def cancel(self, pairs, orderId):
URL = "/v1/order/cancel"
# self.log.debug("{url}", url=self.__url)
url = self.__url + URL
# self.log.debug("{url}", url=url)
symbol = self.getSymbol(pairs)
params = {}
params['order_id'] = orderId
headers = getPostHeaders(url, URL, payload_params=params)
d = post(reactor, url, headers=headers)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
assert 'is_cancelled' in data, str(data)
is_cancelled = data['is_cancelled']
# except KeyError:
# is_cancelled = False
# if 'error' in data:
# err = data['error']
# self.log.debug("{err}", err=err)
# if err == 'ERR_RATE_LIMIT':
# time.sleep(1)
# return (False, data)
if is_cancelled:
return True
else:
return False
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def getAddress(self, coin):
URL = "/api2/1/private/depositAddress/"
url = self.__url['balance'] + URL
# self.log.debug("{url}", url=url)
prams = {'currency': coin.upper()}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
d = post(reactor, url, headers=header, body=body)
def handleBody(body):
data = json.loads(body)
# self.log.debug("{data}", data=data)
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
addr = data['addr']
return addr
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def sell(self, coinPair, price, amount):
URL = "/api2/1/private/sell/"
url = self.__url['balance'] + URL
# self.log.debug("{url}", url=url)
prams = {
'currencyPair': self.getSymbol(coinPair),
'rate': price,
'amount': amount
}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
d = post(reactor, url, headers=header, body=body)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
orederId = int(data['orderNumber'])
return orederId
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def getOrderHistory(self, pairs, givenTime=float(time.time()) - 259200):
#View your latest inactive orders. Limited to last 3 days and 1 request per minute.
#All times are UTC timestamps expressed as seconds (eg 1477409622)
#default givenTime:3 days ago
URL = "/v1/orders/hist"
# self.log.debug("{url}", url=self.__url)
url = self.__url + URL
# self.log.debug("{url}", url=url)
symbol = self.getSymbol(pairs)
headers = getPostHeaders(url, URL)
d = post(reactor, url, headers=headers)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
orderList = []
assert isinstance(data, list), str(data)
for order in data:
assert 'price' in order, str(order)
timestamp = order['timestamp']
symbolGet = order['symbol'].upper()
# self.log.debug("{symbolGet}{symbol}", symbolGet=symbolGet, symbol=symbol)
if float(timestamp) >= givenTime and symbol == symbolGet:
status = 'open'
if order['is_cancelled']:
status = 'cancelled'
elif not order['is_live']: #若没有被取消，并且不能继续被填充（not live），
status = 'done' #则表示交易已完成（done）
orderList.append({
'orderId':
order['id'],
'timestamp':
timestamp, #返回的字典中添加了时间戳信息
'type':
order['side'],
'iniPrice':
float(order['price']),
'initAmount':
float(order['original_amount']),
'coinPair':
order['symbol'],
'status':
status
})
# except KeyError:
# if 'error' in data:
# err = data['error']
# self.log.debug("{err}", err=err)
# if err == 'ERR_RATE_LIMIT':
# time.sleep(1)
return orderList
d.addCallback(handleBody)
d.addErrback(self.ratelimitErrhandler)
return d
def getOrder(self, pairs, orderId):
URL = "/v1/order/status"
# self.log.debug("{url}", url=self.__url)
url = self.__url + URL
# self.log.debug("{url}", url=url)
symbol = self.getSymbol(pairs)
params = {}
params['order_id'] = orderId
headers = getPostHeaders(url, URL, payload_params=params)
d = post(reactor, url, headers=headers)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
assert 'side' in data, str(data)
side = data['side']
price = float(data['price'])
amount = float(data['original_amount'])
is_cancelled = data['is_cancelled']
is_live = data['is_live']
timestamp = data['timestamp']
# except KeyError:
# side = ''
# price = '0'
# amount = '0'
# is_cancelled = False
# is_live = False
# if 'error' in data:
# err = data['error']
# self.log.debug("{err}", err=err)
# if err == 'ERR_RATE_LIMIT':
# time.sleep(1)
status = 'open'
if 'error' in data: #若有错误，status置为'error'
status = 'error'
elif is_cancelled:
