def create_order_param_check(symbol, account_id, order_side, order_type, stop_price, order_price,
order_size, order_value, time_in_force, trailing_rate, client_order_id):
check_symbol(symbol)
check_should_not_none(account_id, "accountId")
check_should_not_none(order_type, "orderType")
check_should_not_none(order_side, "orderSide")
if order_type == OrderType.SELL_LIMIT \
or order_type == OrderType.BUY_LIMIT \
or order_type == OrderType.BUY_LIMIT_MAKER \
or order_type == OrderType.SELL_LIMIT_MAKER:
check_should_not_none(order_price, "orderPrice")
if time_in_force is not None:
check_time_in_force(time_in_force)
if order_type in [OrderType.SELL_MARKET, OrderType.BUY_MARKET]:
order_price = None
params = {
"accountId": account_id,
"symbol": symbol,
"orderPrice": order_price,
"orderSide": order_side,
"orderSize": order_size,
"orderValue": order_value,
"timeInForce": time_in_force,
"orderType": order_type,
"clientOrderId": client_order_id,
"stopPrice": stop_price,
"trailingRate": trailing_rate
}
return params
def get_history_trade(self, symbol: str, size: 'int' = None) -> list:
"""
Get the most recent trades with their price, volume and direction.
:param symbol: The symbol, like "btcusdt". (mandatory)
:param size: The number of historical trade requested, range [1 - 2000] (optional)
:return: The list of trade.
"""
channel = "/market/history/trade"
check_symbol(symbol)
check_range(size, 1, 2000, "size")
params = {"symbol": symbol, "size": size}
return self.market_service.request_process(HttpMethod.GET, channel,
params)
def get_market_trade(self, symbol: str) -> list:
"""
Get the most recent trades with their price, volume and direction.
:param symbol: The symbol, like "btcusdt". (mandatory)
:return: The list of trade.
"""
channel = "/market/trade"
check_symbol(symbol)
params = {
"symbol": symbol,
}
return self.market_service.request_process(HttpMethod.GET, channel,
params)
def get_market_detail(self, symbol: str):
"""
Get trade statistics in 24 hours.
:param symbol: The symbol, like "btcusdt". (mandatory)
:return: Trade statistics.
"""
channel = "/market/detail"
check_symbol(symbol)
params = {
"symbol": symbol,
}
return self.market_service.request_process(HttpMethod.GET, channel,
params)
def get_candlestick(self, symbol, period, size=200):
"""
Get the candlestick/kline for the specified symbol. The data number is 150 as default.
:param symbol: The symbol, like "btcusdt". To query hb10, put "hb10" at here. (mandatory)
:param period: The candlestick/kline interval, MIN1, MIN5, DAY1 etc. (mandatory)
:param size: The start time of of requested candlestick/kline data. (optional)
:return: The list of candlestick/kline data.
"""
check_symbol(symbol)
check_should_not_none(period, "period")
check_range(size, 1, 2000, "size")
params = {"symbol": symbol, "period": period, "size": size}
channel = "/market/history/kline"
return self.market_service.request_process(HttpMethod.GET, channel,
params)
def get_price_depth(self,
symbol: str,
depth_type: str,
depth_size: int = None):
"""
Get the Market Depth of a symbol.
:param symbol: The symbol, like "btcusdt". (mandatory)
:param depth_type: The tpye, like "step0" to "step5". (mandatory)
:param depth_size: (optional) The maximum number of Market Depth step0 requested. range [1 - 150],
default is 150
The maximum number of Market Depth step1,step2,step3,step4,step5 requested.
size is in [5, 10, 20], default is 20.
:return: Market Depth data.
"""
channel = "/market/depth"
check_symbol(symbol)
check_in_list(depth_type, [
DepthStep.STEP0, DepthStep.STEP1, DepthStep.STEP2, DepthStep.STEP3,
DepthStep.STEP4, DepthStep.STEP5
], "depth_type")
params = {
"symbol": symbol,
"type": depth_type,
# "depth": depth_size
}
ret_data = self.market_service.request_process(HttpMethod.GET, channel,
params)
if depth_size is not None:
if (ret_data.bids
is not None) and (len(ret_data.bids) > depth_size):
ret_data.bids = ret_data.bids[0:depth_size]
if (ret_data.asks
is not None) and (len(ret_data.asks) > depth_size):
ret_data.asks = ret_data.asks[0:depth_size]
return ret_data
def get_market_detail_merged(self, symbol):
check_symbol(symbol)
params = {"symbol": symbol}
channel = "/market/detail/merged"
return self.market_service.request_process(HttpMethod.GET, channel,
params)