def __init__(self, pair_code, api_key=None, api_secret=None):
base_currency, market_currency = self.get_available_pairs(pair_code)
super(Binance, self).__init__(base_currency, market_currency, pair_code)
self.client = Client(
api_key if api_key else config.Binance_API_KEY,
api_secret if api_secret else config.Binance_SECRET_TOKEN)
class Binance(Broker):
def __init__(self, pair_code, api_key=None, api_secret=None):
base_currency, market_currency = self.get_available_pairs(pair_code)
super(Binance, self).__init__(base_currency, market_currency,
pair_code)
self.client = Client(
api_key if api_key else config.Binance_API_KEY,
api_secret if api_secret else config.Binance_SECRET_TOKEN)
def _place_order(self, amount, price, side):
order = self.client.create_order(
symbol=self.pair_code,
side=side,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=amount,
price=str(price),
)
logging.debug('_place_order: %s %s' % (side, order))
return order['orderId']
def _buy_limit(self, amount, price):
"""Create a buy limit order"""
return self._place_order(amount, price, SIDE_BUY)
def _sell_limit(self, amount, price):
"""Create a sell limit order"""
return self._place_order(amount, price, SIDE_SELL)
@classmethod
def _order_status(cls, res):
resp = {
'order_id': res['orderId'],
'amount': float(res['origQty']),
'price': float(res['price']),
'deal_amount': float(res['executedQty']),
'avg_price': float(res['price']),
'symbol': res['symbol'],
'type': res['side'].lower()
}
if res['status'] == ORDER_STATUS_NEW or res[
'status'] == ORDER_STATUS_PARTIALLY_FILLED:
resp['status'] = constant.ORDER_STATE_PENDING
elif res['status'] == ORDER_STATUS_CANCELED:
resp['status'] = constant.ORDER_STATE_CANCELED
else:
resp['status'] = constant.ORDER_STATE_CLOSED
return resp
def _get_order(self, order_id, order_type=None):
res = self.client.get_order(orderId=int(order_id),
symbol=self.pair_code)
logging.debug('get_order: %s' % res)
assert str(res['symbol']) == str(self.pair_code)
assert str(res['orderId']) == str(order_id)
return self._order_status(res)
def _get_orders_history(self):
# get orders that symbol is pair before 5 minutes
timestamp = (int(round(time.time() * 1000))) - 5 * 60 * 1000
orders = self.client.get_all_orders(symbol=self.pair_code,
limit=20,
timestamp=timestamp)
result = []
for order in orders:
result.append(self._order_status(order))
return result
def _cancel_order(self, order_id, order_type=None):
res = self.client.cancel_order(orderId=int(order_id),
symbol=self.pair_code)
logging.debug('cancel_order: %s' % res)
assert str(res['orderId']) == str(order_id)
return True
def _get_active_orders(self):
res = self.client.get_open_orders()
orders = []
for item in res:
orders.append(self._order_status(item))
return orders
def _cancel_orders(self):
try:
orders = self._get_active_orders()
if len(orders) == 0:
return
for order in orders:
if order['symbol'] != self.pair_code:
continue
try:
self._cancel_order(order_id=order['order_id'])
logging.info('_cancel_orders cancel %s success' %
order['order_id'])
except Exception as e:
raise Exception('_cancel_orders %s failed : %s' %
(order['order_id'], e))
except Exception as e:
raise Exception(
'_cancel_orders failed when get active orders, error: %s' % e)
def _get_balances(self):
"""Get balance"""
res = self.client.get_account()
logging.debug("get_balances: %s" % res)
balances = res['balances']
for entry in balances:
currency = entry['asset'].upper()
if currency not in ('BTC', 'BCH', 'USD', 'ETH', 'ZRX'):
continue
if currency == 'BCH':
self.bch_available = float(entry['free'])
self.bch_balance = float(entry['free']) + float(
entry['locked'])
elif currency == 'BTC':
self.btc_available = float(entry['free'])
self.btc_balance = float(entry['free']) + float(
