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