def create_new_order(self,
contract_code,
order_type,
order_side,
size,
client_id="",
price=""):
"""Create new order
:param contract_code: contract for which the order is placed (required)
:param order_type: market, limit, stop_market, take_market (required)
:param order_side: buy or sell (required)
:param size: order size (required)
:param client_id: client-specified id that will be returned in the received message
:param price: price of this order (if the order is of type limit)
:returns: {
"message":"New order request received.","order":
{
"client_id":"",
"contract_code":"",
"type":"",
"side":"",
"size":"",
"price":"",
"order_id":"",
"trader_id":""
},
"timestamp":""
}
:raises: Exception if requests.Response is not successful
"""
if order_type != "market" and price is None:
raise Exception(
"Specify the price, since order type is not market")
body = {
"client_id": client_id,
"contract_code": contract_code,
"type": order_type,
"side": order_side,
"size": size,
"price": price,
}
if order_type == "stop_limit":
body["stop_price"] = str(price)
body["stop_trigger"] = "mark"
body["reduce_only"] = True
endpoint = "/v1/orders"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "POST",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.post(url=url, json=body, headers=self._headers)
def create_new_order(self,
contract_code,
order_type,
order_side,
size,
client_id="",
price=""):
if order_type != "market" and price is None:
raise Exception(
"Specify the price, since order type is not market")
body = {
"client_id": client_id,
"contract_code": contract_code,
"type": order_type,
"side": order_side,
"size": size,
"price": price,
}
endpoint = "/v1/orders"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "POST",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.post(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def list_fills(self, contract_code="", order_id="", before="", after=""):
"""Returns all fills for the current trading account - in descending chronological order.
:returns:
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/fills"
url = self.uri + endpoint
body = {
"contract_code": contract_code,
"order_id": order_id,
"before": before,
"after": after
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_account_alias(self, trader_id):
"""Get trading account alias for a given account.
:param trader_id: trader id
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}/alias".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def update_account_alias(self, trader_id):
"""Get your account info including balances, margin requirements, and net liquidation value.
:returns:
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}/alias".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.put(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def modify_order(self, exchange_orderid, order_type, order_side, order_size, order_price=None, order_stop_price=None):
"""Modify an existing order
:param exchange_orderid: exchange order id you want to modify
:param order_type: market, limit, stop_market, take_market (required)
:param order_side: buy or sell (required)
:param order_size: order size (required)
:param order_price: new price of this order
:param order_stop_price: trigger price for this stop order
:returns: {"message":"Modify order request received.","order_id":"","timestamp":""}
:raises: Exception if requests.Response is not successful
"""
body = {}
for elem in [(order_type, "type"), (order_side, "side"), (order_size, "size"), (order_price, "price"), (order_stop_price, "stop_price")]:
if elem[0] is not None:
body[elem[1]] = elem[0]
endpoint = "/v1/orders/{}".format(exchange_orderid)
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp,
"PATCH", endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.patch(url=url, json=body, headers=self._headers)
def get_balances(self, trader_id):
"""Get trading account info including balances, margin requirements, and net liquidation value.
:returns: {
"balance": "string",
"initial_margin_required": "string",
"maintenance_margin_required": "string",
"unrealized_profit": "string",
"net_liquidation_value": "string",
"available_funds": "string",
"excess_liquidity": "string",
"holds": "string"
}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def _get_authed_route_without_body(self, endpoint):
self._headers = {
'content-type': 'application/json'
}
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET", endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.get(url=url, params="", headers=self._headers)
def create_key(self):
"""Mint a new API key
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "POST", endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.post(url=url, params="", headers=self._headers)
def list_keys(self):
"""Get a list of all API keys (but not secrets). Secrets are only returned at the time of key creation.
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.get(url=url, params="", headers=self._headers)
def delete_key(self, key):
"""Revoke an existing API key.
:param key: an api key to delete
:returns: {"key":"string","message":"Key revoked."}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys/{}".format(key)
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "DELETE", endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.delete(url=url, params="", headers=self._headers)
def get_account(self):
"""
Get a list of all trader accounts for the current user.
