def cancel_order_cid(self, order_cid, order_date):
"""Cancel order using the client id and the date of the cid. Both are
returned from the new_order command from this library.
Parameters
----------
order_cid : str
cid string. e.g. "1234154"
order_date : str
Iso formated order date. e.g. "2012-01-23"
"""
data = [
0,
wss_utils.get_notification_code('order cancel'),
None,
{
# docs: http://bit.ly/2BVqwW6
'cid': order_cid,
'cid_date': order_date
}
]
payload = json.dumps(data, ensure_ascii=False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload,
isBinary=False)
def new_order(self, order_type, pair, amount, price, hidden=0, flags=list()):
operation = self.new_order_op(order_type, pair, amount, price, 0, flags)
data = [
0,
wss_utils.get_notification_code('order new'),
None,
operation
]
payload = json.dumps(data, ensure_ascii = False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload, isBinary=False)
return operation["cid"]
def cancel_order(self, order_id):
data = [
0,
wss_utils.get_notification_code('order cancel'),
None,
{
# docs: http://bit.ly/2BVqwW6
'id': order_id
}
]
payload = json.dumps(data, ensure_ascii = False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload, isBinary=False)
def new_order(self,
order_type,
pair,
amount,
price,
hidden=0,
flags=list()):
"""
Create new order.
Parameters
----------
order_type : str
Order type. Must be one of: "LIMIT", "STOP", "MARKET",
"TRAILING STOP", "FOK", "STOP LIMIT" or equivelent with "MARKET"
prepended to it.
pair : str
The currency pair to be traded. e.g. BTCUSD
amount : float
The amount to be traided.
price : float
The price to buy at. Will be ignored for market orders.
hidden : bool
Whether or not to use the hidden order type.
flags : list
A list of integers for the different flags. Will be added together
into a unique integer.
Returns
-------
int
Order client id (cid). The CID is also a mts date stamp of when the
order was created.
"""
operation = self.new_order_op(order_type, pair, amount, price, 0,
flags)
data = [
0,
wss_utils.get_notification_code('order new'), None, operation
]
payload = json.dumps(data, ensure_ascii=False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload,
isBinary=False)
return operation["cid"]
def multi_order(self, operations):
"""Multi order operation.
Parameters
----------
operations : list
a list of operations. Read more here:
https://bitfinex.readme.io/v2/reference#ws-input-order-multi-op
Hint. you can use the self.new_order_op() for easy order
operation creation.
"""
data = [
0,
wss_utils.get_notification_code('order multi-op'), None, operations
]
payload = json.dumps(data, ensure_ascii=False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload,
isBinary=False)
return [order[1].get("cid", None) for order in operations]
def cancel_order(self, order_id):
"""Cancel order
Parameters
----------
order_id : int, str
Order id created by Bitfinex
"""
data = [
0,
wss_utils.get_notification_code('order cancel'),
None,
{
# docs: http://bit.ly/2BVqwW6
'id': order_id
}
]
payload = json.dumps(data, ensure_ascii=False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload,
isBinary=False)
def update_order(self, **order_settings):
"""Update order using the order id
Parameters
----------
id : int64
Order ID
gid : int32
Group Order ID
price : decimal string
Price
amount : decimal string
Amount
delta : decimal string
Change of amount
price_aux_limit : decimal string
Auxiliary limit price
price_trailing : decimal string
Trailing price delta
tif : datetime string
Time-In-Force: datetime for automatic order cancellation (ie. 2020-01-01 10:45:23)
"""
data = [
0,
wss_utils.get_notification_code('order update'), None,
order_settings
]
payload = json.dumps(data, ensure_ascii=False).encode('utf8')
self.factories["auth"].protocol_instance.sendMessage(payload,
isBinary=False)
