class BtfxWss:
"""Websocket Client Interface to Bitfinex WSS API
It features separate threads for the connection and data handling.
Data can be accessed using the provided methods.
"""
def __init__(self,
key=None,
secret=None,
log_level=None,
logging_file_handler=None,
**wss_kwargs):
"""
Initializes BtfxWss Instance.
:param key: Api Key as string
:param secret: Api secret as string
:param addr: Websocket API Address
"""
self.key = key if key else ''
self.secret = secret if secret else ''
self.subscribe_messages = set()
# Set up book-keeping variables & configurations
self.channel_configs = defaultdict(dict)
self.conn = WebSocketConnection(log_level=log_level,
on_reconnect=self._on_reconnect,
**wss_kwargs)
if logging_file_handler is not None:
self.conn.log.addHandler(logging_file_handler)
self.queue_processor = QueueProcessor(self.conn.q, log_level=log_level)
##############
# Properties #
##############
@property
def orders(self):
"""Return queue containing open orders associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Orders']
@property
def positions(self):
"""Return queue containing open positions associated with the user
account.
:return: Queue()
"""
return self.queue_processor.account['Positions']
@property
def historical_orders(self):
"""Return history of orders associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Orders']
@property
def transactions(self):
"""Return history of trades associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Trades']
@property
def loans(self):
"""Return current loans associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Loans']
@property
def historical_loans(self):
"""Return history of loans associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Loans']
@property
def wallets(self):
"""Return wallet balances associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Wallets']
@property
def balance_info(self):
"""Return balance information associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Balance Info']
@property
def margin_info(self):
"""Return margin information associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Margin Info']
@property
def offers(self):
"""Return current offers associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Offers']
@property
def historical_offers(self):
"""Return history of offers associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Offers']
@property
def funding_info(self):
"""Return funding information associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Info']
@property
def credits(self):
"""Return current credits associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Credits']
@property
def historical_credits(self):
"""Return history of credits associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Credits']
@property
def channel_directory(self):
"""Return channel directory of currently subscribed channels.
:return: Queue()
"""
return self.queue_processor.channel_directory
@property
def funding_trades(self):
"""Return funding trades associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding_trades']
@property
def notifications(self):
"""Return notifications associacted with the user account.
:return: Queue()
"""
return self.queue_processor.account['Notifications']
##############################################
# Client Initialization and Shutdown Methods #
##############################################
def start(self):
"""Start the client.
:return:
"""
self.conn.start()
self.queue_processor.start()
def stop(self):
"""Stop the client.
:return:
"""
self.conn.disconnect()
self.queue_processor.join()
##########################
# Data Retrieval Methods #
##########################
def raw_data(self):
return self.queue_processor.raw_data
def tickers(self, pair):
"""Return a queue containing all received ticker data.
:param pair:
:return: Queue()
"""
key = ('ticker', pair)
if key in self.queue_processor.tickers:
return self.queue_processor.tickers[key]
else:
raise KeyError(pair)
def books(self, pair):
"""Return a queue containing all received book data.
:param pair:
:return: Queue()
"""
key = ('book', pair)
if key in self.queue_processor.books:
return self.queue_processor.books[key]
else:
raise KeyError(pair)
def raw_books(self, pair):
"""Return a queue containing all received raw book data.
:param pair:
:return: Queue()
"""
key = ('raw_book', pair)
if key in self.queue_processor.raw_books:
return self.queue_processor.raw_books[key]
else:
raise KeyError(pair)
def trades(self, pair):
"""Return a queue containing all received trades data.
:param pair:
:return: Queue()
"""
key = ('trades', pair)
if key in self.queue_processor.trades:
return self.queue_processor.trades[key]
else:
raise KeyError(pair)
def candles(self, pair, timeframe=None):
"""Return a queue containing all received candles data.
