""" This module contains the BFX rest client data types """ import asyncio import aiohttp import time import json from ..utils.CustomLogger import CustomLogger from ..utils.auth import generate_auth_headers from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer from ..models import FundingCredit 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.bitfinex.com/v2', loop=None, logLevel='INFO', *args, **kwargs): self.loop = loop or asyncio.get_event_loop() self.API_KEY = API_KEY self.API_SECRET = API_SECRET self.host = host self.logger = CustomLogger('BfxRest', logLevel=logLevel) async def fetch(self, endpoint, params=""): """ Fetch a GET request from the bitfinex host @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)) return await resp.json() async def post(self, endpoint, data={}, params=""): """ Request a POST to the bitfinex host @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 is not 200: raise Exception('POST {} failed with status {} - {}' .format(url, resp.status, text)) return await resp.json() ################################################## # 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. @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. @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. @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. @parms 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. @parms 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 ################################################## # 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. @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. @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. @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. @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. @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. @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. @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] ################################################## # Orders # ################################################## async def __submit_order(self, symbol, amount, price, oType=Order.Type.LIMIT, is_hidden=False, is_postonly=False, use_all_available=False, stop_order=False, stop_buy_price=0, stop_sell_price=0): """ Submit a new order @param symbol: the name of the symbol i.e 'tBTCUSD @param amount: order size: how much you want to buy/sell, a negative amount indicates a sell order and positive a buy order @param price: the price you want to buy/sell at (must be positive) @param oType: order type, see Order.Type enum @param is_hidden: True if order should be hidden from orderbooks @param is_postonly: True if should be post only. Only relevant for limit @param use_all_available: True if order should use entire balance @param stop_order: True to set an additional STOP OCO order linked to the current order @param stop_buy_price: set the OCO stop buy price (requires stop_order True) @param stop_sell_price: set the OCO stop sell price (requires stop_order True) """ raise NotImplementedError( "V2 submit order has not yet been added to the bfx api. Please use bfxapi.ws") side = Order.Side.SELL if amount < 0 else Order.Side.BUY use_all_balance = 1 if use_all_available else 0 payload = {} payload['symbol'] = symbol payload['amount'] = abs(amount) payload['price'] = price payload['side'] = side payload['type'] = oType payload['is_hidden'] = is_hidden payload['is_postonly'] = is_postonly payload['use_all_available'] = use_all_balance payload['ocoorder'] = stop_order if stop_order: payload['buy_price_oco'] = stop_buy_price payload['sell_price_oco'] = stop_sell_price endpoint = 'order/new' return await self.post(endpoint, data=payload)