mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
415 lines
15 KiB
Python
415 lines
15 KiB
Python
from enum import Enum
|
|
|
|
from . import serializers
|
|
|
|
from .errors import BfxWebsocketException
|
|
|
|
def _get_sub_dictionary(dictionary, keys):
|
|
return { key: dictionary[key] for key in dictionary if key in keys }
|
|
|
|
def _label_stream_data(labels, *args, IGNORE = [ "_PLACEHOLDER" ]):
|
|
if len(labels) != len(args):
|
|
raise BfxWebsocketException("<labels> and <*args> arguments should contain the same amount of elements.")
|
|
|
|
return { label: args[index] for index, label in enumerate(labels) if label not in IGNORE }
|
|
|
|
class Channels(str, Enum):
|
|
TICKER = "ticker"
|
|
TRADES = "trades"
|
|
BOOK = "book"
|
|
CANDLES = "candles"
|
|
STATUS = "status"
|
|
|
|
class PublicChannelsHandler(object):
|
|
EVENTS = [
|
|
"tp_ticker_update", "fc_ticker_update",
|
|
"tp_trade_executed", "tp_trade_execution_update", "fc_trade_executed", "fc_trade_execution_update", "tp_trades_snapshot", "fc_trades_snapshot",
|
|
"tp_book_snapshot", "fc_book_snapshot", "tp_raw_book_snapshot", "fc_raw_book_snapshot", "tp_book_update", "fc_book_update", "tp_raw_book_update", "fc_raw_book_update",
|
|
"candles_snapshot", "candles_update",
|
|
"derivatives_status_update",
|
|
]
|
|
|
|
def __init__(self, event_emitter):
|
|
self.event_emitter = event_emitter
|
|
|
|
self.__handlers = {
|
|
Channels.TICKER: self.__ticker_channel_handler,
|
|
Channels.TRADES: self.__trades_channel_handler,
|
|
Channels.BOOK: self.__book_channel_handler,
|
|
Channels.CANDLES: self.__candles_channel_handler,
|
|
Channels.STATUS: self.__status_channel_handler
|
|
}
|
|
|
|
def handle(self, subscription, *stream):
|
|
if channel := subscription["channel"] or channel in self.__handlers.keys():
|
|
return self.__handlers[channel](subscription, *stream)
|
|
|
|
def __ticker_channel_handler(self, subscription, *stream):
|
|
if subscription["symbol"].startswith("t"):
|
|
return self.event_emitter.emit(
|
|
"tp_ticker_update",
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
|
|
serializers.TradingPairTicker.parse(*stream[0])
|
|
)
|
|
|
|
if subscription["symbol"].startswith("f"):
|
|
return self.event_emitter.emit(
|
|
"fc_ticker_update",
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
|
|
serializers.FundingCurrencyTicker.parse(*stream[0])
|
|
)
|
|
|
|
def __trades_channel_handler(self, subscription, *stream):
|
|
if type := stream[0] or type in [ "te", "tu", "fte", "ftu" ]:
|
|
if subscription["symbol"].startswith("t"):
|
|
return self.event_emitter.emit(
|
|
{ "te": "tp_trade_executed", "tu": "tp_trade_execution_update" }[type],
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
|
|
serializers.TradingPairTrade.parse(*stream[1])
|
|
)
|
|
|
|
if subscription["symbol"].startswith("f"):
|
|
return self.event_emitter.emit(
|
|
{ "fte": "fc_trade_executed", "ftu": "fc_trade_execution_update" }[type],
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
|
|
serializers.FundingCurrencyTrade.parse(*stream[1])
|
|
)
|
|
|
|
if subscription["symbol"].startswith("t"):
|
|
return self.event_emitter.emit(
|
|
"tp_trades_snapshot",
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "pair" ]),
|
|
[ serializers.TradingPairTrade.parse(*substream) for substream in stream[0] ]
|
|
)
|
|
|
|
if subscription["symbol"].startswith("f"):
|
|
return self.event_emitter.emit(
|
|
"fc_trades_snapshot",
|
|
_get_sub_dictionary(subscription, [ "chanId", "symbol", "currency" ]),
|
|
