Bifinex

This implementation is build on Bitfinex REST API version 1.1. The official documentation is available here. It is highly recommended that the user should read General_informations before using.

Fundingbook

ccs.bitfinex.public.fundingbook(currency, limit_bids=50, limit_asks=50)

The function provide information about full margin funding book.

Parameters:
  • currency (String) – This variable will contain values like btc, usd. For more information about symbols (currencies pairs) visit symbols() or symbolsDetails().
  • limit_bids (Int) – It define maximum number of bids. This argument is optional. Default value is 50.
  • limit_asks (Int) – It define maximum number of asks. This argument is optional. Default value is 50.
Returns:

The function return payload of http response. It is string which particularly contains json with two lists of objects (dictionaries). Official description of object’s keys is in the table.

Bids

Key Type Description
bids [array of funding bids]  
rate [rate in % per 365 days]  
amount [decimal]  
period [days] Minimum period for the margin funding contract
timestamp [time]  
frr [yes/no]
  • Yes if the offer is at Flash Return Rate,
  • No if the offer is at fixed rate

Asks

Key Type Description
asks [array of funding offers]  
rate [rate in % per 365 days]  
amount [decimal]  
period [days] Maximum period for the funding contract
timestamp [time]  
frr [yes/no]
  • Yes if the offer is at Flash Return Rate,
  • No if the offer is at fixed rate

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.fundingbook("btc")
>>> print(response)
{
    "bids":[
        {
            "rate":"9.1287",
            "amount":"5000.0",
            "period":30,
            "timestamp":"1444257541.0",
            "frr":"No"
        },
        ...
    ],
    "asks":[
        {
            "rate":"8.3695",
            "amount":"407.5",
            "period":2,
            "timestamp":"1444260343.0",
            "frr":"No"
        },
        ...
    ]
}
>>>
>>> # Other examples of using
>>> ccs.bitfinex.public.fundingbook("btc", limit_asks=2)
>>> ccs.bitfinex.public.fundingbook("btc", limit_bids=2)
>>> ccs.bitfinex.public.fundingbook("btc", limit_asks=2, limit_bids=2)
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["fundingbook"]

Note

This function use REST endpoint which is described on Bitfinex Fundingbook documentation.

Examples of GET request:

Lends

ccs.bitfinex.public.lends(currency, timestamp=None, limit_lends=50)

The function provide a list of the most recent funding data for the given currency. It mean total amount provided and Flash Return Rate (in % by 365 days) over time.

Parameters:
  • currency (String) – This variable will contain values like btc, usd. For more information about symbols (currencies pairs) visit symbols() or symbolsDetails().
  • timestamp (Number) – Setting this argument cause showing lends at or after the timestamp. This argument is optional.
  • limit_lends (Int) – It define maximum number of lends. This argument is optional. Default value is 50.
Returns:

The function return payload of http response. It is string which particularly contains json list of objects (dictionaries). Official description of object’s keys is in the table.

Key Type Description
rate [decimal, % by 365 days]
Average rate of total funding received at fixed
rates, ie past Flash Return Rate annualized
amount_lent [decimal]
Total amount of open margin funding in
the given currency
amount_used [decimal]
Total amount of open margin funding used in
a margin position in the given currency
timestamp [time]  

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.lends("btc")
>>> print(response)
[
    {
        "rate":"35.6443",
        "amount_lent":"15060.11291405",
        "amount_used":"14766.30959039",
        "timestamp":1482168852
    }
    ...
]
>>>
>>> # Other examples of using
>>> ccs.bitfinex.public.lends("ltc", timestamp=1482168852)
>>> ccs.bitfinex.public.lends("etc", limit_lends=2)
>>> ccs.bitfinex.public.lends("btc", timestamp=1482168852, limit_lends=2)
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["lends"]

Note

This function use REST endpoint which is described on Bitfinex Fundingbook documentation.

Examples of GET request:

Orderbook

ccs.bitfinex.public.orderbook(symbol, group=1, limit_bids=50, limit_asks=50)

This function provide actual lists of orders for sell and buy.

Parameters:
  • symbol (String) – Symbol is currency pair. For more information about symbols visit symbols() or symbolsDetails().
  • group (Int) –

    If value is set on 1, orders are grouped by price in the orderbook.

    If value is set on 0, orders are not grouped and sorted individually.

    This argument is optional. Default value is 1.

  • limit_bids (Int) – It define maximum number of bids. This argument is optional. Default value is 50.
  • limit_asks (Int) – It define maximum number of asks. This argument is optional. Default value is 50.
Returns:

The function return payload of http response. It is string which particularly contains json with two lists of objects (dictionaries). Official description of object’s keys is in the table.

Key Type
price [price]
amount [decimal]
timestamp [time]

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.orderbook("btcusd")
>>> print(response)
{
    "bids":
        [
            {
                "price":"791.3",
                "amount":"11.86528138",
                "timestamp":"1482168501.0"
            },
            ...
        ],
    "asks":
        [
            {
                "price":"791.31",
                "amount":"11.76087989",
                "timestamp":"1482166207.0"
            },
            ...
        ]
}
>>>
>>> # Other examples of using
>>> ccs.bitfinex.public.orderbook("ltcusd", group=0)
>>> ccs.bitfinex.public.orderbook("ltcusd", limit_asks=2)
>>> ccs.bitfinex.public.orderbook("ltcusd", limit_bids=2)
>>> ccs.bitfinex.public.orderbook("ltcusd", limit_asks=2, limit_bids=2)
>>> ccs.bitfinex.public.orderbook("ltcusd", group=0, limit_asks=2, limit_bids=2)
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["orderbook"]

Note

This function use REST endpoint which is described on Bitfinex Orderbook documentation.

