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