[ serializers.FundingCurrencyTrade.parse(*substream) for substream in stream[0] ]
|
|
)
|
|
|
|
def __book_channel_handler(self, subscription, *stream):
|
|
subscription = _get_sub_dictionary(subscription, [ "chanId", "symbol", "prec", "freq", "len", "subId", "pair" ])
|
|
|
|
type = subscription["symbol"][0]
|
|
|
|
if subscription["prec"] == "R0":
|
|
_trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairRawBook, serializers.FundingCurrencyRawBook, True
|
|
else: _trading_pair_serializer, _funding_currency_serializer, IS_RAW_BOOK = serializers.TradingPairBook, serializers.FundingCurrencyBook, False
|
|
|
|
if all(isinstance(substream, list) for substream in stream[0]):
|
|
return self.event_emitter.emit(
|
|
{ "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_snapshot",
|
|
subscription,
|
|
[ { "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*substream) for substream in stream[0] ]
|
|
)
|
|
|
|
return self.event_emitter.emit(
|
|
{ "t": "tp_", "f": "fc_" }[type] + (IS_RAW_BOOK and "raw_book" or "book") + "_update",
|
|
subscription,
|
|
{ "t": _trading_pair_serializer, "f": _funding_currency_serializer }[type].parse(*stream[0])
|
|
)
|
|
|
|
def __candles_channel_handler(self, subscription, *stream):
|
|
subscription = _get_sub_dictionary(subscription, [ "chanId", "key" ])
|
|
|
|
if all(isinstance(substream, list) for substream in stream[0]):
|
|
return self.event_emitter.emit(
|
|
"candles_snapshot",
|
|
subscription,
|
|
[ serializers.Candle.parse(*substream) for substream in stream[0] ]
|
|
)
|
|
|
|
return self.event_emitter.emit(
|
|
"candles_update",
|
|
subscription,
|
|
serializers.Candle.parse(*stream[0])
|
|
)
|
|
|
|
def __status_channel_handler(self, subscription, *stream):
|
|
subscription = _get_sub_dictionary(subscription, [ "chanId", "key" ])
|
|
|
|
if subscription["key"].startswith("deriv:"):
|
|
return self.event_emitter.emit(
|
|
"derivatives_status_update",
|
|
subscription,
|
|
serializers.DerivativesStatus.parse(*stream[0])
|
|
)
|
|
|
|
class AuthenticatedChannelsHandler(object):
|
|
EVENTS = [
|
|
"order_snapshot", "new_order", "order_update", "order_cancel",
|
|
"position_snapshot", "new_position", "position_update", "position_close",
|
|
"trade_executed", "trade_execution_update",
|
|
"funding_offer_snapshot", "funding_offer_new", "funding_offer_update", "funding_offer_cancel",
|
|
"funding_credit_snapshot", "funding_credit_new", "funding_credit_update", "funding_credit_close",
|
|
"funding_loan_snapshot", "funding_loan_new", "funding_loan_update", "funding_loan_close",
|
|
"wallet_snapshot", "wallet_update",
|
|
"balance_update",
|
|
]
|
|
|
|
def __init__(self, event_emitter, strict = False):
|
|
self.event_emitter, self.strict = event_emitter, strict
|
|
|
|
self.__handlers = {
|
|
("os", "on", "ou", "oc",): self.__orders_channel_handler,
|
|
("ps", "pn", "pu", "pc",): self.__positions_channel_handler,
|
|
("te", "tu",): self.__trades_channel_handler,
|
|
("fos", "fon", "fou", "foc",): self.__funding_offers_channel_handler,
|
|
("fcs", "fcn", "fcu", "fcc",): self.__funding_credits_channel_handler,
|
|
("fls", "fln", "flu", "flc",): self.__funding_loans_channel_handler,
|
|
("ws", "wu",): self.__wallets_channel_handler,
|
|
("bu",): self.__balance_info_channel_handler
|
|
}
|
|
|
|
def handle(self, type, stream):
|
|
for abbreviations in self.__handlers.keys():
|
|
if type in abbreviations:
|
|
return self.__handlers[abbreviations](type, stream)
|
|
|
|
if self.strict == True:
|
|
raise BfxWebsocketException(f"Event of type <{type}> not found in self.__handlers.")