Examples of GET request:

Stats

ccs.bitfinex.public.stats(symbol)

The function provide statistics about symbol.

Parameters:

symbol (String) – Symbol is currency pair. For more information about symbols visit symbols() or symbolsDetails().
Returns:

The function return payload of http response. It is string which contains json list of objects (dictionaries). One object (dictionary) represents statistic for period. Official description of object’s keys is in the table.

Key Type Description
period [integer] Period covered in days
volume [price] Volume

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.stats("btcusd")
>>> print(response)
[
    {
        "period":1,
        "volume":"1814.47582303"
    },
    {
        "period":7,
        "volume":"28021.46283327"
    },
    {
        "period":30,
        "volume":"183014.34833507"
    }
]
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["stats"]

Note

This function use REST endpoint which is described on Bitfinex Stats documentation.

Examples of GET request:

Symbols

ccs.bitfinex.public.symbols()

The fucntion returns list of tradable currency pairs.

Returns:

The function return payload of http response. It is string which contains json list of available symbols.
Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.symbols()
>>> print(response)
[
    "btcusd",
    "ltcusd",
    "ltcbtc",
    "ethusd",
    "ethbtc",
    "etcbtc",
    "etcusd",
    "bfxusd",
    "bfxbtc",
    "rrtusd",
    "rrtbtc",
    "zecusd",
    "zecbtc",
    "xmrusd",
    "xmrbtc"
]
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["symbols"]

Note

This function use REST endpoint which is described on Bitfinex Symbols documentation.

Examples of GET request:

Symbols details

ccs.bitfinex.public.symbolsDetails()

The function returns information about traidable pairs.

Returns:

The function return payload of http response. It is string which particularly contains json list of objects (dictionaries). Official description of object’s keys is in the table.

Key Type Description
pair [string] The pair code
price_precision [integer] Maximum number of significant digits for price in this pair
initial_margin [decimal] Initial margin required to open a position in this pair
minimum_margin [decimal] Minimal margin to maintain (in %)
maximum_order_size [decimal] Maximum order size of the pair
expiration [string] Expiration date for limited contracts/pairs

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.symbolsDetails()
>>> print(response)
[
    {
        "pair":"btcusd",
        "price_precision":5,
        "initial_margin":"30.0",
        "minimum_margin":"15.0",
        "maximum_order_size":"2000.0",
        "minimum_order_size":"0.01",
        "expiration":"NA"
    }
    ...
]
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["symbolsDetails"]

Note

This function use REST endpoint which is described on Bitfinex Fundingbook documentation.

Examples of GET request:

Ticker

ccs.bitfinex.public.ticker(symbol)

This function provide tick data. This informations offer high level overview of the current states on the market. It is actual price, best bids and asks etc.

Parameters:

symbol (String) – Symbol is currency pair. For more information about symbols visit symbols() or symbolsDetails().
Returns:

The function return payload of http response. It is string which contains json dictionary. Official description of keys is in the table.

Key Type Description
mid [price] (bid + ask) / 2
bid [price] Innermost bid
ask [price] Innermost ask
last_price [price] The price at which the last order executed
low [price] Lowest trade price of the last 24 hours
high [price] Highest trade price of the last 24 hours
volume [price] Trading volume of the last 24 hours
timestamp [time] The timestamp at which this information was valid

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.ticker("btcusd")
>>> print(response)
{
    "mid":"790.395",
    "bid":"790.39",
    "ask":"790.4",
    "last_price":"790.28",
    "low":"785.59",
    "high":"792.27",
    "volume":"1684.46613188",
    "timestamp":"1482163796.189588406"
}
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["ticker"]

Note

This function use REST endpoint which is described on Bitfinex Ticker documentation.

Example of GET request:

Trades

ccs.bitfinex.public.trades(symbol, timestamp=None, limit_trades=None)

This function provide history of trades.

Parameters:
  • symbol (String) – Symbol is currency pair. For more information about symbols visit symbols() or symbolsDetails().
  • timestamp (Number) – Setting this argument cause showing trades at or after the timestamp. This argument is optional.
  • limit_trades (Int) – It define maximum number of trades. This argument must be greater or equal to 1. This argument is optional. Default value is 50.
Returns:

The function return payload of http response. It is string which contains json list of objects (dictionaries). One object (dictionary) represents one trade. Official description of object’s keys is in the table.

Key Type Description
tid [integer]  
timestamp [time]  
price [price]  
amount [decimal]  
exchange [string]  
type [string] “sell” or “buy” (can be “” if undetermined)

Return type:

String
Exception:

It can raise any exception which can occur during using

  • http.client.HTTPSConnection
  • http.client.HTTPSConnection.request().
Example:
>>> import ccs
>>> response = ccs.bitfinex.public.trades("btcusd")
>>> print(response)
[
    {
        "timestamp":1482167987,
        "tid":25060454,
        "price":"790.94",
        "amount":"1.0",
        "exchange":"bitfinex",
        "type":"buy"
    },
    {
        "timestamp":1482167919,
        "tid":25060449,
        "price":"790.89",
        "amount":"1.0",
        "exchange":"bitfinex",
        "type":"buy"
    }
    ...
]
>>>
>>> # Other examples of using
>>> ccs.bitfinex.public.trades("ltcusd", timestamp=1482185015)
>>> ccs.bitfinex.public.trades("ltcusd", limit_trades=20)
>>> ccs.bitfinex.public.trades("ethusd", timestamp=1482185015, limit_trades=20)
>>>
>>> # Prepared validation schema
>>> schema = ccs.cfg.schema[ccs.constants.BITFINEX]["trades"]

Note

This function use REST endpoint which is described on Bitfinex Trades documentation.

Examples of GET request: