async def cancel_order(self, client: aiohttp.ClientSession, order_id: int) -> (bool, float):
""" Cancel a regular order, return success and executed quantity """
params = {
'symbol': self.pair['symbol'],
'orderId': order_id
}
try:
_, resp = await self.req(client, 'DELETE', 'order', params, {})
CColors.iprint(f'Canceled limit order #{order_id} (status: {resp["status"]})')
return True, float(resp['executedQty'])
except BinanceAPI.ApiError as exc:
CColors.eprint(f'Order cancel failed with {exc.data}')
return False, 0
async def cancel_oco_order(self, client: aiohttp.ClientSession,
order_list_id: int) -> (bool, float):
""" Cancel an OCO order, return success and executed quantity """
params = {
'symbol': self.pair['symbol'],
'orderListId': order_list_id
}
try:
_, resp = await self.req(client, 'DELETE', 'orderList', params, {})
CColors.iprint(f'Canceled OCO #{order_list_id} (status: {resp["listOrderStatus"]})')
qty = sum((float(rep['executedQty']) for rep in resp['orderReports']))
return True, qty
except BinanceAPI.ApiError as exc:
CColors.eprint(f'OCO order cancel failed with {exc.data}')
return False, 0
async def sell_coin_market(self, client: aiohttp.ClientSession,
bqty: float) -> (bool, float, float):
""" sell <bqty> of <bcoin> for <qcoin> at market price
return success, amount of <qcoin> purchased and average trade price """
bcoin = self.pair['baseAsset']
CColors.cprint(f'[MARKET SELL] Selling {self.bfmt_mkt(bqty)} {bcoin}',
CColors.WARNING)
params = {
'symbol': self.pair['symbol'],
'side': 'SELL',
'type': 'MARKET',
'quantity': self.bfmt_mkt(bqty), # sell <bqty> of <bcoin>
}
try:
_, resp = await self.req(client, 'POST', 'order', params, {})
return (True, *self.market_order_status(resp))
except BinanceAPI.ApiError as exc:
CColors.eprint(f'Market sell failed with {exc.data}')
return False, 0, 0
async def buy_coin_market(self, client: aiohttp.ClientSession,
qqty: float) -> (bool, float, float):
""" buy <bcoin> with <qqty> of <qcoin> at market price
return amount of <bcoin> purchased and average trade price """
bcoin, qcoin = self.pair['baseAsset'], self.pair['quoteAsset']
msg = f'[MARKET BUY] Buying {bcoin} with {self.qfmt(qqty)} {qcoin}'
CColors.cprint(msg, CColors.WARNING)
params = {
'symbol': self.pair['symbol'],
'side': 'BUY',
'type': 'MARKET',
'quoteOrderQty': self.qfmt(qqty), # buy with <qqty> of <qcoin>
}
try:
_, resp = await self.req(client, 'POST', 'order', params, {})
return (True, *self.market_order_status(resp))
except BinanceAPI.ApiError as exc:
CColors.eprint(f'Market buy failed with {exc.data}')
return False, 0, 0
async def sell_coin_limit(self, client: aiohttp.ClientSession,
bqty: float, price: float) -> int:
""" sell <bqty> of <bcoin>, return order ID (0 = fail) """
bcoin = self.pair['baseAsset']
CColors.cprint(f'[LIMIT SELL] Selling {self.bfmt(bqty)} {bcoin} at {self.qfmt(price)}',
CColors.WARNING)
params = {
'symbol': self.pair['symbol'],
'side': 'SELL',
'type': 'LIMIT',
'timeInForce': 'GTC', # good till cancelled
'quantity': self.bfmt(bqty),
'price': self.qfmt(price),
}
try:
_, resp = await self.req(client, 'POST', 'order', params, {})
CColors.iprint(f'Executed limit sell order (status: {resp["status"]})')
except BinanceAPI.ApiError as exc:
CColors.eprint(f'Limit sell failed with {exc.data}')
return 0
return resp['orderId']
async def sell_coin_oco(self, client: aiohttp.ClientSession,
bqty: float, price: float, sprice: float) -> int:
""" sell <bqty> of <bcoin> as OCO, return order ID (0 = fail) """
bcoin = self.pair['baseAsset']
msg = f'[OCO SELL] Selling {self.bfmt(bqty)} {bcoin} at {self.qfmt(price)}' + \
f', stop: {self.qfmt(sprice)}'
CColors.cprint(msg, CColors.WARNING)
params = {
'symbol': self.pair['symbol'],
'side': 'SELL',
'quantity': self.bfmt(bqty),
'price': self.qfmt(price),
'stopPrice': self.qfmt(sprice),
'stopLimitPrice': self.qfmt(sprice * 0.98),
'stopLimitTimeInForce': 'GTC' # good till cancelled
}
try:
_, resp = await self.req(client, 'POST', 'order/oco', params, {})
CColors.iprint(f'Executed OCO order (status: {resp["listOrderStatus"]})')
except BinanceAPI.ApiError as exc:
CColors.eprint(f'OCO sell failed with {exc.data}')
return 0
return resp['orderListId']