def get_top_long_short_accounts(self, symbol: 'str', period: 'str', startTime: 'str' = None, endTime: 'str' = None, limit: 'int' = 30) -> any: """ Top Trader Long/Short Ratio (Accounts) (MARKET_DATA) GET /futures/data/topLongShortAccountRatio """ response = call_sync( self.request_impl.get_top_long_short_accounts( symbol, period, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def get_aggregate_trades_list(self, symbol: 'str', fromId: 'long' = None, startTime: 'long' = None, endTime: 'long' = None, limit: 'int' = None) -> any: """ Compressed/Aggregate Trades List (MARKET_DATA) GET /fapi/v1/aggTrades Get compressed, aggregate trades. Trades that fill at the time, from the same order, with the same price will have the quantity aggregated. """ return call_sync( self.request_impl.get_aggregate_trades_list( symbol, fromId, startTime, endTime, limit))
def get_blvt_nav_candlestick_data(self, symbol: 'str', interval: 'CandlestickInterval', startTime: 'long' = None, endTime: 'long' = None, limit: 'int' = None) -> any: """ Historical BLVT NAV Kline/Candlestick (MARKET_DATA) GET /fapi/v1/lvtKlines The BLVT NAV system is based on Binance Futures, so the endpoint is based on fapi """ response = call_sync( self.request_impl.get_blvt_nav_candlestick_data( symbol, interval, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def get_taker_buy_sell_ratio(self, symbol: 'str', period: 'str', startTime: 'str' = None, endTime: 'str' = None, limit: 'int' = 30) -> any: """ Taker Buy/Sell Volume(MARKET_DATA) GET /futures/data/takerlongshortRatio """ response = call_sync( self.request_impl.get_taker_buy_sell_ratio(symbol, period, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def get_open_interest_stats(self, symbol: 'str', period: 'str', startTime: 'str' = None, endTime: 'str' = None, limit: 'int' = 30) -> any: """ Open Interest Statistics (MARKET_DATA) GET /futures/data/openInterestHist """ response = call_sync( self.request_impl.get_open_interest_stats(symbol, period, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def get_account_trades(self, symbol: 'str', startTime: 'long' = None, endTime: 'long' = None, fromId: 'long' = None, limit: 'int' = None) -> any: """ Account Trade List (USER_DATA) GET /fapi/v1/userTrades (HMAC SHA256) Get trades for a specific account and symbol. """ response = call_sync( self.request_impl.get_account_trades(symbol, startTime, endTime, fromId, limit)) self.refresh_limits(response[1]) return response[0]
def get_all_orders(self, symbol: 'str', orderId: 'long' = None, startTime: 'long' = None, endTime: 'long' = None, limit: 'int' = None) -> any: """ All Orders (USER_DATA) GET /fapi/v1/allOrders (HMAC SHA256) Get all account orders; active, canceled, or filled. """ response = call_sync( self.request_impl.get_all_orders(symbol, orderId, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def get_candlestick_data(self, symbol: 'str', interval: 'CandlestickInterval', startTime: 'long' = None, endTime: 'long' = None, limit: 'int' = None) -> any: """ Kline/Candlestick Data (MARKET_DATA) GET /fapi/v1/klines Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time. """ response = call_sync( self.request_impl.get_candlestick_data(symbol, interval, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def post_order(self, symbol: 'str', side: 'OrderSide', ordertype: 'OrderType', timeInForce: 'TimeInForce' = TimeInForce.INVALID, quantity: 'float' = None, reduceOnly: 'boolean' = None, price: 'float' = None, newClientOrderId: 'str' = None, stopPrice: 'float' = None, workingType: 'WorkingType' = WorkingType.INVALID, closePosition: 'boolean' = None, positionSide: 'PositionSide' = PositionSide.INVALID, callbackRate: 'float' = None, activationPrice: 'float' = None, newOrderRespType: 'OrderRespType' = OrderRespType.INVALID) -> any: """ New Order (TRADE) POST /fapi/v1/order (HMAC SHA256) Send in a new order. """ response = call_sync(self.request_impl.post_order(symbol, side, ordertype, timeInForce, quantity, reduceOnly, price, newClientOrderId, stopPrice, workingType, closePosition, positionSide, callbackRate, activationPrice, newOrderRespType)) self.refresh_limits(response[1]) return response[0]
def get_taker_buy_sell_ratio(self, symbol: 'str', period: 'str', startTime: 'str' = None, endTime: 'str' = None, limit: 'int' = 30) -> any: """ Long/Short Ratio (MARKET_DATA) GET /futures/data/globalLongShortAccountRatio """ response = call_sync( self.request_impl.get_taker_buy_sell_ratio(symbol, period, startTime, endTime, limit)) self.refresh_limits(response[1]) return response[0]
def post_order(self, symbol: 'str', side: 'OrderSide', ordertype: 'OrderType', timeInForce: 'TimeInForce' = TimeInForce.INVALID, quantity: 'float' = None, reduceOnly: 'boolean' = None, price: 'float' = None, newClientOrderId: 'str' = None, stopPrice: 'float' = None, workingType: 'WorkingType' = WorkingType.INVALID) -> any: """ New Order (TRADE) POST /fapi/v1/order (HMAC SHA256) Send in a new order. """ return call_sync( self.request_impl.post_order(symbol, side, ordertype, timeInForce, quantity, reduceOnly, price, newClientOrderId, stopPrice, workingType))
def get_leverage_bracket(self, symbol: 'str') -> any: #createdbyme ''' Notional and Leverage Brackets (MARKET_DATA GET /fapi/v1/leverageBracket ''' return call_sync(self.request_impl.get_leverage_bracket(symbol))