:param pair: str, Symbol pair to request data for
:param timeframe: str
:return: Queue()
"""
timeframe = '1m' if not timeframe else timeframe
key = ('candles', pair, timeframe)
if key in self.queue_processor.candles:
return self.queue_processor.candles[key]
else:
raise KeyError(pair)
##########################################
# Subscription and Configuration Methods #
##########################################
def _subscribe(self, channel_name, identifier, **kwargs):
q = {'event': 'subscribe', 'channel': channel_name}
q.update(**kwargs)
log.debug("_subscribe: %s", q)
self.subscribe_messages.add(json.dumps(q))
self.conn.send(**q)
self.channel_configs[identifier] = q
def _unsubscribe(self, channel_name, identifier, **kwargs):
channel_id = self.channel_directory[identifier]
q = {'event': 'unsubscribe', 'chanId': channel_id}
q.update(kwargs)
self.conn.send(**q)
self.channel_configs.pop(identifier)
def _on_reconnect(self):
for elem in self.subscribe_messages:
self.conn.send(json.loads(elem))
def config(self,
decimals_as_strings=True,
ts_as_dates=False,
sequencing=False,
**kwargs):
"""Send configuration to websocket server
:param decimals_as_strings: bool, turn on/off decimals as strings
:param ts_as_dates: bool, decide to request timestamps as dates instead
:param sequencing: bool, turn on sequencing
:param kwargs:
:return:
"""
flags = 0
if decimals_as_strings:
flags += 8
if ts_as_dates:
flags += 32
if sequencing:
flags += 65536
q = {'event': 'conf', 'flags': flags}
q.update(kwargs)
self.conn.send(**q)
@is_connected
def subscribe_to_ticker(self, pair, **kwargs):
"""Subscribe to the passed pair's ticker channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('ticker', pair)
self._subscribe('ticker', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_ticker(self, pair, **kwargs):
"""Unsubscribe to the passed pair's ticker channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('ticker', pair)
self._unsubscribe('ticker', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_order_book(self, pair, **kwargs):
"""Subscribe to the passed pair's order book channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('book', pair)
self._subscribe('book', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_order_book(self, pair, **kwargs):
"""Unsubscribe to the passed pair's order book channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('book', pair)
self._unsubscribe('book', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_raw_order_book(self, pair, prec=None, **kwargs):
"""Subscribe to the passed pair's raw order book channel.
:param pair: str, Symbol pair to request data for
:param prec:
:param kwargs:
:return:
"""
identifier = ('raw_book', pair)
prec = 'R0' if prec is None else prec
self._subscribe('book', identifier, pair=pair, prec=prec, **kwargs)
@is_connected
def unsubscribe_from_raw_order_book(self, pair, prec=None, **kwargs):
"""Unsubscribe to the passed pair's raw order book channel.
:param pair: str, Symbol pair to request data for
:param prec:
:param kwargs:
:return:
"""
identifier = ('raw_book', pair)
prec = 'R0' if prec is None else prec
self._unsubscribe('book', identifier, pair=pair, prec=prec, **kwargs)
@is_connected
def subscribe_to_trades(self, pair, **kwargs):
"""Subscribe to the passed pair's trades channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('trades', pair)
self._subscribe('trades', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_trades(self, pair, **kwargs):
"""Unsubscribe to the passed pair's trades channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('trades', pair)
self._unsubscribe('trades', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_candles(self, pair, timeframe=None, **kwargs):
"""Subscribe to the passed pair's OHLC data channel.
