def get_market_depth(self, symbol, depth, merge_type):
request = RestfulRequest(self.__option)
request.set_target("/market/depth")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("depth", str(depth))
request.add_query_string("type", merge_type)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
depth_var = Depth()
depth_var.status = root_obj.get_string("status")
depth_var.ts = root_obj.get_int("ts")
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
return depth_var
def get_symbol(self):
request = RestfulRequest(self.__option)
request.set_target("/v1/common/symbols")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
json_checker = JsonChecker()
json_checker.check_not_equal("stauts", "ok", root_obj)
json_checker.report_error()
symbols_var = Symbols()
symbols_var.status = root_obj.get_string("status")
obj = root_obj.get_array("data")
for item in obj.array():
symbols_data_var = SymbolsData()
symbols_data_var.base_currency = item.get_string("base-currency")
symbols_data_var.quote_currency = item.get_string("quote-currency")
symbols_data_var.price_precision = item.get_int("price-precision")
symbols_data_var.amount_precision = item.get_int(
"amount-precision")
symbols_data_var.symbol_partition = item.get_string(
"symbol-partition")
symbols_data_var.symbol = item.get_string("symbol")
symbols_data_var.state = item.get_string("state")
symbols_data_var.value_precision = item.get_int("value-precision")
symbols_data_var.min_order_amt = item.get_decimal("min-order-amt")
symbols_data_var.max_order_amt = item.get_decimal("max-order-amt")
symbols_data_var.min_order_value = item.get_decimal(
"min-order-value")
symbols_data_var.leverage_ratio = item.get_int("leverage-ratio")
if symbols_var.data is None:
symbols_var.data = list()
symbols_var.data.append(symbols_data_var)
return symbols_var
def get_last_trade(self, symbol):
request = RestfulRequest(self.__option)
request.set_target("/market/trade")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
last_trade_var = LastTrade()
last_trade_var.status = root_obj.get_string("status")
last_trade_var.ts = root_obj.get_int("ts")
last_trade_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
last_trade_var.ts_in_tick = obj.get_int("ts")
last_trade_var.id_in_tick = obj.get_int("id")
obj0 = obj.get_array("data")
for item in obj0.array():
trade_var = Trade()
trade_var.amount = item.get_decimal("amount")
trade_var.price = item.get_decimal("price")
trade_var.ts = item.get_int("ts")
trade_var.id = item.get_int("id")
trade_var.direction = item.get_string("direction")
trade_var.trade_id = item.get_int("trade-id")
if last_trade_var.data is None:
last_trade_var.data = list()
last_trade_var.data.append(trade_var)
return last_trade_var
def on_echo_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("op", "echo", root_obj)
obj = root_obj.get_object_or_none("param")
json_checker.check_equal("Name", name, obj)
return json_checker.complete()
def get_candlestick(self, symbol, period, size):
request = RestfulRequest(self.__option)
request.set_target("/market/history/kline")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("period", period)
request.add_query_string("size", str(size))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
candlestick_var = Candlestick()
candlestick_var.status = root_obj.get_string("status")
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
return candlestick_var
def on_ping_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
ts = Timestamp()
obj = root_obj.get_object("data")
ts.timestamp = obj.get_int("ts")
json_result = JsonWrapper()
json_result.add_json_string("op", "pong")
json_result.add_json_number("ts", ts.timestamp)
connection.send(json_result.to_json_string())
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
def on_second1event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
on_second1(simple_info_var)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"rep",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
def subscript_order(self, symbol, on_sub):
on_sub_event = WebSocketEvent(False)
def on_sub_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal("action", "sub", root_obj)
json_checker.value_include("ch", "orders", root_obj)
return json_checker.complete()
on_sub_event.set_trigger(on_sub_event_trigger)
def on_sub_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
code_var = Code()
code_var.code = root_obj.get_int("code")
on_sub(code_var)
on_sub_event.set_event(on_sub_event_event)
self.__connection.register_event(on_sub_event)
json = JsonWrapper()
json.add_json_string("action", "sub")
json.add_json_string("ch",
CEIUtils.string_replace("orders#{0}", symbol))
self.__connection.send(json.to_json_string())
def get_timestamp(self):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/time")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
timestamp_var = Timestamp()
timestamp_var.server_time = root_obj.get_int("serverTime")
return timestamp_var
def get_currencies(self):
request = RestfulRequest(self.__option)
request.set_target("/v1/common/currencys")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
currencies_var = Currencies()
currencies_var.status = root_obj.get_string("status")
currencies_var.data = root_obj.get_string_array("data")
return currencies_var
def get_timestamp(self):
