From 6600acbc4cd35183c778c554b0c1ae95c03dc850 Mon Sep 17 00:00:00 2001 From: Skyler Feng Date: Mon, 31 Oct 2022 18:56:57 +0800 Subject: [PATCH] the second --- example/derivatives_en.ipynb | 1092 ---------------------------- example/trade_derivatives_en.ipynb | 659 +++++++++++++++++ 2 files changed, 659 insertions(+), 1092 deletions(-) delete mode 100644 example/derivatives_en.ipynb create mode 100644 example/trade_derivatives_en.ipynb diff --git a/example/derivatives_en.ipynb b/example/derivatives_en.ipynb deleted file mode 100644 index a3bdace..0000000 --- a/example/derivatives_en.ipynb +++ /dev/null @@ -1,1092 +0,0 @@ -{ - "cells": [ - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "# Trade derivatives\n", - "## Install python package\n", - "You can install and upgrade `python-okx` from PyPi server." - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "! pip install python-okx --upgrade" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Create API Key\n", - "Please refer to [Create API Key](https://www.okx.com/account/my-api)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Import API modules\n", - "The following modules are available\n", - "- Trade\n", - "- BlockTrading\n", - "- Funding\n", - "- Account\n", - "- Convert\n", - "- Earning\n", - "- SubAccount\n", - "- MarketData\n", - "- PublicData\n", - "- TradingData\n", - "- Status\n", - "- NDBroker\n", - "- FDBroker" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Trade as Trade" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Fill in your API key details" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "api_key = \"xxxxx\"\n", - "secret_key = \"xxxxx\"\n", - "passphrase = \"xxxxxx\"" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get available funds" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Funding as Funding\n", - "\n", - "flag = \"1\" # live trading:0 , demo trading：1\n", - "\n", - "fundingAPI = Funding.FundingAPI(api_key, secret_key, passphrase, False, flag)\n", - "\n", - "result = fundingAPI.get_currencies()\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get market data" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.MarketData as MarketData\n", - "\n", - "flag = \"1\" # live trading:0 , demo trading：1\n", - "\n", - "marketDataAPI = MarketData.MarketAPI(flag=flag)\n", - "\n", - "result = marketDataAPI.get_tickers(instType=\"SPOT\")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Handle errors" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "You will the error code `51000` when. you run the following code. More details about the error code can be found in `msg`.\n", - "Please refer to [error code](https://www.okx.com/docs-v5/en/#error-code) for addtional information." - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - }, - "scrolled": true - }, - "outputs": [], - "source": [ - "import okx.MarketData as MarketData\n", - "\n", - "flag = \"1\" # live trading: 0, demo trading: 1\n", - "\n", - "marketDataAPI = MarketData.MarketAPI(flag=flag)\n", - "\n", - "result = marketDataAPI.get_tickers( instType=\"SPO\")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "# Prepare for trading\n", - "- Make sure you understand the basic trading rules. Please refer to [Basic Trading Rules](https://www.okx.com/support/hc/en-us/sections/360011507312)\n", - "- Make sure you have enough funds in your trading account。Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)." - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get account balance. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)." - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - }, - "scrolled": true - }, - "outputs": [], - "source": [ - "import okx.Account as Account\n", - "flag = \"1\" # live trading: 0, demo trading: 1\n", - "\n", - "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", - "\n", - "result = accountAPI.get_account_balance()\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get available trading pairs from [Get instruments](https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments)." - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - }, - "scrolled": true - }, - "outputs": [], - "source": [ - "import okx.MarketData as MarketData\n", - "\n", - "flag = \"1\" # live trading: 0, demo trading: 1\n", - "\n", - "marketDataAPI = MarketData.MarketAPI(flag=flag)\n", - "\n", - "result = marketDataAPI.get_instruments(\n", - " instType=\"SPOT\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Make sure you have enough funds to trade a certain pair. Please refer to [Get maximum tradable amount](https://www.okx.com/docs-v5/en/#rest-api-account-get-maximum-available-tradable-amount)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Account as Account\n", - "\n", - "flag = \"1\" # live trading:0 , demo trading：1\n", - "\n", - "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", - "\n", - "result = accountAPI.get_max_avail_size(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Account as Account\n", - "\n", - "flag = \"1\" # live trading:0 , demo trading：1\n", - "\n", - "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", - "\n", - "result = accountAPI.get_max_avail_size(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## In unified account, you can trade Spot under simple, single currency, multi currency and portfolio margin account mode. Please refer to [Introduction on Unified