entry['locked'])
elif currency == 'ETH':
self.eth_available = float(entry['free'])
self.eth_balance = float(entry['free']) + float(
entry['locked'])
elif currency == 'ZRX':
self.zrx_available = float(entry['free'])
self.zrx_balance = float(entry['free']) + float(
entry['locked'])
return res
def _ticker(self):
return self.client.get_ticker(symbol=self.pair_code)
@classmethod
def get_available_pairs(cls, pair_code):
"""可交易的pair"""
if pair_code == 'BCCBTC':
base_currency = 'BTC'
market_currency = 'BCC'
elif pair_code == 'ETHBTC':
base_currency = 'BTC'
market_currency = 'ETH'
elif pair_code == 'BNBBTC':
base_currency = 'BTC'
market_currency = 'BNB'
elif pair_code == 'BNBETH':
base_currency = 'ETH'
market_currency = 'BNB'
elif pair_code == 'MCOBTC':
base_currency = 'BTC'
market_currency = 'MCO'
elif pair_code == 'MCOETH':
base_currency = 'ETH'
market_currency = 'MCO'
elif pair_code == 'QTUMBTC':
base_currency = 'BTC'
market_currency = 'QTUM'
elif pair_code == 'QTUMETH':
base_currency = 'ETH'
market_currency = 'QTUM'
elif pair_code == 'WTCBTC':
base_currency = 'BTC'
market_currency = 'WTC'
elif pair_code == 'WTCETH':
base_currency = 'ETH'
market_currency = 'WTC'
elif pair_code == 'NEOBTC':
base_currency = 'BTC'
market_currency = 'NEO'
elif pair_code == 'NEOETH':
base_currency = 'ETH'
market_currency = 'NEO'
elif pair_code == 'IOTAETH':
base_currency = 'ETH'
market_currency = 'IOTA'
elif pair_code == 'IOTABTC':
base_currency = 'BTC'
market_currency = 'IOTA'
elif pair_code == 'ZRXBTC':
base_currency = 'BTC'
market_currency = 'ZRX'
elif pair_code == 'ZRXETH':
base_currency = 'ETH'
market_currency = 'ZRX'
else:
assert False
return base_currency, market_currency
def __init__(self, pair_code):
base_currency, market_currency = self.get_available_pairs(pair_code)
super(Binance, self).__init__(base_currency, market_currency,
pair_code, 0.001)
self.client = Client(None, None)
class Binance(Market):
def __init__(self, pair_code):
base_currency, market_currency = self.get_available_pairs(pair_code)
super(Binance, self).__init__(base_currency, market_currency,
pair_code, 0.001)
self.client = Client(None, None)
def update_depth(self):
raw_depth = self.client.get_order_book(symbol=self.pair_code, limit=5)
if raw_depth:
self.depth = self.format_depth(raw_depth)
@classmethod
def get_available_pairs(cls, pair_code):
if pair_code == 'BCCBTC':
base_currency = 'BTC'
market_currency = 'BCC'
elif pair_code == 'BTCUSDT':
base_currency = 'USDT'
market_currency = 'BTC'
elif pair_code == 'ETHBTC':
base_currency = 'BTC'
market_currency = 'ETH'
elif pair_code == 'ETHUSDT':
base_currency = 'USDT'
market_currency = 'ETH'
elif pair_code == 'BNBBTC':
base_currency = 'BTC'
market_currency = 'BNB'
elif pair_code == 'BNBETH':
base_currency = 'ETH'
market_currency = 'BNB'
elif pair_code == 'MCOBTC':
base_currency = 'BTC'
market_currency = 'MCO'
elif pair_code == 'MCOETH':
base_currency = 'ETH'
market_currency = 'MCO'
elif pair_code == 'QTUMBTC':
base_currency = 'BTC'
market_currency = 'QTUMBCH'
elif pair_code == 'QTUMETH':
base_currency = 'ETH'
market_currency = 'QTUM'
elif pair_code == 'WTCBTC':
base_currency = 'BTC'
market_currency = 'WTC'
elif pair_code == 'WTCETH':
base_currency = 'ETH'
market_currency = 'WTC'
elif pair_code == 'NEOBTC':
base_currency = 'BTC'
market_currency = 'NEO'
elif pair_code == 'NEOETH':
base_currency = 'ETH'
market_currency = 'NEO'
elif pair_code == 'IOTAETH':
base_currency = 'ETH'
market_currency = 'IOTA'
elif pair_code == 'IOTABTC':
base_currency = 'BTC'
market_currency = 'IOTA'
elif pair_code == 'ZRXBTC':
base_currency = 'BTC'
market_currency = 'ZRX'
elif pair_code == 'ZRXETH':
base_currency = 'ETH'
market_currency = 'ZRX'
else:
assert False
