112 lines
3.4 KiB
Python
112 lines
3.4 KiB
Python
from typing import List
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from bfxapi.rest.bfx_rest import BfxRest
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from retrying_async import retry
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from bfxbot.currency import Symbol, Balance, BalanceKind, OrderType, Direction
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class BfxWrapper(BfxRest):
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def __init__(self, api_key: str, api_secret: str):
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super().__init__(API_KEY=api_key, API_SECRET=api_secret)
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#######################################
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# OVERRIDDEN METHODS TO IMPLEMENT RETRY
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#######################################
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@retry()
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async def get_public_ticker(self, symbol):
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if isinstance(symbol, Symbol):
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symbol = str(symbol)
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return await super().get_public_ticker(symbol)
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@retry()
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async def get_active_position(self):
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return await super().get_active_position()
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@retry()
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async def get_active_orders(self, symbol):
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if isinstance(symbol, Symbol):
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symbol = str(symbol)
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return await super().get_active_orders(symbol)
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@retry()
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async def get_trades(self, symbol, start, end):
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if isinstance(symbol, Symbol):
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symbol = str(symbol)
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return await super().get_trades(symbol, start, end)
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@retry()
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async def post(self, endpoint: str, data=None, params=""):
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if data is None:
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data = {}
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return await super().post(endpoint, data, params)
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################################
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# NEW METHODS
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################################
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# Calculate the average execution price for Trading or rate for Margin funding.
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async def calculate_execution_price(self, pair: str, amount: float):
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api_path = "/calc/trade/avg"
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res = await self.post(api_path, {
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'symbol': pair,
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'amount': amount
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})
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return res[0]
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async def get_current_prices(self, symbol) -> (float, float, float):
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if isinstance(symbol, Symbol):
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symbol = str(symbol)
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tickers = await self.get_public_ticker(symbol)
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bid_price = tickers[0]
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ask_price = tickers[2]
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ticker_price = tickers[6]
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return bid_price, ask_price, ticker_price
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async def get_usd_balance(self):
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balance = 0.0
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wallets = await self.get_wallets()
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for w in wallets:
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if w.currency == "USD":
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balance += w.balance
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else:
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current_price = await self.get_current_prices(f"t{w.currency}USD")
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balance += current_price * w.balance
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return balance
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async def get_balances(self, quote: str = "USD") -> List[Balance]:
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balances = []
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wallets = await self.get_wallets()
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for w in wallets:
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kind = BalanceKind.from_str(w.type)
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if not kind:
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continue
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execution_price = await self.calculate_execution_price(f"t{w.currency}{quote}", w.balance)
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quote_equivalent = execution_price * w.balance
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balances.append(Balance(w.currency, w.balance, kind, quote, quote_equivalent))
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return balances
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async def maximum_order_amount(self, symbol: Symbol, direction: Direction,
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order_type: OrderType = OrderType.EXCHANGE,
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rate: int = 1):
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api_path = "auth/calc/order/avail"
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return await self.post(api_path,
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{'symbol': str(symbol), 'type': order_type.value, "dir": direction.value, "rate": rate})
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