async def fetch_trading_pairs() -> List[str]:
try:
async with aiohttp.ClientSession() as client:
async with client.get(
"https://api-pub.bitfinex.com/v2/conf/pub:list:pair:exchange",
timeout=10) as response:
if response.status == 200:
data = await response.json()
trading_pair_list: List[str] = []
for trading_pair in data[0]:
# change the following line accordingly
converted_trading_pair: Optional[str] = \
convert_from_exchange_trading_pair(trading_pair)
if converted_trading_pair is not None:
trading_pair_list.append(
converted_trading_pair)
else:
logging.getLogger(__name__).info(
f"Could not parse the trading pair "
f"{trading_pair}, skipping it...")
return trading_pair_list
except Exception:
# Do nothing if the request fails -- there will be no autocomplete available
pass
return []
def itemToTicker(item: Any) -> Ticker:
try:
item[0] = convert_from_exchange_trading_pair(item[0])
return Ticker(*item)
except Exception:
return None
async def get_active_exchange_markets(cls) -> pd.DataFrame:
async with aiohttp.ClientSession() as client:
tickers_response, exchange_conf_response, symbol_details_response = await safe_gather(
client.get(f"{BITFINEX_REST_URL}/tickers?symbols=ALL"),
client.get(f"{BITFINEX_REST_URL}/conf/pub:info:pair"),
client.get(f"{BITFINEX_REST_URL_V1}/symbols_details"),
)
tickers_response: aiohttp.ClientResponse = tickers_response
exchange_conf_response: aiohttp.ClientResponse = exchange_conf_response
symbol_details_response: aiohttp.ClientResponse = symbol_details_response
if tickers_response.status != 200:
raise IOError(f"Error fetching Bitfinex markets information. "
f"HTTP status is {tickers_response.status}.")
if exchange_conf_response.status != 200:
raise IOError(
f"Error fetching Bitfinex exchange information. "
f"HTTP status is {exchange_conf_response.status}.")
if symbol_details_response.status != 200:
raise IOError(
f"Error fetching Bitfinex symbol details. "
f"HTTP status is {symbol_details_response.status}.")
tickers_raw: List[Any] = await tickers_response.json()
exchange_confs_raw: List[Any] = await exchange_conf_response.json()
symbol_details_raw: List[Any] = await symbol_details_response.json(
)
def itemToTicker(item: Any) -> Ticker:
try:
item[0] = convert_from_exchange_trading_pair(item[0])
return Ticker(*item)
except Exception:
return None
tickers: List[Ticker] = list(
filter(
lambda ticker: ticker is not None,
map(
itemToTicker,
filter(
lambda item: item[0].startswith("t") and item[0].
isalpha() and item[0][1].isupper(), tickers_raw))))
exchange_confs = dict((convert_from_exchange_trading_pair(item[0]),
ConfStructure._make(item[1]))
for item in filter(
lambda item: item[0].isalpha() and
valid_exchange_trading_pair(item[0]),
exchange_confs_raw[0]))
symbol_details = dict(
(convert_from_exchange_trading_pair(item["pair"].upper()),
item) for item in filter(
lambda item: item["pair"].isalpha(
) and valid_exchange_trading_pair(item["pair"].upper()),
symbol_details_raw))
def getTickerPrices(ticker: Ticker) -> Dict[Any, Any]:
base, quote = split_trading_pair(ticker.tradingPair)
return {
"symbol":
ticker.tradingPair,
"baseAsset":
base,
"base_increment":
get_precision(
symbol_details[ticker.tradingPair]["price_precision"]),
"base_max_size":
exchange_confs[ticker.tradingPair].max,
"base_min_size":
exchange_confs[ticker.tradingPair].min,
"display_name":
ticker.tradingPair,
"quoteAsset":
quote,
"quote_increment":
get_precision(
symbol_details[ticker.tradingPair]["price_precision"]),
"volume":
ticker.volume,
"price":
ticker.last_price,
}
raw_prices = {
ticker.tradingPair: getTickerPrices(ticker)
for ticker in tickers
}
prices = cls._convert_volume(raw_prices)
all_markets: pd.DataFrame = pd.DataFrame.from_records(
data=prices, index="symbol")
return all_markets.sort_values("USDVolume", ascending=False)