Account](https://www.okx.com/support/hc/en-us/articles/360054690791-1-统一交易账户介绍)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get the current account configuration from the `acctLv` parameter in [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-account-get-account-configuration)." - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Account as Account\n", - "\n", - "flag = \"1\" # live trading: 0, demo trading: 1\n", - "\n", - "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", - "result = accountAPI.get_account_config()\n", - "print(result)\n", - "\n", - "if result['code'] == \"0\":\n", - " acctLv = result[\"data\"][0][\"acctLv\"]\n", - " if acctLv == \"1\":\n", - " print(\"Simple mode\")\n", - " elif acctLv == \"2\":\n", - " print(\"Single-currency margin mode\")\n", - " elif acctLv == \"3\":\n", - " print(\"Multi-currency margin mode\")\n", - " elif acctLv == \"4\":\n", - " print(\"Portfolio margin mode\")" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "# Start Spot Trading" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### Spot trading under simple/single-currency margin mode" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "import okx.Trade as Trade\n", - "\n", - "flag = \"1\" # live trading: 0, demo trading: 1\n", - "\n", - "tradeAPI = Trade.TradeAPI(api_key, secret_key, passphrase, False, flag)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "#### place a limit order" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "# limit order\n", - "result = tradeAPI.place_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"buy\",\n", - " ordType=\"limit\",\n", - " px=\"19000\",\n", - " sz=\"0.01\"\n", - ")\n", - "print(result)\n", - "\n", - "if result[\"code\"] == \"0\":\n", - " print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n", - "else:\n", - " print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "#### place a market order" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "# market order\n", - "result = tradeAPI.place_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"buy\",\n", - " ordType=\"market\",\n", - " sz=\"100\",\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "#### place an order with tgtCcy=quote_ccy (only applicable to spot)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "# market order\n", - "result = tradeAPI.place_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"buy\",\n", - " ordType=\"market\",\n", - " sz=\"100\",\n", - " tgtCcy=\"quote_ccy\" # this determines the unit of the sz parameter. base_ccy is the default value\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "#### place an order with your own clOrdId" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "# market order\n", - "result = tradeAPI.place_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"buy\",\n", - " ordType=\"market\",\n", - " sz=\"100\",\n", - " clOrdId=\"003\" # you can define your own client defined order ID\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### Spot trading under multi-currency/porfolio margin mode" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "# cross-margin spot trading\n", - "result = tradeAPI.place_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cross\",\n", - " side=\"buy\",\n", - " ordType=\"limit\",\n", - " px=\"1000\",\n", - " sz=\"0.01\"\n", - ")\n", - "print(result)\n", - "\n", - "if result[\"code\"] == \"0\":\n", - " print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n", - "else:\n", - " print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### For additional information on the place order endpoint，please refer to [Place order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-order)\n", - "\n", - "### To place orders in a batch, please refer to [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-trade-place-multiple-orders)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "place_orders = [\n", - " {\"instId\":\"BTC-USDT\", \"tdMode\":\"cash\", \"side\":\"buy\", \"ordType\" : \"limit\",\"px\":\"1000\",\"sz\":\"0.01\"},\n", - " {\"instId\": \"BTC-USDT\", \"tdMode\": \"cash\", \"side\": \"buy\", \"ordType\": \"limit\", \"px\": \"1000\", \"sz\": \"0.02\"}\n", - "]\n", - "\n", - "result = tradeAPI.place_multiple_orders(place_orders)\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To amend pending orders，please refer to [Amend order](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-order)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.amend_order(\n", - " instId=\"BTC-USDT\",\n", - " ordId=\"489103565508685824\",\n", - " newSz=\"0.012\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To amend orders in a batch, please refer to [Amend multiple orders](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-multiple-orders)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "amend_orders = [\n", - " {\"instId\": \"BTC-USDT\", \"ordId\": \"489106394289909760\",\"newSz\":\"0.001\"},\n", - " {\"instId\": \"BTC-USDT\", \"ordId\": \"489106394289909761\",\"newSz\":\"0.001\"},\n", - "]\n", - "\n", - "result = tradeAPI.amend_multiple_orders(amend_orders)\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To cancel pending orders，please refer to [Cancel order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-order)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.cancel_order(instId=\"BTC-USDT\", ordId = \"489093931993509888\")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To cancel orders in a batch，please refer to [Cancel multiple