def stream(self, accountID, **kwargs):
"""
Get a stream of Prices for an Account starting from when the request is
made.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing/stream')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('snapshot', kwargs.get('snapshot'))
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return ("pricing.Price",
self.ctx.pricing.Price.from_dict(j, self.ctx))
elif type == "HEARTBEAT":
return ("pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(
j, self.ctx))
return ("pricing.Price",
self.ctx.pricing.Price.from_dict(j, self.ctx))
request.set_line_parser(Parser(self.ctx))
response = self.ctx.request(request)
return response
def list(self, accountID, **kwargs):
"""List Trades
Get a list of Trades for an Account
Parameters
----------
accountID :
ID of the Account to fetch Trades for.
ids : array, optional
List of Trade IDs to retrieve.
state : , optional
The state to filter the requested Trades by.
instrument : , optional
The instrument to filter the requested Trades by.
count : integer, optional
The maximum number of Trades to return.
beforeID : , optional
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
"""
request = Request('GET', '/v3/accounts/{accountID}/trades')
request.set_path_param('accountID', accountID)
request.set_param('ids', kwargs.get('ids'))
request.set_param('state', kwargs.get('state'))
request.set_param('instrument', kwargs.get('instrument'))
request.set_param('count', kwargs.get('count'))
request.set_param('beforeID', kwargs.get('beforeID'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if response.status is 200:
if jbody.get('trades') is not None:
parsed_body['trades'] = [
Trade.from_dict(d) for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
if response.status is 401:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 404:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if response.status is 405:
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def position_book(self, instrument, **kwargs):
"""
Fetch a position book for an instrument.
Args:
instrument:
Name of the Instrument
time:
The time of the snapshot to fetch. If not specified, then the
most recent snapshot is fetched.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/instruments/{instrument}/positionBook')
request.set_path_param('instrument', instrument)
request.set_param('time', kwargs.get('time'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('positionBook') is not None:
parsed_body['positionBook'] = \
self.ctx.instrument.PositionBook.from_dict(
jbody['positionBook'],
self.ctx
)
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, **kwargs):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the returned prices. Only prices
with a time later than this filter will be provided.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('since', kwargs.get('since'))
request.set_param('includeUnitsAvailable',
kwargs.get('includeUnitsAvailable'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def stream(
self,
accountID,
**kwargs
):
"""Price Stream
Get a stream of Prices for an Account starting from when the request is
made.
Parameters
----------
accountID :
ID of the Account to stream Prices for.
instruments : array, optional
List of Instruments to stream Prices for.
snapshot : , optional
Flag that enables/disables the sending of a pricing snapshot when
initially connecting to the stream.
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line)
type = j.get("type")
if type is None:
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
elif type == "HEARTBEAT":
return (
"pricing.Heartbeat",
self.ctx.pricing.Heartbeat.from_dict(j)
)
return (
"pricing.Price",
self.ctx.pricing.Price.from_dict(j)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response
def get(
self,
accountID,
**kwargs
):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the response. Only prices and home
conversions (if requested) with a time later than this filter
(i.e. the price has changed after the since time) will be
provided, and are filtered independently.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
includeHomeConversions:
Flag that enables the inclusion of the homeConversions field in
the returned response. An entry will be returned for each
currency in the set of all base and quote currencies present in
the requested instruments list.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'since',
kwargs.get('since')
)
request.set_param(
'includeUnitsAvailable',
kwargs.get('includeUnitsAvailable')
)
request.set_param(
'includeHomeConversions',
kwargs.get('includeHomeConversions')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.ClientPrice.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
if jbody.get('homeConversions') is not None:
parsed_body['homeConversions'] = [
self.ctx.pricing.HomeConversions.from_dict(d, self.ctx)
for d in jbody.get('homeConversions')
]
if jbody.get('time') is not None:
parsed_body['time'] = \
jbody.get('time')
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def stream(self, accountID, **kwargs):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing/stream')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('snapshot', kwargs.get('snapshot'))
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(
j, self.ctx))
elif type == "HEARTBEAT":
return ("pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(
j, self.ctx))
return ("pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx))
request.set_line_parser(Parser(self.ctx))
response = self.ctx.request(request)
return response
def get_price_range(self, instrument, **kwargs):
"""
Get pricing information for a specified range of prices. Accounts are
not associated in any way with this endpoint.