return base_currency, market_currency
@classmethod
def format_depth(cls, depth):
bids = market_util.sort_and_format_list(depth['bids'], True)
asks = market_util.sort_and_format_list(depth['asks'], False)
return {'asks': asks, 'bids': bids}
class Binance(Broker):
def __init__(self, pair_code, api_key=None, api_secret=None):
base_currency, market_currency = self.get_available_pairs(pair_code)
super(Binance, self).__init__(base_currency, market_currency, pair_code)
self.client = Client(
api_key if api_key else config.Binance_API_KEY,
api_secret if api_secret else config.Binance_SECRET_TOKEN)
def _place_order(self, amount, price, side):
order = self.client.create_order(
symbol=self.pair_code,
side=side,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=amount,
price=str(price))
logging.info('_place_order: %s %s' % (side, order))
return order['orderId']
def _buy_limit(self, amount, price):
"""Create a buy limit order"""
return self._place_order(amount, price, SIDE_BUY)
def _sell_limit(self, amount, price):
"""Create a sell limit order"""
return self._place_order(amount, price, SIDE_SELL)
@classmethod
def _order_status(cls, res):
resp = {
'order_id': res['orderId'],
'amount': float(res['origQty']),
'price': float(res['price']),
'deal_amount': float(res['executedQty']),
'avg_price': float(res['price'])
}
if res['status'] == ORDER_STATUS_NEW or res['status'] == ORDER_STATUS_PARTIALLY_FILLED:
resp['status'] = 'OPEN'
else:
resp['status'] = 'CLOSE'
return resp
def _get_order(self, order_id, order_type=None):
res = self.client.get_order(orderId=int(order_id), symbol=self.pair_code)
logging.info('get_order: %s' % res)
assert str(res['symbol']) == str(self.pair_code)
assert str(res['orderId']) == str(order_id)
return self._order_status(res['data'])
def _cancel_order(self, order_id, order_type=None):
res = self.client.cancel_order(orderId=int(order_id), symbol=self.pair_code)
logging.info('cancel_order: %s' % res)
assert str(res['orderId']) == str(order_id)
return True
def _get_balances(self):
"""Get balance"""
res = self.client.get_account()
logging.debug("get_balances: %s" % res)
balances = res['balances']
for entry in balances:
currency = entry['asset'].upper()
if currency not in (
'BTC', 'BCH', 'USD'):
continue
if currency == 'BCH':
self.bch_available = float(entry['free'])
self.bch_balance = float(entry['amount']) + float(entry['locked'])
elif currency == 'BTC':
self.btc_available = float(entry['free'])
self.btc_balance = float(entry['amount']) + float(entry['locked'])
return res
def _ticker(self):
pass
@classmethod
def get_available_pairs(cls, pair_code):
"""可交易的pair"""
if pair_code == 'BCCBTC':
base_currency = 'BTC'
market_currency = 'BCC'
elif pair_code == 'ETHBTC':
base_currency = 'BTC'
market_currency = 'ETH'
elif pair_code == 'BNBBTC':
base_currency = 'BTC'
market_currency = 'BNB'
elif pair_code == 'BNBETH':
base_currency = 'ETH'
market_currency = 'BNB'
elif pair_code == 'MCOBTC':
base_currency = 'BTC'
market_currency = 'MCO'
elif pair_code == 'MCOETH':
base_currency = 'ETH'
market_currency = 'MCO'
elif pair_code == 'QTUMBTC':
base_currency = 'BTC'
market_currency = 'QTUM'
elif pair_code == 'QTUMETH':
base_currency = 'ETH'
market_currency = 'QTUM'
elif pair_code == 'WTCBTC':
base_currency = 'BTC'
market_currency = 'WTC'
elif pair_code == 'WTCETH':
base_currency = 'ETH'
market_currency = 'WTC'
elif pair_code == 'NEOBTC':
base_currency = 'BTC'
market_currency = 'NEO'
elif pair_code == 'NEOETH':
base_currency = 'ETH'
market_currency = 'NEO'
elif pair_code == 'IOTAETH':
base_currency = 'ETH'
market_currency = 'IOTA'
elif pair_code == 'IOTABTC':
base_currency = 'BTC'
market_currency = 'IOTA'
else:
assert False
return base_currency, market_currency