def getATRH(self, ins, granularity, numCandles):
request = Request(
'GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}')
request.set_path_param('instrument', ins)
request.set_path_param('count', numCandles)
request.set_path_param('price', 'M')
request.set_path_param('granularity', granularity)
response = self.oanda.request(request)
candles = json.loads(response.raw_body)
self.candles = candles # will be used to check the other stuff
self.sbar = self.candles[0]
def getOanda(self, ins):
request = Request('GET', '/v3/instruments/{instrument}/positionBook')
request.set_path_param('instrument', ins)
response = self.controller.oanda.request(request)
try:
resp = json.loads(response.raw_body)
except:
print('Failed to get oanda position book ' + ins)
return None
#print(resp)
#print(resp.keys())
if 'errorMessage' in resp.keys():
return None
netlong = np.sum([float(bucket.get('longCountPercent')) for bucket in resp.get('positionBook').get('buckets')])
netshort = np.sum([float(bucket.get('shortCountPercent')) for bucket in resp.get('positionBook').get('buckets')])
return netlong/(netlong + netshort)
def get_candles(self, ins, granularity, num_candles):
# Get pricing data in candle format from broker
# ins: Instrument
# granularity: Granularity as in 'H1', 'H4', 'D', etc
# num_candles: Number of candles, max. 500
request = Request(
'GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}'
)
request.set_path_param('instrument', ins)
request.set_path_param('count', num_candles)
request.set_path_param('price', 'M')
request.set_path_param('granularity', granularity)
response = self.oanda.request(request)
candles = json.loads(response.raw_body)
return candles.get('candles')
def getCandles(
self,
ins,
granularity,
numCandles,
):
request = Request(
'GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}'
)
request.set_path_param('instrument', ins)
request.set_path_param('count', numCandles)
request.set_path_param('price', 'M')
request.set_path_param('granularity', granularity)
response = self.oanda.request(request)
print(response.raw_body)
candles = json.loads(response.raw_body)
return candles.get('candles')
def getCandles(self, ins, granularity, numCandles):
ckey = ins + '_' + granularity
if ckey in self.cpers.keys():
#code.interact(banner='', local=locals())
if len(self.cpers[ckey].get('candles')) >= numCandles:
candles = self.cpers[ckey].get('candles')[-numCandles:]
return candles
request = Request(
'GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}'
)
request.set_path_param('instrument', ins)
request.set_path_param('count', numCandles)
request.set_path_param('price', 'MBA')
request.set_path_param('granularity', granularity)
response = self.oanda.request(request)
self.cpers[ckey] = json.loads(response.raw_body)
candles = json.loads(response.raw_body).get('candles')
return candles
def getSMA(
self,
ins,
granularity,
numCandles,
):
request = Request(
'GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}'
)
request.set_path_param('instrument', ins)
request.set_path_param('count', numCandles)
request.set_path_param('price', 'M')
request.set_path_param('granularity', granularity)
response = self.oanda.request(request)
candles = json.loads(response.raw_body)
sma = np.mean([
np.float(candle.get('mid').get('c'))
for candle in candles.get('candles')
]) # sma over all returned candles
return sma
def getRSI(self, ins, granularity, numCandles):
request = Request('GET',
'/v3/instruments/{instrument}/candles?count={count}&price={price}&granularity={granularity}'
)
request.set_path_param('instrument', ins)
request.set_path_param('count', numCandles)
request.set_path_param('price', 'M')
request.set_path_param('granularity', granularity)
#print(granularity)
response = self.oanda.request(request)
#print(response.raw_body)
try:
candles = json.loads(response.raw_body).get('candles')[-numCandles:]
except:
print('Failed to get RSI')
return None
delta = [float(c.get('mid').get('c')) - float(c.get('mid').get('o')) for c in candles]
sup = sum([upval for upval in delta if upval > 0])
flo = sum([upval for upval in delta if upval < 0])
if flo == 0:
return 1
rsi = 1-1/(1+sup/flo)
return rsi
def get(
self,
accountID,
**kwargs
):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the response. Only prices and home
conversions (if requested) with a time later than this filter
(i.e. the price has changed after the since time) will be
provided, and are filtered independently.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
includeHomeConversions:
Flag that enables the inclusion of the homeConversions field in
the returned response. An entry will be returned for each
currency in the set of all base and quote currencies present in
the requested instruments list.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'since',
kwargs.get('since')
)
request.set_param(
'includeUnitsAvailable',
kwargs.get('includeUnitsAvailable')
)
request.set_param(
'includeHomeConversions',
kwargs.get('includeHomeConversions')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.ClientPrice.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
if jbody.get('homeConversions') is not None:
parsed_body['homeConversions'] = [
self.ctx.pricing.HomeConversions.from_dict(d, self.ctx)
for d in jbody.get('homeConversions')
]
if jbody.get('time') is not None:
parsed_body['time'] = \
jbody.get('time')
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(
self,
accountID,
instrument,
**kwargs
):
"""
Get the details of a single Instrument's Position in an Account. The
Position may by open or not.
Args:
accountID:
Account Identifier
instrument:
Name of the Instrument
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/positions/{instrument}'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'instrument',
instrument
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('position') is not None:
parsed_body['position'] = \
self.ctx.position.Position.from_dict(
jbody['position'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def set_dependent_orders(self, accountID, tradeSpecifier, **kwargs):
"""
Create, replace and cancel a Trade's dependent Orders (Take Profit,
Stop Loss and Trailing Stop Loss) through the Trade itself
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
takeProfit:
The specification of the Take Profit to create/modify/cancel.
If takeProfit is set to null, the Take Profit Order will be
cancelled if it exists. If takeProfit is not provided, the
exisiting Take Profit Order will not be modified. If a sub-
field of takeProfit is not specified, that field will be set to
a default value on create, and be inherited by the replacing
order on modify.
stopLoss:
The specification of the Stop Loss to create/modify/cancel. If
stopLoss is set to null, the Stop Loss Order will be cancelled
if it exists. If stopLoss is not provided, the exisiting Stop
Loss Order will not be modified. If a sub-field of stopLoss is
not specified, that field will be set to a default value on
create, and be inherited by the replacing order on modify.
trailingStopLoss:
The specification of the Trailing Stop Loss to
create/modify/cancel. If trailingStopLoss is set to null, the
Trailing Stop Loss Order will be cancelled if it exists. If
trailingStopLoss is not provided, the exisiting Trailing Stop
Loss Order will not be modified. If a sub-field of
trailngStopLoss is not specified, that field will be set to a
default value on create, and be inherited by the replacing
order on modify.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT', '/v3/accounts/{accountID}/trades/{tradeSpecifier}/orders')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeSpecifier', tradeSpecifier)
body = EntityDict()
body.set('takeProfit', kwargs.get('takeProfit'))
body.set('stopLoss', kwargs.get('stopLoss'))
body.set('trailingStopLoss', kwargs.get('trailingStopLoss'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('takeProfitOrderCancelTransaction') is not None:
parsed_body['takeProfitOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCancelTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderTransaction') is not None:
parsed_body['takeProfitOrderTransaction'] = \
self.ctx.transaction.TakeProfitOrderTransaction.from_dict(
jbody['takeProfitOrderTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderFillTransaction') is not None:
parsed_body['takeProfitOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['takeProfitOrderFillTransaction'],
self.ctx
)
if jbody.get(
'takeProfitOrderCreatedCancelTransaction') is not None:
parsed_body['takeProfitOrderCreatedCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCreatedCancelTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCancelTransaction') is not None:
parsed_body['stopLossOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCancelTransaction'],
self.ctx
)
if jbody.get('stopLossOrderTransaction') is not None:
parsed_body['stopLossOrderTransaction'] = \
self.ctx.transaction.StopLossOrderTransaction.from_dict(
jbody['stopLossOrderTransaction'],
self.ctx
)
if jbody.get('stopLossOrderFillTransaction') is not None:
parsed_body['stopLossOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['stopLossOrderFillTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCreatedCancelTransaction') is not None:
parsed_body['stopLossOrderCreatedCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCreatedCancelTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderCancelTransaction') is not None:
parsed_body['trailingStopLossOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['trailingStopLossOrderCancelTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderTransaction') is not None:
parsed_body['trailingStopLossOrderTransaction'] = \
self.ctx.transaction.TrailingStopLossOrderTransaction.from_dict(
jbody['trailingStopLossOrderTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('takeProfitOrderCancelRejectTransaction') is not None:
parsed_body['takeProfitOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['takeProfitOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderRejectTransaction') is not None:
parsed_body['takeProfitOrderRejectTransaction'] = \
self.ctx.transaction.TakeProfitOrderRejectTransaction.from_dict(
jbody['takeProfitOrderRejectTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCancelRejectTransaction') is not None:
parsed_body['stopLossOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['stopLossOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('stopLossOrderRejectTransaction') is not None:
parsed_body['stopLossOrderRejectTransaction'] = \
self.ctx.transaction.StopLossOrderRejectTransaction.from_dict(
jbody['stopLossOrderRejectTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderCancelRejectTransaction'
) is not None:
parsed_body['trailingStopLossOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['trailingStopLossOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderRejectTransaction') is not None:
parsed_body['trailingStopLossOrderRejectTransaction'] = \
self.ctx.transaction.TrailingStopLossOrderRejectTransaction.from_dict(
jbody['trailingStopLossOrderRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def close(self, accountID, tradeSpecifier, **kwargs):
"""
Close (partially or fully) a specific open Trade in an Account
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
units:
Indication of how much of the Trade to close. Either the string
"ALL" (indicating that all of the Trade should be closed), or a
DecimalNumber representing the number of units of the open
Trade to Close using a TradeClose MarketOrder. The units
specified must always be positive, and the magnitude of the
value cannot exceed the magnitude of the Trade's open units.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT', '/v3/accounts/{accountID}/trades/{tradeSpecifier}/close')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeSpecifier', tradeSpecifier)
body = EntityDict()
body.set('units', kwargs.get('units'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('orderCreateTransaction') is not None:
parsed_body['orderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['orderCreateTransaction'],
self.ctx
)
if jbody.get('orderFillTransaction') is not None:
parsed_body['orderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['orderFillTransaction'],
self.ctx
)
if jbody.get('orderCancelTransaction') is not None:
parsed_body['orderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['orderCancelTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction'],
self.ctx
)
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction'],
self.ctx
)
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def list(self, accountID, **kwargs):
"""
Get a list of Trades for an Account
Args:
accountID:
Account Identifier
ids:
List of Trade IDs to retrieve.
state:
The state to filter the requested Trades by.
instrument:
The instrument to filter the requested Trades by.
count:
The maximum number of Trades to return.
beforeID:
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/trades')
request.set_path_param('accountID', accountID)
request.set_param('ids', kwargs.get('ids'))
request.set_param('state', kwargs.get('state'))
request.set_param('instrument', kwargs.get('instrument'))
request.set_param('count', kwargs.get('count'))
request.set_param('beforeID', kwargs.get('beforeID'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trades') is not None:
parsed_body['trades'] = [
self.ctx.trade.Trade.from_dict(d, self.ctx)
for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def set_dependent_orders(
self,
accountID,
tradeSpecifier,
**kwargs
):
"""
Create, replace and cancel a Trade's dependent Orders (Take Profit,
Stop Loss and Trailing Stop Loss) through the Trade itself
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
takeProfit:
The specification of the Take Profit to create/modify/cancel.
If takeProfit is set to null, the Take Profit Order will be
cancelled if it exists. If takeProfit is not provided, the
exisiting Take Profit Order will not be modified. If a sub-
field of takeProfit is not specified, that field will be set to
a default value on create, and be inherited by the replacing
order on modify.
stopLoss:
The specification of the Stop Loss to create/modify/cancel. If
stopLoss is set to null, the Stop Loss Order will be cancelled
if it exists. If stopLoss is not provided, the exisiting Stop
Loss Order will not be modified. If a sub-field of stopLoss is
not specified, that field will be set to a default value on
create, and be inherited by the replacing order on modify.
trailingStopLoss:
The specification of the Trailing Stop Loss to
create/modify/cancel. If trailingStopLoss is set to null, the
Trailing Stop Loss Order will be cancelled if it exists. If
trailingStopLoss is not provided, the exisiting Trailing Stop
Loss Order will not be modified. If a sub-field of
trailngStopLoss is not specified, that field will be set to a
default value on create, and be inherited by the replacing
order on modify.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}/orders'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'tradeSpecifier',
tradeSpecifier
)
body = EntityDict()
if 'takeProfit' in kwargs:
body.set('takeProfit', kwargs['takeProfit'])
if 'stopLoss' in kwargs:
body.set('stopLoss', kwargs['stopLoss'])
if 'trailingStopLoss' in kwargs:
body.set('trailingStopLoss', kwargs['trailingStopLoss'])
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('takeProfitOrderCancelTransaction') is not None:
parsed_body['takeProfitOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCancelTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderTransaction') is not None:
parsed_body['takeProfitOrderTransaction'] = \
self.ctx.transaction.TakeProfitOrderTransaction.from_dict(
jbody['takeProfitOrderTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderFillTransaction') is not None:
parsed_body['takeProfitOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['takeProfitOrderFillTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderCreatedCancelTransaction') is not None:
parsed_body['takeProfitOrderCreatedCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCreatedCancelTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCancelTransaction') is not None:
parsed_body['stopLossOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCancelTransaction'],
self.ctx
)
if jbody.get('stopLossOrderTransaction') is not None:
parsed_body['stopLossOrderTransaction'] = \
self.ctx.transaction.StopLossOrderTransaction.from_dict(
jbody['stopLossOrderTransaction'],
self.ctx
)
if jbody.get('stopLossOrderFillTransaction') is not None:
parsed_body['stopLossOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['stopLossOrderFillTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCreatedCancelTransaction') is not None:
parsed_body['stopLossOrderCreatedCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCreatedCancelTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderCancelTransaction') is not None:
parsed_body['trailingStopLossOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['trailingStopLossOrderCancelTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderTransaction') is not None:
parsed_body['trailingStopLossOrderTransaction'] = \
self.ctx.transaction.TrailingStopLossOrderTransaction.from_dict(
jbody['trailingStopLossOrderTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('takeProfitOrderCancelRejectTransaction') is not None:
parsed_body['takeProfitOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['takeProfitOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('takeProfitOrderRejectTransaction') is not None:
parsed_body['takeProfitOrderRejectTransaction'] = \
self.ctx.transaction.TakeProfitOrderRejectTransaction.from_dict(
jbody['takeProfitOrderRejectTransaction'],
self.ctx
)
if jbody.get('stopLossOrderCancelRejectTransaction') is not None:
parsed_body['stopLossOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['stopLossOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('stopLossOrderRejectTransaction') is not None:
parsed_body['stopLossOrderRejectTransaction'] = \
self.ctx.transaction.StopLossOrderRejectTransaction.from_dict(
jbody['stopLossOrderRejectTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderCancelRejectTransaction') is not None:
parsed_body['trailingStopLossOrderCancelRejectTransaction'] = \
self.ctx.transaction.OrderCancelRejectTransaction.from_dict(
jbody['trailingStopLossOrderCancelRejectTransaction'],
self.ctx
)
if jbody.get('trailingStopLossOrderRejectTransaction') is not None:
parsed_body['trailingStopLossOrderRejectTransaction'] = \
self.ctx.transaction.TrailingStopLossOrderRejectTransaction.from_dict(
jbody['trailingStopLossOrderRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, **kwargs):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the response. Only prices and home
conversions (if requested) with a time later than this filter
(i.e. the price has changed after the since time) will be
provided, and are filtered independently.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
includeHomeConversions:
Flag that enables the inclusion of the homeConversions field in
the returned response. An entry will be returned for each
currency in the set of all base and quote currencies present in
the requested instruments list.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('since', kwargs.get('since'))
request.set_param('includeUnitsAvailable',
kwargs.get('includeUnitsAvailable'))
request.set_param('includeHomeConversions',
kwargs.get('includeHomeConversions'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.ClientPrice.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
if jbody.get('homeConversions') is not None:
parsed_body['homeConversions'] = [
self.ctx.pricing.HomeConversions.from_dict(d, self.ctx)
for d in jbody.get('homeConversions')
]
if jbody.get('time') is not None:
parsed_body['time'] = \
jbody.get('time')
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def candles(
self,
instrument,
**kwargs
):
"""
Fetch candlestick data for an instrument.
Args:
instrument:
Name of the Instrument
price:
The Price component(s) to get candlestick data for. Can contain
any combination of the characters "M" (midpoint candles) "B"
(bid candles) and "A" (ask candles).
granularity:
The granularity of the candlesticks to fetch
count:
The number of candlesticks to return in the reponse. Count
should not be specified if both the start and end parameters
are provided, as the time range combined with the graularity
will determine the number of candlesticks to return.
fromTime:
The start of the time range to fetch candlesticks for.
toTime:
The end of the time range to fetch candlesticks for.
smooth:
A flag that controls whether the candlestick is "smoothed" or
not. A smoothed candlestick uses the previous candle's close
price as its open price, while an unsmoothed candlestick uses
the first price from its time range as its open price.
includeFirst:
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly.
dailyAlignment:
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments.
alignmentTimezone:
The timezone to use for the dailyAlignment parameter.
