def create_order(self, symbol, account_type, order_type, amount, price):
check_symbol(symbol)
check_should_not_none(account_type, "account_type")
check_should_not_none(order_type, "order_type")
check_should_not_none(amount, "amount")
if order_type == OrderType.SELL_LIMIT \
or order_type == OrderType.BUY_LIMIT \
or order_type == OrderType.BUY_LIMIT_MAKER \
or order_type == OrderType.SELL_LIMIT_MAKER:
check_should_not_none(price, "price")
if order_type == OrderType.SELL_MARKET or order_type == OrderType.BUY_MARKET:
check_should_none(price, "price")
global account_info_map
user = account_info_map.get_user(self.__api_key)
account = user.get_account_by_type(account_type)
source = "api"
if account_type == AccountType.MARGIN:
source = "margin-api"
builder = UrlParamsBuilder()
builder.put_post("account-id", account.id)
builder.put_post("amount", amount)
builder.put_post("price", price)
builder.put_post("symbol", symbol)
builder.put_post("type", order_type)
builder.put_post("source", source)
request = self.__create_request_by_post_with_signature(
"/v1/order/orders/place", builder)
def parse(json_wrapper):
return json_wrapper.get_int("data")
request.json_parser = parse
return request
def get_open_orders(self,
symbol,
account_type,
size=None,
side=None,
from_id=None,
direct=None):
check_symbol(symbol)
check_range(size, 1, 500, "size")
check_should_not_none(account_type, "account_type")
global account_info_map
user = account_info_map.get_user(self.__api_key)
account = user.get_account_by_type(account_type=account_type,
subtype=symbol)
builder = UrlParamsBuilder()
builder.put_url("account-id", account.id)
builder.put_url("symbol", symbol)
builder.put_url("side", side)
builder.put_url("size", size)
builder.put_url("from", from_id)
builder.put_url("direct", direct)
request = self.__create_request_by_get_with_signature(
"/v1/order/openOrders", builder)
"""
def parse(json_wrapper):
order_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
order = Order()
order.order_id = item.get_int("id")
order.symbol = item.get_string("symbol")
order.price = item.get_float("price")
order.amount = item.get_float("amount")
order.account_type = account_info_map.get_account_by_id(self.__api_key,
item.get_int("account-id")).account_type
order.created_timestamp = convert_cst_in_millisecond_to_utc(item.get_int("created-at"))
order.order_type = item.get_string("type")
order.filled_amount = item.get_float("filled-amount")
order.filled_cash_amount = item.get_float("filled-cash-amount")
order.filled_fees = item.get_float("filled-fees")
order.source = item.get_string("source")
order.state = item.get_string("state")
order_list.append(order)
return order_list
"""
request.json_parser = self.get_order_list_json_parse
return request
def create_order(self,
symbol,
account_type,
order_type,
amount,
price,
client_order_id=None,
stop_price=None,
operator=None):
check_symbol(symbol)
check_should_not_none(account_type, "account_type")
check_should_not_none(order_type, "order_type")
check_should_not_none(amount, "amount")
if order_type == OrderType.SELL_LIMIT \
or order_type == OrderType.BUY_LIMIT \
or order_type == OrderType.BUY_LIMIT_MAKER \
or order_type == OrderType.SELL_LIMIT_MAKER:
check_should_not_none(price, "price")
if order_type == OrderType.SELL_MARKET or order_type == OrderType.BUY_MARKET:
check_should_none(price, "price")
global account_info_map
user = account_info_map.get_user(self.__api_key)
account = user.get_account_by_type(account_type=account_type,
subtype=symbol)
source = RestApiRequestImpl.order_source_desc(account_type)
builder = UrlParamsBuilder()
builder.put_post("account-id", account.id)
builder.put_post("amount", amount)
builder.put_post("price", price)
builder.put_post("symbol", symbol)
builder.put_post("type", order_type)
builder.put_post("source", source)
builder.put_post("client-order-id", client_order_id)
builder.put_post("stop-price", stop_price)
builder.put_post("operator", operator)
request = self.__create_request_by_post_with_signature(
"/v1/order/orders/place", builder)
def parse(json_wrapper):
return json_wrapper.get_int("data")
request.json_parser = parse
return request
def cancel_open_orders(self, symbol, account_type, side=None, size=None):
check_symbol(symbol)
check_should_not_none(account_type, "account_type")
global account_info_map
user = account_info_map.get_user(self.__api_key)
account = user.get_account_by_type(account_type)
builder = UrlParamsBuilder()
builder.put_post("account-id", account.id)
builder.put_post("symbol", symbol)
builder.put_post("side", side)
builder.put_post("size", size)
request = self.__create_request_by_post_with_signature("/v1/order/orders/batchCancelOpenOrders", builder)
def parse(json_wrapper):
data = json_wrapper.get_object("data")
batch_cancel_result = BatchCancelResult()
batch_cancel_result.success_count = data.get_int("success-count")
batch_cancel_result.failed_count = data.get_int("failed-count")
return batch_cancel_result
request.json_parser = parse
return request
