def update_position(self,
position_id: Hashable,
limit: float = None,
stop: float = None) -> Position:
kwargs = no_none_dict(take_profit=limit, stop_loss=stop)
res = self.private_put(f'/trades/{position_id}', **kwargs)
return self._convert_position(res)
def close_position(self,
position_id: Hashable,
*,
qty: float = None) -> Optional[Position]:
kwargs = no_none_dict(closed_quantity=qty)
res = self.private_put(f'/trades/{position_id}/close', **kwargs)
return self._convert_position(res)
def _update_order_op(self,
order_id: Hashable,
*,
gid: int = None,
price: float = None,
qty: float = None,
qty_delta: float = None,
flags: int = None,
**kwargs):
orders = self._account_info.get_orders()
order = orders[order_id]
if not order:
raise NotFoundError(f'{order_id} order not found')
if price:
price = str(price)
if qty:
if order.side == OrderSide.SELL:
qty = -qty
qty = str(qty)
if qty_delta:
if order.side == OrderSide.SELL:
qty_delta = -qty_delta
qty_delta = str(qty_delta)
params = no_none_dict(id=order_id,
gid=gid,
price=price,
amount=qty,
delta=qty_delta,
flags=flags)
return 'ou', params
def _new_order_op(self,
*,
instrument: str,
order_type: str,
side: str,
price: float = None,
qty: float,
gid: int = None,
flags: int = None):
cid = self._get_cid()
symbol = self.instruments[instrument].name_id
side = side.upper()
if side == 'BUY':
amount = qty
else:
assert side == 'SELL'
amount = -qty
if price:
price = str(price)
params = no_none_dict(cid=cid,
gid=gid,
symbol=symbol,
type=order_type,
amount=str(amount),
price=price,
flags=flags)
return 'on', params
def get_order_book(self,
instrument: str,
*_,
_depth: int = None) -> OrderBook:
symbol = self.instruments[instrument].name_id
timestamp = time.time()
kwargs = no_none_dict(symbol=symbol, depth=_depth)
res = self.public_get('/orderBook/L2', **kwargs)
asks = []
bids = []
for x in res:
if x['side'].upper() == 'BUY':
bids.append((float(x['price']), float(x['size']), x['id']))
else:
asks.append((float(x['price']), float(x['size']), x['id']))
return OrderBook(timestamp=timestamp,
instrument=instrument,
asks=asks,
bids=bids,
_data=res)
def submit_order(self,
instrument: str,
order_type: str,
side: str,
price: Optional[float],
qty: float,
*,
margin: bool = False,
leverage: float = None,
params: dict = None) -> Order:
if margin:
raise NotSupportedError('margin trade not supported')
pair = self.instruments[instrument].name_id
order_type = self._order_type_map.get(order_type, order_type)
side = side.lower()
kwargs = no_none_dict(pair=pair,
side=side,
type=order_type,
price=price,
amount=qty)
kwargs.update(params or {})
res = self.private_post('/user/spot/order', **kwargs)
return self._convert_order(res)
return self._submit_order_op(order_op, timeout=timeout, async=async)
def update_order(self,
order_id: Hashable,
*,
params: dict = None,
timeout: float = 30,
async: bool = False,
gid: int = None,
price: float = None,
qty: float = None,
qty_delta: float = None,
flags: int = None) -> Order:
kwargs = no_none_dict(gid=gid,
price=price,
qty=qty,
qty_delta=qty_delta,
flags=flags)
kwargs.update(params or {})
order_op = self._update_order_op(order_id, **kwargs)
return self._submit_order_op(order_op, timeout=timeout, async=async)
def get_positions(
self,
*,
instrument: str = None,
active_only: bool = True,
position_ids: Iterable[Hashable] = None) -> Iterator[Position]:
if position_ids:
raise NotSupportedError('position_ids not supported')
if not active_only:
def test_no_none_dict():
assert no_none_dict(dict(a=None, b=2)) == dict(b=2)
assert no_none_dict(a=None, b=2) == dict(b=2)
assert no_none_dict(dict(a=None, b=2), a=1, b=None) == dict(a=1)