def get_mid_price_orderbooks(self, products=None):
prices_list = self.client.get_all_tickers()
orderbooks = []
for price_symbol in prices_list:
currency_pair = binance_product_to_currencies(
price_symbol['symbol'])
product = '_'.join(currency_pair)
if products is not None and product not in products:
continue
orderbook = OrderBook(product, Decimal(price_symbol['price']))
if orderbook.get_wall_ask() <= Decimal('1e-8'):
continue
orderbooks.append(orderbook)
return orderbooks
def test_binance_product_to_currencies(self):
gdax_products = [
'BTC_USDT', 'ETH_USDT', 'ETH_BTC', 'LTC_BTC', 'ADA_BNB', 'ADA_BTC',
'TUSD_USDT', 'VET_ETH', 'EOS_ETH'
]
currency_pairs = [p.split('_') for p in gdax_products]
binance_products = [''.join(p) for p in currency_pairs]
binance_currency_pairs = [
binance_product_to_currencies(p) for p in binance_products
]
for real_pair, derived_pair in zip(currency_pairs,
binance_currency_pairs):
self.assertEqual(len(derived_pair), 2)
self.assertEqual(real_pair[0], derived_pair[0])
self.assertEqual(real_pair[1], derived_pair[1])
def place_market_order(self, order, price_estimates):
"""
place market order
uses price estimates to check min notional and resources for buy orders
returns dict with keys
{'orderId', 'clientOrderId', 'executed_quantity', 'mean_price'}
with corresponding values
also returns commission_asset: fee
for example
{
"orderId": 28,
"clientOrderId": "6gCrw2kRUAF9CvJDGP16IP",
"executed_quantity": Decimal("10.00000000"),
"mean_price": Decimal("3998.30000000"),
"commission_USDT": Decimal("19.99150000"),
"commission_BNB": Decimal("11.66365227")
}
"""
logger.info("creating market order - {}".format(str(order)))
order = self._validate_order(order, price_estimates)
logger.info("validated order - {}".format(str(order)))
if order is None:
return
symbol = ''.join(order.product.split('_'))
side = order._action.name
quantity = order._quantity
newOrderRespType = 'FULL'
try:
resp = self.client.order_market(side=side,
symbol=symbol,
quantity=quantity,
newOrderRespType=newOrderRespType)
except BinanceAPIException as e:
return e
parsed_response = self.parse_market_order_response(resp)
parsed_response['price_estimates'] = price_estimates
parsed_response['product'] = '_'.join(
binance_product_to_currencies(parsed_response['symbol']))
logger.info("parsed order response - {}".format(str(parsed_response)))
return parsed_response
def get_orderbooks_of_depth1(self, products):
"""
get all orderbooks with depth equal to 1, then filter out those,
which symbol is not in specified products
"""
books_list = self.client.get_orderbook_tickers()
orderbooks = []
for book in books_list:
currency_pair = binance_product_to_currencies(book['symbol'])
product = '_'.join(currency_pair)
if products is not None and product not in products:
continue
orderbook = OrderBook(product, {
'ask': Decimal(book['askPrice']),
'bid': Decimal(book['bidPrice'])
})
if orderbook.get_wall_ask() <= Decimal('1e-8'):
continue
orderbooks.append(orderbook)
return orderbooks