|
|
|
|
def __orders_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"ID",
|
|
"GID",
|
|
"CID",
|
|
"SYMBOL",
|
|
"MTS_CREATE",
|
|
"MTS_UPDATE",
|
|
"AMOUNT",
|
|
"AMOUNT_ORIG",
|
|
"ORDER_TYPE",
|
|
"TYPE_PREV",
|
|
"MTS_TIF",
|
|
"_PLACEHOLDER",
|
|
"FLAGS",
|
|
"ORDER_STATUS",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"PRICE",
|
|
"PRICE_AVG",
|
|
"PRICE_TRAILING",
|
|
"PRICE_AUX_LIMIT",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"NOTIFY",
|
|
"HIDDEN",
|
|
"PLACED_ID",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"ROUTING",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"META"
|
|
]
|
|
|
|
if type == "os":
|
|
self.event_emitter.emit("order_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "on" or type == "ou" or type == "oc":
|
|
self.event_emitter.emit({
|
|
"on": "new_order",
|
|
"ou": "order_update",
|
|
"oc": "order_cancel"
|
|
}[type], _label_stream_data(_labels, *stream))
|
|
|
|
def __positions_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"SYMBOL",
|
|
"STATUS",
|
|
"AMOUNT",
|
|
"BASE_PRICE",
|
|
"MARGIN_FUNDING",
|
|
"MARGIN_FUNDING_TYPE",
|
|
"PL",
|
|
"PL_PERC",
|
|
"PRICE_LIQ",
|
|
"LEVERAGE",
|
|
"FLAG",
|
|
"POSITION_ID",
|
|
"MTS_CREATE",
|
|
"MTS_UPDATE",
|
|
"_PLACEHOLDER",
|
|
"TYPE",
|
|
"_PLACEHOLDER",
|
|
"COLLATERAL",
|
|
"COLLATERAL_MIN",
|
|
"META"
|
|
]
|
|
|
|
if type == "ps":
|
|
self.event_emitter.emit("position_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "pn" or type == "pu" or type == "pc":
|
|
self.event_emitter.emit({
|
|
"pn": "new_position",
|
|
"pu": "position_update",
|
|
"pc": "position_close"
|
|
}[type], _label_stream_data(_labels, *stream))
|
|
|
|
def __trades_channel_handler(self, type, stream):
|
|
if type == "te":
|
|
self.event_emitter.emit("trade_executed", _label_stream_data([
|
|
"ID",
|
|
"SYMBOL",
|
|
"MTS_CREATE",
|
|
"ORDER_ID",
|
|
"EXEC_AMOUNT",
|
|
"EXEC_PRICE",
|
|
"ORDER_TYPE",
|
|
"ORDER_PRICE",
|
|
"MAKER",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"CID"
|
|
], *stream))
|
|
|
|
if type == "tu":
|
|
self.event_emitter.emit("trade_execution_update", _label_stream_data([
|
|
"ID",
|
|
"SYMBOL",
|
|
"MTS_CREATE",
|
|
"ORDER_ID",
|
|
"EXEC_AMOUNT",
|
|
"EXEC_PRICE",
|
|
"ORDER_TYPE",
|
|
"ORDER_PRICE",
|
|
"MAKER",
|
|
"FEE",
|
|
"FEE_CURRENCY",
|
|
"CID"
|
|
], *stream))
|
|
|
|
def __funding_offers_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"ID",
|
|
"SYMBOL",
|
|
"MTS_CREATED",
|
|
"MTS_UPDATED",
|
|
"AMOUNT",
|
|
"AMOUNT_ORIG",
|
|
"OFFER_TYPE",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"FLAGS",
|
|
"STATUS",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"RATE",
