async def execute_cancellation(self, order: dict) -> dict:
cancellation = None
try:
cancellation = await self.private_delete(
self.endpoints["cancel_order"],
{
"symbol": self.symbol,
"orderId": order["order_id"]
},
)
return {
"symbol":
self.symbol,
"side":
cancellation["side"].lower(),
"order_id":
int(cancellation["orderId"]),
"position_side":
cancellation["positionSide"].lower().replace("short", "short"),
"qty":
float(cancellation["origQty"]),
"price":
float(cancellation["price"]),
}
except Exception as e:
print(f"error cancelling order {order} {e}")
print_async_exception(cancellation)
traceback.print_exc()
self.ts_released["force_update"] = 0.0
return {}
async def execute_order(self, order: dict) -> dict:
o = None
try:
params = {'symbol': self.symbol,
'side': order['side'].upper(),
'positionSide': order['position_side'].replace('shrt', 'short').upper(),
'type': order['type'].upper(),
'quantity': str(order['qty'])}
if params['type'] == 'LIMIT':
params['timeInForce'] = 'GTX'
params['price'] = order['price']
if 'custom_id' in order:
params['newClientOrderId'] = \
f"{order['custom_id']}_{str(int(time() * 1000))[8:]}_{int(np.random.random() * 1000)}"
o = await self.private_post(self.endpoints['create_order'], params)
return {'symbol': self.symbol,
'side': o['side'].lower(),
'position_side': o['positionSide'].lower().replace('short', 'shrt'),
'type': o['type'].lower(),
'qty': float(o['origQty']),
'order_id': int(o['orderId']),
'price': float(o['price'])}
except Exception as e:
print(f'error executing order {order} {e}')
print_async_exception(o)
traceback.print_exc()
return {}
async def execute_order(self, order: dict) -> dict:
o = None
try:
params = {
'symbol':
self.symbol,
'side':
first_capitalized(order['side']),
'order_type':
first_capitalized(order['type']),
'qty':
float(order['qty']) if 'linear_perpetual' in self.market_type
else int(order['qty']),
'close_on_trigger':
False
}
if self.hedge_mode:
params['position_idx'] = 1 if order[
'position_side'] == 'long' else 2
if 'linear_perpetual' in self.market_type:
params['reduce_only'] = 'close' in order['custom_id']
else:
params['position_idx'] = 0
params['reduce_only'] = 'close' in order['custom_id']
if params['order_type'] == 'Limit':
params['time_in_force'] = 'PostOnly'
params['price'] = str(order['price'])
else:
params['time_in_force'] = 'GoodTillCancel'
params['order_link_id'] = \
f"{order['custom_id']}_{str(int(time() * 1000))[8:]}_{int(np.random.random() * 1000)}"
o = await self.private_post(self.endpoints['create_order'], params)
if o['result']:
return {
'symbol': o['result']['symbol'],
'side': o['result']['side'].lower(),
'order_id': o['result']['order_id'],
'position_side': order['position_side'],
'type': o['result']['order_type'].lower(),
'qty': o['result']['qty'],
'price': o['result']['price']
}
else:
return o, order
except Exception as e:
print(f'error executing order {order} {e}')
print_async_exception(o)
traceback.print_exc()
return {}
async def execute_order(self, order: dict) -> dict:
o = None
try:
params = {
"symbol":
self.symbol,
"side":
first_capitalized(order["side"]),
"order_type":
first_capitalized(order["type"]),
"qty":
float(order["qty"]) if "linear_perpetual" in self.market_type
else int(order["qty"]),
"close_on_trigger":
False,
}
if self.hedge_mode:
params["position_idx"] = 1 if order[
"position_side"] == "long" else 2
if "linear_perpetual" in self.market_type:
params["reduce_only"] = "close" in order["custom_id"]
else:
params["position_idx"] = 0
params["reduce_only"] = "close" in order["custom_id"]
if params["order_type"] == "Limit":
params["time_in_force"] = "PostOnly"
params["price"] = str(order["price"])
else:
params["time_in_force"] = "GoodTillCancel"
params[
"order_link_id"] = f"{order['custom_id']}_{str(int(time() * 1000))[8:]}_{int(np.random.random() * 1000)}"
o = await self.private_post(self.endpoints["create_order"], params)
if o["result"]:
return {
"symbol": o["result"]["symbol"],
"side": o["result"]["side"].lower(),
"order_id": o["result"]["order_id"],
"position_side": order["position_side"],
"type": o["result"]["order_type"].lower(),
"qty": o["result"]["qty"],
"price": o["result"]["price"],
}
else:
return o, order
except Exception as e:
print(f"error executing order {order} {e}")
print_async_exception(o)
traceback.print_exc()
return {}
async def execute_cancellation(self, order: dict) -> dict:
cancellation = None
try:
cancellation = await self.private_delete(self.endpoints['cancel_order'],
{'symbol': self.symbol, 'orderId': order['order_id']})
return {'symbol': self.symbol, 'side': cancellation['side'].lower(), 'order_id': int(cancellation['orderId']),
