Split BfxRestInterface methods in t_ and f_ handlers.

This commit is contained in:
Davide Casale
2022-12-14 18:05:45 +01:00
parent 862ba6d481
commit ec821a0752
4 changed files with 105 additions and 74 deletions

View File

@@ -2,12 +2,12 @@ import requests
from http import HTTPStatus
from typing import List, Union, Literal, Optional, Any
from typing import List, Union, Literal, Optional, Any, cast
from . import serializers
from .typings import *
from .enums import Configs
from .enums import Config, Precision, Sort
from .exceptions import RequestParametersError, ResourceNotFound
class BfxRestInterface(object):
@@ -34,24 +34,33 @@ class BfxRestInterface(object):
def tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
data = self.__GET("tickers", params={ "symbols": ",".join(symbols) })
return [
{
"t": serializers.TradingPairTicker.parse,
"f": serializers.FundingCurrencyTicker.parse
}[subdata[0][0]](*subdata)
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
return [ parsers[subdata[0][0]](*subdata) for subdata in data ]
for subdata in data
]
def t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
if isinstance(pairs, str) and pairs == "ALL":
return [ subdata for subdata in self.tickers([ "ALL" ]) if subdata["SYMBOL"].startswith("t") ]
def ticker(self, symbol: str) -> Union[TradingPairTicker, FundingCurrencyTicker]:
data = self.__GET(f"ticker/{symbol}")
data = self.tickers([ "t" + pair for pair in pairs ])
return {
"t": serializers.TradingPairTicker.parse,
"f": serializers.FundingCurrencyTicker.parse
}[symbol[0]](*data, skip=["SYMBOL"])
return cast(List[TradingPairTicker], data)
def tickers_history(self, symbols: List[str], start: Optional[int] = None, end: Optional[int] = None, limit: Optional[int] = None) -> TickerHistories:
def f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
if isinstance(currencies, str) and currencies == "ALL":
return [ subdata for subdata in self.tickers([ "ALL" ]) if subdata["SYMBOL"].startswith("f") ]
data = self.tickers([ "f" + currency for currency in currencies ])
return cast(List[FundingCurrencyTicker], data)
def t_ticker(self, pair: str) -> TradingPairTicker:
return serializers.TradingPairTicker.parse(*self.__GET(f"ticker/t{pair}"), skip=["SYMBOL"])
def f_ticker(self, currency: str) -> FundingCurrencyTicker:
return serializers.FundingCurrencyTicker.parse(*self.__GET(f"ticker/f{currency}"), skip=["SYMBOL"])
def tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> TickersHistories:
params = {
"symbols": ",".join(symbols),
"start": start, "end": end,
@@ -60,61 +69,67 @@ class BfxRestInterface(object):
data = self.__GET("tickers/hist", params=params)
return [ serializers.TickerHistory.parse(*subdata) for subdata in data ]
return [ serializers.TickersHistory.parse(*subdata) for subdata in data ]
def trades(self, symbol: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[int] = None) -> Union[TradingPairTrades, FundingCurrencyTrades]:
params = { "symbol": symbol, "limit": limit, "start": start, "end": end, "sort": sort }
data = self.__GET(f"trades/{symbol}/hist", params=params)
def t_trades(self, pair: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> TradingPairTrades:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self.__GET(f"trades/{'t' + pair}/hist", params=params)
return [ serializers.TradingPairTrade.parse(*subdata) for subdata in data ]
return [
{
"t": serializers.TradingPairTrade.parse,
"f": serializers.FundingCurrencyTrade.parse
}[symbol[0]](*subdata)
def f_trades(self, currency: str, limit: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, sort: Optional[Sort] = None) -> FundingCurrencyTrades:
params = { "limit": limit, "start": start, "end": end, "sort": sort }
data = self.__GET(f"trades/{'f' + currency}/hist", params=params)
return [ serializers.FundingCurrencyTrade.parse(*subdata) for subdata in data ]
for subdata in data
]
def t_book(self, pair: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> TradingPairBooks:
return [ serializers.TradingPairBook.parse(*subdata) for subdata in self.__GET(f"book/{'t' + pair}/{precision}", params={ "len": len }) ]
def book(self, symbol: str, precision: str, len: Optional[int] = None) -> Union[TradingPairBooks, FundingCurrencyBooks, TradingPairRawBooks, FundingCurrencyRawBooks]:
data = self.__GET(f"book/{symbol}/{precision}", params={ "len": len })
return [
{
"t": precision == "R0" and serializers.TradingPairRawBook.parse or serializers.TradingPairBook.parse,
"f": precision == "R0" and serializers.FundingCurrencyRawBook.parse or serializers.FundingCurrencyBook.parse,
}[symbol[0]](*subdata)
def f_book(self, currency: str, precision: Literal["P0", "P1", "P2", "P3", "P4"], len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyBooks:
return [ serializers.FundingCurrencyBook.parse(*subdata) for subdata in self.__GET(f"book/{'f' + currency}/{precision}", params={ "len": len }) ]
for subdata in data
]
def t_raw_book(self, pair: str, len: Optional[Literal[1, 25, 100]] = None) -> TradingPairRawBooks:
return [ serializers.TradingPairRawBook.parse(*subdata) for subdata in self.__GET(f"book/{'t' + pair}/R0", params={ "len": len }) ]
def stats(
def f_raw_book(self, currency: str, len: Optional[Literal[1, 25, 100]] = None) -> FundingCurrencyRawBooks:
return [ serializers.FundingCurrencyRawBook.parse(*subdata) for subdata in self.__GET(f"book/{'f' + currency}/R0", params={ "len": len }) ]
def stats_hist(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Stat, Stats]:
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Stats:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"stats1/{resource}/{section}", params=params)
if section == "last":
return serializers.Stat.parse(*data)
data = self.__GET(f"stats1/{resource}/hist", params=params)
return [ serializers.Stat.parse(*subdata) for subdata in data ]
def candles(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Candle, Candles]:
def stats_last(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Stat:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"stats1/{resource}/last", params=params)
return serializers.Stat.parse(*data)
data = self.__GET(f"candles/{resource}/{section}", params=params)
if section == "last":
return serializers.Candle.parse(*data)
def candles_hist(
self,
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Candles:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"candles/{resource}/hist", params=params)
return [ serializers.Candle.parse(*subdata) for subdata in data ]
def derivatives_status(self, type: str, keys: List[str] = None) -> DerivativeStatuses:
def candles_last(
self,
resource: str,
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/{resource}/last", params=params)
return serializers.Candle.parse(*data)
def derivatives_status(self, type: str, keys: List[str]) -> DerivativeStatuses:
params = { "keys": ",".join(keys) }
data = self.__GET(f"status/{type}", params=params)
@@ -124,7 +139,7 @@ class BfxRestInterface(object):
def derivatives_status_history(
self,
type: str, symbol: str,
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> DerivativeStatuses:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
@@ -132,26 +147,31 @@ class BfxRestInterface(object):
return [ serializers.DerivativesStatus.parse(*subdata, skip=[ "KEY" ]) for subdata in data ]
def liquidations(self, sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> Liquidations:
def liquidations(self, sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> Liquidations:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET("liquidations/hist", params=params)
return [ serializers.Liquidation.parse(*subdata[0]) for subdata in data ]
def leaderboards(
def leaderboards_hist(
self,
resource: str, section: Literal["hist", "last"],
sort: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Union[Leaderboard, Leaderboards]:
resource: str,
sort: Optional[Sort] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None
) -> Leaderboards:
params = { "sort": sort, "start": start, "end": end, "limit": limit }
data = self.__GET(f"rankings/{resource}/{section}", params=params)
if section == "last":
return serializers.Leaderboard.parse(*data)
data = self.__GET(f"rankings/{resource}/hist", params=params)
return [ serializers.Leaderboard.parse(*subdata) for subdata in data ]
def 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 funding_stats(self, symbol: str, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> FundingStats:
params = { "start": start, "end": end, "limit": limit }
@@ -159,5 +179,5 @@ class BfxRestInterface(object):
return [ serializers.FundingStat.parse(*subdata) for subdata in data ]
def conf(self, config: Configs) -> Any:
def conf(self, config: Config) -> Any:
return self.__GET(f"conf/{config}")[0]