orders](https://www.okx.com/docs-v5/zh/#rest-api-trade-cancel-multiple-orders)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "cancel_orders = [\n", - " {\"instId\": \"BTC-USDT\", \"ordId\": \"489102222534488064\"},\n", - " {\"instId\": \"BTC-USDT\", \"ordId\": \"489102222534488065\"},\n", - "]\n", - "\n", - "result = tradeAPI.cancel_multiple_orders(cancel_orders)\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## Get details of a certain order, please refer to [Get order details](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-details)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_order(instId=\"BTC-USDT\", clOrdId=\"002\")\n", - "print(result)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_order(instId=\"BTC-USDT\", ordId=\"497819823594909696\")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## To get the list of open orders，please refer to [Get order List](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-list)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_order_list()\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To get past orders，please refer to [Get order history (last 7 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-7-days) and [Get order history (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-3-months)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_orders_history(\n", - " instType=\"SPOT\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_orders_history_archive(\n", - " instType=\"SPOT\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To get past trades，please refer to [Get transaction details (last 3 days）](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-days) and [Get transaction details (last 3 months) ](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-months)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_fills(\n", - " instType=\"SPOT\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.get_fills_history(\n", - " instType=\"SPOT\"\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### If you wish to place orders when the price reaches a certain level, you can place an algo order" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.place_algo_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"buy\", # buy\n", - " ordType=\"trigger\", # order type\n", - " sz=\"100\", # order amount: 100USDT\n", - " triggerPx=\"10000\", # trigger price\n", - " orderPx=\"-1\", # order price. When orderPx=-1, the order will be placed as an market order\n", - " triggerPxType=\"last\" # trigger price type。last：last trade price\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "## You can also use Stop Loss or Take Profit order to sell the currencies in your account" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.place_algo_order(\n", - " instId=\"BTC-USDT\",\n", - " tdMode=\"cash\",\n", - " side=\"sell\", # sell\n", - " ordType=\"conditional\", # one-way take profit or stop loss\n", - " sz=\"0.01\", # order amount: 0.01BTC\n", - " tpTriggerPx=\"30000\", # take profit trigger price\n", - " tpOrdPx=\"-1\", # taker profit order price。When it is set to -1，the order will be placed as an market order\n", - " tpTriggerPxType=\"last\" # take profit trigger price type。last：last trade price\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### For additional information, please refer to [Place algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-algo-order)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### Cancel pending algo orders (not including Iceberg order, TWAP order, Trailing Stop order)，please refer to [Cancel algo order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-algo-order)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "algo_orders = [\n", - " {\"instId\": \"BTC-USDT\", \"algoId\": \"495001187587043328\"},\n", - "]\n", - "\n", - "result = tradeAPI.cancel_algo_order(algo_orders)\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To get list of currently pending algo orders，please refer to [Get algo order list](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-list)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.order_algos_list(\n", - " ordType=\"trigger\" # order type\n", - ")\n", - "print(result)" - ] - }, - { - "cell_type": "markdown", - "metadata": { - "pycharm": { - "name": "#%% md\n" - } - }, - "source": [ - "### To get the past algo orders (last three months)，please refer to [Get algo order history](https://www.okx.com/docs-v5/en/#rest-api-trade-get-algo-order-history)" - ] - }, - { - "cell_type": "code", - "execution_count": null, - "metadata": { - "pycharm": { - "name": "#%%\n" - } - }, - "outputs": [], - "source": [ - "result = tradeAPI.order_algos_history(\n", - " ordType=\"conditional\", # order type\n", - " state=\"canceled\" # state of the orders\n", - ")\n", - "print(result)\n" - ] - } - ], - "metadata": { - "kernelspec": { - "display_name": "Python 3 (ipykernel)", - "language": "python", - "name": "python3" - }, - "language_info": { - "codemirror_mode": { - "name": "ipython", - "version": 3 - }, - "file_extension": ".py", - "mimetype": "text/x-python", - "name": "python", - "nbconvert_exporter": "python", - "pygments_lexer": "ipython3", - "version": "3.9.12" - } - }, - "nbformat": 4, - "nbformat_minor": 1 -} \ No newline at end of file diff --git a/example/trade_derivatives_en.ipynb b/example/trade_derivatives_en.ipynb new file mode 100644 index 0000000..386f500 --- /dev/null +++ b/example/trade_derivatives_en.ipynb @@ -0,0 +1,659 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "# Trade derivatives\n", + "\n", + "## Derivatives Types\n", + "There are three derivatives types available for trading at OKX. \n", + "- Futures\n", + "- Perpetual swaps\n", + "- Options\n", + "You can refer to [Derivatives Explained](https://www.okx.com/academy/en/bitcoin-derivatives-explained-futures-perpetual-swaps-and-options) for explanations and more information. \n", + "We will use Perpetual swaps as examples in this tutorial.