async def amend_order(self, orderID=None, origClOrdID=None, clOrdID=None, orderQty=None, leavesQty=None, price=None, stopPx=None, pegOffsetValue=None, text=None):
"""
Amend the quantity or price of an open order.
Send an orderID or origClOrdID to identify the order you wish to amend.
Both order quantity and price can be amended. Only one qty field can be used to amend.
Use the leavesQty field to specify how much of the order you wish to remain open.
This can be useful if you want to adjust your position's delta by a certain amount, regardless of how much of the order has already filled.
A leavesQty can be used to make a "Filled" order live again, if it is received within 60 seconds of the fill.
"""
if orderID == None and origClOrdID == None:
raise InvalidArgError([orderID, origClOrdID], "Must submit either orderID or origClOrdID to amend order(s).")
path = "order"
postdict = {}
if orderID: postdict['orderID'] = orderID
if origClOrdID: postdict['origClOrdID'] = origClOrdID
if clOrdID: postdict['clOrdID'] = clOrdID
if orderQty: postdict['orderQty'] = orderQty
if leavesQty: postdict['leavesQty'] = leavesQty
if price: postdict['price'] = price
if stopPx: postdict['stopPx'] = stopPx
if pegOffsetValue: postdict['pegOffsetValue'] = pegOffsetValue
if text: postdict['text'] = text
return await self._http_request(path=path, postdict=postdict, verb='PUT')
def is_tickSize_valid(self, price):
"""Check for valid tickSize, ie if the price is an integer or .5 away."""
if not isinstance(price, int):
if not isinstance(price + 0.5, int):
raise InvalidArgError(
price,
"Invalid Tick Size! Prices must be set at integer or .5 between"
)
async def place_bulk_order(self, orders):
"""Place a bulk order via REST API."""
if len(orders) < 1:
raise InvalidArgError(orders, "Orders must be more than 1 order.")
endpoint = "order/bulk"
allOrders = {'orders': orders}
return await self._http_request(path=endpoint, postdict=allOrders, verb="POST")
async def cancel_order(self, orderID=None, clOrdID=None, text=None):
"""Cancel an existing order(s) by submitting orderID(s) or clOrdID(s) (as a string). Supply optional text to annotate cancellation."""
if orderID == None and clOrdID == None:
raise InvalidArgError([orderID, clOrdID], "Must submit either orderID or clOrdID to cancel order(s).")
path = "order"
postdict = {}
if orderID: postdict['orderID'] = orderID
elif clOrdID: postdict['clOrdID'] = clOrdID
if text: postdict['text'] = text
return await self._http_request(path=path, postdict=postdict, verb="DELETE")
def close(self, quantity=None, side=None, symbol=None, orderIDPrefix=None):
'''
Returns a close order ready to send to Bitmex.
cancel other active limit orders with the same side and symbol if the open quantity exceeds the current position.
Side or quantity required.
--------------------------
Parameters:
`quantity: int`
number of contracts to close
`side: str`
Buy or Sell
`symbol: str`
symbol to apply close to
`orderIDPrefix: str`
label prefix of close, if none supplied uses default
Returns:
`order: dict`
close order
'''
if symbol == None:
symbol = self.symbol
if orderIDPrefix == None:
orderIDPrefix = self.orderIDPrefex
if quantity == None and side == None:
raise InvalidArgError([quantity, side],
"Side or quantity required to close.")
clOrdID = orderIDPrefix + base64.b64encode(
uuid.uuid4().bytes).decode('utf8').rstrip('=\n')
order = {'symbol': symbol, 'clOrdID': clOrdID, 'execInst': 'Close'}
if quantity: order['orderQty'] = quantity,
if side: order['side'] = side
return order
def close(self, quantity=None, side=None, symbol=None, orderIDPrefix=None):
'''
Returns a close order ready to send to Bitmex.
cancel other active limit orders with the same side and symbol if the open quantity exceeds the current position.
Side or quantity required.
