async def get_open_orders(self) -> List[OpenOrder]:
tracked_orders = list(self._in_flight_orders.values())
api_params = {
'symbol': None,
'orderSide': None,
'orderStatuses': ["NEW", "PARTIALLY_FILLED"],
'size': 500,
'bookmarkOrderId': None
}
result = await self._api_request("POST",
Constants.ENDPOINT["USER_ORDERS"],
api_params,
is_auth_required=True)
ret_val = []
for order in result:
exchange_order_id = str(order["id"])
# CoinZoom 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 Constants.HBOT_BROKER_ID not in order["clientOrderId"]:
# continue
if order["orderType"] != OrderType.LIMIT.name.upper():
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["symbol"]),
price=Decimal(str(order["price"])),
amount=Decimal(str(order["quantity"])),
executed_amount=Decimal(str(order["cumQuantity"])),
status=order["orderStatus"],
order_type=OrderType.LIMIT,
is_buy=True if order["orderSide"].lower()
== TradeType.BUY.name.lower() else False,
time=str_date_to_ts(order["timestamp"]),
exchange_order_id=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:
[
{
"symbol" : "BTC/USD",
"baseCurrencyCode" : "BTC",
"termCurrencyCode" : "USD",
"minTradeAmt" : 0.0001,
"maxTradeAmt" : 10,
"maxPricePrecision" : 2,
"maxQuantityPrecision" : 6,
"issueOnly" : false
}
]
"""
result = {}
for rule in symbols_info:
try:
trading_pair = convert_from_exchange_trading_pair(
rule["symbol"])
min_amount = Decimal(str(rule["minTradeAmt"]))
min_price = Decimal(f"1e-{rule['maxPricePrecision']}")
result[trading_pair] = TradingRule(
trading_pair,
min_order_size=min_amount,
max_order_size=Decimal(str(rule["maxTradeAmt"])),
min_price_increment=min_price,
min_base_amount_increment=min_amount,
min_notional_size=min(min_price * min_amount,
Decimal("0.00000001")),
max_price_significant_digits=Decimal(
str(rule["maxPricePrecision"])),
)
except Exception:
self.logger().error(
f"Error parsing the trading pair rule {rule}. Skipping.",
exc_info=True)
return result