Candlesticks with daily alignment will be aligned to the
dailyAlignment hour within the alignmentTimezone. Note that
the returned times will still be represented in UTC.
weeklyAlignment:
The day of the week used for granularities that have weekly
alignment.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/candles'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'price',
kwargs.get('price')
)
request.set_param(
'granularity',
kwargs.get('granularity')
)
request.set_param(
'count',
kwargs.get('count')
)
request.set_param(
'from',
kwargs.get('fromTime')
)
request.set_param(
'to',
kwargs.get('toTime')
)
request.set_param(
'smooth',
kwargs.get('smooth')
)
request.set_param(
'includeFirst',
kwargs.get('includeFirst')
)
request.set_param(
'dailyAlignment',
kwargs.get('dailyAlignment')
)
request.set_param(
'alignmentTimezone',
kwargs.get('alignmentTimezone')
)
request.set_param(
'weeklyAlignment',
kwargs.get('weeklyAlignment')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('granularity') is not None:
parsed_body['granularity'] = \
jbody.get('granularity')
if jbody.get('candles') is not None:
parsed_body['candles'] = [
self.ctx.instrument.Candlestick.from_dict(d, self.ctx)
for d in jbody.get('candles')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get_external_info(
self,
userSpecifier,
**kwargs
):
"""
Fetch the externally-available user information for the specified user.
This endpoint is intended to be used by 3rd parties that have been
authorized by a user to view their personal information.
Args:
userSpecifier:
The User Specifier
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/users/{userSpecifier}/externalInfo'
)
request.set_path_param(
'userSpecifier',
userSpecifier
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('userInfo') is not None:
parsed_body['userInfo'] = \
self.ctx.user.UserInfoExternal.from_dict(
jbody['userInfo'],
self.ctx
)
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "403":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def set_client_extensions(
self,
accountID,
tradeSpecifier,
**kwargs
):
"""
Update the Client Extensions for a Trade. Do not add, update, or delete
the Client Extensions if your account is associated with MT4.
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
clientExtensions:
The Client Extensions to update the Trade with. Do not add,
update, or delete the Client Extensions if your account is
associated with MT4.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}/clientExtensions'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'tradeSpecifier',
tradeSpecifier
)
body = EntityDict()
if 'clientExtensions' in kwargs:
body.set('clientExtensions', kwargs['clientExtensions'])
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('tradeClientExtensionsModifyTransaction') is not None:
parsed_body['tradeClientExtensionsModifyTransaction'] = \
self.ctx.transaction.TradeClientExtensionsModifyTransaction.from_dict(
jbody['tradeClientExtensionsModifyTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('tradeClientExtensionsModifyRejectTransaction') is not None:
parsed_body['tradeClientExtensionsModifyRejectTransaction'] = \
self.ctx.transaction.TradeClientExtensionsModifyRejectTransaction.from_dict(
jbody['tradeClientExtensionsModifyRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('tradeClientExtensionsModifyRejectTransaction') is not None:
parsed_body['tradeClientExtensionsModifyRejectTransaction'] = \
self.ctx.transaction.TradeClientExtensionsModifyRejectTransaction.from_dict(
jbody['tradeClientExtensionsModifyRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def close(
self,
accountID,
tradeSpecifier,
**kwargs
):
"""
Close (partially or fully) a specific open Trade in an Account
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
units:
Indication of how much of the Trade to close. Either the string
"ALL" (indicating that all of the Trade should be closed), or a
DecimalNumber representing the number of units of the open
Trade to Close using a TradeClose MarketOrder. The units
specified must always be positive, and the magnitude of the
value cannot exceed the magnitude of the Trade's open units.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}/close'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'tradeSpecifier',
tradeSpecifier
)
body = EntityDict()
if 'units' in kwargs:
body.set('units', kwargs['units'])
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('orderCreateTransaction') is not None:
parsed_body['orderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['orderCreateTransaction'],
self.ctx
)
if jbody.get('orderFillTransaction') is not None:
parsed_body['orderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['orderFillTransaction'],
self.ctx
)
if jbody.get('orderCancelTransaction') is not None:
parsed_body['orderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['orderCancelTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction'],
self.ctx
)
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(
self,
accountID,
tradeSpecifier,
**kwargs
):
"""
Get the details of a specific Trade in an Account
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'tradeSpecifier',
tradeSpecifier
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trade') is not None:
parsed_body['trade'] = \
self.ctx.trade.Trade.from_dict(
jbody['trade'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def list(
self,
accountID,
**kwargs
):
"""
Get a list of Trades for an Account
Args:
accountID:
Account Identifier
ids:
List of Trade IDs to retrieve.
state:
The state to filter the requested Trades by.
instrument:
The instrument to filter the requested Trades by.
count:
The maximum number of Trades to return.
beforeID:
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/trades'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'ids',
kwargs.get('ids')
)
request.set_param(
'state',
kwargs.get('state')
)
request.set_param(
'instrument',
kwargs.get('instrument')
)
request.set_param(
'count',
kwargs.get('count')
)
request.set_param(
'beforeID',
kwargs.get('beforeID')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trades') is not None:
parsed_body['trades'] = [
self.ctx.trade.Trade.from_dict(d, self.ctx)
for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, instrument, **kwargs):
"""
Get the details of a single Instrument's Position in an Account. The
Position may by open or not.
Args:
accountID:
Account Identifier
instrument:
Name of the Instrument
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET',
'/v3/accounts/{accountID}/positions/{instrument}')
request.set_path_param('accountID', accountID)
request.set_path_param('instrument', instrument)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('position') is not None:
parsed_body['position'] = \
self.ctx.position.Position.from_dict(
jbody['position'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def base_prices(self, **kwargs):
"""
Get pricing information for a specified instrument. Accounts are not
associated in any way with this endpoint.
Args:
time:
The time at which the desired price for each instrument is in
effect. The current price for each instrument is returned if no
time is provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/pricing')
request.set_param('time', kwargs.get('time'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def prices(
self,
instrument,
**kwargs
):
"""
Fetch a range of prices for an instrument. Accounts are not associated
in any way with this endpoint.
Args:
instrument:
Name of the Instrument
fromTime:
The start of the time range to fetch prices for.
toTime:
The end of the time range to fetch prices for. The current time
is used if this parameter is not provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/price/range'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'from',
kwargs.get('fromTime')
)
request.set_param(
'to',
kwargs.get('toTime')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def candles(self, instrument, **kwargs):
"""
Fetch candlestick data for an instrument.
