def test_new_order_message_hex(self, wallet):
wallet._account_number = 23452
wallet._sequence = 2
symbol = 'ANN-457_BNB'
order_type = OrderType.LIMIT
order_side = OrderSide.BUY
price = 0.000396000
quantity = 10
time_in_force = TimeInForce.GOOD_TILL_EXPIRE
msg = NewOrderMsg(wallet=wallet,
symbol=symbol,
order_type=order_type,
side=order_side,
price=price,
quantity=quantity,
time_in_force=time_in_force)
expected = (
b'db01f0625dee0a63ce6dc0430a147f756b1be93aa2e2fdc3d7cb713abc206f877802122a3746373536423142453'
b'93341413245324644433344374342373133414243323036463837373830322d331a0b414e4e2d3435375f424e42'
b'2002280130b0b502388094ebdc03400112700a26eb5ae9872102cce2ee4e37dc8c65d6445c966faf31ebfe578a9'
b'0695138947ee7cab8ae9a2c081240ad219de59c60637d642a684a9d56e4a2d189a2bb2a9028d0f4664206540bee'
b'763a62c3ce0ea0069f6e81f0733791c9b2a0e883c66aa6cc732f8ce92829e0b278189cb7012002'
)
print(msg.to_hex_data())
assert msg.to_hex_data() == expected
async def sign_order(signed_order: SignOrderSchema = Body(
...,
example={
"msg": {
"order_type": "LIMIT",
"price": 0.000396,
"quantity": 10,
"side": "buy",
"symbol": "ANN-457_BNB",
"time_in_force": "GTE"
},
"wallet_name": "wallet_1"
},
),
req_wallet: WalletConfig = Depends(get_wallet),
current_user: UserSettings = Depends(get_current_user)):
"""Sign a new order message, returning the hex data
"""
assert_wallet_has_permission(req_wallet, WalletPermission.TRADE)
assert_user_has_wallet_permission(current_user, signed_order.wallet_name,
WalletPermission.TRADE)
# create the message
msg = NewOrderMsg(wallet=req_wallet.wallet, **signed_order.msg.dict())
log_sign_transaction(current_user, req_wallet, msg)
return {'signed_msg': msg.to_hex_data()}
async def broadcast_order(
background_tasks: BackgroundTasks,
signed_order: SignOrderSchema = Body(
...,
example={
"msg": {
"order_type": "LIMIT",
"price": 0.000396,
"quantity": 10,
"side": "buy",
"symbol": "ANN-457_BNB",
"time_in_force": "GTE"
},
"wallet_name": "wallet_1"
},
),
req_wallet: WalletConfig = Depends(get_wallet),
current_user: UserSettings = Depends(get_current_user),
sync: bool = True,
):
"""Sign and broadcast a new order message to the exchange
"""
assert_wallet_has_permission(req_wallet, WalletPermission.TRADE)
assert_user_has_wallet_permission(current_user, signed_order.wallet_name,
WalletPermission.TRADE)
# create the message
msg = NewOrderMsg(wallet=req_wallet.wallet, **signed_order.msg.dict())
log_broadcast_transaction(current_user, req_wallet, msg)
background_tasks.add_task(increment_wallet_sequence, req_wallet)
return await req_wallet.broadcast_msg(msg.to_hex_data(), sync=sync)
async def broadcast_order(
signed_order: SignOrderSchema,
background_tasks: BackgroundTasks,
req_wallet: WalletConfig = Depends(get_wallet),
current_user: UserSettings = Depends(get_current_user),
sync: bool = True,
):
"""Sign and broadcast a new order message to the exchange
"""
if not req_wallet.has_permission(WalletPermission.TRADE):
raise HTTPException(status_code=403,
detail=f"No permission {WalletPermission.TRADE}")
# check user has permission for this wallet
if not user_has_wallet_permission(current_user, signed_order.wallet_name,
WalletPermission.TRADE):
raise HTTPException(
status_code=403,
detail=
f"User has no permission {WalletPermission.TRADE} on wallet {signed_order.wallet_name}"
)
# create the message
msg = NewOrderMsg(wallet=req_wallet.wallet, **signed_order.msg.dict())
background_tasks.add_task(increment_wallet_sequence, req_wallet)
