def depth(self, currency_pair, limit=20, raw=False, type='step2'):
# v1: https://api.liquid.com/products/5/price_levels
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/products/5/price_levels"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'symbol=' + symbol + '&ldepth=' + str(limit) + '&type=' + type
result = requests.get(self.base_url + DEPTH_RESOURCE)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=20, raw=False, type='step2'):
# v1: 'https://api.bitso.com/v3/order_book?book=btc_mxn'
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/v3/order_book"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'book=' + symbol
result = requests.get(self.base_url + DEPTH_RESOURCE,
params,
timeout=5)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=50, raw=False, type='step2'):
# v1: https://poloniex.com/public?command=returnOrderBook¤cyPair=USDT_BTC&depth=10
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/public"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'command=returnOrderBook¤cyPair=' + make_currency_pair_string(
currency_pair) + '&depth=' + str(limit)
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=150, raw=False):
# v2: https://openapi.digifinex.vip/v2/depth?symbol=usdt_btc&apiKey=59328e10e296a×tamp=1410431266&sign=0a8d39b515fd8f3f8b848a4c459884c2
# v3：https://openapi.digifinex.com/v3/order_book?market=btc_usdt&limit=30
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/v3/order_book"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'market=' + currency_pair.base + '_' + currency_pair.reference + '&limit=' + str(
limit)
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=20, raw=False, type='step2'):
# v1: https://data.gateio.co/api2/1/orderBook/usdt_cnyx
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/api2/1/orderBook/"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
DEPTH_RESOURCE += make_currency_pair_string(currency_pair)
result = requests.get(self.base_url + DEPTH_RESOURCE)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=50, raw=False, type='step2'):
# v1: http://api.zb.cn/data/v1/depth?market=btc_usdt&size=3
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/data/v1/depth"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'market=' + symbol + '&size=' + str(limit)
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=150, raw=False):
# v1：https://api.itbit.com/v1/markets/XBTUSD/order_book?tickerSymbol=XBTUSD
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/v1/markets/"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
DEPTH_RESOURCE += make_currency_pair_string(
currency_pair) + '/order_book'
result = requests.get(self.base_url + DEPTH_RESOURCE)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=20, raw=False):
# v1: 'https://api.pro.coinbase.com/products/BTC-USD/book?level=2'
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/products/"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
DEPTH_RESOURCE += symbol + '/book'
params = 'level=2'
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=200, raw=False, type='1'):
# v3: 'https://www.okex.com/api/spot/v3/instruments/BTC-USDT/book?size=100&depth=1'
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/api/spot/v3/instruments/"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
DEPTH_RESOURCE += symbol + '/book'
params = 'size=' + str(limit) + '&depth=' + type
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair, limit=100, raw=False):
# v1: 'https://api.binance.com/api/v1/depth?symbol=BTCUSDT'
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/api/v1/market/orderbook/level2_100"
symbol = make_currency_pair_string(currency_pair)
# 下面的代码仅适用于v2版本的api
# timestamp=str(int(time.time()))
# _sign=sign(self.account,{
# 'symbol':symbol,
# 'timestamp':timestamp,
# })
# params={
# 'symbol': symbol,
# 'timestamp': timestamp,
# 'apiKey':self.account.api_key,
# 'sign':_sign
# }
params = 'symbol=' + symbol + '&limit=' + str(limit)
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self, currency_pair='btc_usdt'):
DEPTH_RESOURCE = "/api/v1/depth.do"
params = ''
if currency_pair:
params = 'symbol=%(symbol)s' % {'symbol': currency_pair}
result = httpGet(self.base_url, DEPTH_RESOURCE, params)
print(result)
result = universal.Depth(self.__market, currency_pair, result)
return result
def depth(self, currency_pair, raw=False):
# https://api.aex.zone/depth.php?c=btc&mk_type=cnc
DEPTH_RESOURCE = "/depth.php"
params = make_currency_pair_string(currency_pair)
result = requests.get(self.base_url + DEPTH_RESOURCE, params)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def _create_depth_link(self, currency_pair, limit=10):
self._depth = universal.Depth('Kraken', currency_pair)
self.api_update_book={"bid":{}, "ask":{}}
pair=make_currency_pair_string(currency_pair)
self.ws.send(json.dumps({
"event": "subscribe",
# "event": "ping",
"pair": [pair],
# "subscription": {"name": "ticker"}
# "subscription": {"name": "spread"}
# "subscription": {"name": "trade"},
"subscription": {"name": "book", "depth": limit}
# "subscription": {"name": "ohlc", "interval": 5}
}))
print('subscription for depth has been sent!')
self.is_depth_subscribed=True
if self._on_reading_message_flag==False:
self._on_reading_message(currency_pair)
def depth(self,currency_pair, limit=10, raw=False):
# v2: https://openapi.digifinex.vip/v2/depth?symbol=usdt_btc&apiKey=59328e10e296a×tamp=1410431266&sign=0a8d39b515fd8f3f8b848a4c459884c2
# v3：https://openapi.digifinex.com/v3/order_book?market=btc_usdt&limit=30
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
import threading
while True:
if self.is_depth_subscribed==False:
thread=threading.Thread(target=self._create_depth_link,args=(currency_pair,limit))
thread.start()
time.sleep(2)
else:
self._depth=universal.Depth(self.MARKET,currency_pair,self.api_update_book)
return self._depth
def depth(self, currency_pair, limit=20, raw=False, type='step2'):
# v1: 'https://api.bitfinex.com/v1/book/btcusd'
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/book/"
symbol = make_currency_pair_string(currency_pair)
DEPTH_RESOURCE += symbol
params = 'symbol=' + symbol + '&ldepth=' + str(limit) + '&type=' + type
result = requests.get(self.base_url + DEPTH_RESOURCE, timeout=5)
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
def depth(self,currency_pair, limit=20, raw=False, type='step2'):
# v1: https://api.bittrex.com/api/v1.1/public/getorderbook?market=USDT-BTC&type=both
'''
:param currency_pair:
:param raw:
:return:
'''
# there are 4 required params: symbol, apikey, timestamp, sign
DEPTH_RESOURCE = "/api/v1.1/public/getorderbook"
symbol = make_currency_pair_string(currency_pair)
params='market='+symbol+'&type=both'
result = requests.get(self.base_url+DEPTH_RESOURCE,params)
if result.status_code!=200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Depth(self.MARKET, currency_pair, result.text)
return result
