def get_deposit_history(self, currency, from_id, size):
check_symbol(currency)
check_should_not_none(from_id, "from_id")
check_should_not_none(size, "size")
builder = UrlParamsBuilder()
builder.put_url("currency", currency)
builder.put_url("type", "deposit")
builder.put_url("from", from_id)
builder.put_url("size", size)
request = self.__create_request_by_get_with_signature(
"/v1/query/deposit-withdraw", builder)
def parse(json_wrapper):
deposits = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
deposit = Deposit()
deposit.id = item.get_int("id")
deposit.currency = item.get_string("currency")
deposit.tx_hash = item.get_string("tx-hash")
deposit.amount = item.get_float("amount")
deposit.address = item.get_string("address")
deposit.address_tag = item.get_string("address-tag")
deposit.fee = item.get_float("fee")
deposit.withdraw_state = item.get_string("state")
deposit.created_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int("created-at"))
deposit.updated_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int("updated-at"))
deposits.append(deposit)
return deposits
request.json_parser = parse
return request
def get_margin_balance_detail(self, symbol):
check_symbol(symbol)
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
request = self.__create_request_by_get_with_signature("/v1/margin/accounts/balance", builder)
def parse(json_wrapper):
margin_balance_detail_list = list()
data_array = json_wrapper.get_array("data")
for item_in_data in data_array.get_items():
margin_balance_detail = MarginBalanceDetail()
margin_balance_detail.id = item_in_data.get_int("id")
margin_balance_detail.type = item_in_data.get_string("type")
margin_balance_detail.symbol = item_in_data.get_string("symbol")
margin_balance_detail.state = item_in_data.get_string("state")
margin_balance_detail.fl_price = item_in_data.get_float("fl-price")
margin_balance_detail.fl_type = item_in_data.get_string("fl-type")
margin_balance_detail.risk_rate = item_in_data.get_float("risk-rate")
balance_list = list()
list_array = item_in_data.get_array("list")
for item_in_list in list_array.get_items():
balance = Balance()
balance.currency = item_in_list.get_string("currency")
balance.balance_type = item_in_list.get_string("type")
balance.balance = item_in_list.get_float("balance")
balance_list.append(balance)
margin_balance_detail.sub_account_balance_list = balance_list
margin_balance_detail_list.append(margin_balance_detail)
return margin_balance_detail_list
request.json_parser = parse
return request
def get_market_trade(self, symbol):
check_symbol(symbol)
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
request = self.__create_request_by_get("/market/trade", builder)
def parse(json_wrapper):
tick_obj = json_wrapper.get_object("tick")
data_array = tick_obj.get_array("data")
trade_list = list()
for item in data_array.get_items():
local_trade = Trade()
local_trade.price = item.get_float("price")
local_trade.amount = item.get_float("amount")
local_trade.trade_id = item.get_int("id")
local_trade.timestamp = convert_cst_in_millisecond_to_utc(
item.get_int("ts"))
local_trade.direction = item.get_string("direction")
trade_list.append(local_trade)
return trade_list
request.json_parser = parse
return request
def get_etf_swap_config(self, etf_symbol):
check_symbol(etf_symbol)
builder = UrlParamsBuilder()
builder.put_url("etf_name", etf_symbol)
request = self.__create_request_by_get("/etf/swap/config", builder)
def parse(json_wrapper):
data = json_wrapper.get_object("data")
etf_swap_config = EtfSwapConfig()
etf_swap_config.purchase_max_amount = data.get_int(
"purchase_max_amount")
etf_swap_config.purchase_min_amount = data.get_int(
"purchase_min_amount")
etf_swap_config.redemption_max_amount = data.get_int(
"redemption_max_amount")
etf_swap_config.redemption_min_amount = data.get_int(
"redemption_min_amount")
etf_swap_config.purchase_fee_rate = data.get_float(
"purchase_fee_rate")
etf_swap_config.redemption_fee_rate = data.get_float(
"redemption_fee_rate")
etf_swap_config.status = data.get_string("etf_status")
unit_price_data_array = data.get_array("unit_price")
unit_price_list = list()
for item in unit_price_data_array.get_items():
unit_price = UnitPrice()
unit_price.currency = item.get_string("currency")
unit_price.amount = item.get_float("amount")
