def from_message(item: dict):
return Order(order_id=item['oid'],
timestamp=iso8601_to_unix(item['created_at']),
pair=item['book'],
is_sell=True if item['side'] == 'sell' else False,
price=Wad.from_number(item['price']),
amount=Wad.from_number(item['original_amount']))
def from_message(item: list, pair: str) -> Order:
return Order(order_id=item['orderId'],
timestamp=int(item['timestamp']),
pair=pair,
is_sell=True if item['type'] == 'ask' else False,
price=Wad.from_number(float(item["price"])),
amount=Wad.from_number(float(item['qty'])))
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# automatically retrive qty precision
round_lot = str(self.market_info[self.pair()]["RoundLot"])
price_increment = str(
self.market_info[self.pair()]["MinPriceIncrement"])
price_precision = abs(Decimal(price_increment).as_tuple().exponent)
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
rounded_amount = round(Wad.__float__(amount), order_qty_precision)
rounded_price = round(Wad.__float__(new_order_to_be_placed.price),
price_precision)
order_id = self.erisx_api.place_order(
pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=rounded_price,
amount=rounded_amount)
# check that order was placed properly
if len(order_id) > 0:
placed_order = Order(str(order_id), int(time.time()),
self.pair(),
new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
self.orders.append(placed_order)
return placed_order
else:
return None
def from_message(item: list, pair: str, market_info: dict) -> Order:
decimal_exponent = 18 - int(market_info['quoteCurrency']['decimals'])
price = Wad.from_number(float(item['price']) * 10 ** decimal_exponent)
return Order(order_id=item['id'],
timestamp=int(dateutil.parser.parse(item['createdAt']).timestamp()),
pair=pair,
is_sell=True if item['side'] == 'SELL' else False,
price=price,
amount=Wad.from_number(from_wei(abs(int(float(item['baseAmount']))), 'ether')))
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# Convert wad to float as Bitso limits amount decimal places to 8, and price to 2
float_price = round(Wad.__float__(new_order_to_be_placed.price), 2)
float_amount = round(Wad.__float__(amount), 8)
side = "sell" if new_order_to_be_placed.is_sell == True else "buy"
order_id = self.bitso_api.place_order(book=self.pair(),
side=side,
price=float_price,
amount=float_amount)
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell, new_order_to_be_placed.price, amount)
def place_order_function(new_order_to_be_placed):
amount = new_order_to_be_placed.pay_amount if new_order_to_be_placed.is_sell else new_order_to_be_placed.buy_amount
# automatically retrive qty precision
round_lot = str(self.market_info[self.pair()]["RoundLot"])
price_increment = str(self.market_info[self.pair()]["MinPriceIncrement"])
order_qty_precision = abs(Decimal(round_lot).as_tuple().exponent)
price_precision = abs(Decimal(price_increment).as_tuple().exponent)
order_id = self.erisx_api.place_order(pair=self.pair().upper(),
is_sell=new_order_to_be_placed.is_sell,
price=round(Wad.__float__(new_order_to_be_placed.price), price_precision),
amount=round(Wad.__float__(amount), order_qty_precision))
return Order(str(order_id), int(time.time()), self.pair(), new_order_to_be_placed.is_sell,
new_order_to_be_placed.price, amount)