'''
if symbol == None:
symbol = self.symbol
if orderIDPrefix == None:
orderIDPrefix = self.orderIDPrefex
if quantity == None and side == None:
raise InvalidArgError([quantity, side],
"Side or quantity required to close.")
clOrdID = orderIDPrefix + base64.b64encode(
uuid.uuid4().bytes).decode('utf8').rstrip('=\n')
order = {'symbol': symbol, 'clOrdID': clOrdID, 'execInst': 'Close'}
if quantity: order['orderQty'] = quantity,
if side: order['side'] = side
return order
async def cancel_order(self, orderID=None, clOrdID=None, text=None):
"""Cancel an existing order(s) by submitting orderID(s) or clOrdID(s).
Supply optional text to annotate cancellation.
async func - use await
Parameters:
`orderID: str`
orderID of order to cancel
`clOrdID: str`
clOrdID of order to cancel
`text: str`
annnotaion text
Returns:
`orderInfo: json data`
bitmex response
"""
if orderID == None and clOrdID == None:
raise InvalidArgError(
[orderID, clOrdID],
"Must submit either orderID or clOrdID to cancel order(s).")
path = "order"
postdict = {}
if orderID: postdict['orderID'] = orderID
elif clOrdID: postdict['clOrdID'] = clOrdID
if text: postdict['text'] = text
return await self._http_request(path=path,
postdict=postdict,
verb="DELETE")
async def place_bulk_order(self, orders):
"""Place a bulk order on Bitmex exchange.
async func - use await
Parameters:
`orders: array<dict>`
array of orders ( use Trade class to make orders )
Returns:
`orderInfo: json data`
bitmex response
"""
if len(orders) < 1:
raise InvalidArgError(orders, "Invalid bulk order number.")
endpoint = "order/bulk"
allOrders = {'orders': orders}
return await self._http_request(path=endpoint,
postdict=allOrders,
verb="POST")
async def amend_order(self,
orderID=None,
origClOrdID=None,
clOrdID=None,
orderQty=None,
leavesQty=None,
price=None,
stopPx=None,
pegOffsetValue=None,
text=None):
"""
Amend the quantity or price of an open order.
Send an orderID or origClOrdID to identify the order you wish to amend.
Both order quantity and price can be amended. Only one qty field can be used to amend.
Use the leavesQty field to specify how much of the order you wish to remain open.
This can be useful if you want to adjust your position's delta by a certain amount, regardless of how much of the order has already filled.
A leavesQty can be used to make a "Filled" order live again, if it is received within 60 seconds of the fill.
async func - use await
Parameters:
`orderID: str`
order ID
`origClOrdID: str`
the orginal clOrdID
`clOrdID: str`
clOrdID for amend
`orderQty: int`
order quantity
`leavesQty: int`
how much of the order you wish to remain open
`price: float`
price to amend to, use valid tickSize, ie integer or .5
`stopPx: float`
stop to amend
`pegOffsetValue: float`
pegOffset Value
`text: str`
annotate amend for records
Returns:
`orderInfo: json data`
bitmex response
"""
if orderID == None and origClOrdID == None:
raise InvalidArgError(
[orderID, origClOrdID],
"Must submit either orderID or origClOrdID to amend order(s).")
path = "order"
postdict = {}
if orderID: postdict['orderID'] = orderID
if origClOrdID: postdict['origClOrdID'] = origClOrdID
if clOrdID: postdict['clOrdID'] = clOrdID
if orderQty: postdict['orderQty'] = orderQty
if leavesQty: postdict['leavesQty'] = leavesQty
if price: postdict['price'] = price
if stopPx: postdict['stopPx'] = stopPx
if pegOffsetValue: postdict['pegOffsetValue'] = pegOffsetValue
if text: postdict['text'] = text
return await self._http_request(path=path,
postdict=postdict,
verb='PUT')
def make_order(self,
quantity=None,
symbol=None,
price=None,
side=None,
orderType=None,
displayQty=None,
stopPx=None,
pegOffsetValue=None,
pegPriceType=None,
timeInForce=None,
execInst=None,
orderIDPrefix=None):
"""
Make your own order.
