def get_trades(
self,
market=None,
side=None,
accountOwner=None,
accountNumber=None,
transactionHash=None,
limit=None,
startingBefore=None,
):
'''
Returns all historical trades
:param market: optional
:type market: str[] of valid markets
["WETH-DAI", "DAI-USDC", "WETH-USDC", "PBTC-USDC"]
:param side: optional
:type side: str in list ["BUY", "SELL"]
:param accountOwner: optional
:type accountOwner: str (address)
:param accountNumber: optional
:type accountNumber: number
:param transactionHash: optional
:type transactionHash: str (hash)
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of existing trades
:raises: DydxAPIError
'''
return self._get('/v2/trades',
params=utils.remove_nones({
'market':
None if market is None else ','.join(market),
'side':
side,
'accountOwner':
accountOwner,
'accountNumber':
accountNumber,
'transactionHash':
transactionHash,
'limit':
limit,
'startingBefore':
startingBefore,
}))
def get_balances(self, address, number=0):
'''
Return balances for an address and account number
:param address: required
:type address: str (address)
:param number: optional, defaults to 0
:type number: number
:returns: list of balances
:raises: DydxAPIError
'''
return self._get('/v1/accounts/' + address,
params=utils.remove_nones({'number': number}))
def get_trades(
self,
pairs,
makerAccountOwner=None,
makerAccountNumber=None,
limit=None,
startingBefore=None,
):
"""
Return all historical trades
:param pairs: required
:type pairs: list of str
:param makerAccountOwner: optional
:type makerAccountOwner: str (address)
:param makerAccountNumber: optional
:type makerAccountNumber: number
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of processed trades
:raises: DydxAPIError
"""
return self._get(
"dex/trades",
params=utils.remove_nones(
{
"pairs": ",".join(pairs),
"makerAccountOwner": makerAccountOwner,
"makerAccountNumber": makerAccountNumber,
"limit": limit,
"startingBefore": startingBefore,
}
),
)
def get_orders(
self,
pairs,
makerAccountOwner=None,
makerAccountNumber=None,
limit=None,
startingBefore=None,
):
"""
Return all open orders
:param pairs: required
:type pairs: list of str
:param makerAccountOwner: optional, defaults to self.public_address
:type makerAccountOwner: str (address)
:param makerAccountNumber: optional, defaults to self.account_number
:type makerAccountNumber: number
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of existing orders
:raises: DydxAPIError
"""
return self._get(
"dex/orders",
params=utils.remove_nones(
{
"pairs": ",".join(pairs),
"makerAccountOwner": makerAccountOwner,
"makerAccountNumber": makerAccountNumber,
"limit": limit,
"startingBefore": startingBefore,
}
),
)
def get_trades(self,
pairs,
makerAccountOwner=None,
makerAccountNumber=None,
limit=None,
startingBefore=None):
'''
Return all historical trades
:param pairs: required
:type pairs: list of str
:param makerAccountOwner: optional
:type makerAccountOwner: str (address)
:param makerAccountNumber: optional
:type makerAccountNumber: number
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of processed trades
:raises: DydxAPIError
'''
return self._get('dex/trades',
params=utils.remove_nones({
'pairs':
','.join(pairs),
'makerAccountOwner':
makerAccountOwner,
'makerAccountNumber':
makerAccountNumber,
'limit':
limit,
'startingBefore':
startingBefore
}))
def get_orders(self,
pairs,
makerAccountOwner=None,
makerAccountNumber=None,
limit=None,
startingBefore=None):
'''
Return all open orders
:param pairs: required
:type pairs: list of str
:param makerAccountOwner: optional, defaults to self.public_address
:type makerAccountOwner: str (address)
:param makerAccountNumber: optional, defaults to self.account_number
:type makerAccountNumber: number
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of existing orders
:raises: DydxAPIError
'''
return self._get('dex/orders',
params=utils.remove_nones({
'pairs':
','.join(pairs),
'makerAccountOwner':
makerAccountOwner,
'makerAccountNumber':
makerAccountNumber,
'limit':
limit,
'startingBefore':
startingBefore
}))
def place_order(
self,
market,
side,
amount,
price,
expiration=None,
limitFee=None,
fillOrKill=False,
postOnly=False,
clientId=None,
cancelAmountOnRevert=None,
cancelId=None,
):
'''
Create an order
:param market: required
:type market: str in list
["WETH-DAI", "WETH-USDC", "DAI-USDC", "PBTC-USDC"]
:param side: required
:type side: str in list ["BUY", "SELL"]
:param amount: required
:type amount: number
:param price: required
:type price: Decimal
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param limitFee: optional, defaults to None
:type limitFee: Decimal
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param postOnly: optional, defaults to False
:type postOnly: bool
:param clientId: optional, defaults to None
:type clientId: string
:param cancelAmountOnRevert: optional, defaults to None
:type cancelAmountOnRevert: bool
:param cancelId: optional, defaults to None
:type cancelId: string
:returns: Order
:raises: DydxAPIError
'''
if market == consts.PAIR_PBTC_USDC:
order = self._make_perp_order(
market,
side,
amount,
price,
expiration,
limitFee,
postOnly,
)
market_api_request = market
order_api_request = {
'isBuy': order['isBuy'],
'isDecreaseOnly': False,
'amount': str(order['amount']),
'limitPrice': utils.decimalToStr(order['limitPrice']),
'triggerPrice': utils.decimalToStr(order['triggerPrice']),