'position_side': cancellation['positionSide'].lower().replace('short', 'shrt'),
'qty': float(cancellation['origQty']), 'price': float(cancellation['price'])}
except Exception as e:
print(f'error cancelling order {order} {e}')
print_async_exception(cancellation)
traceback.print_exc()
self.ts_released['force_update'] = 0.0
return {}
async def fetch_income(
self,
symbol: str = None,
income_type: str = None,
limit: int = 50,
start_time: int = None,
end_time: int = None,
page=None,
):
params = {
"limit": limit,
"symbol": self.symbol if symbol is None else symbol
}
if start_time is not None:
params["start_time"] = int(start_time / 1000)
if end_time is not None:
params["end_time"] = int(end_time / 1000)
if income_type is not None:
params["exec_type"] = first_capitalized(income_type)
if page is not None:
params["page"] = page
fetched = None
try:
fetched = await self.private_get(self.endpoints["income"], params)
if fetched["result"]["data"] is None:
return []
return sorted(
[{
"symbol": e["symbol"],
"income_type": e["exec_type"].lower(),
"income": float(e["closed_pnl"]),
"token": self.margin_coin,
"timestamp": float(e["created_at"]) * 1000,
"info": {
"page": fetched["result"]["current_page"]
},
"transaction_id": float(e["id"]),
"trade_id": e["order_id"],
} for e in fetched["result"]["data"]],
key=lambda x: x["timestamp"],
)
except Exception as e:
print("error fetching income: ", e)
traceback.print_exc()
print_async_exception(fetched)
return []
async def execute_order(self, order: dict) -> dict:
o = None
try:
params = {
"symbol":
self.symbol,
"side":
order["side"].upper(),
"positionSide":
order["position_side"].replace("short", "short").upper(),
"type":
order["type"].upper(),
"quantity":
str(order["qty"]),
}
if params["type"] == "LIMIT":
params["timeInForce"] = "GTX"
params["price"] = order["price"]
if "custom_id" in order:
params[
"newClientOrderId"] = f"{order['custom_id']}_{str(int(time() * 1000))[8:]}_{int(np.random.random() * 1000)}"
o = await self.private_post(self.endpoints["create_order"], params)
return {
"symbol":
self.symbol,
"side":
o["side"].lower(),
"position_side":
o["positionSide"].lower().replace("short", "short"),
"type":
o["type"].lower(),
"qty":
float(o["origQty"]),
"order_id":
int(o["orderId"]),
"price":
float(o["price"]),
}
except Exception as e:
print(f"error executing order {order} {e}")
print_async_exception(o)
traceback.print_exc()
return {}
async def fetch_income(self,
symbol: str = None,
income_type: str = None,
limit: int = 50,
start_time: int = None,
end_time: int = None,
page=None):
params = {
'limit': limit,
'symbol': self.symbol if symbol is None else symbol
}
if start_time is not None:
params['start_time'] = int(start_time / 1000)
if end_time is not None:
params['end_time'] = int(end_time / 1000)
if income_type is not None:
params['exec_type'] = first_capitalized(income_type)
if page is not None:
params['page'] = page
fetched = None
try:
fetched = await self.private_get(self.endpoints['income'], params)
if fetched['result']['data'] is None:
return []
return sorted([{
'symbol': e['symbol'],
'income_type': e['exec_type'].lower(),
'income': float(e['closed_pnl']),
'token': self.margin_coin,
'timestamp': float(e['created_at']) * 1000,
'info': {
'page': fetched['result']['current_page']
},
'transaction_id': float(e['id']),
'trade_id': e['order_id']
} for e in fetched['result']['data']],
key=lambda x: x['timestamp'])
except Exception as e:
print('error fetching income: ', e)
traceback.print_exc()
print_async_exception(fetched)
return []
async def execute_cancellation(self, order: dict) -> dict:
cancellation = None
try:
cancellation = await self.private_post(
self.endpoints['cancel_order'], {
'symbol': self.symbol,
'order_id': order['order_id']
})
return {
'symbol': self.symbol,
'side': order['side'],
'order_id': cancellation['result']['order_id'],
'position_side': order['position_side'],
'qty': order['qty'],
'price': order['price']
}
except Exception as e:
print(f'error cancelling order {order} {e}')
print_async_exception(cancellation)
traceback.print_exc()
self.ts_released['force_update'] = 0.0
return {}
async def execute_cancellation(self, order: dict) -> dict:
cancellation = None
try:
cancellation = await self.private_post(
self.endpoints["cancel_order"],
{
"symbol": self.symbol,
"order_id": order["order_id"]
},
)
return {
"symbol": self.symbol,
"side": order["side"],
"order_id": cancellation["result"]["order_id"],
"position_side": order["position_side"],
"qty": order["qty"],
"price": order["price"],
}
except Exception as e:
print(f"error cancelling order {order} {e}")
print_async_exception(cancellation)
traceback.print_exc()
self.ts_released["force_update"] = 0.0
return {}