def get_depth(self, symbol, limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/depth")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
depth_var = Depth()
depth_var.last_update_id = root_obj.get_int("lastUpdateId")
obj = root_obj.get_array("bids")
for item in obj.array():
depth_entity_var = DepthEntity()
depth_entity_var.price = item.get_decimal("[0]")
depth_entity_var.qty = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(depth_entity_var)
obj0 = root_obj.get_array("asks")
for item1 in obj0.array():
depth_entity_var2 = DepthEntity()
depth_entity_var2.price = item1.get_decimal("[0]")
depth_entity_var2.qty = item1.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(depth_entity_var2)
return depth_var
def get_aggregate_trades(self, symbol, from_id, start_time, end_time,
limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/aggTrades")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("fromId", str(from_id))
request.add_query_string("startTime", str(start_time))
request.add_query_string("startTime", str(end_time))
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
aggregate_trade_list_var = AggregateTradeList()
for item in root_obj.array():
aggregate_trade_var = AggregateTrade()
aggregate_trade_var.id = item.get_int("a")
aggregate_trade_var.price = item.get_decimal("p")
aggregate_trade_var.qty = item.get_decimal("q")
aggregate_trade_var.first_trade_id = item.get_int("f")
aggregate_trade_var.last_trade_id = item.get_int("l")
aggregate_trade_var.timestamp = item.get_int("T")
aggregate_trade_var.is_buyer_maker = item.get_bool("m")
aggregate_trade_var.is_best_match = item.get_bool("M")
if aggregate_trade_list_var.data is None:
aggregate_trade_list_var.data = list()
aggregate_trade_list_var.data.append(aggregate_trade_var)
return aggregate_trade_list_var
def get_last_trade(self, symbol):
request = RestfulRequest(self.__option)
request.set_target("/market/trade")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
last_trade_var = LastTrade()
last_trade_var.status = root_obj.get_string("status")
last_trade_var.ts = root_obj.get_int("ts")
last_trade_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
last_trade_var.ts_in_tick = obj.get_int("ts")
last_trade_var.id_in_tick = obj.get_int("id")
obj0 = obj.get_array("data")
for item in obj0.array():
trade_var = Trade()
trade_var.amount = item.get_decimal("amount")
trade_var.price = item.get_decimal("price")
trade_var.ts = item.get_int("ts")
trade_var.id = item.get_int("id")
trade_var.direction = item.get_string("direction")
trade_var.trade_id = item.get_int("trade-id")
if last_trade_var.data is None:
last_trade_var.data = list()
last_trade_var.data.append(trade_var)
return last_trade_var
def get_candlestick(self, symbol, period, size):
request = RestfulRequest(self.__option)
request.set_target("/market/history/kline")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("period", period)
request.add_query_string("size", str(size))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
candlestick_var = Candlestick()
candlestick_var.status = root_obj.get_string("status")
obj = root_obj.get_array("data")
for item in obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.id = item.get_int("id")
candlestick_data_var.amount = item.get_decimal("amount")
candlestick_data_var.count = item.get_int("count")
candlestick_data_var.open = item.get_decimal("open")
candlestick_data_var.close = item.get_decimal("close")
candlestick_data_var.low = item.get_decimal("low")
candlestick_data_var.high = item.get_decimal("high")
candlestick_data_var.vol = item.get_decimal("vol")
if candlestick_var.data is None:
candlestick_var.data = list()
candlestick_var.data.append(candlestick_data_var)
return candlestick_var
def authentication(self, name, number):
request = RestfulRequest(self.__option)
post_msg = JsonWrapper()
post_msg.add_json_number("Number", number)
request.set_target("/restful/post/authentication")
request.set_method(RestfulRequest.Method.POST)
request.add_query_string("Name", name)
request.set_post_body(post_msg.to_json_string())
Procedures.restful_auth(request, self.__option)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
return simple_info_var
def get_candlestick_data(self, symbol, interval, start_time, end_time,
limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/klines")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("interval", interval)
request.add_query_string("startTime", str(start_time))
request.add_query_string("endTime", str(end_time))
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
candlestick_data_list_var = CandlestickDataList()
for item in root_obj.array():
candlestick_data_var = CandlestickData()
candlestick_data_var.open = item.get_decimal("\\[0]")