Returns an order object ready to use in bulk or single order.
Must supply quantity.
If no price supplied, order is market sell or buy.
side is either 'Buy' or 'Sell'
displayQty of 0 hides order
stopPx, optional trigger price, use a price below the current price for stop-sell orders and buy-if-touched orders.
For more info see Bitmex API explorer.
"""
# Read Me - This creates all the orders below, so dont break it
if price and price < 0:
raise InvalidArgError(price, "Order Price must be positive.")
if price:
self.is_tickSize_valid(price)
if not quantity and execInst != 'Close':
raise InvalidArgError([quantity, execInst],
"Must supply order quantity.")
if side and side != 'Sell' and side != 'Buy':
raise InvalidArgError(side, "Side must be 'Sell' or 'Buy'.")
if orderType and (orderType != 'Market' or orderType != 'Limit'
or orderType != 'Stop' or orderType != 'StopLimit'
or orderType != 'MarketIfTouched'
or orderType != 'LimitIfTouched'
or orderType != 'Pegged'):
raise InvalidArgError(
orderType,
"orderType must be Market, Limit, Stop, StopLimit, MarketIfTouched, LimitIfTouched, or Pegged"
)
if displayQty and displayQty < 0:
raise InvalidArgError(
displayQty,
"DisplayQty is negative, must be 0 to hide order or positive.")
if pegPriceType and (pegPriceType != 'LastPeg'
or pegPriceType != 'MidPricePeg'
or pegPriceType != 'MarketPeg'
or pegPriceType != 'PrimaryPeg'
or pegPriceType != 'TrailingStopPeg'):
raise InvalidArgError(
pegPriceType,
"pegPriceType must be LastPeg, MidPricePeg, MarketPeg, PrimaryPeg, or TrailingStopPeg."
)
if timeInForce and (timeInForce != 'Day'
or timeInForce != 'GoodTillCancel'
or timeInForce != 'ImmediateOrCancel'
or timeInForce != 'FillOrKill'):
raise InvalidArgError(
timeInForce,
"timeInForce must be Day, GoodTillCancel, ImmediateOrCancel, or FillOrKill"
)
if execInst and (execInst != 'ParticipateDoNotInitiate'
or execInst != 'AllOrNone' or execInst != 'MarkPrice'
or execInst != 'IndexPrice' or execInst != 'LastPrice'
or execInst != 'Close' or execInst != 'ReduceOnly'
or execInst != 'Fixed'):
raise InvalidArgError(
execInst,
"execInst must be ParticipateDoNotInitiate, AllOrNone, MarkPrice, IndexPrice, LastPrice, Close, ReduceOnly, or Fixed."
)
if execInst and execInst == 'AllOrNone' and displayQty != 0:
raise InvalidArgError(
[execInst, displayQty],
"execInst is 'AllOrNone', displayQty must be 0" + c[0])
if symbol == None:
symbol = self.symbol
if orderIDPrefix == None:
orderIDPrefix = self.orderIDPrefex
# Generate a unique clOrdID with our prefix so we can identify it.
clOrdID = orderIDPrefix + base64.b64encode(
uuid.uuid4().bytes).decode('utf8').rstrip('=\n')
order = {
'symbol': symbol,
'clOrdID': clOrdID,
}
# add to order if supplied
if quantity: order['orderQty'] = quantity
if side: order['side'] = side
if price: order['price'] = price
if displayQty: order['displayQty'] = displayQty
if stopPx: order['stopPx'] = stopPx
if pegOffsetValue: order['pegOffsetValue'] = pegOffsetValue
if timeInForce: order['timeInForce'] = timeInForce
if execInst: order['execInst'] = execInst
if orderType: order['ordType'] = orderType
return order