Args:
instrument:
Name of the Instrument
price:
The Price component(s) to get candlestick data for. Can contain
any combination of the characters "M" (midpoint candles) "B"
(bid candles) and "A" (ask candles).
granularity:
The granularity of the candlesticks to fetch
count:
The number of candlesticks to return in the response. Count
should not be specified if both the start and end parameters
are provided, as the time range combined with the granularity
will determine the number of candlesticks to return.
fromTime:
The start of the time range to fetch candlesticks for.
toTime:
The end of the time range to fetch candlesticks for.
smooth:
A flag that controls whether the candlestick is "smoothed" or
not. A smoothed candlestick uses the previous candle's close
price as its open price, while an unsmoothed candlestick uses
the first price from its time range as its open price.
includeFirst:
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly.
dailyAlignment:
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments.
alignmentTimezone:
The timezone to use for the dailyAlignment parameter.
Candlesticks with daily alignment will be aligned to the
dailyAlignment hour within the alignmentTimezone. Note that
the returned times will still be represented in UTC.
weeklyAlignment:
The day of the week used for granularities that have weekly
alignment.
units:
The number of units used to calculate the volume-weighted
average bid and ask prices in the returned candles.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET', '/v3/accounts/{accountID}/instruments/{instrument}/candles')
request.set_path_param('instrument', instrument)
request.set_param('price', kwargs.get('price'))
request.set_param('granularity', kwargs.get('granularity'))
request.set_param('count', kwargs.get('count'))
request.set_param('from', kwargs.get('fromTime'))
request.set_param('to', kwargs.get('toTime'))
request.set_param('smooth', kwargs.get('smooth'))
request.set_param('includeFirst', kwargs.get('includeFirst'))
request.set_param('dailyAlignment', kwargs.get('dailyAlignment'))
request.set_param('alignmentTimezone', kwargs.get('alignmentTimezone'))
request.set_param('weeklyAlignment', kwargs.get('weeklyAlignment'))
request.set_param('units', kwargs.get('units'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('granularity') is not None:
parsed_body['granularity'] = \
jbody.get('granularity')
if jbody.get('candles') is not None:
parsed_body['candles'] = [
self.ctx.instrument.Candlestick.from_dict(d, self.ctx)
for d in jbody.get('candles')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def order_book(
self,
instrument,
**kwargs
):
"""
Fetch an order book for an instrument.
Args:
instrument:
Name of the Instrument
time:
The time of the snapshot to fetch. If not specified, then the
most recent snapshot is fetched.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/orderBook'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'time',
kwargs.get('time')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('orderBook') is not None:
parsed_body['orderBook'] = \
self.ctx.instrument.OrderBook.from_dict(
jbody['orderBook'],
self.ctx
)
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def set_dependent_orders(self, accountID, tradeID, **kwargs):
"""Set Dependent Orders
Create, replace and cancel a Trade's dependent Orders (Take Profit,
Stop Loss and Trailing Stop Loss) through the Trade itself
Parameters
----------
accountID :
ID of the Account.
tradeID :
ID of the Trade to modify the dependent Orders of.
takeProfit : None, optional
The specification of the Take Profit to create/modify/cancel. If
takeProfit is set to null, the Take Profit Order will be cancelled
if it exists. If takeProfit is not provided, the exisiting Take
Profit Order will not be modified. If a sub-field of takeProfit is
not specified, that field will be set to a default value on create,
and be inherited by the replacing order on modify.
stopLoss : None, optional
The specification of the Stop Loss to create/modify/cancel. If
stopLoss is set to null, the Stop Loss Order will be cancelled if
it exists. If stopLoss is not provided, the exisiting Stop Loss
Order will not be modified. If a sub-field of stopLoss is not
specified, that field will be set to a default value on create, and
be inherited by the replacing order on modify.
trailingStopLoss : None, optional
The specification of the Trailing Stop Loss to
create/modify/cancel. If trailingStopLoss is set to null, the
Trailing Stop Loss Order will be cancelled if it exists. If
trailingStopLoss is not provided, the exisiting Trailing Stop Loss
Order will not be modified. If a sub-field of trailngStopLoss is
not specified, that field will be set to a default value on create,
and be inherited by the replacing order on modify.
"""
request = Request('PUT',
'/v3/accounts/{accountID}/trades/{tradeID}/orders')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeID', tradeID)
body = EntityDict()
body.set('takeProfit', kwargs.get('takeProfit'))
body.set('stopLoss', kwargs.get('stopLoss'))
body.set('trailingStopLoss', kwargs.get('trailingStopLoss'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('takeProfitOrderCancelTransaction') is not None:
parsed_body['takeProfitOrderCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCancelTransaction']
)
if jbody.get('takeProfitOrderTransaction') is not None:
parsed_body['takeProfitOrderTransaction'] = \
transaction.TakeProfitOrderTransaction.from_dict(
jbody['takeProfitOrderTransaction']
)
if jbody.get('takeProfitOrderFillTransaction') is not None:
parsed_body['takeProfitOrderFillTransaction'] = \
transaction.OrderFillTransaction.from_dict(
jbody['takeProfitOrderFillTransaction']
)
if jbody.get(
'takeProfitOrderCreatedCancelTransaction') is not None:
parsed_body['takeProfitOrderCreatedCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['takeProfitOrderCreatedCancelTransaction']
)
if jbody.get('stopLossOrderCancelTransaction') is not None:
parsed_body['stopLossOrderCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCancelTransaction']
)
if jbody.get('stopLossOrderTransaction') is not None:
parsed_body['stopLossOrderTransaction'] = \
transaction.StopLossOrderTransaction.from_dict(
jbody['stopLossOrderTransaction']
)
if jbody.get('stopLossOrderFillTransaction') is not None:
parsed_body['stopLossOrderFillTransaction'] = \
transaction.OrderFillTransaction.from_dict(
jbody['stopLossOrderFillTransaction']
)
if jbody.get('stopLossOrderCreatedCancelTransaction') is not None:
parsed_body['stopLossOrderCreatedCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['stopLossOrderCreatedCancelTransaction']
)
if jbody.get('trailingStopLossOrderCancelTransaction') is not None:
