def get_trades(self, pair: Pair, page_number: int = 1) -> List[Trade]:
assert(isinstance(pair, Pair))
assert(isinstance(page_number, int))
assert(page_number == 1)
orders = self._http_authenticated("GET", "/v0/user_history", {})
# filter orders by our pair
orders = list(filter(lambda item: Address(item['baseTokenAddress']) == pair.sell_token and
Address(item['quoteTokenAddress']) == pair.buy_token, orders))
trades = []
for order in orders:
is_sell = order['side'] == 'sell'
price = Wad.from_number(order['price'])
events = order['timeline']
for fill in filter(lambda event: event['action'] == 'filled', events):
amount = Wad(int(fill['amount']))
timestamp = int(fill['timestamp'])
intent_id = fill['intentID']
is_settled = any(event['action'] == 'settled' and event['intentID'] == intent_id for event in events)
if is_settled:
trades.append(Trade(trade_id=order['orderHash'] + "_" + intent_id,
timestamp=timestamp,
pair=pair,
is_sell=is_sell,
price=price,
amount=amount))
return sort_trades(trades)
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(page_number, int))
assert (page_number == 1)
result = self._http_post("/api2/1/private/tradeHistory",
{'currencyPair': pair})['trades']
trades = list(
map(
lambda item: Trade(trade_id=int(item['tradeID']),
order_id=int(item['orderNumber']),
timestamp=int(item['time_unix']),
pair=item['pair'],
is_sell=item['type'] == 'sell',
price=Wad.from_number(item['rate']),
amount=Wad.from_number(item['amount']),
amount_symbol=item['pair'].split('_')[0],
money=Wad.from_number(item['total']),
money_symbol=item['pair'].split('_')[1]),
result))
# gate.io API sometimes returns dodgy trades, so we remove them
trades = list(
filter(
lambda trade: trade.money > Wad(0) and trade.amount > Wad(0),
trades))
return sort_trades(trades)
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert(isinstance(pair, str))
assert(isinstance(page_number, int))
per_page = 100
page_filter = f"page={page_number}&per_page={per_page}"
result = self._http_get_signed(f"/v2/markets/{pair}/trades/mine?{page_filter}", {})['data']
totalPages = result['totalPages']
currentPage = result['currentPage']
self.logger.debug(f'totalPages={totalPages};currentPage={currentPage}')
# Oldest trades are on first page
trades = result['trades']
trades = list(filter(lambda item: item['status'] == 'successful', trades))
trades = list(map(lambda item: Trade(trade_id=item['transactionId'],
timestamp=int(item['executedAt']/1000),
pair=pair,
is_sell= Address(item['buyer']) != Address(self.web3.eth.defaultAccount),
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['amount']),
createdAt=int(item['createdAt']/1000)), trades))
return sort_trades(trades)
def get_trades(self, pair: str, **kwargs) -> List[Trade]:
assert (isinstance(pair, str))
result = self._http_post("/v0/trades", {'market': pair})
result = filter(lambda item: item['completedAt'] is not None, result)
trades = list(
map(
lambda item: Trade(trade_id=int(item['id']),
timestamp=int(
dateutil.parser.parse(item[
'completedAt']).timestamp()),
pair=pair,
is_sell=item['type'] == 'sell',
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['amount']),
amount_symbol=item['baseToken'],
money=Wad.from_number(item['amount']) * Wad.
from_number(item['price']),
money_symbol=item['quoteToken'],
base_fee=Wad.from_number(item['baseFee']),
trading_fee=Wad.from_number(item[
'tradingFee'])), result))
trades = sort_trades(trades)
trades = filter_trades(trades, **kwargs)
return trades
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(page_number, int))
result = self._http_post("/v0/trades", {
'market': pair,
'page': page_number,
'per_page': 100
})['trades']
result = filter(lambda item: item['state'] == 'confirmed', result)
trades = list(
map(
lambda item: Trade(
trade_id=int(item['id']),
timestamp=int(
dateutil.parser.parse(item['createdAt']).timestamp()),
pair=pair,
is_sell=item['type'] == 'sell',
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['amount']),
money=Wad.from_number(item['amount']) * Wad.from_number(
item['price'])), result))
return sort_trades(trades)
def get_trades(self, pair: str, retry: bool = False) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(retry, bool))
result = self._request(
'/v1/orderpending', {
"cmd": "orderpending/orderHistoryList",
"body": {
"pair": pair,
"account_type": 0,
"page": 1,
"size": 200
}
}, retry)['items']
# We are interested in limit orders only ("order_type":2)
trades = list(filter(lambda item: item['order_type'] == 2, result))
trades = list(
map(
lambda item: Trade(trade_id=item['id'],
timestamp=int(item['createdAt'] / 1000),
pair=pair,
is_sell=True
if item['order_side'] == 2 else False,
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['amount']),
amount_symbol=item['coin_symbol'],
money=Wad.from_number(item['money']),
money_symbol=item['currency_symbol'],
fee=Wad.from_number(item['fee'])), trades))
return sort_trades(trades)
def get_trades(self, pair: str, **kwargs) -> List[Trade]:
assert (isinstance(pair, str))
trades = self.sync_trades(pair)
trades = sort_trades(trades)
trades = filter_trades(trades, **kwargs)
return trades
def get_trades(self,
pair: str,
retry: bool = False,
retry_count: int = MAX_RETRIES,
**kwargs) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(retry, bool))
assert (isinstance(retry_count, int))
trades = self.sync_trades(pair, retry, retry_count)
trades = sort_trades(trades)
trades = filter_trades(trades, **kwargs)
return trades
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert(isinstance(pair, str))
assert(isinstance(page_number, int))
assert(page_number == 1)
result = self._http_get("/trades", f"trading-pair-name={pair}")
trades = list(map(lambda item: Trade(trade_id=int(item['id']),
timestamp=int(dateutil.parser.parse(item['timestamp']).timestamp()),
pair=str(item['tradingPairName']),
is_sell=item['side'] == 'sell',
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['baseAmount'])), result))
return sort_trades(trades)
def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert (isinstance(pair, str))
assert (isinstance(page_number, int))
page_number = page_number - 1 # page offset start at 0
per_page = 100
page_filter = f"symbol={pair}&limit={per_page}&offset={page_number}"
result = self._auth_get(f"/api/2/history/trades?{page_filter}")
trades = list(
map(
lambda item: Trade(
trade_id=item['id'],
order_id=item['clientOrderId'],
timestamp=self._date_to_timestamp(item['timestamp']),
pair=item['symbol'],
is_sell=item['side'] == 'sell',
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['quantity'])), result))
return sort_trades(trades)