Args:
instrument:
Name of the Instrument
fromTime:
The start of the time range to fetch prices for.
toTime:
The end of the time range to fetch prices for. The current time
is used if this parameter is not provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/pricing/range')
request.set_path_param('instrument', instrument)
request.set_param('from', kwargs.get('fromTime'))
request.set_param('to', kwargs.get('toTime'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def candles(
self,
instrument,
**kwargs
):
"""
Fetch candlestick data for an instrument.
Args:
instrument:
Name of the Instrument
price:
The Price component(s) to get candlestick data for. Can contain
any combination of the characters "M" (midpoint candles) "B"
(bid candles) and "A" (ask candles).
granularity:
The granularity of the candlesticks to fetch
count:
The number of candlesticks to return in the reponse. Count
should not be specified if both the start and end parameters
are provided, as the time range combined with the graularity
will determine the number of candlesticks to return.
fromTime:
The start of the time range to fetch candlesticks for.
toTime:
The end of the time range to fetch candlesticks for.
smooth:
A flag that controls whether the candlestick is "smoothed" or
not. A smoothed candlestick uses the previous candle's close
price as its open price, while an unsmoothed candlestick uses
the first price from its time range as its open price.
includeFirst:
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly.
dailyAlignment:
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments.
alignmentTimezone:
The timezone to use for the dailyAlignment parameter.
Candlesticks with daily alignment will be aligned to the
dailyAlignment hour within the alignmentTimezone. Note that
the returned times will still be represented in UTC.
weeklyAlignment:
The day of the week used for granularities that have weekly
alignment.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/candles'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'price',
kwargs.get('price')
)
request.set_param(
'granularity',
kwargs.get('granularity')
)
request.set_param(
'count',
kwargs.get('count')
)
request.set_param(
'from',
kwargs.get('fromTime')
)
request.set_param(
'to',
kwargs.get('toTime')
)
request.set_param(
'smooth',
kwargs.get('smooth')
)
request.set_param(
'includeFirst',
kwargs.get('includeFirst')
)
request.set_param(
'dailyAlignment',
kwargs.get('dailyAlignment')
)
request.set_param(
'alignmentTimezone',
kwargs.get('alignmentTimezone')
)
request.set_param(
'weeklyAlignment',
kwargs.get('weeklyAlignment')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('granularity') is not None:
parsed_body['granularity'] = \
jbody.get('granularity')
if jbody.get('candles') is not None:
parsed_body['candles'] = [
self.ctx.instrument.Candlestick.from_dict(d, self.ctx)
for d in jbody.get('candles')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def list(
self,
accountID,
**kwargs
):
"""
Get a list of Trades for an Account
Args:
accountID:
Account Identifier
ids:
List of Trade IDs to retrieve.
state:
The state to filter the requested Trades by.
instrument:
The instrument to filter the requested Trades by.
count:
The maximum number of Trades to return.
beforeID:
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/trades'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'ids',
kwargs.get('ids')
)
request.set_param(
'state',
kwargs.get('state')
)
request.set_param(
'instrument',
kwargs.get('instrument')
)
request.set_param(
'count',
kwargs.get('count')
)
request.set_param(
'beforeID',
kwargs.get('beforeID')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trades') is not None:
parsed_body['trades'] = [
self.ctx.trade.Trade.from_dict(d, self.ctx)
for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def orderBook(self, instrument, **kwargs):
print("orderBook() starting...")
request = Request('GET', '/v3/instruments/{instrument}/orderBook')
request.set_path_param('instrument', instrument)
request.set_param('time', kwargs.get('time'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('orderBook') is not None:
parsed_body['orderBook'] = \
jbody.get('orderBook')
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('time') is not None:
print("found time")
parsed_body['time'] = \
jbody.get('time')
if jbody.get('unixTime') is not None:
print("found unixTime")
parsed_body['unixTime'] = \
jbody.get('unixTime')
if jbody.get('price') is not None:
print("found price")
parsed_body['price'] = \
jbody.get('price')
if jbody.get('bucketWidth') is not None:
print("found bucketWidth")
parsed_body['bucketWidth'] = \
jbody.get('bucketWidth')
if jbody.get('buckets') is not None:
print("found buckets")
parsed_body['buckets'] = [
self.ctx.instrument.Candlestick.from_dict(d, self.ctx)
for d in jbody.get('buckets')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def candles(self, instrument, **kwargs):
"""Get Candlesticks
Fetch candlestick data for an instrument.
