""" This module contains the BFX rest client data types """ import asyncio import aiohttp import time import json from ..utils.custom_logger import CustomLogger from ..utils.auth import generate_auth_headers, calculate_order_flags, gen_unique_cid from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer from ..models import FundingCredit, Notification class BfxRest: """ BFX rest interface contains functions which are used to interact with both the public and private Bitfinex http api's. To use the private api you have to set the API_KEY and API_SECRET variables to your api key. """ def __init__(self, API_KEY, API_SECRET, host='https://api-pub.bitfinex.com/v2', loop=None, logLevel='INFO', parse_float=float, *args, **kwargs): self.loop = loop or asyncio.get_event_loop() self.API_KEY = API_KEY self.API_SECRET = API_SECRET self.host = host # this value can also be set to bfxapi.decimal for much higher precision self.parse_float = parse_float self.logger = CustomLogger('BfxRest', logLevel=logLevel) async def fetch(self, endpoint, params=""): """ Send a GET request to the bitfinex api @return reponse """ url = '{}/{}{}'.format(self.host, endpoint, params) async with aiohttp.ClientSession() as session: async with session.get(url) as resp: text = await resp.text() if resp.status is not 200: raise Exception('GET {} failed with status {} - {}' .format(url, resp.status, text)) parsed = json.loads(text, parse_float=self.parse_float) return parsed async def post(self, endpoint, data={}, params=""): """ Send a pre-signed POST request to the bitfinex api @return response """ url = '{}/{}'.format(self.host, endpoint) sData = json.dumps(data) headers = generate_auth_headers( self.API_KEY, self.API_SECRET, endpoint, sData) headers["content-type"] = "application/json" async with aiohttp.ClientSession() as session: async with session.post(url + params, headers=headers, data=sData) as resp: text = await resp.text() if resp.status < 200 or resp.status > 299: raise Exception('POST {} failed with status {} - {}' .format(url, resp.status, text)) parsed = json.loads(text, parse_float=self.parse_float) return parsed ################################################## # Public Data # ################################################## async def get_seed_candles(self, symbol, tf='1m'): """ Used by the honey framework, this function gets the last 4k candles. """ endpoint = 'candles/trade:{}:{}/hist?limit=5000&_bfx=1'.format(tf, symbol) time_difference = (1000 * 60) * 5000 # get now to the nearest min now = int(round((time.time() // 60 * 60) * 1000)) task_batch = [] for x in range(0, 10): start = x * time_difference end = now - (x * time_difference) - time_difference e2 = endpoint + '&start={}&end={}'.format(start, end) task_batch += [asyncio.ensure_future(self.fetch(e2))] self.logger.info("Downloading seed candles from Bitfinex...") # call all fetch requests async done, _ = await asyncio.wait(*[task_batch]) candles = [] for task in done: candles += task.result() candles.sort(key=lambda x: x[0], reverse=True) self.logger.info("Downloaded {} candles.".format(len(candles))) return candles async def get_public_candles(self, symbol, start, end, section='hist', tf='1m', limit="100", sort=-1): """ Get all of the public candles between the start and end period. # Attributes @param symbol symbol string: pair symbol i.e tBTCUSD @param secton string: available values: "last", "hist" @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @param tf int: timeframe inbetween candles i.e 1m (min), ..., 1D (day), ... 1M (month) @param sort int: if = 1 it sorts results returned with old > new @return Array [ MTS, OPEN, CLOSE, HIGH, LOW, VOLUME ] """ endpoint = "candles/trade:{}:{}/{}".format(tf, symbol, section) params = "?start={}&end={}&limit={}&sort={}".format( start, end, limit, sort) candles = await self.fetch(endpoint, params=params) return candles async def get_public_trades(self, symbol, start, end, limit="100", sort=-1): """ Get all of the public trades between the start and end period. # Attributes @param symbol symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array [ ID, MTS, AMOUNT, RATE, PERIOD? ] """ endpoint = "trades/{}/hist".format(symbol) params = "?start={}&end={}&limit={}&sort={}".format( start, end, limit, sort) trades = await self.fetch(endpoint, params=params) return trades async def get_public_books(self, symbol, precision="P0", length=25): """ Get the public orderbook for a given symbol. # Attributes @param symbol symbol string: pair symbol i.e tBTCUSD @param precision string: level of price aggregation (P0, P1, P2, P3, P4, R0) @param length int: number of price points ("25", "100") @return Array [ PRICE, COUNT, AMOUNT ] """ endpoint = "book/{}/{}".format(symbol, precision) params = "?len={}".format(length) books = await self.fetch(endpoint, params) return books async def get_public_ticker(self, symbol): """ Get tickers for the given symbol. Tickers shows you the current best bid and ask, as well