def get_top_long_short_accounts(self,
symbol: 'str',
period: 'str',
startTime: 'str' = None,
endTime: 'str' = None,
limit: 'int' = 30) -> any:
"""
Top Trader Long/Short Ratio (Accounts) (MARKET_DATA)
GET /futures/data/topLongShortAccountRatio
"""
response = call_sync(
self.request_impl.get_top_long_short_accounts(
symbol, period, startTime, endTime, limit))
self.refresh_limits(response[1])
return response[0]
def get_aggregate_trades_list(self,
symbol: 'str',
fromId: 'long' = None,
startTime: 'long' = None,
endTime: 'long' = None,
limit: 'int' = None) -> any:
"""
Compressed/Aggregate Trades List (MARKET_DATA)
GET /fapi/v1/aggTrades
Get compressed, aggregate trades. Trades that fill at the time, from the same order,
with the same price will have the quantity aggregated.
"""
return call_sync(
self.request_impl.get_aggregate_trades_list(
symbol, fromId, startTime, endTime, limit))
def get_blvt_nav_candlestick_data(self,
symbol: 'str',
interval: 'CandlestickInterval',
startTime: 'long' = None,
endTime: 'long' = None,
limit: 'int' = None) -> any:
"""
Historical BLVT NAV Kline/Candlestick (MARKET_DATA)
GET /fapi/v1/lvtKlines
The BLVT NAV system is based on Binance Futures, so the endpoint is based on fapi
"""
response = call_sync(
self.request_impl.get_blvt_nav_candlestick_data(
symbol, interval, startTime, endTime, limit))
self.refresh_limits(response[1])
return response[0]
def get_taker_buy_sell_ratio(self,
symbol: 'str',
period: 'str',
startTime: 'str' = None,
endTime: 'str' = None,
limit: 'int' = 30) -> any:
"""
Taker Buy/Sell Volume(MARKET_DATA)
GET /futures/data/takerlongshortRatio
"""
response = call_sync(
self.request_impl.get_taker_buy_sell_ratio(symbol, period,
startTime, endTime,
limit))
self.refresh_limits(response[1])
return response[0]
def get_open_interest_stats(self,
symbol: 'str',
period: 'str',
startTime: 'str' = None,
endTime: 'str' = None,
limit: 'int' = 30) -> any:
"""
Open Interest Statistics (MARKET_DATA)
GET /futures/data/openInterestHist
"""
response = call_sync(
self.request_impl.get_open_interest_stats(symbol, period,
startTime, endTime,
limit))
self.refresh_limits(response[1])
return response[0]
def get_account_trades(self,
symbol: 'str',
startTime: 'long' = None,
endTime: 'long' = None,
fromId: 'long' = None,
limit: 'int' = None) -> any:
"""
Account Trade List (USER_DATA)
GET /fapi/v1/userTrades (HMAC SHA256)
Get trades for a specific account and symbol.
"""
response = call_sync(
self.request_impl.get_account_trades(symbol, startTime, endTime,
fromId, limit))
self.refresh_limits(response[1])
return response[0]
def get_all_orders(self,
symbol: 'str',
orderId: 'long' = None,
startTime: 'long' = None,
endTime: 'long' = None,
limit: 'int' = None) -> any:
"""
All Orders (USER_DATA)
GET /fapi/v1/allOrders (HMAC SHA256)
Get all account orders; active, canceled, or filled.
"""
response = call_sync(
self.request_impl.get_all_orders(symbol, orderId, startTime,
endTime, limit))
self.refresh_limits(response[1])
return response[0]
def get_candlestick_data(self,
symbol: 'str',
interval: 'CandlestickInterval',
startTime: 'long' = None,
endTime: 'long' = None,
limit: 'int' = None) -> any:
"""
Kline/Candlestick Data (MARKET_DATA)
GET /fapi/v1/klines
Kline/candlestick bars for a symbol. Klines are uniquely identified by their open time.
"""
response = call_sync(
self.request_impl.get_candlestick_data(symbol, interval, startTime,
endTime, limit))
self.refresh_limits(response[1])
return response[0]
def post_order(self, symbol: 'str', side: 'OrderSide', ordertype: 'OrderType',
timeInForce: 'TimeInForce' = TimeInForce.INVALID, quantity: 'float' = None,
reduceOnly: 'boolean' = None, price: 'float' = None,
newClientOrderId: 'str' = None, stopPrice: 'float' = None,
workingType: 'WorkingType' = WorkingType.INVALID, closePosition: 'boolean' = None,
positionSide: 'PositionSide' = PositionSide.INVALID, callbackRate: 'float' = None,
activationPrice: 'float' = None, newOrderRespType: 'OrderRespType' = OrderRespType.INVALID) -> any:
"""
New Order (TRADE)
POST /fapi/v1/order (HMAC SHA256)
Send in a new order.
"""
response = call_sync(self.request_impl.post_order(symbol, side, ordertype,
timeInForce, quantity, reduceOnly, price, newClientOrderId, stopPrice, workingType, closePosition, positionSide, callbackRate, activationPrice, newOrderRespType))
self.refresh_limits(response[1])
return response[0]
def get_taker_buy_sell_ratio(self,
symbol: 'str',
period: 'str',
startTime: 'str' = None,
endTime: 'str' = None,
limit: 'int' = 30) -> any:
"""
Long/Short Ratio (MARKET_DATA)
GET /futures/data/globalLongShortAccountRatio
"""
response = call_sync(
self.request_impl.get_taker_buy_sell_ratio(symbol, period,
startTime, endTime,
limit))
self.refresh_limits(response[1])
return response[0]
def post_order(self,
symbol: 'str',
side: 'OrderSide',
ordertype: 'OrderType',
timeInForce: 'TimeInForce' = TimeInForce.INVALID,
quantity: 'float' = None,
reduceOnly: 'boolean' = None,
price: 'float' = None,
newClientOrderId: 'str' = None,
stopPrice: 'float' = None,
workingType: 'WorkingType' = WorkingType.INVALID) -> any:
"""
New Order (TRADE)
POST /fapi/v1/order (HMAC SHA256)
Send in a new order.
"""
return call_sync(
self.request_impl.post_order(symbol, side, ordertype, timeInForce,
quantity, reduceOnly, price,
newClientOrderId, stopPrice,
workingType))
def get_leverage_bracket(self, symbol: 'str') -> any: #createdbyme
'''
Notional and Leverage Brackets (MARKET_DATA
GET /fapi/v1/leverageBracket
'''
return call_sync(self.request_impl.get_leverage_bracket(symbol))
