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

from . import types

from .. labeler import generate_labeler_serializer

from .. notification import _Notification

__serializers__ = [
    "TradingPairTicker", "FundingCurrencyTicker", "TradingPairTrade",
    "FundingCurrencyTrade", "TradingPairBook", "FundingCurrencyBook",
    "TradingPairRawBook", "FundingCurrencyRawBook", "Candle",
    "DerivativesStatus",

    "Order", "Position", "Trade",
    "FundingOffer", "FundingCredit", "FundingLoan",
    "Wallet", "Balance",
]

#region Serializers definition for Websocket Public Channels

TradingPairTicker = generate_labeler_serializer("TradingPairTicker", klass=types.TradingPairTicker, labels=[
    "bid",
    "bid_size",
    "ask",
    "ask_size",
    "daily_change",
    "daily_change_relative",
    "last_price",
    "volume",
    "high",
    "low"
])

FundingCurrencyTicker = generate_labeler_serializer("FundingCurrencyTicker", klass=types.FundingCurrencyTicker, labels=[
    "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"
])

TradingPairTrade = generate_labeler_serializer("TradingPairTrade", klass=types.TradingPairTrade, labels=[ 
    "id", 
    "mts", 
    "amount", 
    "price" 
])

FundingCurrencyTrade = generate_labeler_serializer("FundingCurrencyTrade", klass=types.FundingCurrencyTrade, labels=[ 
    "id", 
    "mts", 
    "amount", 
    "rate", 
    "period" 
])

TradingPairBook = generate_labeler_serializer("TradingPairBook", klass=types.TradingPairBook, labels=[
    "price", 
    "count", 
    "amount"
])

FundingCurrencyBook = generate_labeler_serializer("FundingCurrencyBook", klass=types.FundingCurrencyBook, labels=[
    "rate", 
    "period", 
    "count", 
    "amount"
])

TradingPairRawBook = generate_labeler_serializer("TradingPairRawBook", klass=types.TradingPairRawBook, labels=[
    "order_id", 
    "price", 
    "amount"
])

FundingCurrencyRawBook = generate_labeler_serializer("FundingCurrencyRawBook", klass=types.FundingCurrencyRawBook, labels=[
    "offer_id", 
    "period", 
    "rate", 
    "amount"
])

Candle = generate_labeler_serializer("Candle", klass=types.Candle, labels=[
    "mts", 
    "open", 
    "close", 
    "high", 
    "low", 
    "volume"
])

DerivativesStatus = generate_labeler_serializer("DerivativesStatus", klass=types.DerivativesStatus, labels=[
    "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"
])

#endregion

#region Serializers definition for Websocket Authenticated Channels

Order = generate_labeler_serializer("Order", klass=types.Order, 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"
])

Position = generate_labeler_serializer("Position", klass=types.Position, 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"
])

Trade = generate_labeler_serializer("Trade", klass=types.Trade, labels=[
    "id", 
    "symbol", 
    "mts_create",
    "order_id", 
    "exec_amount", 
    "exec_price", 
    "order_type", 
    "order_price", 
    "maker",
    "fee",
    "fee_currency",
    "cid"
])

FundingOffer = generate_labeler_serializer("FundingOffer", klass=types.FundingOffer, labels=[
    "id",
    "symbol",
    "mts_create",
    "mts_update",
    "amount",
    "amount_orig",
    "offer_type",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "flags",
    "offer_status",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "_PLACEHOLDER",
    "rate",
    "period",
    "notify",
    "hidden",
    "_PLACEHOLDER",
    "renew",
    "_PLACEHOLDER"
])

FundingCredit = generate_labeler_serializer("FundingCredit", klass=types.FundingCredit, 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",
    "_PLACEHOLDER",
    "no_close",
    "position_pair"
])

FundingLoan = generate_labeler_serializer("FundingLoan", klass=types.FundingLoan, 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",
    "_PLACEHOLDER",
    "no_close"
])

Wallet = generate_labeler_serializer("Wallet", klass=types.Wallet, labels=[
    "wallet_type", 
    "currency", 
    "balance", 
    "unsettled_interest",
    "available_balance",
    "last_change",
    "trade_details"
])

Balance = generate_labeler_serializer("Balance", klass=types.Balance, labels=[
    "aum", 
    "aum_net", 
])

#endregion