Files
bitfinex-api-py/bfxapi/rest/BfxRestInterface.py
2023-01-25 18:29:29 +01:00

501 lines
24 KiB
Python

import time, hmac, hashlib, json, requests
from decimal import Decimal
from datetime import datetime
from http import HTTPStatus
from typing import List, Union, Literal, Optional, Any, cast
from . import serializers
from .types import *
from .enums import Config, Sort, OrderType, FundingOfferType, Error
from .exceptions import ResourceNotFound, RequestParametersError, InvalidAuthenticationCredentials, UnknownGenericError
from .. utils.encoder import JSONEncoder
class BfxRestInterface(object):
def __init__(self, host, API_KEY = None, API_SECRET = None):
self.public = _RestPublicEndpoints(host=host)
self.auth = _RestAuthenticatedEndpoints(host=host, API_KEY=API_KEY, API_SECRET=API_SECRET)
class _Requests(object):
def __init__(self, host, API_KEY = None, API_SECRET = None):
self.host, self.API_KEY, self.API_SECRET = host, API_KEY, API_SECRET
def __build_authentication_headers(self, endpoint, data):
nonce = str(int(time.time()) * 1000)
path = f"/api/v2/{endpoint}{nonce}"
if data != None: path += 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, params = None):
response = requests.get(f"{self.host}/{endpoint}", params=params)
print(f"{self.host}/{endpoint}")
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(f"The request was rejected with the following parameter error: <{data[2]}>")
if data[1] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
return data
def _POST(self, endpoint, params = None, data = None):
headers = { "Content-Type": "application/json" }
if isinstance(data, dict):
data = json.dumps({ key: value for key, value in data.items() if value != None}, cls=JSONEncoder)
if self.API_KEY and self.API_SECRET:
headers = { **headers, **self.__build_authentication_headers(endpoint, data) }
response = requests.post(f"{self.host}/{endpoint}", params=params, data=data, headers=headers)
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(f"The request was rejected with the 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] == None or data[1] == Error.ERR_UNK or data[1] == Error.ERR_GENERIC:
raise UnknownGenericError(f"The server replied to the request with a generic error with message: <{data[2]}>.")
return data
class _RestPublicEndpoints(_Requests):
def get_platform_status(self) -> PlatformStatus:
return serializers.PlatformStatus.parse(*self._GET("platform/status"))
def get_tickers(self, symbols: List[str]) -> List[Union[TradingPairTicker, FundingCurrencyTicker]]:
data = self._GET("tickers", params={ "symbols": ",".join(symbols) })
parsers = { "t": serializers.TradingPairTicker.parse, "f": serializers.FundingCurrencyTicker.parse }
return [ cast(Union[TradingPairTicker, FundingCurrencyTicker], parsers[sub_data[0][0]](*sub_data)) for sub_data in data ]
def get_t_tickers(self, pairs: Union[List[str], Literal["ALL"]]) -> List[TradingPairTicker]:
if isinstance(pairs, str) and pairs == "ALL":
return [ cast(TradingPairTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.SYMBOL).startswith("t") ]
data = self.get_tickers([ "t" + pair for pair in pairs ])
return cast(List[TradingPairTicker], data)
def get_f_tickers(self, currencies: Union[List[str], Literal["ALL"]]) -> List[FundingCurrencyTicker]:
if isinstance(currencies, str) and currencies == "ALL":
return [ cast(FundingCurrencyTicker, sub_data) for sub_data in self.get_tickers([ "ALL" ]) if cast(str, sub_data.SYMBOL).startswith("f") ]
data = self.get_tickers([ "f" + currency for currency in currencies ])
return cast(List[FundingCurrencyTicker], data)
def get_t_ticker(self, pair: str) -> TradingPairTicker:
return serializers.TradingPairTicker.parse(*self._GET(f"ticker/t{pair}"), skip=["SYMBOL"])
def get_f_ticker(self, currency: str) -> FundingCurrencyTicker:
return serializers.FundingCurrencyTicker.parse(*self._GET(f"ticker/f{currency}"), skip=["SYMBOL"])
def get_tickers_history(self, symbols: List[str], start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[TickersHistory]:
params = {
"symbols": ",".join(symbols),
"start": start, "end": end,
"limit": limit