:param pair: str, Symbol pair to request data for
:param timeframe: str, {1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h,
1D, 7D, 14D, 1M}
:param kwargs:
:return:
"""
valid_tfs = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D',
'14D', '1M'
]
if timeframe:
if timeframe not in valid_tfs:
raise ValueError("timeframe must be any of %s" % valid_tfs)
else:
timeframe = '1m'
identifier = ('candles', pair, timeframe)
pair = 't' + pair if not pair.startswith('t') else pair
key = 'trade:' + timeframe + ':' + pair
self._subscribe('candles', identifier, key=key, **kwargs)
@is_connected
def unsubscribe_from_candles(self, pair, timeframe=None, **kwargs):
"""Unsubscribe to the passed pair's OHLC data channel.
v
:param timeframe: str, {1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h,
1D, 7D, 14D, 1M}
:param kwargs:
:return:
"""
valid_tfs = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D',
'14D', '1M'
]
if timeframe:
if timeframe not in valid_tfs:
raise ValueError("timeframe must be any of %s" % valid_tfs)
else:
timeframe = '1m'
identifier = ('candles', pair, timeframe)
pair = 't' + pair if not pair.startswith('t') else pair
key = 'trade:' + timeframe + ':' + pair
self._unsubscribe('candles', identifier, key=key, **kwargs)
@is_connected
def authenticate(self):
"""Authenticate with the Bitfinex API.
:return:
"""
if not self.key and not self.secret:
raise ValueError("Must supply both key and secret key for API!")
nonce = str(int(time.time() * 1000))
auth_string = 'AUTH' + nonce
auth_sig = hmac.new(self.secret.encode(), auth_string.encode(),
hashlib.sha384).hexdigest()
payload = {
'event': 'auth',
'apiKey': self.key,
'authSig': auth_sig,
'authPayload': auth_string,
'authNonce': nonce
}
self.conn.send(**payload)
@is_connected
def new_order(self, **order_settings):
"""Post a new Order va Websocket.
:param kwargs:
:return:
"""
self._send_auth_command('on', order_settings)
@is_connected
def cancel_order(self, multi=False, **order_identifiers):
"""Cancel one or multiple orders via Websocket.
:param multi: bool, whether order_settings contains settings for one, or
multiples orders
:param order_identifiers: Identifiers for the order(s) you with to cancel
:return:
"""
if multi:
self._send_auth_command('oc_multi', order_identifiers)
else:
self._send_auth_command('oc', order_identifiers)
@is_connected
def order_multi_op(self, *operations):
"""Execute multiple, order-related operations via Websocket.
:param operations: operations to send to the websocket
:return:
"""
self._send_auth_command('ox_multi', operations)
@is_connected
def calc(self, *calculations):
"""Request one or several operations via Websocket.
:param calculations: calculations as strings to send to the websocket
:return:
"""
self._send_auth_command('calc', calculations)
def _send_auth_command(self, channel_name, data):
payload = [0, channel_name, None, data]
self.conn.send(list_data=payload)
class BtfxWssClient:
"""Websocket Client Interface to Bitfinex WSS API
It features separate threads for the connection and data handling.
Data can be accessed using the provided methods.
"""
def __init__(self, key=None, secret=None, **wss_kwargs):
"""
Initializes BtfxWssClient Instance.
:param key: Api Key as string
:param secret: Api secret as string
:param addr: Websocket API Address
"""
self.key = key if key else ''
self.secret = secret if secret else ''
self.conn = WebSocketConnection(**wss_kwargs)
self.queue_processor = QueueProcessor(self.conn.q)
##############
# Properties #
##############
@property
def channel_configs(self):
return self.conn.channel_configs
@property
def account(self):
return self.queue_processor.account
@property
def orders(self):
"""Return queue containing open orders associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Orders']
@property
def orders_new(self):
"""Return queue containing new orders associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Order New']
@property
def orders_update(self):
"""Return queue containing order updates associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Order Update']
@property
def orders_cancel(self):
"""Return queue containing order cancellations associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Order Cancel']
@property
def positions(self):
"""Return queue containing open positions associated with the user
account.
