def _order_status(self, id_):
"""Get the status of an order.
Params
======
order_id : int
The order ID given by /order/new.
Fields
======
symbol [string] The symbol name the order belongs to
exchange [string] "bitfinex"
price [decimal] The price the order was issued at (can be null for market orders)
avg_execution_price [decimal] The average price at which this order as been executed so
far. 0 if the order has not been executed at all
side [string] Either "buy" or "sell"
type [string] Either "market" / "limit" / "stop" / "trailing-stop"
timestamp [time] The timestamp the order was submitted
is_live [bool] Could the order still be filled?
is_cancelled [bool] Has the order been cancelled?
is_hidden [bool] Is the order hidden?
oco_order [int64] If the order is an OCO order, the ID of the linked order. Otherwise,
null
was_forced [bool] For margin only true if it was forced by the system
executed_amount [decimal] How much of the order has been executed so far in its history?
remaining_amount [decimal] How much is still remaining to be submitted?
original_amount [decimal] What was the order originally submitted for?
"""
with BitfinexConnection() as c:
return c.query_private('order/status', params={
'order_id': id_,
})
def _candles(self,
time_frame,
pair,
section,
limit=100,
start='',
end='',
sort=0):
"""Return charter candle info.
Path params
===========
time_frame: string
Available values: '1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D', '14D',
'1M'.
symbol: string
The symbol you want information about.
section: string
Available values: last, hist.
Query params
============
limit: int
Number of candles requested.
start: string
Filter start (ms).
end: string
Filter end (ms).
sort: int
Sorts results returned with old > new if 1
Fields
=====
MTS [int] millisecond time stamp
OPEN [float] First execution during the time frame
CLOSE [float] Last execution during the time frame
HIGH [float] Highest execution during the time frame
LOW [float] Lowest execution during the timeframe
VOLUME [float] Quantity of symbol traded within the timeframe
"""
params = {
'limit': limit,
}
with BitfinexConnection(version='v2') as c:
return c.query_public('candles/trade:' +
':'.join([time_frame, pair]) + '/' + section,
get_params=params)
return 't' + pair.upper()
def _cancel_orders(self, order_ids):
"""Cancel an order.
Params
======
order_ids : int[]
"""
with BitfinexConnection() as c:
return c.query_private('order/cancel/multi',
params={
'order_ids': order_ids,
})
def _order_history(self, limit=100):
"""View latest inactive orders.
Limited to 3 days and 1 request per minute.
Params
======
limit : int
Limit number of results
"""
with BitfinexConnection() as c:
return c.query_private('orders/hist',
params={'limit_orders': limit})
def _symbols(self):
"""Return pair's details.
Response details
================
pair [string] The pair code
price_precision [integer] Maximum number of significant digits for price in this pair
initial_margin [decimal] Initial margin required to open a position in this pair
minimum_margin [decimal] Minimal margin to maintain (in %)
maximum_order_size [decimal] Maximum order size of the pair
minimum_order_size [decimal] Minimum order size of the pair
expiration [string] Expiration date for limited contracts/pairs
"""
with BitfinexConnection() as c:
return c.query_public('symbols_details')
def _ticker(self, pair):
"""Return ticker.
Fields
=====
mid [price] (bid + ask) / 2
bid [price] Innermost bid
ask [price] Innermost ask
last_price [price] The price at which the last order executed
low [price] Lowest trade price of the last 24 hours
high [price] Highest trade price of the last 24 hours
volume [price] Trading volume of the last 24 hours
timestamp [time] The timestamp at which this information was valid
"""
with BitfinexConnection() as c:
return c.query_public('pubticker/' + pair)
def _wallet_balance(self):
"""Return wallet balances."""
with BitfinexConnection() as c:
return c.query_private('balances')
def _order(self,
pair,
side,
type_,
volume=0,
price=0,
post_only=True,
oco=False,
oco_price=0):
"""Submit a new order.
Params
======
symbol : str
amount : float
side : str
Either 'buy' or 'sell'.
type : str
Can be: "market" / "limit" / "stop" / "trailing-stop" / "fill-or-kill" / "exchange
market" / "exchange limit" / "exchange stop" / "exchange trailing-stop" / "exchange
fill-or-kill". (type starting by "exchange" are exchange orders, others are margin
trading orders)
price : float
is_hidden : boolean
True if order should be hidden.
is_postonly : boolean
True if order should be post only. Only relevant for limit orders.
use_all_available : int
If 1 post an order that will use all your available balance.
ocoorder : boolean
Set an additional STOP OCO order that will be linked with the current order.
buy_price_oco: float
If ocoorder is true, this field represents the price of the OCO stop order to place.
sell_price_oco: float
If ocoorder is true, this field represents the price of the OCO stop order to place.
Fields
======
order_id : int
An order object containing the order ID as well as all the information privided by
/order/status.
"""
params = {
'symbol': pair,
'amount': str(volume),
'side': side,
'type': type_,
'price': str(price),
'use_all_available': 0 if volume else 1,
'is_postonly': post_only,
'ocoorder': oco,
'buy_price_oco': str(oco_price) if oco and side == 'buy' else '0',
'sell_price_oco':
str(oco_price) if oco and side == 'sell' else '0',
}
with BitfinexConnection() as c:
return c.query_private('order/new', params=params)
def _fees(self):
with BitfinexConnection() as c:
return c.query_private('summary')
def _active_orders(self):
"""View active orders."""
with BitfinexConnection() as c:
return c.query_private('orders')
def test_private_with_arguments(self):
with BitfinexConnection() as c:
result = c.query('POST', 'mytrades', sign=True, params={'symbol': 'ltcusd'})
self.assertIsNotNone(result)
def test_private(self):
with BitfinexConnection() as c:
result = c.query('POST', 'account_infos', sign=True)
self.assertIsNotNone(result)
def test_public_with_arguments(self):
with BitfinexConnection() as c:
result = c.query('GET', 'stats/btcusd')
self.assertIsNotNone(result)
def test_public(self):
with BitfinexConnection() as c:
result = c.query('GET', 'symbols')
self.assertIsNotNone(result)
def test_exception(self):
with self.assertRaises(ExchangeConnectionException):
with BitfinexConnection() as c:
c.query('GET', 'stats/btcbtc')