Parameters
----------
instrument :
Instrument to get candlestick data for
price : string, optional
The Price component(s) to get candlestick data for. Can contain any
combination of the characters "M" (midpoint candles) "B" (bid
candles) and "A" (ask candles).
granularity : , optional
The granularity of the candlesticks to fetch
count : integer, optional
The number of candlesticks to return in the reponse. Count should
not be specified if both the start and end parameters are provided,
as the time range combined with the graularity will determine the
number of candlesticks to return.
fromTime : , optional
The start of the time range to fetch candlesticks for.
toTime : , optional
The end of the time range to fetch candlesticks for.
smooth : boolean, optional
A flag that controls whether the candlestick is "smoothed" or not.
A smoothed candlestick uses the previous candle's close price as
its open price, while an unsmoothed candlestick uses the first
price from its time range as its open price.
includeFirst : boolean, optional
A flag that controls whether the candlestick that is covered by the
from time should be included in the results. This flag enables
clients to use the timestamp of the last completed candlestick
received to poll for future candlesticks but avoid receiving the
previous candlestick repeatedly.
dailyAlignment : integer, optional
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments.
alignmentTimezone : string, optional
The timezone to use for the dailyAlignment parameter. Candlesticks
with daily alignment will be aligned to the dailyAlignment hour
within the alignmentTimezone.
weeklyAlignment : , optional
The day of the week used for granularities that have weekly
alignment.
"""
request = Request('GET', '/v3/instruments/{instrument}/candles')
request.set_path_param('instrument', instrument)
request.set_param('price', kwargs.get('price'))
request.set_param('granularity', kwargs.get('granularity'))
request.set_param('count', kwargs.get('count'))
request.set_param('from', kwargs.get('fromTime'))
request.set_param('to', kwargs.get('toTime'))
request.set_param('smooth', kwargs.get('smooth'))
request.set_param('includeFirst', kwargs.get('includeFirst'))
request.set_param('dailyAlignment', kwargs.get('dailyAlignment'))
request.set_param('alignmentTimezone', kwargs.get('alignmentTimezone'))
request.set_param('weeklyAlignment', kwargs.get('weeklyAlignment'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if str(response.status) == "200":
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('granularity') is not None:
parsed_body['granularity'] = \
jbody.get('granularity')
if jbody.get('candles') is not None:
parsed_body['candles'] = [
Candlestick.from_dict(d) for d in jbody.get('candles')
]
if str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def stream(
self,
accountID,
**kwargs
):
"""
Get a stream of Account Prices starting from when the request is made.
This pricing stream does not include every single price created for the
Account, but instead will provide at most 4 prices per second (every
250 milliseconds) for each instrument being requested. If more than one
price is created for an instrument during the 250 millisecond window,
only the price in effect at the end of the window is sent. This means
that during periods of rapid price movement, subscribers to this stream
will not be sent every price. Pricing windows for different connections
to the price stream are not all aligned in the same way (i.e. they are
not all aligned to the top of the second). This means that during
periods of rapid price movement, different subscribers may observe
different prices depending on their alignment.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to stream Prices for.
snapshot:
Flag that enables/disables the sending of a pricing snapshot
when initially connecting to the stream.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing/stream'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'snapshot',
kwargs.get('snapshot')
)
request.set_stream(True)
class Parser():
def __init__(self, ctx):
self.ctx = ctx
def __call__(self, line):
j = json.loads(line.decode('utf-8'))
type = j.get("type")
if type is None:
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
elif type == "HEARTBEAT":
return (
"pricing.PricingHeartbeat",
self.ctx.pricing.PricingHeartbeat.from_dict(j, self.ctx)
)
return (
"pricing.ClientPrice",
self.ctx.pricing.ClientPrice.from_dict(j, self.ctx)
)
request.set_line_parser(
Parser(self.ctx)
)
response = self.ctx.request(request)
return response
def list(self, accountID, **kwargs):
"""
Get a list of Trades for an Account
Args:
accountID:
Account Identifier
ids:
List of Trade IDs to retrieve.