unit_price_list.append(unit_price)
etf_swap_config.unit_price_list = unit_price_list
return etf_swap_config
request.json_parser = parse
return request
def test_request(self):
builder = UrlParamsBuilder()
huobi.impl.utils.apisignature.utc_now = mock.Mock(return_value="123")
create_signature("123", "456", "GET", "http://host/url", builder)
self.assertEqual(
"?AccessKeyId=123&SignatureVersion=2&SignatureMethod=HmacSHA256&Timestamp=123&Signature=Hhiaq8xYQPiBZOyWV37MdQutLo4f0ZOHiJtG3p%2BnILc%3D",
builder.build_url())
return
def get_order_by_client_order_id(self, client_order_id):
check_should_not_none(client_order_id, "clientOrderId")
path = "/v1/order/orders/getClientOrder"
builder = UrlParamsBuilder()
builder.put_url("clientOrderId", client_order_id)
request = self.__create_request_by_get_with_signature(path, builder)
request.json_parser = self.get_order_json_parse
return request
def cancel_client_order(self, client_order_id):
check_should_not_none(client_order_id, "client-order-id")
path = "/v1/order/orders/submitCancelClientOrder"
builder = UrlParamsBuilder()
builder.put_post("client-order-id", client_order_id)
request = self.__create_request_by_post_with_signature(path, builder)
def parse(json_wrapper):
return
request.json_parser = parse
return request
def repay_loan(self, load_id, amount):
check_should_not_none(load_id, "load_id")
check_should_not_none(amount, "amount")
builder = UrlParamsBuilder()
builder.put_post("amount", amount)
path = "/v1/margin/orders/{}/repay"
path = path.format(load_id)
request = self.__create_request_by_post_with_signature(path, builder)
def parse(json_wrapper):
return json_wrapper.get_int("data")
request.json_parser = parse
return request
def get_etf_candlestick(self, symbol, interval, size=None):
check_symbol(symbol)
check_range(size, 1, 2000, "size")
check_should_not_none(interval, "interval")
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
builder.put_url("period", interval)
builder.put_url("limit", size)
request = self.__create_request_by_get(
"/quotation/market/history/kline", builder)
def parse(json_wrapper):
candlestick_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
candlestick = Candlestick()
candlestick.open = item.get_float("open")
candlestick.close = item.get_float("close")
candlestick.low = item.get_float("low")
candlestick.high = item.get_float("high")
candlestick.amount = item.get_float("amount")
candlestick.count = 0
candlestick.volume = item.get_float("vol")
candlestick_list.append(candlestick)
return candlestick_list
request.json_parser = parse
return request
def on_open(self, ws):
#print("### open ###")
self.logger.info("[Sub][" + str(self.id) + "] Connected to server")
self.ws = ws
self.last_receive_time = get_current_timestamp()
self.state = ConnectionState.CONNECTED
self.__watch_dog.on_connection_created(self)
if self.request.is_trading:
try:
if self.request.api_version == ApiVersion.VERSION_V1:
builder = UrlParamsBuilder()
create_signature(self.__api_key, self.__secret_key, "GET",
self.url, builder)
builder.put_url("op", "auth")
self.send(builder.build_url_to_json())
elif self.request.api_version == ApiVersion.VERSION_V2:
builder = UrlParamsBuilder()
create_signature_v2(self.__api_key, self.__secret_key,
"GET", self.url, builder)
self.send(builder.build_url_to_json())
else:
self.on_error(
"api version for create the signature fill failed")
except Exception as e:
self.on_error("Unexpected error when create the signature: " +
str(e))
else:
if self.request.subscription_handler is not None:
self.request.subscription_handler(self)
return
def cancel_orders(self, symbol, order_id_list):
check_symbol(symbol)
check_should_not_none(order_id_list, "order_id_list")
check_list(order_id_list, 1, 50, "order_id_list")
string_list = list()
for order_id in order_id_list:
string_list.append(str(order_id))
builder = UrlParamsBuilder()
builder.put_post("order-ids", string_list)
request = self.__create_request_by_post_with_signature("/v1/order/orders/batchcancel", builder)
def parse(json_wrapper):
return
request.json_parser = parse
return request
def get_match_results_by_order_id(self, order_id):
check_should_not_none(order_id, "order_id")
path = "/v1/order/orders/{}/matchresults"
path = path.format(order_id)
