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spot_api.py
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spot_api.py
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class SpotApi:
"""
API definition for Spot Trading
"""
async def fetch_markets(self, params=None):
"""
Fetch market information includes precision and limitations of amount, price, and cost
:param params: dict for non-specific parameters
:return: ccxt's market structure https://github.com/ccxt/ccxt/wiki/Manual#market-structure
example: [
{
'id': ' btcusd', // string literal for referencing within an exchange
'symbol': 'BTC/USD', // uppercase string literal of a pair of currencies
'base': 'BTC', // uppercase string, unified base currency code, 3 or more letters
'quote': 'USD', // uppercase string, unified quote currency code, 3 or more letters
'baseId': 'btc', // any string, exchange-specific base currency id
'quoteId': 'usd', // any string, exchange-specific quote currency id
'active': true, // boolean, market status
'taker': 0.002, // Optional, taker fee rate, 0.002 = 0.2%
'maker': 0.0016, // Optional, maker fee rate, 0.0016 = 0.16%
'percentage': true, // Optional, whether the taker and maker fee rate is a multiplier or a fixed flat amount
'tierBased': false, // Optional, whether the fee depends on your trading tier (your trading volume)
'precision': { // number of decimal digits "after the dot"
'price': 8, // Optional, integer or float for TICK_SIZE roundingMode, might be missing if not supplied by the exchange
'amount': 8, // Optional, integer, might be missing if not supplied by the exchange
'cost': 8, // Optional, integer, very few exchanges actually have it
},
'limits': { // value limits when placing orders on this market
'amount': { // Optional
'min': 0.01, // order amount should be > min
'max': 1000, // order amount should be < max
'stepSize': 0.01 // Optional, order amount step size
},
'price': { ... }, // Optional, same min/max limits for the price of the order
'cost': { ... }, // Optional, same limits for order cost = price * amount
},
'info': { ... }, // the original unparsed market info from the exchange
},
... # other pairs
]
"""
raise NotImplementedError()
async def fetch_order_book(self, symbol, since=None, limit=None, fromId=None, direct=None, params=None):
"""
Fetch current order book
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param fromId: start id of the orders
:param direct: "prev" or "next"
:param params: dict for non-specific parameters
:return: ccxt's order book structure https://github.com/ccxt/ccxt/wiki/Manual#order-book-structure
example:
{
'bids': [
[ price, amount ], // [ Decimal, Decimal ]
[ price, amount ],
...
],
'asks': [
[ price, amount ],
[ price, amount ],
...
],
'timestamp': 1499280391811, // Optional, Unix Timestamp in milliseconds (seconds * 1000)
'datetime': '2017-07-05T18:47:14.692Z', // Optional, ISO8601 datetime string with milliseconds
'nonce': 1499280391811, // Optional, an increasing unique identifier of the orderbook snapshot
'info': { ... }, // the original unparsed order structure as is
}
"""
raise NotImplementedError()
async def create_order(self, symbol, type, side, amount, price, clientOrderId, params=None):
"""
Place a new order
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param type: 'limit' or 'market', other types aren't unified yet
:param side: 'sell' or 'buy'
:param amount: amount of the order
:param price: price of the order, or None for market order
:param clientOrderId: unique id generated by client side, will be used to check order when the create_order
API didn't give back result clearly (eg. timeout when request)
:param params: dict for non-specific parameters
:return: ccxt order structure https://github.com/ccxt/ccxt/wiki/Manual#order-structure
example:
{
'id': '12345-67890:09876/54321', // string
'clientOrderId': 'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed', 'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // Decimal price in quote currency (may be empty for market orders)
'average': 0.06917684, // Decimal average filling price
'amount': 1.5, // ordered amount of base currency
'filled': 1.1, // filled amount of base currency
'remaining': 0.4, // remaining amount to fill
'cost': 0.076094524, // 'average' * 'price' (filling price used where available)
'trades': [ ... ], // a list of order trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the fee is (usually quote)
'cost': 0.0009, // the fee amount in that currency
'rate': 0.002, // the fee rate (if available)
},
'info': { ... }, // the original unparsed order structure as is
}
"""
raise NotImplementedError()
async def fetch_order(self, id, symbol, clientOrderId=None, params=None):
"""
Fetch one single order with order id or client order id
:param id: order id
:param clientOrderId: unique id generated by client side, will be used to check order when the create_order
API didn't give back result clearly (eg. timeout when request)
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param params: dict for non-specific parameters
:return: ccxt order structure https://github.com/ccxt/ccxt/wiki/Manual#order-structure
example:
{
'id': '12345-67890:09876/54321', // string
'clientOrderId': 'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed', 'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // Decimal price in quote currency (may be empty for market orders)