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@@ -1,6 +1,6 @@
from enum import Enum
class Configs(str, Enum):
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"
@@ -22,4 +22,15 @@ class Configs(str, Enum):
INFO_TX_STATUS = "pub:info:tx:status"
SPEC_MARGIN = "pub:spec:margin",
FEES = "pub:fees"
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

View File

@@ -63,7 +63,7 @@ FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurre
"FRR_AMOUNT_AVAILABLE"
])
TickerHistory = _Serializer[typings.TickerHistory]("TickerHistory", labels=[
TickersHistory = _Serializer[typings.TickersHistory]("TickersHistory", labels=[
"SYMBOL",
"BID",
"_PLACEHOLDER",

View File

@@ -38,14 +38,14 @@ FundingCurrencyTicker = TypedDict("FundingCurrencyTicker", {
"FRR_AMOUNT_AVAILABLE": float
})
TickerHistory = TypedDict("TickerHistory", {
TickersHistory = TypedDict("TickersHistory", {
"SYMBOL": str,
"BID": float,
"ASK": float,
"MTS": int
})
TickerHistories = List[TickerHistory]
TickersHistories = List[TickersHistory]
(TradingPairTrade, FundingCurrencyTrade) = (
TypedDict("TradingPairTrade", { "ID": int, "MTS": int, "AMOUNT": float, "PRICE": float }),