:return: Queue()
"""
return self.queue_processor.account['Positions']
@property
def positions_new(self):
"""Return queue containing new positions associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Position New']
@property
def positions_update(self):
"""Return queue containing position updates associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Position Update']
@property
def positions_cancel(self):
"""Return queue containing position cancellations associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Position Cancel']
@property
def funding_offer_new(self):
"""Return queue containing new funding offers associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Offer New']
@property
def funding_offer_update(self):
"""Return queue containing funding offer updates associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Offer Update']
@property
def funding_offer_cancel(self):
"""Return queue containing canceled funding offers associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Offer Cancel']
@property
def funding_credit_new(self):
"""Return queue containing new funding credit associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Credit New']
@property
def funding_credit_update(self):
"""Return queue containing funding credit updates associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Credit Update']
@property
def funding_credit_cancel(self):
"""Return queue containing canceled funding credit associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Credit Cancel']
@property
def funding_loan_new(self):
"""Return queue containing new funding loan associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Loan New']
@property
def funding_loan_update(self):
"""Return queue containing funding loan updates associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Loan Update']
@property
def funding_loan_cancel(self):
"""Return queue containing canceled funding loan associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Loan Cancel']
@property
def transactions(self):
"""Return history of trades associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Trades']
@property
def loans(self):
"""Return current loans associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Loans']
@property
def wallets(self):
"""Return wallet balances associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Wallets']
@property
def balance_info(self):
"""Return balance information associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Balance Info']
@property
def margin_info(self):
"""Return margin information associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Margin Info']
@property
def offers(self):
"""Return current offers associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Offers']
@property
def funding_info(self):
"""Return funding information associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding Info']
@property
def credits(self):
"""Return current credits associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Credits']
@property
def channel_directory(self):
"""Return channel directory of currently subscribed channels.
:return: Queue()
"""
return self.queue_processor.channel_directory
@property
def funding_trades(self):
"""Return funding trades associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Funding_trades']
@property
def notifications(self):
"""Return notifications associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Notifications']
# DEPRECATED FUNCTIONS
@property
def historical_credits(self):
"""Return history of credits associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Credits']
@property
def historical_offers(self):
"""Return history of offers associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Offers']
@property
def historical_loans(self):
"""Return history of loans associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Loans']
@property
def historical_orders(self):
"""Return history of orders associated with the user account.
:return: Queue()
"""
return self.queue_processor.account['Historical Orders']
##############################################
# Client Initialization and Shutdown Methods #
##############################################
def start(self):
"""Start the client.
:return:
"""
self.conn.start()
self.queue_processor.start()
def stop(self):
"""Stop the client.
:return:
"""
self.conn.disconnect()
self.queue_processor.join()
def reset(self):
"""Reset the client.
:return:
"""
self.conn.reconnect()
while not self.conn.connected.is_set():
log.info("reset(): Waiting for connection to be set up..")
time.sleep(1)
for key in self.channel_configs:
self.conn.send(**self.channel_configs[key])
##########################
# Data Retrieval Methods #
##########################
def tickers(self, pair):
"""Return a queue containing all received ticker data.
:param pair:
:return: Queue()
"""
key = ('ticker', pair)
return self.queue_processor.tickers[key]
def books(self, pair):
"""Return a queue containing all received book data.
:param pair:
:return: Queue()
"""
key = ('book', pair)
return self.queue_processor.books[key]
def raw_books(self, pair):
"""Return a queue containing all received raw book data.
:param pair:
:return: Queue()
"""
key = ('raw_book', pair)
return self.queue_processor.raw_books[key]
def trades(self, pair):
"""Return a queue containing all received trades data.
:param pair:
:return: Queue()
"""
key = ('trades', pair)
return self.queue_processor.trades[key]
def candles(self, pair, timeframe=None):
"""Return a queue containing all received candles data.
