def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# automatically retrive qty precision
round_lot = str(self.market_info[self.pair()]["RoundLot"])
price_increment = str(
self.market_info[self.pair()]["MinPriceIncrement"])
price_precision = abs(Decimal(price_increment).as_tuple().exponent)
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
rounded_amount = round(Wad.__float__(amount), order_qty_precision)
rounded_price = round(Wad.__float__(new_order_to_be_placed.price),
price_precision)
order_id = self.erisx_api.place_order(
pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=rounded_price,
amount=rounded_amount)
# check that order was placed properly
if len(order_id) > 0:
placed_order = Order(str(order_id), int(time.time()),
self.pair(),
new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
self.orders.append(placed_order)
return placed_order
else:
return None
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
order_id = self.dydx_api.place_order(pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=Wad.__float__(new_order_to_be_placed.price),
amount=Wad.__float__(amount))
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# Convert wad to float as Bitso limits amount decimal places to 8, and price to 2
float_price = round(Wad.__float__(new_order_to_be_placed.price), 2)
float_amount = round(Wad.__float__(amount), 8)
side = "sell" if new_order_to_be_placed.is_sell == True else "buy"
order_id = self.bitso_api.place_order(book=self.pair(),
side=side,
price=float_price,
amount=float_amount)
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell, new_order_to_be_placed.price, amount)
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# automatically retrive qty precision
round_lot = str(self.market_info[self.pair()]["RoundLot"])
price_increment = str(self.market_info[self.pair()]["MinPriceIncrement"])
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
price_precision = abs(Decimal(price_increment).as_tuple().exponent)
order_id = self.erisx_api.place_order(pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=round(Wad.__float__(new_order_to_be_placed.price), price_precision),
amount=round(Wad.__float__(amount), order_qty_precision))
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
def place_orders(self, new_orders):
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# automatically retrive qty precision
round_lot = str(self.market_info[self.pair()]["RoundLot"])
price_increment = str(self.market_info[self.pair()]["MinPriceIncrement"])
price_precision = abs(Decimal(price_increment).as_tuple().exponent)
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
rounded_amount = round(Wad.__float__(amount), order_qty_precision)
order_id = self.erisx_api.place_order(pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=round(Wad.__float__(new_order_to_be_placed.price), price_precision),
amount=rounded_amount)
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
for new_order in new_orders:
# check if new order is greater than exchange minimums
amount = new_order.pay_amount if new_order.is_sell else new_order.buy_amount
side = 'Sell' if new_order.is_sell else 'Buy'
round_lot = str(self.market_info[self.pair()]["RoundLot"])
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
min_amount = float(self.market_info[self.pair()]["MinTradeVol"])
rounded_amount = round(Wad.__float__(amount), order_qty_precision)
if min_amount < rounded_amount:
self.order_book_manager.place_order(lambda new_order=new_order: place_order_function(new_order))
else:
logging.info(f"New {side} Order below size minimum of {min_amount}. Order of amount {amount} ignored.")
def _should_place_order(self, new_order: dict) -> bool:
amount = new_order.pay_amount if new_order.is_sell else new_order.buy_amount
decimal_exponent = int(
self.market_info[self.pair().upper()]['baseCurrency']['decimals'])
minimumOrderSize = float(
self.market_info[self.pair().upper()]['minimumOrderSize'])
converted_amount = Wad.__float__(amount) * 10**decimal_exponent
return True if converted_amount > minimumOrderSize else False
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# Convert wad to float as Bitso limits decimal places to 8
float_price = round(Wad.__float__(new_order_to_be_placed.price), 8)
float_amount = round(Wad.__float__(amount), 8)
side = "sell" if new_order_to_be_placed.is_sell == True else "buy"
order_id = self.bitso_api.place_order(book=self.pair(),
side=side,
price=float_price,
amount=float_amount)
timestamp = datetime.now(tz=timezone.utc).isoformat()
return Order(str(order_id), timestamp, self.pair(),
new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
def _should_place_order(self, new_order: dict) -> bool:
amount = new_order.pay_amount if new_order.is_sell else new_order.buy_amount
minimumOrderSize = float(self.market_info[self.pair().upper()]['minimumOrderSize'])
converted_minimum = minimumOrderSize / 10 ** 17
return True if Wad.__float__(amount) > converted_minimum else False
