Add wallet manager to track wallet updates/snapshots

This commit is contained in:
Jacob Plaster
2018-11-28 13:28:28 +00:00
parent de750858f1
commit ee544fff31
4 changed files with 62 additions and 11 deletions

19
bfxapi/models/Wallet.py Normal file
View File

@@ -0,0 +1,19 @@
class Wallet:
def __init__(self, wType, currency, balance, unsettled_interest):
self.type = wType
self.currency = currency
self.balance = balance
self.unsettled_interest = unsettled_interest
self.key = "{}_{}".format(wType, currency)
def set_balance(self, data):
self.balance = data
def set_unsettled_interest(self, data):
self.unsettled_interest = data
def __str__(self):
return "Wallet <'{}_{}' balance='{}' unsettled='{}'>".format(
self.type, self.currency, self.balance, self.unsettled_interest)

View File

@@ -4,3 +4,4 @@ from .Order import *
from .Trade import *
from .OrderBook import *
from .Subscription import *
from .Wallet import *

View File

@@ -7,6 +7,7 @@ import random
from .GenericWebsocket import GenericWebsocket, AuthError
from .SubscriptionManager import SubscriptionManager
from .WalletManager import WalletManager
from .OrderManager import OrderManager
from ..models import Order, Trade, OrderBook
@@ -144,6 +145,7 @@ class BfxWebsocket(GenericWebsocket):
super(BfxWebsocket, self).__init__(host, *args, **kwargs)
self.subscriptionManager = SubscriptionManager(self)
self.orderManager = OrderManager(self)
self.wallets = WalletManager()
self._WS_DATA_HANDLERS = {
'tu': self._trade_update_handler,
@@ -249,9 +251,9 @@ class BfxWebsocket(GenericWebsocket):
async def _wallet_update_handler(self, data):
# [0,"wu",["exchange","USD",89134.66933283,0]]
wu = data[2]
self._emit('wallet_update', data)
self.logger.info("Wallet update: {}({}) = {}".format(wu[1], wu[0], wu[2]))
uw = self.wallets._update_from_event(data)
self._emit('wallet_update', uw)
self.logger.info("Wallet update: {}".format(uw))
async def _heart_beat_handler(self, data):
self.logger.debug("Heartbeat - {}".format(self.host))
@@ -293,12 +295,11 @@ class BfxWebsocket(GenericWebsocket):
await self.orderManager.confirm_order_new(data)
async def _order_snapshot_handler(self, data):
self._emit('order_snapshot', data)
self.logger.info("Position snapshot: {}".format(data))
await self.orderManager.build_from_order_snapshot(data)
async def _wallet_snapshot_handler(self, data):
self._emit('wallet_snapshot', data[2])
self.logger.info("Wallet snapshot: {}".format(data))
wallets = self.wallets._update_from_snapshot(data)
self._emit('wallet_snapshot', wallets)
async def _position_snapshot_handler(self, data):
self._emit('position_snapshot', data)
@@ -447,8 +448,11 @@ class BfxWebsocket(GenericWebsocket):
async def update_order(self, *args, **kwargs):
return await self.orderManager.update_order(*args, **kwargs)
async def cancel_order(self, *args, **kwargs):
return await self.orderManager.cancel_order(*args, **kwargs)
async def close_order(self, *args, **kwargs):
return await self.orderManager.close_order(*args, **kwargs)
async def close_all_orders(self, *args, **kwargs):
return await self.orderManager.close_all_orders(*args, **kwargs)
async def cancel_order_multi(self, *args, **kwargs):
return await self.cancel_order_multi(*args, **kwargs)
async def close_order_multi(self, *args, **kwargs):
return await self.close_order_multi(*args, **kwargs)

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@@ -0,0 +1,27 @@
from ..models import Wallet
class WalletManager:
def __init__(self):
self.wallets = {}
def _update_from_snapshot(self, raw_ws_data):
# [0, 'ws', [['exchange', 'BTC', 41.25809589, 0, None], ['exchange', 'USD', 62761.86070104, 0, None]]]
wData = raw_ws_data[2]
self.wallets = {}
for wallet in wData:
new_wallet = Wallet(wallet[0], wallet[1], wallet[2], wallet[3])
self.wallets[new_wallet.key] = new_wallet
return self.get_wallets()
def _update_from_event(self, raw_ws_data):
# [0,"wu",["exchange","USD",62761.86070104,0,61618.66070104]]
wallet = raw_ws_data[2]
new_wallet = Wallet(wallet[0], wallet[1], wallet[2], wallet[3])
self.wallets[new_wallet.key] = new_wallet
return new_wallet
def get_wallets(self):
return list(self.wallets.values())