:param pair: str, Symbol pair to request data for
:param timeframe: str
:return: Queue()
"""
timeframe = '1m' if not timeframe else timeframe
key = ('candles', pair, timeframe)
return self.queue_processor.candles[key]
##########################################
# Subscription and Configuration Methods #
##########################################
def _subscribe(self, channel_name, identifier, **kwargs):
q = {'event': 'subscribe', 'channel': channel_name}
q.update(**kwargs)
log.debug("_subscribe: %s", q)
self.conn.send(**q)
self.channel_configs[identifier] = q
def _unsubscribe(self, channel_name, identifier, **kwargs):
if identifier not in self.channel_directory:
return
channel_id = self.channel_directory[identifier]
q = {'event': 'unsubscribe', 'chanId': channel_id}
q.update(kwargs)
self.conn.send(**q)
self.channel_configs.pop(identifier)
def config(self,
decimals_as_strings=True,
ts_as_dates=False,
sequencing=False,
**kwargs):
"""Send configuration to websocket server
:param decimals_as_strings: bool, turn on/off decimals as strings
:param ts_as_dates: bool, decide to request timestamps as dates instead
:param sequencing: bool, turn on sequencing
:param kwargs:
:return:
"""
flags = 0
if decimals_as_strings:
flags += 8
if ts_as_dates:
flags += 32
if sequencing:
flags += 65536
q = {'event': 'conf', 'flags': flags}
q.update(kwargs)
self.conn.send(**q)
@is_connected
def subscribe_to_ticker(self, pair, **kwargs):
"""Subscribe to the passed pair's ticker channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('ticker', pair)
self._subscribe('ticker', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_ticker(self, pair, **kwargs):
"""Unsubscribe to the passed pair's ticker channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('ticker', pair)
self._unsubscribe('ticker', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_order_book(self, pair, **kwargs):
"""Subscribe to the passed pair's order book channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('book', pair)
self._subscribe('book', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_order_book(self, pair, **kwargs):
"""Unsubscribe to the passed pair's order book channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('book', pair)
self._unsubscribe('book', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_raw_order_book(self, pair, prec=None, **kwargs):
"""Subscribe to the passed pair's raw order book channel.
:param pair: str, Symbol pair to request data for
:param prec:
:param kwargs:
:return:
"""
identifier = ('raw_book', pair)
prec = 'R0' if prec is None else prec
self._subscribe('book', identifier, pair=pair, prec=prec, **kwargs)
@is_connected
def unsubscribe_from_raw_order_book(self, pair, prec=None, **kwargs):
"""Unsubscribe to the passed pair's raw order book channel.
:param pair: str, Symbol pair to request data for
:param prec:
:param kwargs:
:return:
"""
identifier = ('raw_book', pair)
prec = 'R0' if prec is None else prec
self._unsubscribe('book', identifier, pair=pair, prec=prec, **kwargs)
@is_connected
def subscribe_to_trades(self, pair, **kwargs):
"""Subscribe to the passed pair's trades channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('trades', pair)
self._subscribe('trades', identifier, symbol=pair, **kwargs)
@is_connected
def unsubscribe_from_trades(self, pair, **kwargs):
"""Unsubscribe to the passed pair's trades channel.
:param pair: str, Symbol pair to request data for
:param kwargs:
:return:
"""
identifier = ('trades', pair)
self._unsubscribe('trades', identifier, symbol=pair, **kwargs)
@is_connected
def subscribe_to_candles(self, pair, timeframe=None, **kwargs):
"""Subscribe to the passed pair's OHLC data channel.
:param pair: str, Symbol pair to request data for
:param timeframe: str, {1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h,
1D, 7D, 14D, 1M}
:param kwargs:
:return:
"""
valid_tfs = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D',
'14D', '1M'
]
if timeframe:
if timeframe not in valid_tfs:
raise ValueError("timeframe must be any of %s" % valid_tfs)
else:
timeframe = '1m'
identifier = ('candles', pair, timeframe)
pair = 't' + pair if not pair.startswith('t') else pair
key = 'trade:' + timeframe + ':' + pair
self._subscribe('candles', identifier, key=key, **kwargs)
@is_connected
def unsubscribe_from_candles(self, pair, timeframe=None, **kwargs):
"""Unsubscribe to the passed pair's OHLC data channel.