}
data = self._GET("tickers/hist", params=params)
return [ serializers.TickersHistory.parse(*sub_data) for sub_data in data ]
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/{'t' + 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/{'f' + 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/{'t' + 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/{'f' + 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/{'t' + 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/{'f' + 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"]]) -> List[DerivativesStatus]:
if keys == "ALL":
params = { "keys": "ALL" }
else: params = { "keys": ",".join(keys) }
data = self._GET(f"status/deriv", params=params)
return [ serializers.DerivativesStatus.parse(*sub_data) for sub_data in data ]
def get_derivatives_status_history(
self,
type: str, symbol: 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/{type}/{symbol}/hist", params=params)
return [ serializers.DerivativesStatus.parse(*sub_data, skip=[ "KEY" ]) 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?limit={limit}&start={start}&end={end}&sort={sort}", 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 conf(self, config: Config) -> Any:
return self._GET(f"conf/{config}")[0]
def get_pulse_profile(self, nickname: str) -> PulseProfile:
return serializers.PulseProfile.parse(*self._GET(f"pulse/profile/{nickname}"))
def get_pulse_history(self, end: Optional[str] = None, limit: Optional[int] = None) -> List[PulseMessage]:
messages = list()
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:
data = {
"symbol": symbol, "amount": amount, "price_limit": price_limit
}
return serializers.TradingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
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:
data = {
"symbol": symbol, "amount": amount, "period": period,
"rate_limit": rate_limit
}
return serializers.FundingMarketAveragePrice.parse(*self._POST("calc/trade/avg", data=data))
def get_fx_rate(self, ccy1: str, ccy2: str) -> FxRate:
return serializers.FxRate.parse(*self._POST("calc/fx", data={ "ccy1": ccy1, "ccy2": ccy2 }))
class _RestAuthenticatedEndpoints(_Requests):
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]:
endpoint = "auth/r/orders"
if symbol != None:
endpoint += f"/{symbol}"
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data={ "id": ids }) ]
def get_positions(self) -> List[Position]:
return [ serializers.Position.parse(*sub_data) for sub_data in self._POST("auth/r/positions") ]
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]:
data = {
"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 serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/submit", data=data))
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]:
data = {
"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 serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/update", data=data))
def cancel_order(self, id: Optional[int] = None, cid: Optional[int] = None, cid_date: Optional[str] = None) -> Notification[Order]:
data = {
"id": id,
"cid": cid,
"cid_date": cid_date
}
return serializers._Notification[Order](serializer=serializers.Order).parse(*self._POST("auth/w/order/cancel", data=data))
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]]:
data = {
"ids": ids,
"cids": cids,
"gids": gids,
"all": int(all)
}
return serializers._Notification[List[Order]](serializer=serializers.Order, iterate=True).parse(*self._POST("auth/w/order/cancel/multi", data=data))
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 == None:
endpoint = "auth/r/orders/hist"
else: endpoint = f"auth/r/orders/{symbol}/hist"
data = {
"id": ids,
"start": start, "end": end,
"limit": limit
}
return [ serializers.Order.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
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 == None:
endpoint = "auth/r/trades/hist"
else: endpoint = f"auth/r/trades/{symbol}/hist"
data = {
"sort": sort,
"start": start, "end": end,
"limit": limit
}
return [ serializers.Trade.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