request = self.__create_request_by_get_with_signature(
path, UrlParamsBuilder())
def parse(json_wrapper):
match_result_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
match_result = MatchResult()
match_result.id = item.get_int("id")
match_result.created_timestamp = convert_cst_in_millisecond_to_utc(
item.get_int("created-at"))
match_result.filled_amount = item.get_float("filled-amount")
match_result.filled_fees = item.get_float("filled-fees")
match_result.match_id = item.get_int("match-id")
match_result.order_id = item.get_int("order-id")
match_result.price = item.get_float("price")
match_result.source = item.get_string("source")
match_result.symbol = item.get_string("symbol")
match_result.order_type = item.get_string("type")
match_result.role = item.get_string("role")
match_result.filled_points = item.get_string("filled-points")
match_result.fee_deduct_currency = item.get_string(
"fee-deduct-currency")
match_result_list.append(match_result)
return match_result_list
request.json_parser = parse
return request
def get_specify_account_balance(self, sub_id):
path = "/v1/account/accounts/{}"
path = path.format(sub_id)
request = self.__create_request_by_get_with_signature(
path, UrlParamsBuilder())
def parse(json_wrapper):
complete_sub_account_list = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
complete_sub_account = CompleteSubAccountInfo()
complete_sub_account.id = item.get_int("id")
complete_sub_account.account_type = item.get_string("type")
balances = list()
data_array_in = item.get_array("list")
for item_in in data_array_in.get_items():
balance = Balance()
balance.currency = item_in.get_string("currency")
balance.type = item_in.get_string("type")
balance.balance = item_in.get_float("balance")
balances.append(balance)
complete_sub_account.balances = balances
complete_sub_account_list.append(complete_sub_account)
return complete_sub_account_list
request.json_parser = parse
return request
def __create_request_by_get(self, url, builder=UrlParamsBuilder()):
request = RestApiRequest()
request.method = "GET"
request.host = self.__server_url
request.header.update({'Content-Type': 'application/json'})
request.url = url + builder.build_url()
return request
def get_symbols_by_usdt_btc_eth(self):
request = self.__create_request_by_get("/v1/common/symbols",
UrlParamsBuilder())
def parse(json_wrapper):
symbol_map = dict()
symbol_map['usdt'] = list()
symbol_map['eth'] = list()
symbol_map['btc'] = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
local_symbol = Symbol()
local_symbol.base_currency = item.get_string("base-currency")
local_symbol.quote_currency = item.get_string("quote-currency")
local_symbol.price_precision = item.get_int("price-precision")
local_symbol.amount_precision = item.get_int(
"amount-precision")
local_symbol.symbol_partition = item.get_string(
"symbol-partition")
local_symbol.symbol = item.get_string("symbol")
if local_symbol.quote_currency == 'usdt':
symbol_map['usdt'].append(local_symbol)
elif local_symbol.quote_currency == 'eth':
symbol_map['eth'].append(local_symbol)
elif local_symbol.quote_currency == 'btc':
symbol_map['btc'].append(local_symbol)
return symbol_map
request.json_parser = parse
return request
def get_symbols(self):
request = self.__create_request_by_get("/v1/common/symbols",
UrlParamsBuilder())
def parse(json_wrapper):
symbols = list()
data_array = json_wrapper.get_array("data")
for item in data_array.get_items():
local_symbol = Symbol()
local_symbol.base_currency = item.get_string("base-currency")
local_symbol.quote_currency = item.get_string("quote-currency")
local_symbol.price_precision = item.get_int("price-precision")
local_symbol.amount_precision = item.get_int(
"amount-precision")
local_symbol.symbol_partition = item.get_string(
"symbol-partition")
local_symbol.symbol = item.get_string("symbol")
local_symbol.state = item.get_string("state")
local_symbol.value_precision = item.get_string(
"value-precision")
local_symbol.min_order_amt = item.get_string("min-order-amt")
local_symbol.max_order_amt = item.get_string("max-order-amt")
local_symbol.min_order_value = item.get_string(
"min-order-value")
local_symbol.leverage_ratio = item.get_string_or_default(
"leverage-ratio", 0)
symbols.append(local_symbol)
return symbols
request.json_parser = parse
return request