status = 'cancelled'
elif not is_live: #若没有被取消，并且不能继续被填充（not live），
status = 'done' #则表示交易已完成（done）
order_data = dict()
order_data = {
'orderId': orderId,
'timestamp': timestamp, #返回的字典中添加了时间戳信息
'type': side,
'iniPrice': price,
'initAmount': amount,
'coinPair': symbol,
'status': status
}
return order_data
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def getOrder(self, orderId, coinPair):
URL = "/api2/1/private/getOrder/"
url = self.__url['balance'] + URL
# self.log.debug("{url}", url=url)
prams = {
'orderNumber': orderId,
'currencyPair': self.getSymbol(coinPair),
}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
d = post(reactor, url, headers=header, body=body)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
status = data['order']['status']
if status == 'closed':
status = 'done'
order = {
'orderId': orderId,
'type': data['order']['type'],
'initPrice': float(data['order']['initialRate']),
'initAmount': float(data['order']['initialAmount']),
'coinPair': coinPair,
'status': status
}
# self.log.debug("{order!s}", order=order)
return order
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def getBalances(self, coins):
#ratelimit: 20 req/min
URL = "/v1/balances"
# self.log.debug("{url}", url=self.__url)
url = self.__url + URL
# self.log.debug("{url}", url=url)
headers = getPostHeaders(url, URL)
d = post(reactor, url, headers=headers)
for i in range(len(coins)):
if coins[i] == 'usdt':
coins[i] = 'usd'
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
balances = dict()
assert isinstance(data, list), str(data)
for b in data:
b_type = b['type']
b_currency = b['currency']
b_available = b['available']
# except Exception as e:
# b_type = ''
# b_currency = ''
# b_available = 0.0
# if 'error' in data:
# err = data['error']
# self.log.debug('{err} from getBalances()', err=err)
# if err == 'ERR_RATE_LIMIT':
# time.sleep(1)
if b_type == 'exchange':
# self.log.debug("{b}", b=b)
if b_currency in coins:
# self.log.debug("{currency}", currency=b['currency'])
balances[b_currency] = float(
b_available) #balance that is available to trade
if balances == {}:
return None
return balances
d.addCallback(handleBody)
d.addErrback(self.ratelimitErrhandler)
return d
def httpPost(url, resource, params, callback=None, errback=None):
headers = {
"Content-type": ["application/x-www-form-urlencoded"],
'User-Agent': [
'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36'
],
}
postdata = urllib.parse.urlencode(params)
# print(url + resource)
# print(postdata)
d = post(reactor, url=url + resource, headers=headers, body=postdata)
if callback:
d.addCallback(callback)
if errback:
d.addErrback(errback)
return d
def sell(self, pairs, price, amount):
URL = "/v1/order/new"
# self.log.debug("{url}", url=self.__url)
url = self.__url + URL
# self.log.debug("{url}", url=url)
symbol = self.getSymbol(pairs)
params = {
'symbol': symbol,
'amount': format(amount, '0.8f'),
'price': str(price),
'side': 'sell',
'type': 'exchange limit',
'exchange': 'bitfinex'
}
headers = getPostHeaders(url, URL, payload_params=params)
d = post(reactor, url, headers=headers)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
assert 'order_id' in data, str(data)
order_id = data['order_id']
return int(order_id)
# try:
# order_id = data['order_id']
# return (True, int(order_id))
# except KeyError:
# self.log.debug("{data}", data=data)
# order_id = '0'
# if 'error' in data:
# err = data['error']
# self.log.debug("{err}", err=err)
# if err == 'ERR_RATE_LIMIT':
# time.sleep(1)
# return (False, data)
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def cancelOrder(self, orderId, coinPair=None):
params = {}
url = "/v1/order/orders/{0}/submitcancel".format(orderId)
url, params = self.api_key_post(params, url)
headers = self.postHeaders()
postdata = json.dumps(params)
d = post(reactor, url, headers=headers, body=postdata)
def handleBody(body):
data = json.loads(body)
assert 'status' in data
if data['status'] == 'ok':
return data
elif data['status'] == 'error':
return (data['err-code'], data['err-msg'])
d.addCallback(handleBody)
d.addErrback(handleBody)
return d
def getBalances(self, coins=None):