candlestick_data_var.high = item.get_decimal("\\[1]")
if candlestick_data_list_var.data is None:
candlestick_data_list_var.data = list()
candlestick_data_list_var.data.append(candlestick_data_var)
return candlestick_data_list_var
def get_market_depth(self, symbol, depth, merge_type):
request = RestfulRequest(self.__option)
request.set_target("/market/depth")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("depth", str(depth))
request.add_query_string("type", merge_type)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
depth_var = Depth()
depth_var.status = root_obj.get_string("status")
depth_var.ts = root_obj.get_int("ts")
depth_var.ch = root_obj.get_string("ch")
obj = root_obj.get_object("tick")
obj0 = obj.get_array("bids")
for item in obj0.array():
quote_var = Quote()
quote_var.price = item.get_decimal("[0]")
quote_var.amount = item.get_decimal("[1]")
if depth_var.bids is None:
depth_var.bids = list()
depth_var.bids.append(quote_var)
obj1 = obj.get_array("asks")
for item2 in obj1.array():
quote_var3 = Quote()
quote_var3.price = item2.get_decimal("[0]")
quote_var3.amount = item2.get_decimal("[1]")
if depth_var.asks is None:
depth_var.asks = list()
depth_var.asks.append(quote_var3)
return depth_var
def get_trade(self, symbol, limit):
request = RestfulRequest(self.__option)
request.set_target("/api/v3/trades")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("limit", str(limit))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
trade_list_var = TradeList()
for item in root_obj.array():
trade_var = Trade()
trade_var.id = item.get_int("id")
trade_var.price = item.get_decimal("price")
trade_var.qty = item.get_decimal("qty")
trade_var.quote_qty = item.get_decimal("quoteQty")
trade_var.time = item.get_int("time")
trade_var.is_buyer_maker = item.get_bool("isBuyerMaker")
trade_var.is_best_match = item.get_bool("isBestMatch")
if trade_list_var.data is None:
trade_list_var.data = list()
trade_list_var.data.append(trade_var)
return trade_list_var
def inputs_by_get(self, name, number, price, status):
request = RestfulRequest(self.__option)
request.set_target("/restful/get/inputsByGet")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("Name", name)
request.add_query_string("Number", str(number))
request.add_query_string("Price", str(price))
request.add_query_string("Status", str(status))
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
simple_info_var = SimpleInfo()
simple_info_var.name = root_obj.get_string("Name")
simple_info_var.number = root_obj.get_int("Number")
simple_info_var.price = root_obj.get_decimal("Price")
simple_info_var.status = root_obj.get_bool("Status")
return simple_info_var
def get_latest_aggregated_ticker(self, symbol):
request = RestfulRequest(self.__option)
request.set_target("/market/detail/merged")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
aggregated_market_data_var = AggregatedMarketData()
obj = root_obj.get_object("data")
aggregated_market_data_var.id = obj.get_int("id")
aggregated_market_data_var.amount = obj.get_decimal("amount")
aggregated_market_data_var.count = obj.get_int("count")
aggregated_market_data_var.open = obj.get_decimal("open")
aggregated_market_data_var.close = obj.get_decimal("close")
aggregated_market_data_var.low = obj.get_decimal("low")
aggregated_market_data_var.high = obj.get_decimal("high")
aggregated_market_data_var.vol = obj.get_decimal("vol")
obj0 = obj.get_object("bid")
aggregated_market_data_var.bid_price = obj0.get_decimal("[0]")
aggregated_market_data_var.bid_size = obj0.get_decimal("[1]")
obj1 = obj.get_object("ask")
aggregated_market_data_var.ask_price = obj1.get_decimal("[0]")
aggregated_market_data_var.ask_size = obj1.get_decimal("[1]")
return aggregated_market_data_var
def get_best_quote(self, symbol):
request = RestfulRequest(self.__option)
request.set_target("/market/depth")
request.set_method(RestfulRequest.Method.GET)
request.add_query_string("symbol", symbol)
request.add_query_string("depth", "5")
request.add_query_string("type", "step0")
response = RestfulConnection.query(request)
root_obj = JsonWrapper.parse_from_string(response.get_string())
best_quote_var = BestQuote()
best_quote_var.status = root_obj.get_string("status")
best_quote_var.ts = root_obj.get_int("ts")
obj = root_obj.get_object("tick")
obj0 = obj.get_object("bids")
obj1 = obj0.get_object("[0]")
best_quote_var.best_bid_price = obj1.get_decimal("[0]")
best_quote_var.best_bid_amount = obj1.get_decimal("[1]")
obj2 = obj.get_object("asks")
obj3 = obj2.get_object("[0]")
best_quote_var.best_ask_price = obj3.get_decimal("[0]")
best_quote_var.best_ask_amount = obj3.get_decimal("[1]")
best_quote_var.ch = root_obj.get_string("ch")
return best_quote_var