mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
150 lines
4.4 KiB
Python
150 lines
4.4 KiB
Python
import time
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import datetime
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class OrderType:
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MARKET = 'MARKET'
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LIMIT = 'LIMIT'
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STOP = 'STOP'
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TRAILING_STOP = 'TRAILING STOP'
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FILL_OR_KILL = 'FOK'
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EXCHANGE_MARKET = 'EXCHANGE MARKET'
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EXCHANGE_LIMIT = 'EXCHANGE LIMIT'
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EXCHANGE_STOP = 'EXCHANGE STOP'
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EXCHANGE_TRAILING_STOP = 'EXCHANGE TRAILING STOP'
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EXCHANGE_FILL_OR_KILL = 'EXCHANGE FOK'
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class OrderSide:
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BUY = 'buy'
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SELL = 'sell'
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class OrderClosedModel:
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ID = 0
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GID = 1
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CID = 2
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SYMBOL = 3
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MTS_CREATE = 4
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MTS_UPDATE = 5
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AMOUNT = 6
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AMOUNT_ORIG = 7
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TYPE = 8
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TYPE_PREV = 9
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FLAGS = 12
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STATUS = 13
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PRICE = 16
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PRIVE_AVG = 17
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PRICE_TRAILING = 18
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PRICE_AUX_LIMIT = 19
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NOTIFY = 23
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PLACE_ID = 25
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class OrderFlags:
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HIDDEN = 64
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CLOSE = 12
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REDUCE_ONLY = 1024
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POST_ONLY = 4096
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OCO = 16384
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def now_in_mills():
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return int(round(time.time() * 1000))
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class Order:
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"""
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ID int64 Order ID
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GID int Group ID
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CID int Client Order ID
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SYMBOL string Pair (tBTCUSD, …)
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MTS_CREATE int Millisecond timestamp of creation
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MTS_UPDATE int Millisecond timestamp of update
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AMOUNT float Positive means buy, negative means sell.
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AMOUNT_ORIG float Original amount
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TYPE string The type of the order: LIMIT, MARKET, STOP, TRAILING STOP, EXCHANGE MARKET, EXCHANGE LIMIT, EXCHANGE STOP, EXCHANGE TRAILING STOP, FOK, EXCHANGE FOK.
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TYPE_PREV string Previous order type
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FLAGS int Upcoming Params Object (stay tuned)
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ORDER_STATUS string Order Status: ACTIVE, EXECUTED, PARTIALLY FILLED, CANCELED
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PRICE float Price
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PRICE_AVG float Average price
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PRICE_TRAILING float The trailing price
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PRICE_AUX_LIMIT float Auxiliary Limit price (for STOP LIMIT)
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HIDDEN int 1 if Hidden, 0 if not hidden
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PLACED_ID int If another order caused this order to be placed (OCO) this will be that other order's ID
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"""
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Type = OrderType()
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Side = OrderSide()
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Flags = OrderFlags()
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def __init__(self, id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
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typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId):
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self.id = id
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self.gId = gId
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self.cId = cId
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self.symbol = symbol
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self.mtsCreate = mtsCreate
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self.mtsUpdate = mtsUpdate
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self.amount = amount
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self.amountOrig = amountOrig
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self.type = oType
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self.typePrev = typePrev
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self.flags = flags
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self.status = status
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self.price = price
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self.priceAvg = priceAvg
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self.priceTrailing = priceTrailing
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self.priceAuxLimit = priceAuxLimit
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self.notfiy = notfiy
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self.placeId = placeId
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self.is_pending_bool = True
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self.is_confirmed_bool = False
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self.is_open_bool = False
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self.date = datetime.datetime.fromtimestamp(mtsCreate/1000.0)
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if priceAvg:
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## if cancelled then priceAvg wont exist
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self.fee = (priceAvg * abs(amount)) * 0.002
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@staticmethod
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def from_raw_order(raw_order):
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id = raw_order[OrderClosedModel.ID]
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gId = raw_order[OrderClosedModel.GID]
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cId = raw_order[OrderClosedModel.CID]
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symbol = raw_order[OrderClosedModel.SYMBOL]
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mtsCreate = raw_order[OrderClosedModel.MTS_CREATE]
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mtsUpdate = raw_order[OrderClosedModel.MTS_UPDATE]
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amount = raw_order[OrderClosedModel.AMOUNT]
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amountOrig = raw_order[OrderClosedModel.AMOUNT_ORIG]
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oType = raw_order[OrderClosedModel.TYPE]
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typePrev = raw_order[OrderClosedModel.TYPE_PREV]
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flags = raw_order[OrderClosedModel.FLAGS]
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status = raw_order[OrderClosedModel.STATUS]
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price = raw_order[OrderClosedModel.PRICE]
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priceAvg = raw_order[OrderClosedModel.PRIVE_AVG]
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priceTrailing = raw_order[OrderClosedModel.PRICE_TRAILING]
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priceAuxLimit = raw_order[OrderClosedModel.PRICE_AUX_LIMIT]
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notfiy = raw_order[OrderClosedModel.NOTIFY]
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placeId = raw_order[OrderClosedModel.PLACE_ID]
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return Order(id, gId, cId, symbol, mtsCreate, mtsUpdate, amount, amountOrig, oType,
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typePrev, flags, status, price, priceAvg, priceTrailing, priceAuxLimit, notfiy, placeId)
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def set_confirmed(self):
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self.is_pending_bool = False
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self.is_confirmed_bool = True
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def set_open_state(self, isOpen):
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self.is_open_bool = isOpen
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def isOpen(self):
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return self.is_open_bool
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def isPending(self):
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return self.is_pending_bool
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def isConfirmed(self):
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return self.is_confirmed_bool
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def __str__(self):
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''' Allow us to print the Order object in a pretty format '''
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return "Order <'{}' mtsCreate={} status='{}' id={}>".format(self.symbol, self.mtsCreate,
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self.status, self.id)
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