state:
The state to filter the requested Trades by.
instrument:
The instrument to filter the requested Trades by.
count:
The maximum number of Trades to return.
beforeID:
The maximum Trade ID to return. If not provided the most recent
Trades in the Account are returned.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/trades')
request.set_path_param('accountID', accountID)
request.set_param('ids', kwargs.get('ids'))
request.set_param('state', kwargs.get('state'))
request.set_param('instrument', kwargs.get('instrument'))
request.set_param('count', kwargs.get('count'))
request.set_param('beforeID', kwargs.get('beforeID'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('trades') is not None:
parsed_body['trades'] = [
self.ctx.trade.Trade.from_dict(d, self.ctx)
for d in jbody.get('trades')
]
if jbody.get('lastTransactionID') is not None:
parsed_body['lastTransactionID'] = \
jbody.get('lastTransactionID')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def prices(
self,
instrument,
**kwargs
):
"""
Fetch a range of prices for an instrument. Accounts are not associated
in any way with this endpoint.
Args:
instrument:
Name of the Instrument
fromTime:
The start of the time range to fetch prices for.
toTime:
The end of the time range to fetch prices for. The current time
is used if this parameter is not provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/price/range'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'from',
kwargs.get('fromTime')
)
request.set_param(
'to',
kwargs.get('toTime')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def base_prices(self, **kwargs):
"""
Get pricing information for a specified instrument. Accounts are not
associated in any way with this endpoint.
Args:
time:
The time at which the desired price for each instrument is in
effect. The current price for each instrument is returned if no
time is provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/pricing')
request.set_param('time', kwargs.get('time'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def order_book(
self,
instrument,
**kwargs
):
"""
Fetch an order book for an instrument.
Args:
instrument:
Name of the Instrument
time:
The time of the snapshot to fetch. If not specified, then the
most recent snapshot is fetched.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/instruments/{instrument}/orderBook'
)
request.set_path_param(
'instrument',
instrument
)
request.set_param(
'time',
kwargs.get('time')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('orderBook') is not None:
parsed_body['orderBook'] = \
self.ctx.instrument.OrderBook.from_dict(
jbody['orderBook'],
self.ctx
)
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(self, accountID, **kwargs):
"""
Get pricing information for a specified list of Instruments within an
Account.
Args:
accountID:
Account Identifier
instruments:
List of Instruments to get pricing for.
since:
Date/Time filter to apply to the response. Only prices and home
conversions (if requested) with a time later than this filter
(i.e. the price has changed after the since time) will be
provided, and are filtered independently.
includeUnitsAvailable:
Flag that enables the inclusion of the unitsAvailable field in
the returned Price objects.
includeHomeConversions:
Flag that enables the inclusion of the homeConversions field in
the returned response. An entry will be returned for each
currency in the set of all base and quote currencies present in
the requested instruments list.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request('GET', '/v3/accounts/{accountID}/pricing')
request.set_path_param('accountID', accountID)
request.set_param('instruments', kwargs.get('instruments'))
request.set_param('since', kwargs.get('since'))
request.set_param('includeUnitsAvailable',
kwargs.get('includeUnitsAvailable'))
request.set_param('includeHomeConversions',
kwargs.get('includeHomeConversions'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing.ClientPrice.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
if jbody.get('homeConversions') is not None:
parsed_body['homeConversions'] = [
self.ctx.pricing.HomeConversions.from_dict(d, self.ctx)
for d in jbody.get('homeConversions')
]
if jbody.get('time') is not None:
parsed_body['time'] = \
jbody.get('time')
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def get(
self,
accountID,
**kwargs
):
"""Current Prices
Get pricing information for a specified list of Instruments within an
Account.
Parameters
----------
accountID :
ID of the Account to fetch current Prices for.
instruments : array, optional
List of Instruments to get pricing for.
since : , optional
Date/Time filter to apply to the returned prices. Only prices with
a time later than this filter will be provided.
includeUnitsAvailable : , optional
Flag that enables the inclusion of the unitsAvailable field in the
returned Price objects.