def get_order(self, symbol, order_id):
check_symbol(symbol)
check_should_not_none(order_id, "order_id")
path = "/v1/order/orders/()"
path = path.format(order_id)
request = self.__create_request_by_get_with_signature(
path, UrlParamsBuilder())
def parse(json_wrapper):
data = json_wrapper.get_object("data")
order = Order()
order.order_id = data.get_int("id")
order.symbol = data.get_string("symbol")
order.price = data.get_float("price")
order.amount = data.get_float("amount")
order.account_type = account_info_map.get_account_by_id(
self.__api_key, data.get_int("account-id")).account_type
order.created_timestamp = convert_cst_in_millisecond_to_utc(
data.get_int("created-at"))
order.canceled_timestamp = convert_cst_in_millisecond_to_utc(
data.get_int("canceled-at"))
order.finished_timestamp = convert_cst_in_millisecond_to_utc(
data.get_int("finished-at"))
order.order_type = data.get_string("type")
order.filled_amount = data.get_float("field-amount")
order.filled_cash_amount = data.get_float("field-cash-amount")
order.filled_fees = data.get_float("field-fees")
order.source = data.get_string("source")
order.state = data.get_string("state")
return order
request.json_parser = parse
return request
def get_exchange_timestamp(self):
request = self.__create_request_by_get("/v1/common/timestamp", UrlParamsBuilder())
def parse(json_wrapper):
return convert_cst_in_millisecond_to_utc(json_wrapper.get_int("data"))
request.json_parser = parse
return request
def transfer_between_parent_and_sub(self, sub_uid, currency, amount, transfer_type):
check_currency(currency)
check_should_not_none(sub_uid, "sub_uid")
check_should_not_none(amount, "amount")
check_should_not_none(transfer_type, "transfer_type")
builder = UrlParamsBuilder()
builder.put_post("sub-uid", sub_uid)
builder.put_post("amount", amount)
builder.put_post("currency", currency)
builder.put_post("type", transfer_type)
request = self.__create_request_by_post_with_signature("/v1/subuser/transfer", builder)
def parse(json_wrapper):
return json_wrapper.get_int("data")
request.json_parser = parse
return request
def get_currencies(self):
request = self.__create_request_by_get("/v1/common/currencys", UrlParamsBuilder())
def parse(json_wrapper):
return json_wrapper.get_array("data").get_items_as_string()
request.json_parser = parse
return request
def get_order(self, symbol, order_id):
check_symbol(symbol)
check_should_not_none(order_id, "order_id")
path = "/v1/order/orders/{}"
path = path.format(order_id)
request = self.__create_request_by_get_with_signature(
path, UrlParamsBuilder())
request.json_parser = self.get_order_json_parse
return request
def get_best_quote(self, symbol):
check_symbol(symbol)
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
request = self.__create_request_by_get("/market/detail/merged", builder)
def parse(json_wrapper):
best_quote = BestQuote()
best_quote.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
tick = json_wrapper.get_object("tick")
ask_array = tick.get_array("ask")
best_quote.ask_price = ask_array.get_float_at(0)
best_quote.ask_amount = ask_array.get_float_at(1)
bid_array = tick.get_array("bid")
best_quote.bid_price = bid_array.get_float_at(0)
best_quote.bid_amount = bid_array.get_float_at(1)
return best_quote
request.json_parser = parse
return request
def get_fee_rate(self, symbols):
check_symbol(symbols)
builder = UrlParamsBuilder()
builder.put_url("symbols", symbols)
request = self.__create_request_by_get_with_signature(
"/v1/fee/fee-rate/get", builder)
def parse(json_wrapper):
fee_list = list()
data_array = json_wrapper.get_array("data")
for item_in_data in data_array.get_items():
fee_rate = FeeRate()
fee_rate.symbol = item_in_data.get_string("symbol")
fee_rate.maker_fee = item_in_data.get_string("maker-fee")
fee_rate.symbol = item_in_data.get_string("taker-fee")
fee_list.append(fee_rate)
return fee_list
request.json_parser = parse
return request
def cancel_order(self, symbol, order_id):
check_symbol(symbol)
check_should_not_none(order_id, "order_id")
path = "/v1/order/orders/{}/submitcancel"
path = path.format(order_id)
request = self.__create_request_by_post_with_signature(path, UrlParamsBuilder())
def parse(json_wrapper):
return
request.json_parser = parse
return request
def cancel_withdraw(self, currency, withdraw_id):