parsed_body['trailingStopLossOrderCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['trailingStopLossOrderCancelTransaction']
)
if jbody.get('trailingStopLossOrderTransaction') is not None:
parsed_body['trailingStopLossOrderTransaction'] = \
transaction.TrailingStopLossOrderTransaction.from_dict(
jbody['trailingStopLossOrderTransaction']
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 400:
if jbody.get('takeProfitOrderCancelRejectTransaction') is not None:
parsed_body['takeProfitOrderCancelRejectTransaction'] = \
transaction.OrderCancelRejectTransaction.from_dict(
jbody['takeProfitOrderCancelRejectTransaction']
)
if jbody.get('takeProfitOrderRejectTransaction') is not None:
parsed_body['takeProfitOrderRejectTransaction'] = \
transaction.TakeProfitOrderRejectTransaction.from_dict(
jbody['takeProfitOrderRejectTransaction']
)
if jbody.get('stopLossOrderCancelRejectTransaction') is not None:
parsed_body['stopLossOrderCancelRejectTransaction'] = \
transaction.OrderCancelRejectTransaction.from_dict(
jbody['stopLossOrderCancelRejectTransaction']
)
if jbody.get('stopLossOrderRejectTransaction') is not None:
parsed_body['stopLossOrderRejectTransaction'] = \
transaction.StopLossOrderRejectTransaction.from_dict(
jbody['stopLossOrderRejectTransaction']
)
if jbody.get('trailingStopLossOrderCancelRejectTransaction'
) is not None:
parsed_body['trailingStopLossOrderCancelRejectTransaction'] = \
transaction.OrderCancelRejectTransaction.from_dict(
jbody['trailingStopLossOrderCancelRejectTransaction']
)
if jbody.get('trailingStopLossOrderRejectTransaction') is not None:
parsed_body['trailingStopLossOrderRejectTransaction'] = \
transaction.TrailingStopLossOrderRejectTransaction.from_dict(
jbody['trailingStopLossOrderRejectTransaction']
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def stream(
self,
accountID,
**kwargs
):
"""Price Stream
Get a stream of Prices for an Account starting from when the request is
made.
Parameters
----------
accountID :
ID of the Account to stream Prices for.
instruments : array, optional
List of Instruments to stream Prices for.
snapshot : , optional
Flag that enables/disables the sending of a pricing snapshot when
initially connecting to the stream.
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line)
type = j.get("type")
if type is None:
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
elif type == "HEARTBEAT":
return (
"pricing.Heartbeat",
self.ctx.pricing.Heartbeat.from_dict(j)
)
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response
def get(self, accountID, tradeSpecifier, **kwargs):
"""
Get the details of a specific Trade in an Account
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeSpecifier', tradeSpecifier)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trade') is not None:
parsed_body['trade'] = \
self.ctx.trade.Trade.from_dict(
jbody['trade'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get_external_info(self, userSpecifier, **kwargs):
"""
Fetch the externally-available user information for the specified user.
This endpoint is intended to be used by 3rd parties that have been
authorized by a user to view their personal information.
Args:
userSpecifier:
The User Specifier
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/users/{userSpecifier}/externalInfo')
request.set_path_param('userSpecifier', userSpecifier)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('userInfo') is not None:
parsed_body['userInfo'] = \
self.ctx.user.UserInfoExternal.from_dict(
jbody['userInfo'],
self.ctx
)
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "403":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def set_client_extensions(self, accountID, tradeSpecifier, **kwargs):
"""
Update the Client Extensions for a Trade. Do not add, update, or delete
the Client Extensions if your account is associated with MT4.
Args:
accountID:
Account Identifier
tradeSpecifier:
Specifier for the Trade
clientExtensions:
The Client Extensions to update the Trade with. Do not add,
update, or delete the Client Extensions if your account is
associated with MT4.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/trades/{tradeSpecifier}/clientExtensions'
)
request.set_path_param('accountID', accountID)
request.set_path_param('tradeSpecifier', tradeSpecifier)
body = EntityDict()
body.set('clientExtensions', kwargs.get('clientExtensions'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('tradeClientExtensionsModifyTransaction') is not None:
parsed_body['tradeClientExtensionsModifyTransaction'] = \
self.ctx.transaction.TradeClientExtensionsModifyTransaction.from_dict(
jbody['tradeClientExtensionsModifyTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('tradeClientExtensionsModifyRejectTransaction'
) is not None:
parsed_body['tradeClientExtensionsModifyRejectTransaction'] = \
self.ctx.transaction.TradeClientExtensionsModifyRejectTransaction.from_dict(
jbody['tradeClientExtensionsModifyRejectTransaction'],
self.ctx
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, **kwargs):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the returned prices. Only prices
with a time later than this filter will be provided.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('since', kwargs.get('since'))
request.set_param('includeUnitsAvailable',
kwargs.get('includeUnitsAvailable'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def list_open(
self,
accountID,
**kwargs
):
"""
List all open Positions for an Account. An open Position is a Position
in an Account that currently has a Trade opened for it.
Args:
accountID:
Account Identifier
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/openPositions'
)
request.set_path_param(
'accountID',
accountID
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('positions') is not None:
parsed_body['positions'] = [
self.ctx.position.Position.from_dict(d, self.ctx)
for d in jbody.get('positions')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def position_book(self, instrument, **kwargs):
"""
Fetch a position book for an instrument.
Args:
instrument:
Name of the Instrument
time:
The time of the snapshot to fetch. If not specified, then the
most recent snapshot is fetched.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/instruments/{instrument}/positionBook')
request.set_path_param('instrument', instrument)
request.set_param('time', kwargs.get('time'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('positionBook') is not None:
parsed_body['positionBook'] = \
self.ctx.instrument.PositionBook.from_dict(
jbody['positionBook'],
self.ctx
)
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def close(
self,
accountID,
instrument,
**kwargs
):
"""
Closeout the open Position for a specific instrument in an Account.