'average': 0.06917684, // Decimal average filling price
'amount': 1.5, // ordered amount of base currency
'filled': 1.1, // filled amount of base currency
'remaining': 0.4, // remaining amount to fill
'cost': 0.076094524, // 'average' * 'price' (filling price used where available)
'trades': [ ... ], // a list of order trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the fee is (usually quote)
'cost': 0.0009, // the fee amount in that currency
'rate': 0.002, // the fee rate (if available)
},
'info': { ... }, // the original unparsed order structure as is
}
"""
raise NotImplementedError()
async def cancel_order(self, id, symbol, clientOrderId=None, params=None):
"""
Cancel one single order by id or client order id
:param id: order id
:param clientOrderId: unique id generated by client side, will be used to check order when the create_order
API doesn't give back result clearly (eg. timeout when request)
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param params: dict for non-specific parameters
:return: info
example:
{
{
'info': { ... } // the original response
}
}
"""
raise NotImplementedError()
async def fetch_orders(self, symbol, since=None, limit=None, fromId=None, direct=None, params=None):
"""
Fetch all orders
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param fromId: start id of the orders
:param direct: "prev" or "next"
:param params: dict for non-specific parameters
:return: a list of ccxt order structures https://github.com/ccxt/ccxt/wiki/Manual#order-structure
example:
[
{
'id': '12345-67890:09876/54321', // string
'clientOrderId': 'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed', 'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // Decimal price in quote currency (may be empty for market orders)
'average': 0.06917684, // Decimal average filling price
'amount': 1.5, // ordered amount of base currency
'filled': 1.1, // filled amount of base currency
'remaining': 0.4, // remaining amount to fill
'cost': 0.076094524, // 'average' * 'price' (filling price used where available)
'trades': [ ... ], // a list of order trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the fee is (usually quote)
'cost': 0.0009, // the fee amount in that currency
'rate': 0.002, // the fee rate (if available)
},
'info': { ... }, // the original unparsed order structure as is
},
...
]
"""
raise NotImplementedError()
async def fetch_open_orders(self, symbol, since=None, limit=None, fromId=None, direct=None, params=None):
"""
Fetch all orders in open status
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param fromId: start id of the orders
:param direct: "prev" or "next"
:param params: dict for non-specific parameters
:return: a list of ccxt order structures https://github.com/ccxt/ccxt/wiki/Manual#order-structure
example:
[
{
'id': '12345-67890:09876/54321', // string
'clientOrderId': 'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed', 'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // Decimal price in quote currency (may be empty for market orders)
'average': 0.06917684, // Decimal average filling price
'amount': 1.5, // ordered amount of base currency
'filled': 1.1, // filled amount of base currency
'remaining': 0.4, // remaining amount to fill
'cost': 0.076094524, // 'average' * 'price' (filling price used where available)
'trades': [ ... ], // a list of order trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the fee is (usually quote)
'cost': 0.0009, // the fee amount in that currency
'rate': 0.002, // the fee rate (if available)
},
'info': { ... }, // the original unparsed order structure as is
},
...
]
"""
raise NotImplementedError()
async def fetch_closed_orders(self, symbol, since=None, limit=None, fromId=None, direct=None, params=None):
"""
Fetch all orders in closed and canceled status
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param fromId: start id of the orders
:param direct: "prev" or "next"
:param params: dict for non-specific parameters
:return: a list of ccxt order structures https://github.com/ccxt/ccxt/wiki/Manual#order-structure
example:
[
{
'id': '12345-67890:09876/54321', // string
'clientOrderId': 'abcdef-ghijklmnop-qrstuvwxyz', // a user-defined clientOrderId, if any
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime of 'timestamp' with milliseconds
'timestamp': 1502962946216, // order placing/opening Unix timestamp in milliseconds
'lastTradeTimestamp': 1502962956216, // Unix timestamp of the most recent trade on this order
'status': 'open', // 'open', 'closed', 'canceled'
'symbol': 'ETH/BTC', // symbol
'type': 'limit', // 'market', 'limit'
'side': 'buy', // 'buy', 'sell'
'price': 0.06917684, // Decimal price in quote currency (may be empty for market orders)
'average': 0.06917684, // Decimal average filling price
'amount': 1.5, // ordered amount of base currency
'filled': 1.1, // filled amount of base currency
'remaining': 0.4, // remaining amount to fill
'cost': 0.076094524, // 'average' * 'price' (filling price used where available)
'trades': [ ... ], // a list of order trades/executions
'fee': { // fee info, if available
'currency': 'BTC', // which currency the fee is (usually quote)
'cost': 0.0009, // the fee amount in that currency
'rate': 0.002, // the fee rate (if available)
},
'info': { ... }, // the original unparsed order structure as is
},
...