|
|
"PERIOD",
|
|
"NOTIFY",
|
|
"HIDDEN",
|
|
"_PLACEHOLDER",
|
|
"RENEW",
|
|
"_PLACEHOLDER",
|
|
]
|
|
|
|
if type == "fos":
|
|
self.event_emitter.emit("funding_offer_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "fon" or type == "fou" or type == "foc":
|
|
self.event_emitter.emit({
|
|
"fon": "funding_offer_new",
|
|
"fou": "funding_offer_update",
|
|
"foc": "funding_offer_cancel"
|
|
}[type], _label_stream_data(_labels, *stream))
|
|
|
|
def __funding_credits_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"ID",
|
|
"SYMBOL",
|
|
"SIDE",
|
|
"MTS_CREATE",
|
|
"MTS_UPDATE",
|
|
"AMOUNT",
|
|
"FLAGS",
|
|
"STATUS",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"RATE",
|
|
"PERIOD",
|
|
"MTS_OPENING",
|
|
"MTS_LAST_PAYOUT",
|
|
"NOTIFY",
|
|
"HIDDEN",
|
|
"_PLACEHOLDER",
|
|
"RENEW",
|
|
"RATE_REAL",
|
|
"NO_CLOSE",
|
|
"POSITION_PAIR"
|
|
]
|
|
|
|
if type == "fcs":
|
|
self.event_emitter.emit("funding_credit_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "fcn" or type == "fcu" or type == "fcc":
|
|
self.event_emitter.emit({
|
|
"fcn": "funding_credit_new",
|
|
"fcu": "funding_credit_update",
|
|
"fcc": "funding_credit_close"
|
|
}[type], _label_stream_data(_labels, *stream))
|
|
|
|
def __funding_loans_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"ID",
|
|
"SYMBOL",
|
|
"SIDE",
|
|
"MTS_CREATE",
|
|
"MTS_UPDATE",
|
|
"AMOUNT",
|
|
"FLAGS",
|
|
"STATUS",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"_PLACEHOLDER",
|
|
"RATE",
|
|
"PERIOD",
|
|
"MTS_OPENING",
|
|
"MTS_LAST_PAYOUT",
|
|
"NOTIFY",
|
|
"HIDDEN",
|
|
"_PLACEHOLDER",
|
|
"RENEW",
|
|
"RATE_REAL",
|
|
"NO_CLOSE"
|
|
]
|
|
|
|
if type == "fls":
|
|
self.event_emitter.emit("funding_loan_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "fln" or type == "flu" or type == "flc":
|
|
self.event_emitter.emit({
|
|
"fln": "funding_loan_new",
|
|
"flu": "funding_loan_update",
|
|
"flc": "funding_loan_close"
|
|
}[type], _label_stream_data(_labels, *stream))
|
|
|
|
def __wallets_channel_handler(self, type, stream):
|
|
_labels = [
|
|
"WALLET_TYPE",
|
|
"CURRENCY",
|
|
"BALANCE",
|
|
"UNSETTLED_INTEREST",
|
|
"BALANCE_AVAILABLE",
|
|
"DESCRIPTION",
|
|
"META"
|
|
]
|
|
|
|
if type == "ws":
|
|
self.event_emitter.emit("wallet_snapshot", [ _label_stream_data(_labels, *substream) for substream in stream ])
|
|
|
|
if type == "wu":
|
|
self.event_emitter.emit("wallet_update", _label_stream_data(_labels, *stream))
|
|
|
|
def __balance_info_channel_handler(self, type, stream):
|
|
if type == "bu":
|
|
self.event_emitter.emit("balance_update", _label_stream_data([
|
|
"AUM",
|
|
"AUM_NET"
|
|
], *stream)) |