Args:
accountID:
Account Identifier
instrument:
Name of the Instrument
longUnits:
Indication of how much of the long Position to closeout. Either
the string "ALL", the string "NONE", or a DecimalNumber
representing how many units of the long position to close using
a PositionCloseout MarketOrder. The units specified must always
be positive.
longClientExtensions:
The client extensions to add to the MarketOrder used to close
the long position.
shortUnits:
Indication of how much of the short Position to closeout.
Either the string "ALL", the string "NONE", or a DecimalNumber
representing how many units of the short position to close
using a PositionCloseout MarketOrder. The units specified must
always be positive.
shortClientExtensions:
The client extensions to add to the MarketOrder used to close
the short position.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/positions/{instrument}/close'
)
request.set_path_param(
'accountID',
accountID
)
request.set_path_param(
'instrument',
instrument
)
body = EntityDict()
if 'longUnits' in kwargs:
body.set('longUnits', kwargs['longUnits'])
if 'longClientExtensions' in kwargs:
body.set('longClientExtensions', kwargs['longClientExtensions'])
if 'shortUnits' in kwargs:
body.set('shortUnits', kwargs['shortUnits'])
if 'shortClientExtensions' in kwargs:
body.set('shortClientExtensions', kwargs['shortClientExtensions'])
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('longOrderCreateTransaction') is not None:
parsed_body['longOrderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['longOrderCreateTransaction'],
self.ctx
)
if jbody.get('longOrderFillTransaction') is not None:
parsed_body['longOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['longOrderFillTransaction'],
self.ctx
)
if jbody.get('longOrderCancelTransaction') is not None:
parsed_body['longOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['longOrderCancelTransaction'],
self.ctx
)
if jbody.get('shortOrderCreateTransaction') is not None:
parsed_body['shortOrderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['shortOrderCreateTransaction'],
self.ctx
)
if jbody.get('shortOrderFillTransaction') is not None:
parsed_body['shortOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['shortOrderFillTransaction'],
self.ctx
)
if jbody.get('shortOrderCancelTransaction') is not None:
parsed_body['shortOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['shortOrderCancelTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('longOrderRejectTransaction') is not None:
parsed_body['longOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['longOrderRejectTransaction'],
self.ctx
)
if jbody.get('shortOrderRejectTransaction') is not None:
parsed_body['shortOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['shortOrderRejectTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('longOrderRejectTransaction') is not None:
parsed_body['longOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['longOrderRejectTransaction'],
self.ctx
)
if jbody.get('shortOrderRejectTransaction') is not None:
parsed_body['shortOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['shortOrderRejectTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def list(self, accountID, **kwargs):
"""List Trades
Get a list of Trades for an Account
Parameters
----------
accountID :
ID of the Account to fetch Trades for.
ids : array, optional
List of Trade IDs to retrieve.
state : , optional
The state to filter the requested Trades by.
instrument : , optional
The instrument to filter the requested Trades by.
count : integer, optional
The maximum number of Trades to return.
beforeID : , optional
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
"""
request = Request('GET', '/v3/accounts/{accountID}/trades')
request.set_path_param('accountID', accountID)
request.set_param('ids', kwargs.get('ids'))
request.set_param('state', kwargs.get('state'))
request.set_param('instrument', kwargs.get('instrument'))
request.set_param('count', kwargs.get('count'))
request.set_param('beforeID', kwargs.get('beforeID'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('trades') is not None:
parsed_body['trades'] = [
Trade.from_dict(d) for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def list_open(self, accountID, **kwargs):
"""
List all open Positions for an Account. An open Position is a Position
in an Account that currently has a Trade opened for it.
Args:
accountID:
Account Identifier
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/openPositions')
request.set_path_param('accountID', accountID)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('positions') is not None:
parsed_body['positions'] = [
self.ctx.position.Position.from_dict(d, self.ctx)
for d in jbody.get('positions')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def base_prices(
self,
**kwargs
):
"""
Get pricing information for a specified instrument. Accounts are not
associated in any way with this endpoint.
Args:
time:
The time at which the desired price for each instrument is in
effect. The current price for each instrument is returned if no
time is provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/pricing'
)
request.set_param(
'time',
kwargs.get('time')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def close(self, accountID, instrument, **kwargs):
"""
Closeout the open Position for a specific instrument in an Account.
Args:
accountID:
Account Identifier
instrument:
Name of the Instrument
longUnits:
Indication of how much of the long Position to closeout. Either
the string "ALL", the string "NONE", or a DecimalNumber
representing how many units of the long position to close using
a PositionCloseout MarketOrder. The units specified must always
be positive.
longClientExtensions:
The client extensions to add to the MarketOrder used to close
the long position.
shortUnits:
Indication of how much of the short Position to closeout.
Either the string "ALL", the string "NONE", or a DecimalNumber
representing how many units of the short position to close
using a PositionCloseout MarketOrder. The units specified must
always be positive.