]
"""
raise NotImplementedError()
async def fetch_my_trades(self, symbol, since=None, limit=None, fromId=None, direct=None, params=None):
"""
Fetch recent deals
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param fromId: start id of the orders
:param direct: "prev" or "next"
:param params: dict for non-specific parameters
:return: a list of ccxt trade structures https://github.com/ccxt/ccxt/wiki/Manual#trade-structure
example:
[
{
'info': { ... }, // the original decoded JSON as is
'id': '12345-67890:09876/54321', // string trade id
'timestamp': 1502962946216, // Unix timestamp in milliseconds
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime with milliseconds
'symbol': 'ETH/BTC', // symbol
'order': '12345-67890:09876/54321', // string order id or undefined/None/null
'type': 'limit', // order type, 'market', 'limit' or undefined/None/null
'side': 'buy', // direction of the trade, 'buy' or 'sell'
'takerOrMaker': 'taker', // string, 'taker' or 'maker'
'price': 0.06917684, // Decimal price in quote currency
'amount': 1.5, // amount of base currency
'cost': 0.10376526, // total cost (including fees), `price * amount`
'fee': { // provided by exchange or calculated by ccxt
'cost': 0.0015, // Decimal
'currency': 'ETH', // usually base currency for buys, quote currency for sells
'rate': 0.002, // the fee rate (if available)
},
}
]
"""
raise NotImplementedError()
async def fetch_order_trades(self, id, symbol, since=None, limit=None, params=None):
"""
Fetch recent deals
:param id: order id
:param symbol: symbol in ccxt standard format, example: 'BTC/USDT'
:param since: start time of the orders, should be a Unix timestamp in milliseconds
:param limit: limit number of orders in response
:param params: dict for non-specific parameters
:return: a list of ccxt trade structures https://github.com/ccxt/ccxt/wiki/Manual#trade-structure
example:
[
{
'info': { ... }, // the original decoded JSON as is
'id': '12345-67890:09876/54321', // string trade id
'timestamp': 1502962946216, // Unix timestamp in milliseconds
'datetime': '2017-08-17 12:42:48.000', // ISO8601 datetime with milliseconds
'symbol': 'ETH/BTC', // symbol
'order': '12345-67890:09876/54321', // string order id or undefined/None/null
'type': 'limit', // order type, 'market', 'limit' or undefined/None/null
'side': 'buy', // direction of the trade, 'buy' or 'sell'
'takerOrMaker': 'taker', // string, 'taker' or 'maker'
'price': 0.06917684, // Decimal price in quote currency
'amount': 1.5, // amount of base currency
'cost': 0.10376526, // total cost (including fees), `price * amount`
'fee': { // provided by exchange or calculated by ccxt
'cost': 0.0015, // Decimal
'currency': 'ETH', // usually base currency for buys, quote currency for sells
'rate': 0.002, // the fee rate (if available)
},
}
]
"""
raise NotImplementedError()
async def fetch_balance(self, params=None):
"""
Fetch balances in Perpetual Future Account
:param params: dict for non-specific parameters
:return: ccxt balance structure https://github.com/ccxt/ccxt/wiki/Manual#balance-structure
example:
{
'info': { ... }, // the original untouched non-parsed reply with details
//-------------------------------------------------------------------------
// indexed by availability of funds first, then by currency
'free': { // money, available for trading, by currency
'BTC': 321.00, // Decimals...
'USD': 123.00,
...
},
'used': { ... }, // money on hold, locked, frozen, or pending, by currency
'total': { ... }, // total (free + used), by currency
//-------------------------------------------------------------------------
// indexed by currency first, then by availability of funds
'BTC': { // string, three-letter currency code, uppercase
'free': 321.00 // Decimal, money available for trading
'used': 234.00, // Decimal, money on hold, locked, frozen or pending
'total': 555.00, // Decimal, total balance (free + used)
},
'USD': { // ...
'free': 123.00 // ...
'used': 456.00,
'total': 579.00,
},
...
}
"""
raise NotImplementedError()
async def fetch_trading_fees(self, params=None):
"""
Fetch trading fee rates of the user. This is useful if the fee rates are tier-based
:param params: dict for non-specific parameters
:return: a list of fee rate structure
example:
[
{
'symbol': 'ETH/BTC', // symbol
'taker': 0.002, // taker fee rate, 0.002 = 0.2%
'maker': 0.0016, // maker fee rate, 0.0016 = 0.16%
},
...
]
"""
raise NotImplementedError()