'limitFee': utils.decimalToStr(order['limitFee']),
'maker': order['maker'],
'taker': order['taker'],
'expiration': str(order['expiration']),
'salt': str(order['salt']),
'typedSignature': order['typedSignature'],
}
else:
order = self._make_solo_order(
market,
side,
amount,
price,
expiration,
limitFee,
postOnly,
)
market_api_request = None
order_api_request = {
'isBuy': order['isBuy'],
'isDecreaseOnly': False,
'baseMarket': str(order['baseMarket']),
'quoteMarket': str(order['quoteMarket']),
'amount': str(order['amount']),
'limitPrice': utils.decimalToStr(order['limitPrice']),
'triggerPrice': utils.decimalToStr(order['triggerPrice']),
'limitFee': utils.decimalToStr(order['limitFee']),
'makerAccountOwner': order['makerAccountOwner'],
'makerAccountNumber': str(order['makerAccountNumber']),
'expiration': str(order['expiration']),
'salt': str(order['salt']),
'typedSignature': order['typedSignature'],
}
return self._post('/v2/orders',
data=json.dumps(
utils.remove_nones({
'fillOrKill': fillOrKill,
'postOnly': postOnly,
'clientId': clientId,
'cancelAmountOnRevert': cancelAmountOnRevert,
'cancelId': cancelId,
'market': market_api_request,
'order': order_api_request
})))
def get_orders(
self,
market=None,
side=None,
status=None,
orderType=None,
accountOwner=None,
accountNumber=None,
limit=None,
startingBefore=None,
):
'''
Returns all open orders
:param market: optional
:type market: str[] of valid markets
["WETH-DAI", "DAI-USDC", "WETH-USDC", "PBTC-USDC"]
:param side: optional
:type side: str in list ["BUY", "SELL"]
:param status: optional
:type status: str[] of valid statuses
["PENDING",
"OPEN",
"FILLED",
"PARTIALLY_FILLED",
"CANCELED",
"UNTRIGGERED"]
:param orderType: optional
:type orderType: str[] of valid order types
["LIMIT", "ISOLATED_MARKET", "STOP_LIMIT"]
:param accountOwner: optional
:type accountOwner: str (address)
:param accountNumber: optional
:type accountNumber: number
:param limit: optional, defaults to 100
:type limit: number
:param startingBefore: optional, defaults to now
:type startingBefore: str (ISO-8601)
:returns: list of existing orders
:raises: DydxAPIError
'''
return self._get(
'/v2/orders',
params=utils.remove_nones({
'market':
None if market is None else ','.join(market),
'side':
side,
'status':
None if status is None else ','.join(status),
'orderType':
None if orderType is None else ','.join(orderType),
'accountOwner':
accountOwner,
'accountNumber':
accountNumber,
'limit':
limit,
'startingBefore':
startingBefore
}))
def create_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration=None,
fillOrKill=False,
clientId=None,
):
'''
Create an order
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param clientId: optional, defaults to None
:type clientId: string
:returns: Order
:raises: DydxAPIError
'''
order = {
'makerMarket': makerMarket,
'takerMarket': takerMarket,
'makerAmount': makerAmount,
'takerAmount': takerAmount,
'makerAccountOwner': self.public_address,
'makerAccountNumber': self.account_number,
'takerAccountOwner': self.TAKER_ACCOUNT_OWNER,
'takerAccountNumber': self.TAKER_ACCOUNT_NUMBER,
'expiration': expiration or utils.epoch_in_four_weeks(),
'salt': random.randint(0, 2**256)
}
order['typedSignature'] = utils.sign_order(order, self.private_key)
return self._post('dex/orders',
data=json.dumps(
utils.remove_nones({
'fillOrKill': fillOrKill,
'clientId': clientId,
'order':
{k: str(v)
for k, v in order.items()}
})))
def replace_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
cancelId,
expiration=None,
fillOrKill=False,
cancelAmountOnRevert=False,
postOnly=False,
clientId=None,
):
'''
Replace an existing order
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param cancelId: required
:type cancelId: str
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param cancelAmountOnRevert: optional, defaults to False
:type cancelAmountOnRevert: bool
:param postOnly: optional, defaults to False
:type postOnly: bool
:param clientId: optional, defaults to None
:type clientId: string
:returns: Order
:raises: DydxAPIError
'''
order = self._make_order(
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration,
)
return self._post(
'/v1/dex/orders/replace',
data=json.dumps(
utils.remove_nones({
'cancelId': cancelId,
'fillOrKill': fillOrKill,
'cancelAmountOnRevert': cancelAmountOnRevert,
'postOnly': postOnly,
'clientId': clientId,
'order': {k: str(v)
for k, v in order.items()},
})),
)
def create_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration=None,
fillOrKill=False,
clientId=None,
):
"""
Create an order
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param clientId: optional, defaults to None
:type clientId: string
:returns: Order
:raises: DydxAPIError
"""
order = {
"makerMarket": makerMarket,
"takerMarket": takerMarket,
"makerAmount": makerAmount,
"takerAmount": takerAmount,
"makerAccountOwner": self.public_address,
"makerAccountNumber": self.account_number,
"takerAccountOwner": self.TAKER_ACCOUNT_OWNER,
"takerAccountNumber": self.TAKER_ACCOUNT_NUMBER,
"expiration": expiration or utils.epoch_in_four_weeks(),
"salt": random.randint(0, 2 ** 256),
}
order["typedSignature"] = utils.sign_order(order, self.private_key)
return self._post(
"dex/orders",
data=json.dumps(
utils.remove_nones(
{
"fillOrKill": fillOrKill,
"clientId": clientId,
"order": {k: str(v) for k, v in order.items()},
}
)
),
)