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_ledgers(self, currency: str, category: Optional[int] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Ledger]:
data = {
"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", data=data) ]
def get_funding_offers(self, symbol: Optional[str] = None) -> List[FundingOffer]:
endpoint = "auth/r/funding/offers"
if symbol != None:
endpoint += f"/{symbol}"
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint) ]
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]:
data = {
"type": type, "symbol": symbol, "amount": amount,
"rate": rate, "period": period,
"flags": flags
}
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/submit", data=data))
def cancel_funding_offer(self, id: int) -> Notification[FundingOffer]:
return serializers._Notification[FundingOffer](serializer=serializers.FundingOffer).parse(*self._POST("auth/w/funding/offer/cancel", data={ "id": id }))
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 == None:
endpoint = "auth/r/funding/offers/hist"
else: endpoint = f"auth/r/funding/offers/{symbol}/hist"
data = {
"start": start, "end": end,
"limit": limit
}
return [ serializers.FundingOffer.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
def get_funding_credits(self, symbol: Optional[str] = None) -> List[FundingCredit]:
if symbol == 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 == None:
endpoint = "auth/r/funding/credits/hist"
else: endpoint = f"auth/r/funding/credits/{symbol}/hist"
data = {
"start": start, "end": end,
"limit": limit
}
return [ serializers.FundingCredit.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
def submit_wallet_transfer(self, from_wallet: str, to_wallet: str, currency: str, currency_to: str, amount: Union[Decimal, float, str]) -> Notification[Transfer]:
data = {
"from": from_wallet, "to": to_wallet,
"currency": currency, "currency_to": currency_to,
"amount": amount
}
return serializers._Notification[Transfer](serializer=serializers.Transfer).parse(*self._POST("auth/w/transfer", data=data))
def submit_wallet_withdraw(self, wallet: str, method: str, address: str, amount: Union[Decimal, float, str]) -> Notification[Withdrawal]:
data = {
"wallet": wallet, "method": method,
"address": address, "amount": amount,
}
return serializers._Notification[Withdrawal](serializer=serializers.Withdrawal).parse(*self._POST("auth/w/withdraw", data=data))
def get_deposit_address(self, wallet: str, method: str, renew: bool = False) -> Notification[DepositAddress]:
data = {
"wallet": wallet,
"method": method,
"renew": int(renew)
}
return serializers._Notification[DepositAddress](serializer=serializers.DepositAddress).parse(*self._POST("auth/w/deposit/address", data=data))
def get_deposit_invoice(self, wallet: str, currency: str, amount: Union[Decimal, float, str]) -> Invoice:
data = {
"wallet": wallet, "currency": currency,
"amount": amount
}
return serializers.Invoice.parse(*self._POST("auth/w/deposit/invoice", data=data))
def get_movements(self, currency: Optional[str] = None, start: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None) -> List[Movement]:
if currency == None:
endpoint = "auth/r/movements/hist"
else: endpoint = f"auth/r/movements/{currency}/hist"
data = {
"start": start, "end": end,
"limit": limit
}
return [ serializers.Movement.parse(*sub_data) for sub_data in self._POST(endpoint, data=data) ]
def get_symbol_margin_info(self, symbol: str) -> SymbolMarginInfo:
data = self._POST(f"auth/r/info/margin/{symbol}")
return serializers.SymbolMarginInfo.parse(*([data[1]] + data[2]))
def get_all_symbols_margin_info(self) -> List[SymbolMarginInfo]:
return [ serializers.SymbolMarginInfo.parse(*([sub_data[1]] + sub_data[2])) for sub_data in self._POST(f"auth/r/info/margin/sym_all") ]
def get_base_margin_info(self) -> BaseMarginInfo:
return serializers.BaseMarginInfo.parse(*(self._POST(f"auth/r/info/margin/base")[1]))
def claim_position(self, id: int, amount: Optional[Union[Decimal, float, str]] = None) -> Notification[Claim]:
return serializers._Notification[Claim](serializer=serializers.Claim).parse(*self._POST("auth/w/position/claim", data={ "id": id, "amount": amount }))