bitfinex-api-py/bfxapi/rest/serializers.py

from typing import Generic, TypeVar, Iterable, Optional, List, Any

from . import typings

from .exceptions import BfxRestException

T = TypeVar("T")

class _Serializer(Generic[T]):
    def __init__(self, name: str, labels: List[str], IGNORE: List[str] = [ "_PLACEHOLDER" ]):
        self.name, self.__labels, self.__IGNORE = name, labels, IGNORE

    def __serialize(self, *args: Any, skip: Optional[List[str]]) -> Iterable[T]:
        labels = list(filter(lambda label: label not in (skip or list()), self.__labels))

        if len(labels) > len(args):
            raise BfxRestException("<labels> and <*args> arguments should contain the same amount of elements.")

        for index, label in enumerate(labels):
            if label not in self.__IGNORE:
                yield label, args[index]

    def parse(self, *values: Any, skip: Optional[List[str]] = None) -> T:
        return dict(self.__serialize(*values, skip=skip))

#region Serializers definition for Rest Public Endpoints

PlatformStatus = _Serializer[typings.PlatformStatus]("PlatformStatus", labels=[
    "OPERATIVE"
])

TradingPairTicker = _Serializer[typings.TradingPairTicker]("TradingPairTicker", labels=[
    "SYMBOL",
    "BID",
    "BID_SIZE",
    "ASK",
    "ASK_SIZE",
    "DAILY_CHANGE",
    "DAILY_CHANGE_RELATIVE",
    "LAST_PRICE",
    "VOLUME",
    "HIGH",
    "LOW"
])

FundingCurrencyTicker = _Serializer[typings.FundingCurrencyTicker]("FundingCurrencyTicker", labels=[
    "SYMBOL",
    "FRR",
    "BID",
    "BID_PERIOD",
    "BID_SIZE",
    "ASK",
    "ASK_PERIOD",
    "ASK_SIZE",
    "DAILY_CHANGE",
    "DAILY_CHANGE_RELATIVE",
    "LAST_PRICE",
    "VOLUME",
    "HIGH",
    "LOW",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "FRR_AMOUNT_AVAILABLE"
])

TickerHistory = _Serializer[typings.TickerHistory]("TickerHistory", labels=[
    "SYMBOL",
    "BID",
    "_PLACEHOLDER",
    "ASK",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "MTS"
])

TradingPairTrade = _Serializer[typings.TradingPairTrade]("TradingPairTrade", labels=[ 
    "ID", 
    "MTS", 
    "AMOUNT", 
    "PRICE" 
])

FundingCurrencyTrade = _Serializer[typings.FundingCurrencyTrade]("FundingCurrencyTrade", labels=[ 
    "ID", 
    "MTS", 
    "AMOUNT", 
    "RATE", 
    "PERIOD" 
])

TradingPairBook = _Serializer[typings.TradingPairBook]("TradingPairBook", labels=[
    "PRICE", 
    "COUNT", 
    "AMOUNT"
])

FundingCurrencyBook = _Serializer[typings.FundingCurrencyBook]("FundingCurrencyBook", labels=[
    "RATE", 
    "PERIOD", 
    "COUNT", 
    "AMOUNT"
])

TradingPairRawBook = _Serializer[typings.TradingPairRawBook]("TradingPairRawBook", labels=[
    "ORDER_ID", 
    "PRICE", 
    "AMOUNT"
])

FundingCurrencyRawBook = _Serializer[typings.FundingCurrencyRawBook]("FundingCurrencyRawBook", labels=[
    "OFFER_ID", 
    "PERIOD", 
    "RATE", 
    "AMOUNT"
])

Stat = _Serializer[typings.Stat]("Stat", labels=[
    "MTS",
    "VALUE"
])

Candle = _Serializer[typings.Candle]("Candle", labels=[
    "MTS",
    "OPEN",
    "CLOSE",
    "HIGH",
    "LOW",
    "VOLUME"
])

DerivativesStatus = _Serializer[typings.DerivativesStatus]("DerivativesStatus", labels=[
    "KEY",
    "MTS",
    "_PLACEHOLDER", 
    "DERIV_PRICE",
    "SPOT_PRICE",
    "_PLACEHOLDER",
    "INSURANCE_FUND_BALANCE",
    "_PLACEHOLDER",
    "NEXT_FUNDING_EVT_TIMESTAMP_MS",
    "NEXT_FUNDING_ACCRUED",
    "NEXT_FUNDING_STEP",
    "_PLACEHOLDER",
    "CURRENT_FUNDING",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "MARK_PRICE",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "OPEN_INTEREST",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "CLAMP_MIN",
    "CLAMP_MAX"
])

Liquidation = _Serializer[typings.Liquidation]("Liquidation", labels=[
    "_PLACEHOLDER",
    "POS_ID",
    "MTS",
    "_PLACEHOLDER",
    "SYMBOL",
    "AMOUNT",
    "BASE_PRICE",
    "_PLACEHOLDER",
    "IS_MATCH",
    "IS_MARKET_SOLD",
    "_PLACEHOLDER",
    "PRICE_ACQUIRED"
])

Leaderboard = _Serializer[typings.Leaderboard]("Leaderboard", labels=[
    "MTS",
    "_PLACEHOLDER",
    "USERNAME",
    "RANKING",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "VALUE",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "TWITTER_HANDLE"
])

FundingStat = _Serializer[typings.FundingStat]("FundingStat", labels=[
    "TIMESTAMP",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "FRR",
    "AVG_PERIOD",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "FUNDING_AMOUNT",
    "FUNDING_AMOUNT_USED",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "FUNDING_BELOW_THRESHOLD"
])

#endregion