:returns: {"accounts": [ {"trader_id": "string", "alias": "string"}]}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.get(url=url, params="", headers=self._headers)
def cancel_all(self, contract_code=None):
"""Cancel all active orders
:param contract_code: Contract to cancel orders for
:returns: {"message":"Order cancellation request received.","contract_code":"","timestamp":""}
:raises: Exception if requests.Response is not successful
"""
body = {}
if contract_code is not None:
endpoint = "/v1/orders?contract_code={}".format(contract_code)
else:
endpoint = "/v1/orders"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "DELETE",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.delete(url=url, json=body, headers=self._headers)
def cancel_order(self, exchange_orderid):
"""Cancel an existing order
:param exchange_orderid: exchange order id you want to cancel
:returns: {"message":"Cancel order request received.","order_id":"","timestamp":""}
:raises: Exception if requests.Response is not successful
"""
body = {
"order_id": exchange_orderid,
}
endpoint = "/v1/orders/{}".format(exchange_orderid)
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "DELETE",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.delete(url=url, json=body, headers=self._headers)
def subscribe(self, symbols, channels):
"""Subscribe to selected channels. EMX response looks like
{
"type":"subscriptions",
"channels":[
{
"name":"",
"contract_codes":[]
},
{
"name":"",
"contract_codes":[]
}
]
}
:param symbols: instrument symbols list
:param channels: subscription channels list
:returns: None
"""
endpoint = "/v1/user/verify"
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, None)
msg = {
"type": "subscribe",
"contract_codes": symbols,
"channels": channels,
"key": self._api_key,
"sig": signature.decode().strip(),
"timestamp": timestamp
}
try:
self.ws.send(json.dumps(msg))
except Exception as err:
raise EmxApiException(
"Unable to send request. Reason: {}".format(err))
def list_orders(self, contract_code="", status="", before="", after=""):
"""Returns orders for the current trading account - in descending chronological order.
:returns: {
"orders": [
{
"order_id": "string",
"client_id": "string",
"contract_code": "string",
"type": "market",
"side": "buy",
"size": "string",
"price": "string",
"average_fill_price": "string"
}
]
}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/orders"
url = self.uri + endpoint
body = {
"contract_code": contract_code,
"status": status,
"before": before,
"after": after
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.get(url=url, json=body, headers=self._headers)
def create_new_order(self, contract_code, order_type,
order_side, size, client_id="", price="", stop_price="",
stop_trigger="", peg_price_type="", peg_offset_value="",
reduce_only=False, post_only=False):
"""Create new order
:param contract_code: contract for which the order is placed (required)
:param order_type: 'market', 'limit', 'stop_market', 'take_market',
'stop_limit', 'take_limit' (required)
:param order_side: 'buy' or 'sell' (required)
:param size: order size (as string; required)
:param client_id: client-specified id that will be returned in the received message
:param price: price of this order (as string; required for limit orders)
:param stop_price: stop price of this order (as string; required for stop / take
orders)
:param stop_trigger: 'mark', 'index', or 'last' (valid only for stop / take orders)
:param peg_price_type: None, 'trailing-stop', or 'trailing-stop-pct' (valid only for
stop / take orders)
:param peg_offset_value: signed offset from trigger price (as string; valid only for
stop / take orders with peg_price_type set)
:param reduce_only: True or False
:param post_only: True or False
:returns: {
"message":"New order request received.","order":
{
"client_id":"",
"contract_code":"",
"type":"",
"side":"",
"size":"",
"price":"",
"stop_price":"",
"stop_trigger":"",
"peg_price_type":"",
"peg_price_offset":"",
"reduce_only":"",
"post_only":"",
"order_id":"",
"trader_id":""
},
"timestamp":""
}
:raises: Exception if requests.Response is not successful
"""
if order_type != "market" and price is None:
raise Exception("Specify the price, since order type is not market")
body = {
"client_id": client_id,
"contract_code": contract_code,
"type": order_type,
"side": order_side,
"size": size,
"price": price,
"stop_price": stop_price,
"peg_offset_value": peg_offset_value,
"reduce_only": reduce_only,
"post_only": post_only,
}
if stop_trigger:
body["stop_trigger"] = stop_trigger
if peg_price_type:
body["peg_price_type"] = peg_price_type
endpoint = "/v1/orders"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp,
"POST", endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
return self.session.post(url=url, json=body, headers=self._headers)
