def get_historical_klines(self,
symbol: str,
interval: str,
startTime: Union[int, str],
endTime: Union[int, str] = None) -> dict:
params = locals()
del params['self']
earliest_timestamp = self._get_earliest_valid_timestamp(
symbol, interval)
params['startTime'] = format_time(params['startTime'])
params['startTime'] = max(earliest_timestamp, params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
if (params['endTime']
is not None) and (params['startTime'] > params['endTime']):
raise ValueError('startTime entered is greater than endTime')
params = {k: v for k, v in params.items() if v is not None}
params['limit'] = 500
data = []
api_call_count = 0
while (True):
fetched_data = self.get_klines(**params)
api_call_count += 1
data.extend(fetched_data)
if (len(fetched_data) < params['limit']):
break
params['startTime'] = fetched_data[-1][0] + interval_to_ms(
interval)
if (api_call_count) == 3:
time.sleep(0.5)
api_call_count = 0
return data
def _get_historical_data(self,
func: Callable,
symbol,
startTime: Union[int, str] = 0,
endTime: Union[int, str] = None,
**kwargs) -> dict:
earliest_timestamp = func(symbol, startTime=0, limit=1)[0]['time']
startTime = format_time(startTime)
startTime = max(earliest_timestamp, startTime)
if (endTime is not None):
endTime = format_time(endTime)
if (startTime > endTime):
raise ValueError('startTime entered is greater than endTime')
data = []
limit = 500
api_call_count = 0
while (True):
fetched_data = func(symbol,
startTime=startTime,
endTime=endTime,
limit=limit,
**kwargs)
api_call_count += 1
data.extend(fetched_data)
if (len(fetched_data) < limit):
break
startTime = fetched_data[-1]['time'] + 1
if (api_call_count) == 3:
time.sleep(0.5) # sleep to prevent overload of api calls
api_call_count = 0
return data
def get_agg_trades(self,
symbol: str,
formId: int = None,
startTime: int = None,
endTime: int = None,
limit: int = 500):
params = locals()
del params['self']
if (params['startTime'] is not None):
params['startTime'] = format_time(params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_api_uri('aggTrades')
return self.request_handler.get(uri, **params)
def get_daily_account_snapshot(self,
type: str,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
limit: int = 5,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if (params['startTime'] is not None):
params['startTime'] = format_time(params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_wallet_v1_api_uri('accountSnapshot')
return self.request_handler.get(uri, signed=True, **params)
def get_asset_dividend_record(self,
asset: str = None,
startTime: int = None,
endTime: int = None,
limit: int = None,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if (params['startTime'] is not None):
params['startTime'] = format_time(params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_wallet_v1_api_uri('asset/assetDividend')
return self.request_handler.get(uri, signed=True, **params)
def get_klines(self,
symbol: str,
interval: str,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
limit: int = None) -> dict:
params = locals()
del params['self']
if (params['startTime'] is not None):
params['startTime'] = format_time(params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_api_uri('klines')
return self.request_handler.get(uri, **params)
def cross_collateral_borrow_history(self,
coin: str = None,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
limit: int = None,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_futures_api_uri('futures/loan/borrow/history')
return self.request_handler.get(uri, signed=True, **params)
def get_future_transaction_history(self,
asset: str,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
current: int = None,
size: int = None,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_futures_api_uri('futures/transfer')
return self.request_handler.get(uri, signed=True, **params)
def get_margin_force_liquidation_record(self,
isolatedSymbol: str = None,
txId: int = None,
startTime: int = None,
endTime: int = None,
current: int = 1,
size: int = 10,
recvWindow: int = None):
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endtTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_margin_api_uri('margin/forceLiquidationRec')
return self.request_handler.get(uri, signed=True, **params)
def get_cross_margin_transfer_history(self,
asset: str = None,
type: str = None,
startTime: int = None,
endTime: int = None,
current: int = 1,
size: int = 10,
archived: bool = False,
recvWindow: int = None):
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endtTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_margin_api_uri('margin/transfer')
return self.request_handler.get(uri, signed=True, **params)
def get_withdraw_history(self,
coin: str = None,
status: int = None,
offset: int = None,
limit: int = None,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if (params['startTime'] is not None):
params['startTime'] = format_time(params['startTime'])
if (params['endTime'] is not None):
params['endTime'] = format_time(params['endTime'])
self._check_history_timeline(params['startTime'], params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_wallet_v1_api_uri('capital/withdraw/history')
return self.request_handler.get(uri, signed=True, **params)
def get_isolated_margin_transfer_history(self,
symbol: str,
asset: str = None,
transFrom: str = None,
transTo: str = None,
startTime: Union[str, int] = None,
endTime: Union[str, int] = None,
current: int = None,
size: int = None,
recvWindow: int = None):
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endtTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_margin_api_uri('margin/isolated/transfer')
return self.request_handler.get(uri, signed=True, **params)
def query_margin_account_trade_list(self,
symbol: str,
isIsolated: bool = False,
startTime: int = None,
endTime: int = None,
formId: int = None,
limit: int = 500,
recvWindow: int = None):
params = locals()
del params['self']
params['isIsolated'] = 'TRUE' if (params['isIsolated']
== True) else 'FALSE'
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endtTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_margin_api_uri('margin/myTrades')
return self.request_handler.get(uri, signed=True, **params)
def query_margin_repay_record(self,
asset: str,
isolatedSymbol: str = None,
txId: int = None,
startTime: int = None,
endTime: int = None,
current: int = 1,
size: int = 10,
archived: bool = False,
recvWindow: int = None):
params = locals()
del params['self']
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endtTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_margin_api_uri('margin/repay')
return self.request_handler.get(uri, signed=True, **params)
def test_format_time(self):
self.assertEqual(format_time(1614288267), 1614288267)
self.assertEqual(format_time(1614288267.0), 1614288267.0)
self.assertEqual(format_time("02/25/2021"), 1614211200000)
self.assertEqual(format_time("25/2/2021"), 1614211200000)
self.assertEqual(format_time("25.2.2021"), 1614211200000)
self.assertEqual(format_time("2/23/2021 18:15:55"), 1614104155000)
def get_all_oco_orders(self,
formId: int = None,
startTime: Union[int, str] = None,
endTime: Union[int, str] = None,
limit: int = None,
recvWindow: int = None) -> dict:
params = locals()
del params['self']
if (params['formId']
is not None) and ((params['startTime'] is not None) or
(params['endTime'] is not None)):
raise SpotTradingError(
"All OCO orders called with both formId and startTime/endTime "
)
if params['startTime'] is not None:
params['startTime'] = format_time(params['startTime'])
if params['endTime'] is not None:
params['endTime'] = format_time(params['endTime'])
params = {k: v for k, v in params.items() if v is not None}
uri = self._create_api_uri('allOrderList',
version=self.API_VERSION.PRIVATE)
return self.request_handler.get(uri, signed=True, **params)
