async def get_open_orders(self) -> List[OpenOrder]:
ret_val = []
for trading_pair in self._trading_pairs:
query_params = {
"market_id": trading_pair
}
result = await self._api_request(
method="GET",
path_url=CONSTANTS.OPEN_ORDER_URL,
params=query_params,
is_auth_required=True
)
if "data" not in result:
self.logger().info(f"Unexpected response from GET {CONSTANTS.OPEN_ORDER_URL}. "
f"Params: {query_params} "
f"Response: {result} ")
for order in result["data"]:
if order["type"] != "limit":
raise Exception(f"Unsupported order type {order['type']}")
ret_val.append(
OpenOrder(
client_order_id=order["client_order_id"],
trading_pair=order["market_id"],
price=Decimal(str(order["limit_price"])),
amount=Decimal(str(order["quantity"])),
executed_amount=Decimal(str(order["quantity"])) - Decimal(str(order["filled_quantity"])),
status=order["status"],
order_type=OrderType.LIMIT,
is_buy=True if order["side"].lower() == "buy" else False,
time=int(probit_utils.convert_iso_to_epoch(order["time"])),
exchange_order_id=order["id"]
)
)
return ret_val
async def _update_order_status(self):
"""
Calls REST API to get status update for each in-flight order.
"""
last_tick = int(self._last_poll_timestamp / self.UPDATE_ORDER_STATUS_MIN_INTERVAL)
current_tick = int(self.current_timestamp / self.UPDATE_ORDER_STATUS_MIN_INTERVAL)
if current_tick > last_tick and len(self._in_flight_orders) > 0:
tracked_orders = list(self._in_flight_orders.values())
tasks = []
for tracked_order in tracked_orders:
ex_order_id = await tracked_order.get_exchange_order_id()
query_params = {
"market_id": tracked_order.trading_pair,
"order_id": ex_order_id
}
tasks.append(self._api_request(method="GET",
path_url=CONSTANTS.ORDER_URL,
params=query_params,
is_auth_required=True)
)
self.logger().debug(f"Polling for order status updates of {len(tasks)} orders.")
order_results: List[Dict[str, Any]] = await safe_gather(*tasks, return_exceptions=True)
# Retrieve start_time and end_time of the earliest and last order.
# Retrieves all trades between this order creations.
min_order_ts: str = ""
min_ts: float = float("inf")
for order_update in order_results:
if isinstance(order_update, Exception):
raise order_update
# Order Creation Time
for update in order_update["data"]:
order_ts: float = probit_utils.convert_iso_to_epoch(update["time"])
if order_ts < min_ts:
min_order_ts = update["time"]
min_ts = order_ts
trade_history_tasks = []
for trading_pair in self._trading_pairs:
query_params = {
"start_time": min_order_ts,
"end_time": probit_utils.get_iso_time_now(),
"limit": 1000,
"market_id": trading_pair
}
trade_history_tasks.append(self._api_request(
method="GET",
path_url=CONSTANTS.TRADE_HISTORY_URL,
params=query_params,
is_auth_required=True
))
trade_history_results: List[Dict[str, Any]] = await safe_gather(*trade_history_tasks, return_exceptions=True)
for t_pair_history in trade_history_results:
if isinstance(t_pair_history, Exception):
raise t_pair_history
if "data" not in t_pair_history:
self.logger().info(f"Unexpected response from GET /trade_history. 'data' field not in resp: {t_pair_history}")
continue
trade_details: List[Dict[str, Any]] = t_pair_history["data"]
for trade in trade_details:
self._process_trade_message(trade)
for order_update in order_results:
if isinstance(order_update, Exception):
raise order_update
if "data" not in order_update:
self.logger().info(f"Unexpected response from GET /order. 'data' field not in resp: {order_update}")
continue
for order in order_update["data"]:
self._process_order_message(order)