def _order(self,
side,
ordertype,
pair,
volume,
price=None,
leverage=None,
validate=True,
oflags=[]):
order = {
'pair': pair,
'type': side,
'ordertype': ordertype,
'volume': volume,
}
if validate:
order['validate'] = True
if leverage:
order['leverage'] = leverage
if price:
order['price'] = price
if oflags != []:
order['oflags'] = ','.join(oflags)
resp = self._post_request('/0/private/AddOrder', data=order)
if resp['error'] != []:
raise common.OrderException(resp['error'])
return common.Order(resp['result']['txid'][0], ordertype, side, volume,
price)
def _market_order(self, side, product_id, size, sandbox=False):
order = {
'type': 'market',
'side': side,
'product_id': product_id,
'size': size
}
resp = self._auth_post('/orders', data=order, sandbox=sandbox)
return common.Order(resp['id'], 'market', side, size,
resp['executed_value'])
def _order(self, pair, side, ordertype, quantity, **kwargs):
# Just add the timestamp here
if 'post_only' in kwargs:
ordertype = 'LIMIT_MAKER'
order = {
'symbol': self.convert_pair(pair).upper(),
'side': side,
'type': ordertype,
'quantity': quantity,
'newOrderRespType': 'FULL',
'timestamp': int(time.time()*1000),
'recvWindow': 10000
}
if 'IOC' in kwargs:
order['timeInForce'] = 'IOC'
if 'FOK' in kwargs:
order['timeInForce'] = 'FOK'
if ordertype == 'LIMIT':
order['price'] = kwargs['price']
if 'timeInForce' not in order:
order['timeInForce'] = 'GTC'
#order['timeInForce'] = time_in_force
elif ordertype == 'LIMIT_MAKER':
order['price'] = kwargs['price']
'''
if ordertype == 'LIMIT' or ordertype == 'LIMIT_MAKER':
try:
order['price'] = kwargs['price']
#order['timeInForce'] = time_in_force
except KeyError as e:
raise ValueError(f'Missing required parameter for limit order: {e.args[0]}')
'''
resp = requests.post(f'{BinanceAPI.ENDPOINT}/api/v3/order', data=order, auth=BinanceAuth(self.api_key, self.api_secret))
try:
resp.raise_for_status()
except requests.HTTPError as e:
raise common.ExchangeException('binance_us', e.response.text)
resp = resp.json()
return common.Order(resp['orderId'], resp['type'].lower(), resp['side'].lower(), Decimal(resp['origQty']), price=Decimal(resp['price']))
def _order(self, pair, side, price, quantity, **kwargs):
data = {
'currencyPair': self.convert_pair(pair),
'rate': price,
'amount': quantity
}
if 'post_only' in kwargs:
data['postOnly'] = '1'
if 'IOC' in kwargs:
data['immediateOrCancel'] = '1'
if 'FOK' in kwargs:
data['fillOrKill'] = '1'
resp = self._auth_request(side, data=data)
if 'error' in resp:
raise common.ExchangeException('poloniex', resp['error'])
return common.Order(resp['orderNumber'], 'limit', side, Decimal(quantity), price=Decimal(price))
def _limit_order(self,
side,
product_id,
price,
size,
post_only=False,
sandbox=False):
params = {
#'client_oid': str(uuid.uuid4()),
'type': 'limit',
'side': side,
'product_id': CoinbaseAPI.convert_pair(product_id),
'price': f'{price}',
'size': f'{size}',
'post_only': 'true', # this needs to be based off the variable!
'time_in_force': 'GTC'
}
log.debug(
f'pair: {product_id} price: {params["price"]} quantity: {params["size"]}'
)
resp = self._auth_post('/orders', data=params, sandbox=sandbox)
return common.Order(resp['id'], 'limit', side, size, price)