def get_open_orders(self):
orders = self.connection.get_open_orders()
general_orders = []
for o in orders:
quantityPart = self.get_part(o['symbol'], o["origQty"], o['price'], o['side'])
general_orders.append(
Order(o['price'], o["origQty"], quantityPart, o['orderId'], o['symbol'], o['side'], o['type'],
self.exchange_name))
return general_orders
def process_event(self, event):
# return event in generic type from websocket
# if this event in general type it was send from start function and need call firs_copy
if 'exchange' in event:
return event
if event['e'] == 'outboundAccountPosition':
self.is_last_order_event_completed = True
if event['e'] == 'executionReport':
if event['X'] == 'FILLED':
return
elif event['x'] == 'CANCELED':
return Actions.ActionCancel(
event['s'],
event['p'],
event['i'],
self.exchange_name,
event
)
self.last_order_event = event # store event order_event coz we need in outboundAccountInfo event
# sometimes can came event executionReport x == filled and x == new together so we need flag
self.is_last_order_event_completed = False
return
elif event['e'] == 'outboundAccountInfo':
if self.is_last_order_event_completed:
return
order_event = self.last_order_event
if order_event['s'] not in self.pairs:
return
if order_event['o'] == 'MARKET': # if market order, we haven't price and cant calculate quantity
order_event['p'] = self.connection.get_ticker(symbol=order_event['s'])['lastPrice']
# part = self.get_part(order_event['s'], order_event['q'], order_event['p'], order_event['S'])
self.on_balance_update(event)
# shortcut mean https://github.com/binance-exchange/binance-official-api-docs/blob/master/user-data-stream.md#order-update
order = Order(order_event['p'],
order_event['q'],
self.get_part(order_event['s'], order_event['q'], order_event['p'], order_event['S']),
order_event['i'],
order_event['s'],
order_event['S'],
order_event['o'],
self.exchange_name,
order_event['P'])
return Actions.ActionNewOrder(order,
self.exchange_name,
event)
def _self_order_to_global(self, o) -> Order:
if 'stopPx' not in o:
o['stopPx'] = 0
if o['price'] is None:
o['price'] = self.socket[o['symbol']].get_instrument()['midPrice']
return Order(o['price'], o["orderQty"],
self.get_part(o['symbol'], o["orderQty"], self.socket['XBTUSD'].get_instrument()['midPrice']),
o['orderID'],
self.translate(o['symbol']),
o['side'].upper(),
self.translate(o['ordType']),
self.exchange_name,
stop=o['stopPx'])