:param timeframe: str, {1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h,
1D, 7D, 14D, 1M}
:param kwargs:
:return:
"""
valid_tfs = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D',
'14D', '1M'
]
if timeframe:
if timeframe not in valid_tfs:
raise ValueError("timeframe must be any of %s" % valid_tfs)
else:
timeframe = '1m'
identifier = ('candles', pair, timeframe)
pair = 't' + pair if not pair.startswith('t') else pair
key = 'trade:' + timeframe + ':' + pair
self._unsubscribe('candles', identifier, key=key, **kwargs)
@is_connected
def authenticate(self):
"""Authenticate with the Bitfinex API.
:return:
"""
if not self.key and not self.secret:
raise ValueError("Must supply both key and secret key for API!")
self.channel_configs['auth'] = {
'api_key': self.key,
'secret': self.secret
}
self.conn.send(api_key=self.key, secret=self.secret, auth=True)
@is_connected
def new_order(self, order_settings):
"""Post a new Order via Websocket.
:param kwargs:
:return:
"""
self._send_auth_command('on', order_settings)
@is_connected
def cancel_order(self, multi=False, **order_identifiers):
"""Cancel one or multiple orders via Websocket.
:param multi: bool, whether order_settings contains settings for one, or
multiples orders
:param order_identifiers: Identifiers for the order(s) you with to cancel
:return:
"""
if multi:
self._send_auth_command('oc_multi', order_identifiers)
else:
self._send_auth_command('oc', order_identifiers)
@is_connected
def order_multi_op(self, *operations):
"""Execute multiple, order-related operations via Websocket.
:param operations: operations to send to the websocket
:return:
"""
self._send_auth_command('ox_multi', operations)
@is_connected
def calc(self, *calculations):
"""Request one or several operations via Websocket.
:param calculations: calculations as strings to send to the websocket
:return:
"""
self._send_auth_command('calc', calculations)
def _send_auth_command(self, channel_name, data):
payload = [0, channel_name, None, data]
self.conn.send(list_data=payload)
class BtfxWss:
"""Websocket Client Interface to Bitfinex WSS API
It features separate threads for the connection and data handling.
Data can be accessed using the provided methods.
"""
def __init__(self, key=None, secret=None, log_level=None, **wss_kwargs):
"""
Initializes BtfxWss Instance.
:param key: Api Key as string
:param secret: Api secret as string
:param addr: Websocket API Address
"""
self.key = key if key else ''
self.secret = secret if secret else ''
# Set up book-keeping variables & configurations
self.channel_configs = defaultdict(dict) # Variables, as set by
# subscribe command
self.conn = WebSocketConnection(log_level=log_level, **wss_kwargs)
self.queue_processor = QueueProcessor(self.conn.q, log_level=log_level)
@property
def channel_directory(self):
return self.queue_processor.channel_directory
def tickers(self, pair):
key = ('ticker', pair)
if key in self.queue_processor.tickers:
return self.queue_processor.tickers[key]
else:
self.conn.disconnect()
return None
def books(self, pair):
key = ('book', pair)
if key in self.queue_processor.books:
return self.queue_processor.books[key]
else:
raise KeyError(pair)
def raw_books(self, pair):
key = ('raw_book', pair)
if key in self.queue_processor.raw_books:
return self.queue_processor.raw_books[key]
else:
raise KeyError(pair)
def trades(self, pair):
key = ('trades', pair)
if key in self.queue_processor.trades:
return self.queue_processor.trades[key]
else:
raise KeyError(pair)
def candles(self, pair, timeframe):
key = ('candles', pair, timeframe)