request = RestfulRequest(self.__option)
request.set_target("/v1/common/timestamp")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
json_checker = JsonChecker()
json_checker.check_not_equal("stauts", "ok", root_obj)
json_checker.report_error()
timestamp_var = Timestamp()
timestamp_var.timestamp = root_obj.get_int("data")
return timestamp_var
def get_simple_info(self):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/simpleInfo")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
return simple_info_var
def cancel_order(self, order_id):
request = RestfulRequest(self.__option)
request.set_target(
CEIUtils.string_replace("/v1/order/orders/{0}/submitcancel",
str(order_id)))
request.set_method(RestfulRequest.Method.POST)
Procedures.restful_auth(request, self.__option)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
order_idvar = OrderID()
order_idvar.status = root_obj.get_string("status")
order_idvar.data = root_obj.get_int("data")
return order_idvar
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_data_var = CandlestickData()
obj = root_obj.get_object("tick")
candlestick_data_var.id = obj.get_int("id")
candlestick_data_var.amount = obj.get_decimal("amount")
candlestick_data_var.count = obj.get_int("count")
candlestick_data_var.open = obj.get_decimal("open")
candlestick_data_var.close = obj.get_decimal("close")
candlestick_data_var.low = obj.get_decimal("low")
candlestick_data_var.high = obj.get_decimal("high")
candlestick_data_var.vol = obj.get_decimal("vol")
on_candlestick(candlestick_data_var)
def inputs_by_get(self, name, number, price, status):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/inputsByGet")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("Name", name)
request.add_query_string("Number", str(number))
request.add_query_string("Price", str(price))
request.add_query_string("Status", str(status))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
return simple_info_var
def get_accounts(self):
request = RestfulRequest(self.__option)
request.set_target("/v1/account/accounts")
request.set_method(RestfulRequest.Method.GET)
Procedures.restful_auth(request, self.__option)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
account_var = Account()
account_var.status = root_obj.get_string("status")
account_data_var = AccountData()
obj = root_obj.get_object("data")
account_data_var.id = obj.get_int("id")
account_data_var.state = obj.get_string("state")
account_data_var.type = obj.get_string("type")
account_data_var.subtype = obj.get_string("subtype")
return account_var
def get_info_list(self):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/infoList")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
info_list_var = InfoList()
info_list_var.name = root_obj.get_string("Name")
obj = root_obj.get_array("Values")
for item in obj.array():
info_entity_var = InfoEntity()
info_entity_var.name = item.get_string("Name")
info_entity_var.info_value = item.get_string("InfoValue")
if info_list_var.values is None:
info_list_var.values = list()
info_list_var.values.append(info_entity_var)
return info_list_var
def get_price_list(self):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/priceList")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
price_list_var = PriceList()
price_list_var.name = root_obj.get_string("Name")
obj = root_obj.get_array("Prices")
for item in obj.array():
price_entity_var = PriceEntity()
price_entity_var.price = item.get_decimal("[0]")
price_entity_var.volume = item.get_decimal("[1]")
if price_list_var.prices is None:
price_list_var.prices = list()
price_list_var.prices.append(price_entity_var)
return price_list_var
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_var = Candlestick()
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
on_candlestick(candlestick_var)
def request_depth(self, symbol, type_u, on_depth):
on_depth_event = WebSocketEvent(True)
def on_depth_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"ch",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol,
type_u), root_obj)
return json_checker.complete()
on_depth_event.set_trigger(on_depth_event_trigger)
def on_depth_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
depth_var = Depth()
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
on_depth(depth_var)
on_depth_event.set_event(on_depth_event_event)
self.__connection.register_event(on_depth_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"sub",
CEIUtils.string_replace("market.{0}.depth.{1}", symbol, type_u))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def get_model_info(self):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/modelInfo")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
json_checker = JsonChecker()
json_checker.check_equal("aaa", "aa", root_obj)
json_checker.report_error()
model_info_var = ModelInfo()
model_info_var.name = root_obj.get_string("Name")
obj = root_obj.get_object("DataL1")
obj0 = obj.get_object("DataL2")
model_value_var = ModelValue()
obj1 = obj0.get_object("Value")
model_value_var.name = obj1.get_string("Name")
model_value_var.value = obj1.get_int("Value")
model_info_var.value = model_value_var
return model_info_var
def get_candlestick_data(self, symbol, interval, start_time, end_time,
limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/klines")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("interval", interval)