check_symbol(currency)
check_should_not_none(withdraw_id, "withdraw_id")
path = "/v1/dw/withdraw-virtual/{}/cancel"
path = path.format(withdraw_id)
request = self.__create_request_by_post_with_signature(path, UrlParamsBuilder())
def parse(json_wrapper):
return
request.json_parser = parse
return request
def __create_request_by_get_with_signature(self,
url,
builder=UrlParamsBuilder()):
request = RestApiRequest()
request.method = "GET"
request.host = self.__server_url
create_signature(self.__api_key, self.__secret_key, request.method,
request.host + url, builder)
request.header.update(
{"Content-Type": "application/x-www-form-urlencoded"})
request.url = url + builder.build_url()
return request
def get_24h_trade_statistics(self, symbol):
check_symbol(symbol)
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
request = self.__create_request_by_get("/market/detail", builder)
def parse(json_wrapper):
tick = json_wrapper.get_object("tick")
trade_statistics = TradeStatistics()
trade_statistics.timestamp = convert_cst_in_millisecond_to_utc(json_wrapper.get_int("ts"))
trade_statistics.amount = tick.get_float("amount")
trade_statistics.open = tick.get_float("open")
trade_statistics.close = tick.get_float("close")
trade_statistics.high = tick.get_float("high")
trade_statistics.low = tick.get_float("low")
trade_statistics.count = tick.get_int("count")
trade_statistics.volume = tick.get_float("vol")
return trade_statistics
request.json_parser = parse
return request
def get_price_depth(self, symbol, size=None):
check_symbol(symbol)
check_range(size, 1, 150, "size")
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
builder.put_url("type", "step0")
request = self.__create_request_by_get("/market/depth", builder)
def parse(json_wrapper):
tick = json_wrapper.get_object("tick")
dp = PriceDepth()
dp.timestamp = convert_cst_in_millisecond_to_utc(
tick.get_int("ts"))
bid_array = tick.get_array("bids")
ask_array = tick.get_array("asks")
bids = list()
asks = list()
for i in range(0, size):
bid_entry = bid_array.get_array_at(i)
entry = DepthEntry()
entry.price = bid_entry.get_float_at(0)
entry.amount = bid_entry.get_float_at(1)
bids.append(entry)
for i in range(0, size):
ask_entry = ask_array.get_array_at(i)
entry = DepthEntry()
entry.price = ask_entry.get_float_at(0)
entry.amount = ask_entry.get_float_at(1)
asks.append(entry)
dp.bids = bids
dp.asks = asks
return dp
request.json_parser = parse
return request
def get_historical_trade(self, symbol, form_id, size):
check_symbol(symbol)
check_range(size, 1, 2000, "size")
builder = UrlParamsBuilder()
builder.put_url("symbol", symbol)
builder.put_url("size", size)
request = self.__create_request_by_get("/market/history/trade",
builder)
def parse(json_wrapper):
data_array = json_wrapper.get_array("data")
trade_list = list()
for item in data_array.get_items():
data_array_in = item.get_array("data")
for item_in in data_array_in.get_items():
local_trade = Trade()
local_trade.price = item_in.get_float("price")
local_trade.amount = item_in.get_float("amount")
local_trade.trade_id = item_in.get_int("id")
local_trade.timestamp = convert_cst_in_millisecond_to_utc(
item_in.get_int("ts"))
local_trade.direction = item_in.get_string("direction")
trade_list.append(local_trade)
return trade_list
request.json_parser = parse
return request
def transfer(self, symbol, from_account, to_account, currency, amount):
check_symbol(symbol)
check_should_not_none(from_account, "from_account")
check_should_not_none(to_account, "to_account")
check_should_not_none(currency, "currency")
check_should_not_none(amount, "amount")
if from_account == AccountType.SPOT and to_account == AccountType.MARGIN:
address = "/v1/dw/transfer-in/margin"
elif from_account == AccountType.MARGIN and AccountType.SPOT:
address = "/v1/dw/transfer-out/margin"
else:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] incorrect transfer type")
builder = UrlParamsBuilder()
builder.put_post("currency", currency)
builder.put_post("symbol", symbol)
builder.put_post("amount", amount)
request = self.__create_request_by_post_with_signature(
address, builder)
def parse(json_wrapper):
if json_wrapper.get_string("status") == "ok":
return json_wrapper.get_int("data")
request.json_parser = parse
return request