if key in self.queue_processor.candles:
return self.queue_processor.candles[key]
else:
raise KeyError(pair)
def start(self):
self.conn.start()
self.queue_processor.start()
def stop(self, _log=None):
if _log:
log.debug(str(_log))
self.conn.disconnect()
self.queue_processor.join()
def config(self,
decimals_as_strings=True,
ts_as_dates=False,
sequencing=False,
**kwargs):
"""Send configuration to websocket server
:param decimals_as_strings: bool, turn on/off decimals as strings
:param ts_as_dates: bool, decide to request timestamps as dates instead
:param sequencing: bool, turn on sequencing
:param kwargs:
:return:
"""
flags = 0
if decimals_as_strings:
flags += 8
if ts_as_dates:
flags += 32
if sequencing:
flags += 65536
q = {'event': 'conf', 'flags': flags}
q.update(kwargs)
self.conn.send(**q)
def _subscribe(self, channel_name, identifier, **kwargs):
q = {'event': 'subscribe', 'channel': channel_name}
q.update(**kwargs)
log.debug("_subscribe: %s", q)
try:
self.conn.send(**q)
except Exception as e:
self.stop(str(e))
def _unsubscribe(self, channel_name, identifier, **kwargs):
channel_id = self.channel_directory[(channel_name, )]
q = {'event': 'unsubscribe', 'chanId': channel_id}
q.update(kwargs)
self.conn.send(**q)
self.channel_configs.pop(identifier)
def subscribe_to_ticker(self, pair, unsubscribe=False, **kwargs):
"""Subscribe to the passed pair's ticker channel.
:param pair: str, Pair to request data for.
:param kwargs:
:return:
"""
identifier = ('ticker', pair)
if unsubscribe:
self._unsubscribe('ticker', identifier, symbol=pair, **kwargs)
else:
self._subscribe('ticker', identifier, symbol=pair, **kwargs)
def subscribe_to_order_book(self, pair, unsubscribe=False, **kwargs):
"""Subscribe to the passed pair's order book channel.
:param pair: str, Pair to request data for.
:param kwargs:
:return:
"""
identifier = ('book', pair)
if unsubscribe:
self._unsubscribe('book', identifier, symbol=pair, **kwargs)
else:
self._subscribe('book', identifier, symbol=pair, **kwargs)
def subscribe_to_raw_order_book(self,
pair,
prec=None,
unsubscribe=False,
**kwargs):
"""Subscribe to the passed pair's raw order book channel.
:param pair: str, Pair to request data for.
:param kwargs:
:return:
"""
identifier = ('raw_book', pair)
prec = 'R0' if prec is None else prec
if unsubscribe:
self._unsubscribe('book',
identifier,
pair=pair,
prec=prec,
**kwargs)
else:
self._subscribe('book', identifier, pair=pair, prec=prec, **kwargs)
def subscribe_to_trades(self, pair, unsubscribe=False, **kwargs):
"""Subscribe to the passed pair's trades channel.
:param pair: str, Pair to request data for.
:param kwargs:
:return:
"""
identifier = ('trades', pair)
if unsubscribe:
self._unsubscribe('trades', identifier, symbol=pair, **kwargs)
else:
self._subscribe('trades', identifier, symbol=pair, **kwargs)
def subscribe_to_candles(self,
pair,
timeframe=None,
unsubcribe=False,
**kwargs):
"""Subscribe to the passed pair's OHLC data channel.
:param pair: str, Pair to request data for.
:param timeframe: str, {1m, 5m, 15m, 30m, 1h, 3h, 6h, 12h,
1D, 7D, 14D, 1M}
:param kwargs:
:return:
"""
valid_tfs = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D',
'14D', '1M'
]
if timeframe:
if timeframe not in valid_tfs:
raise ValueError("timeframe must be any of %s" % valid_tfs)
else:
timeframe = '1m'
identifier = ('candles', pair, timeframe)
pair = 't' + pair if not pair.startswith('t') else pair
key = 'trade:' + timeframe + ':' + pair
if unsubcribe:
self._unsubscribe('candles', identifier, key=key, **kwargs)
else:
self._subscribe('candles', identifier, key=key, **kwargs)