return await req_wallet.broadcast_msg(msg.to_hex_data(), sync=sync)
def test_new_order_message_hex(self, wallet):
wallet._account_number = 23452
wallet._sequence = 2
symbol = 'ANN-457_BNB'
order_type = OrderType.LIMIT
order_side = OrderSide.BUY
price = 0.000396000
quantity = 10
time_in_force = TimeInForce.GOOD_TILL_EXPIRE
msg = NewOrderMsg(
wallet=wallet,
symbol=symbol,
order_type=order_type,
side=order_side,
price=price,
quantity=quantity,
time_in_force=time_in_force
)
expected = (b'dd01f0625dee0a63ce6dc0430a147f756b1be93aa2e2fdc3d7cb713abc206f877802122a374637353642314245393'
b'341413245324644433344374342373133414243323036463837373830322d331a0b414e4e2d3435375f424e422002'
b'280130b0b502388094ebdc03400112700a26eb5ae9872102cce2ee4e37dc8c65d6445c966faf31ebfe578a9069513'
b'8947ee7cab8ae9a2c081240e475354830a84619f8b6ccdc6d6e1ea6db3846e5ab0ced178d54d7dc292ef5e75730cd'
b'1e1a3510c78455c8be695a92cc73c676eed3225bb25dd1ed37ad0dc3e2189cb70120022001')
assert msg.to_hex_data() == expected
async def new_order_msg(self, order_type, side, symbol, price, quantity):
"""下订单"""
new_order_msg = NewOrderMsg(wallet=self.wallet,
symbol=symbol,
time_in_force=TimeInForce.GOOD_TILL_EXPIRE,
order_type=order_type,
side=side,
price=price,
quantity=Decimal(float(quantity)))
return new_order_msg
def test_new_order_message_dict(self, wallet):
wallet._account_number = 23452
wallet._sequence = 2
symbol = 'ANN-457_BNB'
order_type = OrderType.LIMIT
order_type_expected = 2
order_side = OrderSide.BUY
order_side_expected = 1
price = 0.000396000
expected_price = 39600
quantity = 10
expected_quantity = 1000000000
time_in_force = TimeInForce.GOOD_TILL_EXPIRE
time_in_force_expected = 1
msg = NewOrderMsg(
wallet=wallet,
symbol=symbol,
order_type=order_type,
side=order_side,
price=price,
quantity=quantity,
time_in_force=time_in_force
)
expected = OrderedDict([
('id', wallet.generate_order_id()),
('ordertype', order_type_expected),
('price', expected_price),
('quantity', expected_quantity),
('sender', wallet.address),
('side', order_side_expected),
('symbol', symbol),
('timeinforce', time_in_force_expected),
])
assert msg.to_dict() == expected
async def sign_order(signed_order: SignOrderSchema,
req_wallet: WalletConfig = Depends(get_wallet),
current_user: UserSettings = Depends(get_current_user)):
"""Sign a new order message, returning the hex data
"""
if not req_wallet.has_permission(WalletPermission.TRADE):
raise HTTPException(status_code=403,
detail=f"No permission {WalletPermission.TRADE}")
# check user has permission for this wallet
if not user_has_wallet_permission(current_user, signed_order.wallet_name,
WalletPermission.TRADE):
raise HTTPException(
status_code=403,
detail=
f"User has no permission {WalletPermission.TRADE} on wallet {signed_order.wallet_name}"
)
# create the message
msg = NewOrderMsg(wallet=req_wallet.wallet, **signed_order.msg.dict())
return {'signed_msg': msg.to_hex_data()}
def dex_sell(self, symbol, quantity, price=None, bnb=True):
self.wallet.reload_account_sequence()
if price is None:
depth = self.depth(symbol, bnb=bnb)
price = float(depth.bids[0][0])
if bnb:
pair = symbol + '_' + self.BNB
else:
pair = symbol + '_' + self.BUSD
sell_msg = NewOrderMsg(
wallet=self.wallet,
symbol=pair,
time_in_force=TimeInForce.IMMEDIATE_OR_CANCEL,
order_type=OrderType.LIMIT,
side=OrderSide.SELL,
price=price,
quantity=quantity
)
res = self.client.broadcast_msg(sell_msg, sync=True)
binance_logger.info(f'sell response: {res}')
hash = res[0]['hash']
time.sleep(0.1)
return self.binance_check_hash(hash)
