Official Python bfxapi

This repo contains an official python library that is used to connect to the both the Bitfinex api and the Honey Frameworks data-server. The library communicates with these servers using both websockets connection and a its REST interface.

Install dependencies

pip3 install -r requirements.txt

Run the trades/candles example:

cd bfxapi/examples
python3 subsribe_trades_candles.py

bfxapi.LiveWebsocket

The websocket exposes a collection of events that are triggered when certain data is received. When subscribing to an event you are able to pass either a standard function or an asyncio co-routine Here is a full list of available events:

• all (array|json): listen for all messages coming through
• connected: () called when a connection is made
• authenticated (): called when the websocket passes authentication
• notification (array): incoming account notification
• error (array): error from the websocket
• order_closed (Order, Trade): when an order has been closed
• order_new (Order, Trade): when an order has been created but not closed. Note: will not be called if order is executed and filled instantly
• order_confirmed (Order, Trade): When an order has been submitted and received
• wallet_snapshot (array): Initial wallet balances (Fired once)
• order_snapshot (array): Initial open orders (Fired once)
• positions_snapshot (array): Initial open positions (Fired once)
• wallet_update (array): changes to the balance of wallets
• seed_candle (json): initial past candle to prime strategy
• seed_trade (json): initial past trade to prime strategy
• funding_offer_snapshot (array): opening funding offer balances
• funding_loan_snapshot (array): opening funding loan balances
• funding_credit_snapshot (array): opening funding credit balances
• balance_update (array): when the state of a balance is changed
• new_trade (array): a new trade on the market has been executed
• new_candle (array): a new candle has been produced
• margin_info_updates (array): new margin information has been broadcasted
• funding_info_updates (array): new funding information has been broadcasted
• order_book_snapshot (array): initial snapshot of the order book on connection
• order_book_update (array): a new order has been placed into the ordebrook

For example. If you wanted to subscribe to all of the trades on the tBTCUSD market, then you can simply listen to the new_trade event. For Example:

ws = LiveBfxWebsocket(
  logLevel='INFO'
)

@ws.on('new_trade')
def log_trade(trade):
  print ("New trade: {}".format(trade))

@ws.on('connected')
def start():
  ws.subscribe('trades', 'tBTCUSD')

ws.run()

NOTE: Instead of using the python decorators, you can also listen to events via function call:

ws.on('new_trade', log_trade)

Exposed Async Functions

• subscribe(channel_name, symbol, timeframe=None, **kwargs) Subscribes the socket to a data feed such as 'trades' or 'candles'.
• submit_order(symbol, price, amount, market_type, hidden=False, onComplete=None, onError=None, *args, **kwargs) Submits an order to the Bitfinex api. If the order is successful then the order_closed event will be triggered and the onComplete function will also be called if provided in the parameters.
• update_order(orderId, price=None, amount=None, delta=None, price_aux_limit=None, price_trailing=None, flags=None, time_in_force=None, onComplete=None, onError=None) Updates the given order_id with the provided values
• cancel_order(self, orderId, onComplete=None, onError=None): Cancels the order with the given order id
• cancel_order_multi(self, orderIds, onComplete=None, onError=None) Cancels multiple orders in a batch.

Exposed Functions

• on(event, function) Subscribes the function to be triggered on the given event.
• once(event, function) Subscribes the function to the given event but only triggers once.