shortClientExtensions:
The client extensions to add to the MarketOrder used to close
the short position.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'PUT', '/v3/accounts/{accountID}/positions/{instrument}/close')
request.set_path_param('accountID', accountID)
request.set_path_param('instrument', instrument)
body = EntityDict()
if 'longUnits' in kwargs:
body.set('longUnits', kwargs['longUnits'])
if 'longClientExtensions' in kwargs:
body.set('longClientExtensions', kwargs['longClientExtensions'])
if 'shortUnits' in kwargs:
body.set('shortUnits', kwargs['shortUnits'])
if 'shortClientExtensions' in kwargs:
body.set('shortClientExtensions', kwargs['shortClientExtensions'])
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('longOrderCreateTransaction') is not None:
parsed_body['longOrderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['longOrderCreateTransaction'],
self.ctx
)
if jbody.get('longOrderFillTransaction') is not None:
parsed_body['longOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['longOrderFillTransaction'],
self.ctx
)
if jbody.get('longOrderCancelTransaction') is not None:
parsed_body['longOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['longOrderCancelTransaction'],
self.ctx
)
if jbody.get('shortOrderCreateTransaction') is not None:
parsed_body['shortOrderCreateTransaction'] = \
self.ctx.transaction.MarketOrderTransaction.from_dict(
jbody['shortOrderCreateTransaction'],
self.ctx
)
if jbody.get('shortOrderFillTransaction') is not None:
parsed_body['shortOrderFillTransaction'] = \
self.ctx.transaction.OrderFillTransaction.from_dict(
jbody['shortOrderFillTransaction'],
self.ctx
)
if jbody.get('shortOrderCancelTransaction') is not None:
parsed_body['shortOrderCancelTransaction'] = \
self.ctx.transaction.OrderCancelTransaction.from_dict(
jbody['shortOrderCancelTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "400":
if jbody.get('longOrderRejectTransaction') is not None:
parsed_body['longOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['longOrderRejectTransaction'],
self.ctx
)
if jbody.get('shortOrderRejectTransaction') is not None:
parsed_body['shortOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['shortOrderRejectTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('longOrderRejectTransaction') is not None:
parsed_body['longOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['longOrderRejectTransaction'],
self.ctx
)
if jbody.get('shortOrderRejectTransaction') is not None:
parsed_body['shortOrderRejectTransaction'] = \
self.ctx.transaction.MarketOrderRejectTransaction.from_dict(
jbody['shortOrderRejectTransaction'],
self.ctx
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, tradeID, **kwargs):
"""Trade Details
Get the details of a specific Trade in an Account
Parameters
----------
accountID :
ID of the Account to fetch Trades for.
tradeID :
ID of the Trade to fetch
"""
request = Request('GET', '/v3/accounts/{accountID}/trades/{tradeID}')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeID', tradeID)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('trade') is not None:
parsed_body['trade'] = \
Trade.from_dict(
jbody['trade']
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def get_price_range(self, instrument, **kwargs):
"""
Get pricing information for a specified range of prices. Accounts are
not associated in any way with this endpoint.
Args:
instrument:
Name of the Instrument
fromTime:
The start of the time range to fetch prices for.
toTime:
The end of the time range to fetch prices for. The current time
is used if this parameter is not provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/pricing/range')
request.set_path_param('instrument', instrument)
request.set_param('from', kwargs.get('fromTime'))
request.set_param('to', kwargs.get('toTime'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def close(self, accountID, tradeID, **kwargs):
"""Close Trade
Close (partially or fully) a specific open Trade in an Account
Parameters
----------
accountID :
ID of the Account to close a Trade in.
tradeID :
ID of the Trade to close.
units : string, optional
Indication of how much of the Trade to close. Either the string
"ALL" (indicating that all of the Trade should be closed), or a
DecimalNumber representing the number of units of the open Trade to
Close using a TradeClose MarketOrder. The units specified must
always be positive, and the magnitude of the value cannot exceed
the magnitude of the Trade's open units.
"""
request = Request('PUT',
'/v3/accounts/{accountID}/trades/{tradeID}/close')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeID', tradeID)
body = EntityDict()
body.set('units', kwargs.get('units'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('orderCreateTransaction') is not None:
parsed_body['orderCreateTransaction'] = \
transaction.MarketOrderTransaction.from_dict(
jbody['orderCreateTransaction']
)
if jbody.get('orderFillTransaction') is not None:
parsed_body['orderFillTransaction'] = \
transaction.OrderFillTransaction.from_dict(
jbody['orderFillTransaction']
)
if jbody.get('orderCancelTransaction') is not None:
parsed_body['orderCancelTransaction'] = \
transaction.OrderCancelTransaction.from_dict(
jbody['orderCancelTransaction']
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 400:
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction']
)
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('orderRejectTransaction') is not None:
parsed_body['orderRejectTransaction'] = \
transaction.MarketOrderRejectTransaction.from_dict(
jbody['orderRejectTransaction']
)
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def stream(self, accountID, **kwargs):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing/stream')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('snapshot', kwargs.get('snapshot'))
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(
j, self.ctx))
elif type == "HEARTBEAT":
return ("pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(
j, self.ctx))
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx))
request.set_line_parser(Parser(self.ctx))
response = self.ctx.request(request)
return response
def set_client_extensions(self, accountID, tradeID, **kwargs):
"""Set Trade Client Extensions
Update the Client Extensions for a Trade
Parameters
----------
accountID :
ID of the Account.
tradeID :
ID of the Trade to update the Client Extension of.
clientExtensions : None, optional
The Client Extensions to update the Trade with.
"""
request = Request(
'PUT',
'/v3/accounts/{accountID}/trades/{tradeID}/clientExtensions')
request.set_path_param('accountID', accountID)
request.set_path_param('tradeID', tradeID)
body = EntityDict()
body.set('clientExtensions', kwargs.get('clientExtensions'))
request.set_body_dict(body.dict)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('tradeClientExtensionsModifyTransaction') is not None:
parsed_body['tradeClientExtensionsModifyTransaction'] = \
transaction.TradeClientExtensionsModifyTransaction.from_dict(
jbody['tradeClientExtensionsModifyTransaction']
)
if jbody.get('relatedTransactionIDs') is not None:
parsed_body['relatedTransactionIDs'] = \
jbody.get('relatedTransactionIDs')
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 400:
if jbody.get('tradeClientExtensionsModifyRejectTransaction'
) is not None:
parsed_body['tradeClientExtensionsModifyRejectTransaction'] = \
transaction.TradeClientExtensionsModifyRejectTransaction.from_dict(
jbody['tradeClientExtensionsModifyRejectTransaction']
)
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def list_open(self, accountID, **kwargs):
"""List Open Trades
Get the list of open Trades for an Account
Parameters
----------
accountID :
ID of the Account to fetch Trades for.
"""
request = Request('GET', '/v3/accounts/{accountID}/openTrades')
request.set_path_param('accountID', accountID)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('trades') is not None:
parsed_body['trades'] = [
Trade.from_dict(d) for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def stream(
self,
accountID,
**kwargs
):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
elif type == "HEARTBEAT":
return (
"pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(j, self.ctx)
)
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response
