mirror of
https://github.com/aljazceru/bitfinex-api-py.git
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bfxapi: add rest order endpoints
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Jacob Plaster
committed by
Jacob Plaster
Jacob Plaster
parent
e37474cafd
commit
f6837452fb
@@ -8,9 +8,9 @@ import time
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import json
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from ..utils.custom_logger import CustomLogger
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from ..utils.auth import generate_auth_headers
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from ..utils.auth import generate_auth_headers, calculate_order_flags, gen_unique_cid
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from ..models import Wallet, Order, Position, Trade, FundingLoan, FundingOffer
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from ..models import FundingCredit
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from ..models import FundingCredit, Notification
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class BfxRest:
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@@ -61,7 +61,7 @@ class BfxRest:
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async with aiohttp.ClientSession() as session:
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async with session.post(url + params, headers=headers, data=sData) as resp:
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text = await resp.text()
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if resp.status is not 200:
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if resp.status < 200 or resp.status > 299:
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raise Exception('POST {} failed with status {} - {}'
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.format(url, resp.status, text))
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parsed = json.loads(text, parse_float=self.parse_float)
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@@ -355,44 +355,109 @@ class BfxRest:
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# Orders #
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##################################################
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async def __submit_order(self, symbol, amount, price, oType=Order.Type.LIMIT,
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is_hidden=False, is_postonly=False, use_all_available=False,
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stop_order=False, stop_buy_price=0, stop_sell_price=0):
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async def submit_order(self, symbol, price, amount, market_type=Order.Type.LIMIT,
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hidden=False, price_trailing=None, price_aux_limit=None,
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oco_stop_price=None, close=False, reduce_only=False,
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post_only=False, oco=False, time_in_force=None, gid=None):
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"""
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Submit a new order
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@param gid: assign the order to a group identifier
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@param symbol: the name of the symbol i.e 'tBTCUSD
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@param price: the price you want to buy/sell at (must be positive)
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@param amount: order size: how much you want to buy/sell,
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a negative amount indicates a sell order and positive a buy order
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@param price: the price you want to buy/sell at (must be positive)
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@param oType: order type, see Order.Type enum
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@param is_hidden: True if order should be hidden from orderbooks
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@param is_postonly: True if should be post only. Only relevant for limit
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@param use_all_available: True if order should use entire balance
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@param stop_order: True to set an additional STOP OCO order linked to the
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current order
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@param stop_buy_price: set the OCO stop buy price (requires stop_order True)
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@param stop_sell_price: set the OCO stop sell price (requires stop_order True)
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@param market_type Order.Type: please see Order.Type enum
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amount decimal string Positive for buy, Negative for sell
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@param hidden: if True, order should be hidden from orderbooks
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@param price_trailing: decimal trailing price
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@param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)
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@param oco_stop_price: set the oco stop price (requires oco = True)
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@param close: if True, close position if position present
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@param reduce_only: if True, ensures that the executed order does not flip the opened position
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@param post_only: if True, ensures the limit order will be added to the order book and not
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match with a pre-existing order
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@param oco: cancels other order option allows you to place a pair of orders stipulating
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that if one order is executed fully or partially, then the other is automatically canceled
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@param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
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"""
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raise NotImplementedError(
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"V2 submit order has not yet been added to the bfx api. Please use bfxapi.ws")
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side = Order.Side.SELL if amount < 0 else Order.Side.BUY
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use_all_balance = 1 if use_all_available else 0
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payload = {}
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payload['symbol'] = symbol
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payload['amount'] = abs(amount)
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payload['price'] = price
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payload['side'] = side
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payload['type'] = oType
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payload['is_hidden'] = is_hidden
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payload['is_postonly'] = is_postonly
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payload['use_all_available'] = use_all_balance
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payload['ocoorder'] = stop_order
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if stop_order:
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payload['buy_price_oco'] = stop_buy_price
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payload['sell_price_oco'] = stop_sell_price
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endpoint = 'order/new'
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return await self.post(endpoint, data=payload)
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cid = gen_unique_cid()
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payload = {
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"cid": cid,
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"type": str(market_type),
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"symbol": symbol,
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"amount": str(amount),
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"price": str(price),
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}
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# calculate and add flags
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flags = calculate_order_flags(hidden, close, reduce_only, post_only, oco)
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payload['flags'] = flags
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# add extra parameters
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if (price_trailing):
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payload['price_trailing'] = price_trailing
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if (price_aux_limit):
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payload['price_aux_limit'] = price_aux_limit
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if (oco_stop_price):
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payload['price_oco_stop'] = str(oco_stop_price)
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if (time_in_force):
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payload['tif'] = time_in_force
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if (gid):
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payload['gid'] = gid
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endpoint = "auth/w/order/submit"
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raw_notification = await self.post(endpoint, payload)
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return Notification.from_raw_order(raw_notification)
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async def submit_cancel_order(self, orderId):
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"""
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Cancel an existing open order
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@param orderId: the id of the order that you want to update
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"""
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endpoint = "auth/w/order/cancel"
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raw_notification = await self.post(endpoint, { 'id': orderId })
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return Notification.from_raw_order(raw_notification)
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async def submit_update_order(self, orderId, price=None, amount=None, delta=None, price_aux_limit=None,
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price_trailing=None, hidden=False, close=False, reduce_only=False,
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post_only=False, time_in_force=None):
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"""
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Update an existing order
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@param orderId: the id of the order that you want to update
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@param price: the price you want to buy/sell at (must be positive)
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@param amount: order size: how much you want to buy/sell,
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a negative amount indicates a sell order and positive a buy order
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@param delta: change of amount
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@param price_trailing: decimal trailing price
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@param price_aux_limit: decimal auxiliary Limit price (only for STOP LIMIT)
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@param hidden: if True, order should be hidden from orderbooks
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@param close: if True, close position if position present
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@param reduce_only: if True, ensures that the executed order does not flip the opened position
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@param post_only: if True, ensures the limit order will be added to the order book and not
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match with a pre-existing order
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@param time_in_force: datetime for automatic order cancellation ie. 2020-01-01 10:45:23
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"""
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payload = {"id": orderId}
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if price is not None:
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payload['price'] = str(price)
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if amount is not None:
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payload['amount'] = str(amount)
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if delta is not None:
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payload['delta'] = str(delta)
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if price_aux_limit is not None:
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payload['price_aux_limit'] = str(price_aux_limit)
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if price_trailing is not None:
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payload['price_trailing'] = str(price_trailing)
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if time_in_force is not None:
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payload['time_in_force'] = str(time_in_force)
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flags = calculate_order_flags(
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hidden, close, reduce_only, post_only, False)
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payload['flags'] = flags
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endpoint = "auth/w/order/update"
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raw_notification = await self.post(endpoint, payload)
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print (raw_notification)
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return Notification.from_raw_order(raw_notification)
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##################################################
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# Derivatives #
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