async def get_open_orders(self) -> List[OpenOrder]:
result = await self._api_request("GET",
Constants.ENDPOINT["USER_ORDERS"],
is_auth_required=True,
limit_id=Constants.RL_ID_USER_ORDERS)
ret_val = []
for order in result:
if order["state"] in Constants.ORDER_STATES['DONE']:
# Skip done orders
continue
exchange_order_id = str(order["id"])
client_order_id = order["client_id"]
if order["ord_type"] != OrderType.LIMIT.name.lower():
self.logger().info(
f"Unsupported order type found: {order['type']}")
# Skip and report non-limit orders
continue
ret_val.append(
OpenOrder(client_order_id=client_order_id,
trading_pair=convert_from_exchange_trading_pair(
order["market"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["origin_volume"])),
executed_amount=Decimal(str(
order["executed_volume"])),
status=order["state"],
order_type=OrderType.LIMIT,
is_buy=True if order["side"].lower()
== TradeType.BUY.name.lower() else False,
time=str_date_to_ts(order["created_at"]),
exchange_order_id=exchange_order_id))
return ret_val
def _format_trading_rules(self, symbols_info: Dict[str, Any]) -> Dict[str, TradingRule]:
"""
Converts json API response into a dictionary of trading rules.
:param symbols_info: The json API response
:return A dictionary of trading rules.
Response Example:
[
{
id: "btcusdt",
name: "BTC/USDT",
base_unit: "btc",
quote_unit: "usdt",
min_price: "0.01",
max_price: "200000.0",
min_amount: "0.00000001",
amount_precision: 8,
price_precision: 2,
state: "enabled"
}
]
"""
result = {}
for rule in symbols_info:
try:
trading_pair = convert_from_exchange_trading_pair(rule["id"])
min_amount = Decimal(rule["min_amount"])
min_notional = min(Decimal(rule["min_price"]) * min_amount, Decimal("0.00000001"))
result[trading_pair] = TradingRule(trading_pair,
min_order_size=min_amount,
min_base_amount_increment=Decimal(f"1e-{rule['amount_precision']}"),
min_notional_size=min_notional,
min_price_increment=Decimal(f"1e-{rule['price_precision']}"))
except Exception:
self.logger().error(f"Error parsing the trading pair rule {rule}. Skipping.", exc_info=True)
return result
def get_mid_price(trading_pair: str) -> Optional[Decimal]:
resp = requests.get(url=Constants.EXCHANGE_ROOT_API +
Constants.TICKER_URI)
records = resp.json()
result = None
for tag in list(records.keys()):
record = records[tag]
pair = convert_from_exchange_trading_pair(tag)
if trading_pair == pair and record["ticker"][
"open"] is not None and record["ticker"][
"last"] is not None:
result = ((Decimal(record["ticker"]["open"]) * Decimal('1')) +
(Decimal(record["ticker"]["last"]) *
Decimal('3'))) / Decimal("4")
if result <= 0:
result = Decimal('0.00000001')
break
return result
async def get_open_orders(self) -> List[OpenOrder]:
tracked_orders = list(self._in_flight_orders.values())
# for order in tracked_orders:
# await order.get_exchange_order_id()
result = await self._api_request("GET", Constants.ENDPOINT["USER_ORDERS"], is_auth_required=True)
ret_val = []
for order in result:
if order["state"] in Constants.ORDER_STATES['DONE']:
# Skip done orders
continue
exchange_order_id = str(order["id"])
# AltMarkets doesn't support client order ids yet so we must find it from the tracked orders.
track_order = [o for o in tracked_orders if exchange_order_id == o.exchange_order_id]
if not track_order or len(track_order) < 1:
# Skip untracked orders
continue
client_order_id = track_order[0].client_order_id
if order["ord_type"] != OrderType.LIMIT.name.lower():
self.logger().info(f"Unsupported order type found: {order['type']}")
# Skip and report non-limit orders
continue
ret_val.append(
OpenOrder(
client_order_id=client_order_id,
trading_pair=convert_from_exchange_trading_pair(order["market"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["origin_volume"])),
executed_amount=Decimal(str(order["executed_volume"])),
status=order["state"],
order_type=OrderType.LIMIT,
is_buy=True if order["side"].lower() == TradeType.BUY.name.lower() else False,
time=str_date_to_ts(order["created_at"]),
exchange_order_id=exchange_order_id
)
)
return ret_val