as the last trade price. # Attributes @param symbols symbol string: pair symbol i.e tBTCUSD @return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ] """ endpoint = "ticker/{}".format(symbol) ticker = await self.fetch(endpoint) return ticker async def get_public_tickers(self, symbols): """ Get tickers for the given symbols. Tickers shows you the current best bid and ask, as well as the last trade price. # Attributes @param symbols Array: array of symbols i.e [tBTCUSD, tETHUSD] @return Array [ SYMBOL, BID, BID_SIZE, ASK, ASK_SIZE, DAILY_CHANGE, DAILY_CHANGE_PERC, LAST_PRICE, VOLUME, HIGH, LOW ] """ endpoint = "tickers/?symbols={}".format(','.join(symbols)) ticker = await self.fetch(endpoint) return ticker async def get_derivative_status(self, symbol): """ Gets platform information for derivative symbol. # Attributes @param derivativeSymbol string: i.e tBTCF0:USTF0 @return [KEY/SYMBOL, MTS, PLACEHOLDER, DERIV_PRICE, SPOT_PRICE, PLACEHOLDER, INSURANCE_FUND_BALANCE4, PLACEHOLDER, PLACEHOLDER, FUNDING_ACCRUED, FUNDING_STEP, PLACEHOLDER] """ statuses = await self.get_derivative_statuses([symbol]) if len(statuses) > 0: return statuses[0] return [] async def get_derivative_statuses(self, symbols): """ Gets platform information for a collection of derivative symbols. # Attributes @param derivativeSymbols Array: array of symbols i.e [tBTCF0:USTF0 ...] or ["ALL"] @return [KEY/SYMBOL, MTS, PLACEHOLDER, DERIV_PRICE, SPOT_PRICE, PLACEHOLDER, INSURANCE_FUND_BALANCE4, PLACEHOLDER, PLACEHOLDER, FUNDING_ACCRUED, FUNDING_STEP, PLACEHOLDER] """ endpoint = "status/deriv?keys={}".format(','.join(symbols)) status = await self.fetch(endpoint) return status ################################################## # Authenticated Data # ################################################## async def get_wallets(self): """ Get all wallets on account associated with API_KEY - Requires authentication. @return Array """ endpoint = "auth/r/wallets" raw_wallets = await self.post(endpoint) return [Wallet(*rw[:4]) for rw in raw_wallets] async def get_active_orders(self, symbol): """ Get all of the active orders associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @return Array """ endpoint = "auth/r/orders/{}".format(symbol) raw_orders = await self.post(endpoint) return [Order.from_raw_order(ro) for ro in raw_orders] async def get_order_history(self, symbol, start, end, limit=25, sort=-1): """ Get all of the orders between the start and end period associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array """ endpoint = "auth/r/orders/{}/hist".format(symbol) params = "?start={}&end={}&limit={}&sort={}".format( start, end, limit, sort) raw_orders = await self.post(endpoint, params=params) return [Order.from_raw_order(ro) for ro in raw_orders] async def get_active_position(self): """ Get all of the active position associated with API_KEY - Requires authentication. @return Array """ endpoint = "auth/r/positions" raw_positions = await self.post(endpoint) return [Position.from_raw_rest_position(rp) for rp in raw_positions] async def get_order_trades(self, symbol, order_id): """ Get all of the trades that have been generated by the given order associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param order_id string: id of the order @return Array """ endpoint = "auth/r/order/{}:{}/trades".format(symbol, order_id) raw_trades = await self.post(endpoint) return [Trade.from_raw_rest_trade(rt) for rt in raw_trades] async def get_trades(self, symbol, start, end, limit=25): """ Get all of the trades between the start and end period associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array """ endpoint = "auth/r/trades/{}/hist".format(symbol) params = "?start={}&end={}&limit={}".format(start, end, limit) raw_trades = await self.post(endpoint, params=params) return [Trade.from_raw_rest_trade(rt) for rt in raw_trades] async def get_funding_offers(self, symbol): """ Get all of the funding offers associated with API_KEY - Requires authentication. @return Array """ endpoint = "auth/r/funding/offers/{}".format(symbol) offers = await self.post(endpoint) return [FundingOffer.from_raw_offer(o) for o in offers] async def get_funding_offer_history(self, symbol, start, end, limit=25): """ Get all of the funding offers between the start and end period associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array """ endpoint = "auth/r/funding/offers/{}/hist".format(symbol) params = "?start={}&end={}&limit={}".format(start, end, limit) offers = await self.post(endpoint, params=params) return [FundingOffer.from_raw_offer(o) for o in offers] async def get_funding_loans(self, symbol): """ Get all of the funding loans associated with API_KEY - Requires authentication. @return Array """ endpoint = "auth/r/funding/loans/{}".format(symbol) loans = await self.post(endpoint) return [FundingLoan.from_raw_loan(o) for o in loans] async def get_funding_loan_history(self, symbol, start, end, limit=25): """ Get all of the funding