assert coins is None or isinstance(
coins, (list, tuple)), "type of 'coins' must be 'list' or 'tuple'"
URL = "/api2/1/private/balances/"
url = self.__url['balance'] + URL
# self.log.debug("{url}", url=url)
prams = {}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
d = post(reactor, url, headers=header, body=body)
def handleBody(body):
data = json.loads(body)
# self.log.debug("{data}", data=data)
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
if not data['available']:
return {}
balances = {
key: float(value)
for key, value in data['available'].items()
}
if not coins:
return balances
else:
return {coin: balances.get(coin.upper(), 0) for coin in coins}
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d
def cancel(self, orderId, coinPair):
URL = "/api2/1/private/cancelOrder/"
url = self.__url['balance'] + URL
# self.log.debug("{url}", url=url)
prams = {
'orderNumber': orderId,
'currencyPair': self.getSymbol(coinPair),
}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
d = post(reactor, url, headers=header, body=body)
def handleBody(body):
# self.log.debug("{body}", body=body)
data = json.loads(body)
# self.log.debug("{data}", data=data)
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
return True
def errhandler(failure):
self.log.error("{failure}", failure=failure)
return False
d.addCallback(handleBody)
d.addErrback(errhandler)
return d
def sell(self, coinPair, price, amount):
params = {
"account-id": self.getAcctId(),
"amount": amount,
"symbol": self.getSymbol(coinPair),
"type": "sell-limit",
"source": "web",
"price": price
}
url = '/v1/order/orders/place'
url, params = self.api_key_post(params, url)
headers = self.postHeaders()
postdata = json.dumps(params)
d = post(reactor, url, headers=headers, body=postdata)
def handleBody(body):
data = json.loads(body)
self.log.debug("{data}", data=data)
assert 'data' in data
order_id = data['data']
return int(order_id)
# try:
# return (True,int(order_id))
# except KeyError:
# self.log.debug("{data}", data=data)
# order_id = '0'
# if 'err-msg' in data:
# err = data['err-msg']
# self.log.error("{err}", err=err)
# return (False, data['err-msg'])
d.addCallback(handleBody)
d.addErrback(handleBody)
return d
def getOrders(self, coinPair):
URLdone = "/api2/1/private/tradeHistory/"
URLopen = "/api2/1/private/openOrders/"
urlDone = self.__url['balance'] + URLdone
urlOpen = self.__url['balance'] + URLopen
# self.log.debug("{url}", url=url)
if coinPair:
currencyPair = self.getSymbol(coinPair)
else:
currencyPair = ''
prams = {
'currencyPair': currencyPair,
}
body = self.getPostBodyStr(prams)
header = self.getPostHeader(body)
# self.log.debug("{header}", header=header)
# self.log.debug("{prams}", prams=prams)
dDone = post(reactor, urlDone, headers=header, body=body)
dOpen = post(reactor, urlOpen, headers=header, body=body)
d = defer.DeferredList([dDone, dOpen], consumeErrors=True)
def handleBody(res):
# self.log.debug("{res}", res=res)
for state, err in res:
if not state:
raise err
(_, dataDone), (_, dataOpen) = res
dataDone, dataOpen = json.loads(dataDone), json.loads(dataOpen)
# self.log.debug("{dataDone}{dataOpen}", dataDone=dataDone, dataOpen=dataOpen)
for data in [dataDone, dataOpen]:
flag = data['result']
if isinstance(flag, str):
flag = flag.upper() == 'TRUE'
assert flag, f"{data.get('message', 'unknown error')}, ErrorCode: {data.get('code', 'unknown')}"
orders = []
for orderData in dataOpen['orders']:
order = {
'orderId': orderData['orderNumber'],
'type': orderData['type'],
'initPrice': float(orderData['initialRate']),
'initAmount': float(orderData['initialAmount']),
'coinPair': tuple(orderData['currencyPair'].split('_')),
'status': 'open'
}
# self.log.debug("{order!s}", order=order)
orders.append(order)
for orderData in dataDone['trades']:
order = {
'orderId': orderData['orderNumber'],
'type': orderData['type'],
'initPrice': float(orderData['rate']),
'initAmount': float(orderData['amount']),
'coinPair': tuple(orderData['pair'].split('_')),
'status': 'done'
}
# self.log.debug("{order!s}", order=order)
orders.append(order)
return orders
d.addCallback(handleBody)
d.addErrback(self.defaultErrhandler)
return d