request.add_query_string("startTime", str(start_time))
request.add_query_string("endTime", str(end_time))
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
candlestick_data_list_var = CandlestickDataList()
for item in root_obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.open = item.get_decimal("\\[0]")
candlestick_data_var.high = item.get_decimal("\\[1]")
if candlestick_data_list_var.data is None:
candlestick_data_list_var.data = list()
candlestick_data_list_var.data.append(candlestick_data_var)
return candlestick_data_list_var
def authentication(self, name, number):
request = RestfulRequest(self.__option)
post_msg = JsonWrapper()
post_msg.add_json_number("Number", number)
request.set_target("/restful/post/authentication")
request.set_method(RestfulRequest.Method.POST)
request.add_query_string("Name", name)
request.set_post_body(post_msg.to_json_string())
Procedures.restful_auth(request, self.__option)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
return simple_info_var
def request_candlestick(self, symbol, period, on_candlestick):
on_candlestick_event = WebSocketEvent(False)
def on_candlestick_event_trigger(msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
json_checker = JsonChecker()
json_checker.check_equal(
"rep",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol,
period), root_obj)
return json_checker.complete()
on_candlestick_event.set_trigger(on_candlestick_event_trigger)
def on_candlestick_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
candlestick_var = Candlestick()
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
on_candlestick(candlestick_var)
on_candlestick_event.set_event(on_candlestick_event_event)
self.__connection.register_event(on_candlestick_event)
ts = CEIUtils.get_now("Unix_ms")
json = JsonWrapper()
json.add_json_string(
"req",
CEIUtils.string_replace("market.{0}.kline.{1}", symbol, period))
json.add_json_string("id", ts)
self.__connection.send(json.to_json_string())
def get_trade(self, symbol, limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/trades")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
trade_list_var = TradeList()
for item in root_obj.array():
trade_var = Trade()
trade_var.id = item.get_int("id")
trade_var.price = item.get_decimal("price")
trade_var.qty = item.get_decimal("qty")
trade_var.quote_qty = item.get_decimal("quoteQty")
trade_var.time = item.get_int("time")
trade_var.is_buyer_maker = item.get_bool("isBuyerMaker")
trade_var.is_best_match = item.get_bool("isBestMatch")
if trade_list_var.data is None:
trade_list_var.data = list()
trade_list_var.data.append(trade_var)
return trade_list_var
def on_depth_event_event(connection, msg):
root_obj = JsonWrapper.parse_from_string(msg.get_string())
depth_var = Depth()
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
on_depth(depth_var)
def get_best_quote(self, symbol):
request = RestfulRequest(self.__option)
request.set_target("/market/depth")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("depth", "5")
request.add_query_string("type", "step0")
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
best_quote_var = BestQuote()
best_quote_var.status = root_obj.get_string("status")
best_quote_var.ts = root_obj.get_int("ts")
obj = root_obj.get_object("tick")
obj0 = obj.get_object("bids")
obj1 = obj0.get_object("[0]")
best_quote_var.best_bid_price = obj1.get_decimal("[0]")
best_quote_var.best_bid_amount = obj1.get_decimal("[1]")
obj2 = obj.get_object("asks")
obj3 = obj2.get_object("[0]")
best_quote_var.best_ask_price = obj3.get_decimal("[0]")
best_quote_var.best_ask_amount = obj3.get_decimal("[1]")
best_quote_var.ch = root_obj.get_string("ch")
return best_quote_var
def get_exchange_info(self):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/exchangeInfo")
request.set_method(RestfulRequest.Method.GET)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
exchange_info_var = ExchangeInfo()
exchange_info_var.timezone = root_obj.get_string("timezone")
exchange_info_var.server_time = root_obj.get_int("serverTime")
obj = root_obj.get_array("rateLimits")
for item in obj.array():
rate_limits_var = RateLimits()
rate_limits_var.rate_limit_type = item.get_string("rateLimitType")
rate_limits_var.interval = item.get_string("interval")
rate_limits_var.interval_num = item.get_int("intervalNum")
rate_limits_var.limit = item.get_int("limit")
if exchange_info_var.rate_limits is None:
exchange_info_var.rate_limits = list()
exchange_info_var.rate_limits.append(rate_limits_var)
obj0 = root_obj.get_array("symbols")
for item1 in obj0.array():
symbol_var = Symbol()
symbol_var.symbol = item1.get_string("symbol")
symbol_var.status = item1.get_string("status")
symbol_var.base_asset = item1.get_string("baseAsset")
symbol_var.base_asset_precision = item1.get_int(
"baseAssetPrecision")
symbol_var.quote_asset = item1.get_string("quoteAsset")
symbol_var.quote_precision = item1.get_int("quotePrecision")
symbol_var.order_types = item1.get_string_array("orderTypes")
symbol_var.iceberg_allowed = item1.get_bool("icebergAllowed")
symbol_var.oco_allowed = item1.get_bool("ocoAllowed")
if exchange_info_var.symbols is None:
exchange_info_var.symbols = list()
exchange_info_var.symbols.append(symbol_var)
return exchange_info_var