def receive_msg(self):
try:
msg = self.ws.recv()
except WebSocketTimeoutException:
raise EmxApiException("No messages received")
except Exception as err:
raise EmxApiException(
"Unable to receive msgs. Reason: {}".format(err))
return msg
def create_new_order(self,
contract_code,
order_type,
order_side,
size,
client_id="",
price=""):
if order_type != "market" and price is None:
raise Exception(
"Specify the price, since order type is not market")
body = {
"client_id": client_id,
"contract_code": contract_code,
"type": order_type,
"side": order_side,
"size": size,
"price": price,
}
endpoint = "/v1/orders"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "POST",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.post(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def list_fills(self, contract_code="", order_id="", before="", after=""):
"""Returns all fills for the current trading account - in descending chronological order.
:returns:
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/fills"
url = self.uri + endpoint
body = {
"contract_code": contract_code,
"order_id": order_id,
"before": before,
"after": after
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def update_account_alias(self, trader_id):
"""Get your account info including balances, margin requirements, and net liquidation value.
:returns:
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}/alias".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.put(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_account_alias(self, trader_id):
"""Get trading account alias for a given account.
:param trader_id: trader id
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}/alias".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_balances(self, trader_id):
"""Get trading account info including balances, margin requirements, and net liquidation value.
:returns: {
"balance": "string",
"initial_margin_required": "string",
"maintenance_margin_required": "string",
"unrealized_profit": "string",
"net_liquidation_value": "string",
"available_funds": "string",
"excess_liquidity": "string",
"holds": "string"
}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/{}".format(trader_id)
url = self.uri + endpoint
body = {
"trader_id": trader_id,
}
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, body)
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, json=body, headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_specific_contract(self, contract_code):
endpoint = "/v1/contracts/{}".format(contract_code)
self._headers = {'content-type': 'application/json'}
url = self.uri + endpoint
body_str = "{}"
result = self.session.get(url=url,
params=body_str,
headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_account_rank(self, start_time):
"""Get a ranking of trading accounts by % change in net liquidation value since a given date.
:returns: {"ranking": [{"alias": "string","percent_change_net_liquidation_value": "string"}]}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts/rank"
url = self.uri + endpoint
body = {"start_time": start_time}
result = self.session.get(url=url, params=body)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def unsubscribe(self, channels):
"""Unsubscribe from selected channels for all contacts. EMX response looks like {"type":"subscriptions","channels":[]}
:param channels: channels list to unsubscribe from
:returns: None
"""
msg = {
"type": "unsubscribe",
"contract_codes": [],
"channels": ["orders"]
}
try:
self.ws.send(json.dumps(msg))
except Exception as err:
raise EmxApiException(
"Unable to send request. Reason: {}".format(err))
def create_key(self):
"""Mint a new API key
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "POST",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.post(url=url, params="", headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def list_keys(self):
"""Get a list of all API keys (but not secrets). Secrets are only returned at the time of key creation.
:returns: {"key":"string", "secret":"string"}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, params="", headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def subscribe(self, symbols, channels):
"""Subscribe to selected channels. EMX response looks like
{
"type":"subscriptions",
"channels":[
{
"name":"",
"contract_codes":[]
},
{
"name":"",
"contract_codes":[]
}
]
}
:param symbols: instrument symbols list
:param channels: subscription channels list
:returns: None
"""
endpoint = "/v1/user/verify"
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, None)
msg = {
"type": "subscribe",
"contract_codes": symbols,
"channels": channels,
"key": self._api_key,
"sig": signature.decode().strip(),
"timestamp": timestamp
}
try:
self.ws.send(json.dumps(msg))
except Exception as err:
raise EmxApiException(
"Unable to send request. Reason: {}".format(err))
def delete_key(self, key):
"""Revoke an existing API key.
:param key: an api key to delete
:returns: {"key":"string","message":"Key revoked."}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/keys/{}".format(key)
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "DELETE",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.delete(url=url, params="", headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result
def get_account(self):
"""
Get a list of all trader accounts for the current user.
:returns: {"accounts": [ {"trader_id": "string", "alias": "string"}]}
:raises: Exception if requests.Response is not successful
"""
endpoint = "/v1/accounts"
url = self.uri + endpoint
timestamp = get_timestamp()
signature = generate_signature(self._api_secret, timestamp, "GET",
endpoint, "")
self._headers['EMX-ACCESS-KEY'] = self._api_key
self._headers['EMX-ACCESS-SIG'] = signature.decode().strip()
self._headers['EMX-ACCESS-TIMESTAMP'] = str(timestamp)
result = self.session.get(url=url, params="", headers=self._headers)
if result.status_code != 200:
raise EmxApiException("Request failed. Reason: {}".format(
result.text))
return result