async def create_stop_limit_order(self,
pair: Pair,
side: enums.OrderSide,
amount: str,
limit_price: str,
stop_price: str,
time_in_force: enums.TimeInForce = None,
client_id: str = None) -> dict:
data = {
"instrument_code": map_pair(pair),
"side": side.value,
"type": enums.OrderType.STOP_LIMIT.value,
"amount": amount,
"price": limit_price,
"trigger_price": stop_price
}
if client_id is not None:
data['client_id'] = client_id
if time_in_force is not None:
data['time_in_force'] = time_in_force.value
return await self._create_post("account/orders",
data=data,
signed=True)
async def get_account_orders(self,
from_timestamp: datetime.datetime = None,
to_timestamp: datetime.datetime = None,
pair: Pair = None,
with_cancelled_and_rejected: str = None,
with_just_filled_inactive: str = None,
with_just_orders: str = None,
max_page_size: str = None,
cursor: str = None) -> dict:
params = BitpandaClient._clean_request_params({
"with_cancelled_and_rejected":
with_cancelled_and_rejected,
"with_just_filled_inactive":
with_just_filled_inactive,
"with_just_orders":
with_just_orders,
"max_page_size":
max_page_size,
"cursor":
cursor,
})
if pair is not None:
params["instrument_code"] = map_pair(pair)
if from_timestamp is not None:
params["from"] = from_timestamp.astimezone(pytz.utc).isoformat()
if to_timestamp is not None:
params["to"] = to_timestamp.astimezone(pytz.utc).isoformat()
return await self._create_get("account/orders",
params=params,
signed=True)
def to_json(self):
ret = {
"type": "CREATE_ORDER",
"order": {
"instrument_code": map_pair(self.pair),
"type": self.type.value,
"side": self.side.value,
"amount": self.amount
}
}
if self.price is not None:
ret['order']['price'] = self.price
if self.stop_price is not None:
ret['order']['trigger_price'] = self.stop_price
if self.client_id is not None:
ret['order']['client_id'] = self.client_id
if self.time_in_force is not None:
ret['order']['time_in_force'] = self.time_in_force.value
if self.is_post_only is not None:
ret['order']['is_post_only'] = self.is_post_only
return ret
async def get_order_book(self, pair: Pair, level: str = None) -> dict:
params = BitpandaClient._clean_request_params({
"level": level,
})
return await self._create_get("order-book/" + map_pair(pair),
params=params)
async def delete_account_orders(self, pair: Pair = None) -> dict:
params = {}
if pair is not None:
params["instrument_code"] = map_pair(pair)
return await self._create_delete("account/orders",
params=params,
headers=self._get_header())
def get_subscription_message(self, **kwargs) -> dict:
return {
"name": self.get_channel_name(),
"properties": [{
"instrument_code": map_pair(params.pair),
"time_granularity": {
"unit": params.unit.value,
"period": params.period
}
} for params in sorted(self.subscription_params)]
}
async def get_candlesticks(self, pair: Pair, unit: enums.TimeUnit,
period: str, from_timestamp: datetime.datetime,
to_timestamp: datetime.datetime) -> dict:
params = {
"unit": unit.value,
"period": period,
"from": from_timestamp.astimezone(pytz.utc).isoformat(),
"to": to_timestamp.astimezone(pytz.utc).isoformat(),
}
return await self._create_get("candlesticks/" + map_pair(pair),
params=params)
def to_json(self):
ret = {
"type": "CANCEL_ALL_ORDERS",
}
if self.order_ids is not None:
ret['order_ids'] = self.order_ids
if self.pair is not None:
ret['instrument_code'] = map_pair(self.pair)
return ret
async def get_price_tick(self,
pair: Pair,
from_timestamp: datetime.datetime = None,
to_timestamp: datetime.datetime = None) -> dict:
params = {}
if from_timestamp is not None:
params['from'] = from_timestamp.astimezone(pytz.utc).isoformat()
if to_timestamp is not None:
params['to'] = to_timestamp.astimezone(pytz.utc).isoformat()
return await self._create_get("price-ticks/" + map_pair(pair),
params=params)
async def delete_account_orders(self,
pair: Pair = None,
ids: List[str] = None) -> dict:
params = {}
if pair is not None:
params["instrument_code"] = map_pair(pair)
if ids is not None:
params['ids'] = ','.join(ids)
return await self._create_delete("account/orders",
params=params,
signed=True)
async def create_market_order(self,
pair: Pair,
side: enums.OrderSide,
amount: str,
client_id: str = None) -> dict:
data = {
"instrument_code": map_pair(pair),
"side": side.value,
"type": enums.OrderType.MARKET.value,
"amount": amount
}
if client_id is not None:
data['client_id'] = client_id
return await self._create_post("account/orders",
data=data,
signed=True)
async def get_account_trades(self,
from_timestamp: datetime.datetime = None,
to_timestamp: datetime.datetime = None,
pair: Pair = None,
max_page_size: str = None,
cursor: str = None) -> dict:
params = BitpandaClient._clean_request_params({
"max_page_size": max_page_size,
"cursor": cursor,
})
if pair is not None:
params["instrument_code"] = map_pair(pair)
if from_timestamp is not None:
params["from"] = from_timestamp.astimezone(pytz.utc).isoformat()
if to_timestamp is not None:
params["to"] = to_timestamp.astimezone(pytz.utc).isoformat()
return await self._create_get("account/trades",
params=params,
signed=True)
async def get_market_ticker(self, pair: Pair) -> dict:
return await self._create_get("market-ticker/" + map_pair(pair))
