bitfinex.py

import requests
import json

PROTOCOL = "https"
HOST = "api.bitfinex.com"
VERSION = "v1"

PATH_SYMBOLS = "symbols"
PATH_TICKER = "ticker/%s"
PATH_TODAY = "today/%s"
PATH_STATS = "stats/%s"
PATH_LENDBOOK = "lendbook/%s"
PATH_ORDERBOOK = "book/%s"

class Client(object):
    """
    Client for the bitfinex.com API.

    See https://www.bitfinex.com/pages/api for API documentation.
    """

    def __initialize__(self):
        pass


    def server(self):
        return "%s://%s/%s" % (PROTOCOL, HOST, VERSION)


    def url_for(self, path, path_arg=None, parameters=None):

        # build the basic url
        url = "%s/%s" % (self.server(), path)

        # If there is a path_arh, interpolate it into the URL.
        # In this case the path that was provided will need to have string
        # interpolation characters in it, such as PATH_TICKER
        if path_arg:
            url = url % (path_arg)

        # Append any parameters to the URL.
        if parameters:
            url = "%s?%s" % (url, self._build_parameters(parameters))

        return url


    def symbols(self):
        """
        GET /symbols

        curl https://api.bitfinex.com/v1/symbols
        ['btcusd','ltcusd','ltcbtc']
        """
        return self._get(self.url_for(PATH_SYMBOLS))


    def ticker(self, symbol):
        '''
        GET /ticker/:symbol

        curl https://api.bitfinex.com/v1/ticker/btcusd
        {
            'ask': '562.9999',
            'timestamp': '1395552290.70933607',
            'bid': '562.25',
            'last_price': u'562.25',
            'mid': u'562.62495'}
        '''
        data = self._get(self.url_for(PATH_TICKER, (symbol)))

        # convert all values to floats
        return self._convert_to_floats(data)


    def today(self, symbol):
        '''
        GET /today/:symbol

        curl "https://api.bitfinex.com/v1/today/btcusd"
        {"low":"550.09","high":"572.2398","volume":"7305.33119836"}
        '''

        data = self._get(self.url_for(PATH_TODAY, (symbol)))

        # convert all values to floats
        return self._convert_to_floats(data)


    def stats(self, symbol):
        '''
        curl https://api.bitfinex.com/v1/stats/btcusd
        [
            {"period":1,"volume":"7410.27250155"},
            {"period":7,"volume":"52251.37118006"},
            {"period":30,"volume":"464505.07753251"}
        ]
        '''
        data = self._get(self.url_for(PATH_STATS, (symbol)))

        for period in data:

            for key, value in period.items():
                if key == 'period':
                    new_value = int(value)
                elif key == 'volume':
                    new_value = float(value)

                period[key] = new_value

        return data


    def lendbook(self, currency, parameters=None):
        '''
        curl "https://api.bitfinex.com/v1/lendbook/btc"

        {"bids":[{"rate":"5.475","amount":"15.03894663","period":30,"timestamp":"1395112149.0","frr":"No"},{"rate":"2.409","amount":"14.5121868","period":7,"timestamp":"1395497599.0","frr":"No"}],"asks":[{"rate":"6.351","amount":"15.5180735","period":5,"timestamp":"1395549996.0","frr":"No"},{"rate":"6.3588","amount":"626.94808249","period":30,"timestamp":"1395400654.0","frr":"Yes"}]}

        Optional parameters

        limit_bids (int): Optional. Limit the number of bids (loan demands) returned. May be 0 in which case the array of bids is empty. Default is 50.
        limit_asks (int): Optional. Limit the number of asks (loan offers) returned. May be 0 in which case the array of asks is empty. Default is 50.
        '''
        data = self._get(self.url_for(PATH_LENDBOOK, path_arg=currency, parameters=parameters))

        for lend_type in data.keys():

            for lend in data[lend_type]:

                for key, value in lend.items():
                    if key in ['rate', 'amount', 'timestamp']:
                        new_value = float(value)
                    elif key == 'period':
                        new_value = int(value)
                    elif key == 'frr':
                        new_value = value == 'Yes'

                    lend[key] = new_value

        return data


    def orderbook(self, symbol, parameters=None):
        '''
        curl "https://api.bitfinex.com/v1/book/btcusd"

        {"bids":[{"price":"561.1101","amount":"0.985","timestamp":"1395557729.0"}],"asks":[{"price":"562.9999","amount":"0.985","timestamp":"1395557711.0"}]}

        The 'bids' and 'asks' arrays will have multiple bid and ask dicts.

        Optional parameters

        limit_bids (int): Optional. Limit the number of bids returned. May be 0 in which case the array of bids is empty. Default is 50.
        limit_asks (int): Optional. Limit the number of asks returned. May be 0 in which case the array of asks is empty. Default is 50.

        eg.
        curl "https://api.bitfinex.com/v1/book/btcusd?limit_bids=1&limit_asks=0"
        {"bids":[{"price":"561.1101","amount":"0.985","timestamp":"1395557729.0"}],"asks":[]}

        '''
        data = self._get(self.url_for(PATH_ORDERBOOK, path_arg=symbol, parameters=parameters))

        for type_ in data.keys():
            for list_ in data[type_]:
                for key, value in list_.items():
                    list_[key] = float(value)

        return data


    def _convert_to_floats(self, data):
        """
        Convert all values in a dict to floats
        """
        for key, value in data.items():
            data[key] = float(value)

        return data


    def _get(self, url):
        return json.loads(requests.get(url).content.decode())


    def _build_parameters(self, parameters):
        # sort the keys so we can test easily in Python 3.3 (dicts are not
        # ordered)
        keys = list(parameters.keys())
        keys.sort()

        return '&'.join(["%s=%s" % (k, parameters[k]) for k in keys])