        handler = logging.StreamHandler(stream=sys.stderr)
+        handler.setFormatter(fmt=colored_formatter)
+
+        self.addHandler(hdlr=handler)
+
+class FileLogger(logging.Logger):
+    FORMAT = "[%(name)s] [%(levelname)s] [%(asctime)s] %(message)s"
+
+    def __init__(self, name, level, filename):
+        logging.Logger.__init__(self, name, level)
+
+        formatter = logging.Formatter(self.FORMAT)
+        handler = logging.FileHandler(filename=filename)
+        handler.setFormatter(fmt=formatter)
+
+        self.addHandler(hdlr=handler)

bfxapi/utils/testing_tools.py

@@ -1,87 +0,0 @@
-import time
-import json
-import asyncio
-
-from .. import Client, BfxWebsocket
-
-def get_now():
-	  return int(round(time.time() * 1000))
-
-class StubbedWebsocket(BfxWebsocket):
-	def __new__(cls, *args, **kwargs):
-		instance = super(StubbedWebsocket, cls).__new__(cls, *args, **kwargs)
-		instance.sent_items = []
-		instance.published_items = []
-		return instance
-
-	async def _main(self, host):
-		print ("Faking wesocket connection to {}".format(host))
-
-	async def publish(self, data, is_json=True):
-		self.published_items += [{
-		'time': get_now(),
-		'data': data
-		}]
-		# convert to string and push through the websocket
-		data = json.dumps(data) if is_json else data
-		return await self.on_message(data)
-
-	async def publish_auth_confirmation(self):
-		return self.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
-
-	async def send(self, data_string):
-		self.sent_items += [{
-		'time': get_now(),
-		'data': data_string
-		}]
-
-	def get_published_items(self):
-		return self.published_items
-
-	def get_sent_items(self):
-		return self.sent_items
-
-	def get_last_sent_item(self):
-		return self.sent_items[-1:][0]
-
-	def get_sent_items_count(self):
-		return len(self.sent_items)
-
-class EventWatcher():
-
-	def __init__(self, ws, event):
-		self.value = None
-		self.event = event
-		ws.once(event, self._finish)
-
-	def _finish(self, value):
-		self.value = value or {}
-
-	@classmethod
-	def watch(cls, ws, event):
-		return EventWatcher(ws, event)
-
-	def wait_until_complete(self, max_wait_time=5):
-		counter = 0
-		while self.value == None:
-			if counter > 5:
-				raise Exception('Wait time limit exceeded for event {}'.format(self.event))
-			time.sleep(1)
-			counter += 1
-		return self.value
-
-def create_stubbed_client(*args, **kwargs):
-	client = Client(*args, **kwargs)
-	# no support for rest stubbing yet
-	client.rest = None
-	client.ws = StubbedWebsocket(*args, **kwargs)
-	return client
-
-async def ws_publish_auth_accepted(ws):
-	  return await ws.publish({"event":"auth","status":"OK","chanId":0,"userId":269499,"auth_id":"58aa0472-b1a9-4690-8ab8-300d68e66aaf","caps":{"orders":{"read":1,"write":1},"account":{"read":1,"write":0},"funding":{"read":1,"write":1},"history":{"read":1,"write":0},"wallets":{"read":1,"write":1},"withdraw":{"read":0,"write":1},"positions":{"read":1,"write":1}}})
-
-async def ws_publish_connection_init(ws):
-	  return await ws.publish({"event":"info","version":2,"serverId":"748c00f2-250b-46bb-8519-ce1d7d68e4f0","platform":{"status":1}})
-
-async def ws_publish_conf_accepted(ws, flags_code):
-	  return await ws.publish({"event":"conf","status":"OK","flags":flags_code})

bfxapi/version.py

@@ -1,5 +1 @@
-"""
-This module contains the current version of the bfxapi lib
-"""
-
-__version__ = '2.0.6'
+__version__ = "3.0.0b2"

bfxapi/websocket/__init__.py

@@ -0,0 +1 @@
+from .client import BfxWebSocketClient, BfxWebSocketBucket, BfxWebSocketInputs

bfxapi/websocket/client/__init__.py

@@ -0,0 +1,3 @@
+from .bfx_websocket_client import BfxWebSocketClient
+from .bfx_websocket_bucket import BfxWebSocketBucket
+from .bfx_websocket_inputs import BfxWebSocketInputs