\n", + "\n", + "## Install python package\n", + "You can install and upgrade `python-okx` from PyPi server." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "! pip install python-okx --upgrade" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Import API modules\n", + "The following modules are available\n", + "- Trade\n", + "- BlockTrading\n", + "- Funding\n", + "- Account\n", + "- Convert\n", + "- Earning\n", + "- SubAccount\n", + "- MarketData\n", + "- PublicData\n", + "- TradingData\n", + "- Status\n", + "- NDBroker\n", + "- FDBroker" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "import okx.Trade as Trade" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Fill in your API key details" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "api_key = \"xxxxx\"\n", + "secret_key = \"xxxxx\"\n", + "passphrase = \"xxxxxx\"" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Get available funds" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "import okx.Funding as Funding\n", + "\n", + "flag = \"1\" # live trading:0 , demo trading：1\n", + "\n", + "fundingAPI = Funding.FundingAPI(api_key, secret_key, passphrase, False, flag)\n", + "\n", + "result = fundingAPI.get_currencies()\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Get market data\n", + "You can also replace instType with \"FUTURES\" or \"OPTION\" for your information." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "import okx.MarketData as MarketData\n", + "\n", + "flag = \"1\" # live trading: 0, demo trading: 1\n", + "\n", + "marketDataAPI = MarketData.MarketAPI(flag = flag)\n", + "\n", + "result = marketDataAPI.get_tickers(instType = \"SWAP\")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "# Prepare for trading\n", + "- Make sure you understand the basic trading rules. Please refer to [Basic Trading Rules](https://www.okx.com/support/hc/en-us/sections/360011507312)\n", + "- Make sure you have enough funds in your trading account. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)." + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Get account balance. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + }, + "scrolled": true + }, + "outputs": [], + "source": [ + "import okx.Account as Account\n", + "flag = \"1\" # live trading: 0, demo trading: 1\n", + "\n", + "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", + "\n", + "result = accountAPI.get_account_balance()\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Get available trading pairs from [Get instruments](https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments).\n", + "As in the same manner, choose the instType that you would like to get information for." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + }, + "scrolled": true + }, + "outputs": [], + "source": [ + "import okx.PublicData as PublicData\n", + "\n", + "if __name__ == '__main__':\n", + "\n", + " flag = \"1\" # live trading: 0, demo trading: 1\n", + "\n", + " publicDataAPI = PublicData.PublicAPI(flag = flag)\n", + "\n", + " result = publicDataAPI.get_instruments(instType = \"SWAP\")\n", + " print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## Get the current account configuration from the `acctLv` parameter in [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-account-get-account-configuration).\n", + "In unified account, there are four account modes as we mentioned in the last tutorial: \n", + "- Simple account,\n", + "- Single-currency margin account, \n", + "- Multi-currency margin account, \n", + "- Portfolio margin account. \n", + "\n", + "Only the last three margin modes, namely, single-currency margin, multi-currency margin and portfolio margin, are eligible to trade derivatives." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "import okx.Account as Account\n", + "\n", + "flag = \"1\" # live trading: 0, demo trading: 1\n", + "\n", + "accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n", + "result = accountAPI.get_account_config()\n", + "print(result)\n", + "\n", + "if result['code'] == \"0\":\n", + " acctLv = result[\"data\"][0][\"acctLv\"]\n", + " if acctLv == \"1\":\n", + " print(\"Simple mode\")\n", + " elif acctLv == \"2\":\n", + " print(\"Single-currency margin mode\")\n", + " elif acctLv == \"3\":\n", + " print(\"Multi-currency margin mode\")\n", + " elif acctLv == \"4\":\n", + " print(\"Portfolio margin mode\")" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Set leverage via [Set leverage](https://www.okx.com/docs-v5/en/#rest-api-account-set-leverage).\n", + "You can refer to [OKX Margin Trading Rules](https://www.okx.com/support/hc/en-us/articles/360019908352--OKX-Margin-Trading-Rules).\n", + "The leverage of a single currency, Leverage = position value / (balance in cross positions + unrealized P&L in cross margin positions).\n", + "See [references of setting leverage](https://www.okx.com/trade-market/position/swap) for more information." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "# Set leverage on long BTC-USDT-200802 for isolated `FUTURES`\n", + "result = accountAPI.set_leverage(\n", + " instId = \"BTC-USDT-200802\",\n", + " lever = \"5\",\n", + " posSide = \"long\",\n", + " mgnMode = \"isolated\"\n", + ")\n", + "print(result)\n", + "\n", + "# Set leverage for cross `FUTURES/SWAP` at underlying level\n", + "result = accountAPI.set_leverage(\n", + " instId = \"BTC-USDT-200802\",\n", + " lever = \"5\",\n", + " mgnMode = \"cross\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "# Start Derivatives Trading" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "### Derivatives trading under single-currency margin/multi-currency margin/portfolio margin mode" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "import okx.Trade as Trade\n", + "\n", + "flag = \"1\" # live trading: 0, demo trading: 1\n", + "\n", + "tradeAPI = Trade.TradeAPI(api_key, secret_key, passphrase, False, flag)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "#### Place a limit order via [Place order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-order)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "# limit order\n", + "result = tradeAPI.place_order(\n", + " instId=\"BTC-USDT-SWAP\",\n", + " tdMode=\"isolated\",\n", + " side=\"buy\",\n", + " posSide=\"net\",\n", + " ordType=\"limit\",\n", + " px=\"19000\",\n", + " sz=\"100\"\n", + ")\n", + "print(result)\n", + "\n", + "if result[\"code\"] == \"0\":\n", + " print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n", + "else:\n", + " print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "#### Place a market order" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "# market order\n", + "result = tradeAPI.place_order(\n", + " instId=\"BTC-USDT-SWAP\",\n", + " tdMode=\"isolated\",\n", + " side=\"buy\",\n", + " posSide=\"net\",\n", + " ordType=\"market\",\n", + " sz=\"100\"\n", + ")\n", + "print(result)\n", + "\n", + "if result[\"code\"] == \"0\":\n", + " print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n", + "else:\n", + " print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Cancel an order via [Cancel order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-order)\n", + "You also use clOrdId in place of ordId" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "result = tradeAPI.cancel_order(instId=\"BTC-USDT-SWAP\", ordId=\"505073046126960640\")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Amend an order via [Amend order](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-order)\n", + "You also use clOrdId in place of ordId.\n", + "This example shows the revision of a new size." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "result = tradeAPI.amend_order(\n", + " instId=\"BTC-USDT-SWAP\", \n", + " ordId=\"505073046126960640\",\n", + " newSz=\"80\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "## Get details/state of a certain order, please refer to [Get order details](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-details)\n", + "Other than ordId, you can also specify clOrdId to get order details." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "result = tradeAPI.get_order(instId=\"BTC-USDT-SWAP\", ordId=\"505073046126960640\")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "## To get the list of open orders, please refer to [Get order List](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-list)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "result = tradeAPI.get_order_list()\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "### To get past orders，please refer to [Get order history (last 7 days)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-7-days) and [Get order history (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-3-months)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "result = tradeAPI.get_orders_history(\n", + " instType=\"SPOT\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "result = tradeAPI.get_orders_history_archive(\n", + " instType=\"SPOT\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": { + "pycharm": { + "name": "#%% md\n" + } + }, + "source": [ + "### To get past trades，please refer to [Get transaction details (last 3 days)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-days) and [Get transaction details (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-months)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "result = tradeAPI.get_fills(\n", + " instType = \"SWAP\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": { + "pycharm": { + "name": "#%%\n" + } + }, + "outputs": [], + "source": [ + "result = tradeAPI.get_fills_history(\n", + " instType = \"SWAP\"\n", + ")\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "### Get positions via [Get positions](https://www.okx.com/docs-v5/en/#rest-api-account-get-positions)\n", + "When your account is in net mode, net positions will be displayed, and when your account is in long/short mode, long or short positions will be displayed." + ] + }, + { + "cell_type": "code", + "execution_count": null, + "metadata": {}, + "outputs": [], + "source": [ + "result = accountAPI.get_positions()\n", + "print(result)" + ] + }, + { + "cell_type": "markdown", + "metadata": {}, + "source": [ + "For example, you can track your unrealized profit and loss through the response parameter upl." + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.9.12" + } + }, + "nbformat": 4, + "nbformat_minor": 1 +}