loans between the start and end period associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array """ endpoint = "auth/r/funding/loans/{}/hist".format(symbol) params = "?start={}&end={}&limit={}".format(start, end, limit) loans = await self.post(endpoint, params=params) return [FundingLoan.from_raw_loan(o) for o in loans] async def get_funding_credits(self, symbol): endpoint = "auth/r/funding/credits/{}".format(symbol) credits = await self.post(endpoint) return [FundingCredit.from_raw_credit(c) for c in credits] async def get_funding_credit_history(self, symbol, start, end, limit=25): """ Get all of the funding credits between the start and end period associated with API_KEY - Requires authentication. # Attributes @param symbol string: pair symbol i.e tBTCUSD @param start int: millisecond start time @param end int: millisecond end time @param limit int: max number of items in response @return Array """ endpoint = "auth/r/funding/credits/{}/hist".format(symbol) params = "?start={}&end={}&limit={}".format(start, end, limit) credits = await self.post(endpoint, params=params) return [FundingCredit.from_raw_credit(c) for c in credits] async def submit_funding_offer(self, symbol, amount, rate, period, funding_type=FundingOffer.Type.LIMIT, hidden=False): """ Submits a new funding offer # Attributes @param symbol string: pair symbol i.e fUSD @param amount float: funding size @param rate float: percentage rate to charge per a day @param period int: number of days for funding to remain active once accepted """ payload = { "type": funding_type, "symbol": symbol, "amount": str(amount), "rate": str(rate), "period": period, } # calculate and add flags flags = calculate_order_flags(hidden, None, None, None, None) payload['flags'] = flags endpoint = "auth/w/funding/offer/submit" raw_notification = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_notification) async def submit_cancel_funding_offer(self, fundingId): """ Cancel a funding offer # Attributes @param fundingId int: the id of the funding offer """ endpoint = "auth/w/funding/offer/cancel" raw_notification = await self.post(endpoint, { 'id': fundingId }) return Notification.from_raw_notification(raw_notification) async def submit_wallet_transfer(self, from_wallet, to_wallet, from_currency, to_currency, amount): """ Transfer funds between wallets # Attributes @param from_wallet string: wallet name to transfer from i.e margin, exchange @param to_wallet string: wallet name to transfer to i.e margin, exchange @param from_currency string: currency symbol to tranfer from i.e BTC, USD @param to_currency string: currency symbol to transfer to i.e BTC, USD @param amount float: amount of funds to transfer """ endpoint = "auth/w/transfer" payload = { "from": from_wallet, "to": to_wallet, "currency": from_currency, "currency_to": to_currency, "amount": str(amount), } raw_transfer = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_transfer) async def get_wallet_deposit_address(self, wallet, method, renew=0): """ Get the deposit address for the given wallet and protocol # Attributes @param wallet string: wallet name i.e margin, exchange @param method string: transfer protocol i.e bitcoin """ endpoint = "auth/w/deposit/address" payload = { "wallet": wallet, "method": method, "op_renew": renew, } raw_deposit = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_deposit) async def create_wallet_deposit_address(self, wallet, method): """ Creates a new deposit address for the given wallet and protocol. Previously generated addresses remain linked. # Attributes @param wallet string: wallet name i.e margin, exchange @param method string: transfer protocol i.e bitcoin """ return await self.get_wallet_deposit_address(wallet, method, renew=1) async def submit_wallet_withdraw(self, wallet, method, amount, address): """ Submits a request to withdraw crypto funds to an external wallet. # Attributes @param wallet string: wallet name i.e margin, exchange @param method string: transfer protocol i.e bitcoin @param amount float: amount of funds to withdraw @param address string: external address to withdraw to """ endpoint = "auth/w/withdraw" payload = { "wallet": wallet, "method": method, "amount": str(amount), "address": str(address) } raw_deposit = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_deposit) # async def submit_close_funding(self, id, type): # """ # `/v2/auth/w/funding/close` (params: `id`, `type` (credit|loan)) # """ # pass # async def submit_auto_funding(self, ): # """ # `/v2/auth/w/funding/auto` (params: `status` (1|0), `currency`, `amount`, `rate`, `period`) # (`rate === 0` means `FRR`) # """ # pass ################################################## # Orders # ################################################## async def submit_order(self, symbol, price, amount, market_type=Order.Type.LIMIT, hidden=False, price_trailing=None, price_aux_limit=None, oco_stop_price=None, close=False, reduce_only=False, post_only=False, oco=False, aff_code=None, time_in_force=None, leverage=None, gid=None): """ Submit a new order # Attributes @param gid: assign the order to a group identifier @param symbol: the name of the symbol i.e 'tBTCUSD @param price: the price you want to buy/sell at (must be positive) @param amount: order size: how much you want to buy/sell, a negative amount indicates a sell order and positive a buy order @param market_type Order.Type: please see Order.Type enum amount decimal string Positive for buy, Negative for sell @param hidden: if True, order should be hidden from orderbooks @param price_trailing: decimal trailing price @param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT) @param oco_stop_price: set the oco stop price (requires oco = True) @param close: if True, close position if position present @param reduce_only: if True, ensures that the executed order does not flip the opened position @param post_only: if True, ensures the limit order will be added to the order book and not match with a pre-existing order @param oco: cancels other order option allows you to place a pair of orders stipulating that if one order is executed fully or partially, then the other is automatically canceled @param aff_code: bitfinex affiliate code @param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23 @param leverage: the amount of leverage to apply to the order as an integer """ cid = gen_unique_cid() payload = { "cid": cid, "type": str(market_type), "symbol": symbol, "amount": str(amount), "price": str(price), "meta": {} } # calculate and add flags flags = calculate_order_flags(hidden, close, reduce_only, post_only, oco) payload['flags'] = flags # add extra parameters if price_trailing is not None: payload['price_trailing'] = price_trailing if price_aux_limit is not None: payload['price_aux_limit'] = price_aux_limit if oco_stop_price is not None: payload['price_oco_stop'] = str(oco_stop_price) if time_in_force is not None: payload['tif'] = time_in_force if gid is not None: payload['gid'] = gid if leverage is not None: payload['lev'] = str(leverage) if aff_code is not None: payload['meta']['aff_code'] = str(aff_code) endpoint = "auth/w/order/submit" raw_notification = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_notification) async def submit_cancel_order(self, orderId): """ Cancel an existing open order # Attributes @param orderId: the id of the order that you want to update """ endpoint = "auth/w/order/cancel" raw_notification = await self.post(endpoint, { 'id': orderId }) return Notification.from_raw_notification(raw_notification) async def submit_update_order(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None, price_trailing=None, hidden=False, close=False, reduce_only=False, post_only=False, time_in_force=None, leverage=None): """ Update an existing order # Attributes @param orderId: the id of the order that you want to update @param price: the price you want to buy/sell at (must be positive) @param amount: order size: how much you want to buy/sell, a negative amount indicates a sell order and positive a buy order @param delta: change of amount @param price_trailing: decimal trailing price @param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT) @param hidden: if True, order should be hidden from orderbooks @param close: if True, close position if position present @param reduce_only: if True, ensures that the executed order does not flip the opened position @param post_only: if True, ensures the limit order will be added to the order book and not match with a pre-existing order @param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23 @param leverage: the amount of leverage to apply to the order as an integer """ payload = {"id": orderId} if price is not None: payload['price'] = str(price) if amount is not None: payload['amount'] = str(amount) if delta is not None: payload['delta'] = str(delta) if price_aux_limit is not None: payload['price_aux_limit'] = str(price_aux_limit) if price_trailing is not None: payload['price_trailing'] = str(price_trailing) if time_in_force is not None: payload['time_in_force'] = str(time_in_force) if leverage is not None: payload["lev"] = str(leverage) flags = calculate_order_flags( hidden, close, reduce_only, post_only, False) payload['flags'] = flags endpoint = "auth/w/order/update" raw_notification = await self.post(endpoint, payload) return Notification.from_raw_notification(raw_notification) ################################################## # Derivatives # ################################################## async def set_derivative_collateral(self, symbol, collateral): """ Update the amount of callateral used to back a derivative position. # Attributes @param symbol of the derivative i.e 'tBTCF0:USTF0' @param collateral: amount of collateral/value to apply to the open position """ endpoint = 'auth/w/deriv/collateral/set' payload = {} payload['symbol'] = symbol payload['collateral'] = collateral return await self.post(endpoint, data=payload)