"""
request = Request(
'GET',
'/v3/accounts/{accountID}/pricing'
)
request.set_path_param(
'accountID',
accountID
)
request.set_param(
'instruments',
kwargs.get('instruments')
)
request.set_param(
'since',
kwargs.get('since')
)
request.set_param(
'includeUnitsAvailable',
kwargs.get('includeUnitsAvailable')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
Price.from_dict(d)
for d in jbody.get('prices')
]
if str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
if str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
response.body = parsed_body
return response
def candles(self, instrument, **kwargs):
"""
Fetch candlestick data for an instrument.
Args:
instrument:
Name of the Instrument
price:
The Price component(s) to get candlestick data for. Can contain
any combination of the characters "M" (midpoint candles) "B"
(bid candles) and "A" (ask candles).
granularity:
The granularity of the candlesticks to fetch
count:
The number of candlesticks to return in the response. Count
should not be specified if both the start and end parameters
are provided, as the time range combined with the granularity
will determine the number of candlesticks to return.
fromTime:
The start of the time range to fetch candlesticks for.
toTime:
The end of the time range to fetch candlesticks for.
smooth:
A flag that controls whether the candlestick is "smoothed" or
not. A smoothed candlestick uses the previous candle's close
price as its open price, while an unsmoothed candlestick uses
the first price from its time range as its open price.
includeFirst:
A flag that controls whether the candlestick that is covered by
the from time should be included in the results. This flag
enables clients to use the timestamp of the last completed
candlestick received to poll for future candlesticks but avoid
receiving the previous candlestick repeatedly.
dailyAlignment:
The hour of the day (in the specified timezone) to use for
granularities that have daily alignments.
alignmentTimezone:
The timezone to use for the dailyAlignment parameter.
Candlesticks with daily alignment will be aligned to the
dailyAlignment hour within the alignmentTimezone. Note that
the returned times will still be represented in UTC.
weeklyAlignment:
The day of the week used for granularities that have weekly
alignment.
units:
The number of units used to calculate the volume-weighted
average bid and ask prices in the returned candles.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET', '/v3/accounts/{accountID}/instruments/{instrument}/candles')
request.set_path_param('instrument', instrument)
request.set_param('price', kwargs.get('price'))
request.set_param('granularity', kwargs.get('granularity'))
request.set_param('count', kwargs.get('count'))
request.set_param('from', kwargs.get('fromTime'))
request.set_param('to', kwargs.get('toTime'))
request.set_param('smooth', kwargs.get('smooth'))
request.set_param('includeFirst', kwargs.get('includeFirst'))
request.set_param('dailyAlignment', kwargs.get('dailyAlignment'))
request.set_param('alignmentTimezone', kwargs.get('alignmentTimezone'))
request.set_param('weeklyAlignment', kwargs.get('weeklyAlignment'))
request.set_param('units', kwargs.get('units'))
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('instrument') is not None:
parsed_body['instrument'] = \
jbody.get('instrument')
if jbody.get('granularity') is not None:
parsed_body['granularity'] = \
jbody.get('granularity')
if jbody.get('candles') is not None:
parsed_body['candles'] = [
self.ctx.instrument.Candlestick.from_dict(d, self.ctx)
for d in jbody.get('candles')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response
def base_prices(
self,
**kwargs
):
"""
Get pricing information for a specified instrument. Accounts are not
associated in any way with this endpoint.
Args:
time:
The time at which the desired price for each instrument is in
effect. The current price for each instrument is returned if no
time is provided.
Returns:
v20.response.Response containing the results from submitting the
request
"""
request = Request(
'GET',
'/v3/pricing'
)
request.set_param(
'time',
kwargs.get('time')
)
response = self.ctx.request(request)
if response.content_type is None:
return response
if not response.content_type.startswith("application/json"):
return response
jbody = json.loads(response.raw_body)
parsed_body = {}
#
# Parse responses as defined by the API specification
#
if str(response.status) == "200":
if jbody.get('prices') is not None:
parsed_body['prices'] = [
self.ctx.pricing_common.Price.from_dict(d, self.ctx)
for d in jbody.get('prices')
]
elif str(response.status) == "400":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "401":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "404":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
elif str(response.status) == "405":
if jbody.get('errorCode') is not None:
parsed_body['errorCode'] = \
jbody.get('errorCode')
if jbody.get('errorMessage') is not None:
parsed_body['errorMessage'] = \
jbody.get('errorMessage')
#
# Unexpected response status
#
else:
parsed_body = jbody
response.body = parsed_body
return response