194 lines
11 KiB
Python
194 lines
11 KiB
Python
import json
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from .okxclient import OkxClient
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from .consts import *
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class TradeAPI(OkxClient):
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def __init__(self, api_key='-1', api_secret_key='-1', passphrase='-1', use_server_time=None, flag='1',
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domain='https://www.okx.com', debug=False, proxy=None):
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OkxClient.__init__(self, api_key, api_secret_key, passphrase, use_server_time, flag, domain, debug, proxy)
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# Place Order
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def place_order(self, instId, tdMode, side, ordType, sz, ccy='', clOrdId='', tag='', posSide='', px='',
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reduceOnly='', tgtCcy='', tpTriggerPx='', tpOrdPx='', slTriggerPx='', slOrdPx='',
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tpTriggerPxType='', slTriggerPxType='', quickMgnType='', stpId='', stpMode='',
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attachAlgoOrds=None):
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params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
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'clOrdId': clOrdId, 'tag': tag, 'posSide': posSide, 'px': px, 'reduceOnly': reduceOnly,
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'tgtCcy': tgtCcy, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx, 'slTriggerPx': slTriggerPx,
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'slOrdPx': slOrdPx, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType,
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'quickMgnType': quickMgnType, 'stpId': stpId, 'stpMode': stpMode}
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params['attachAlgoOrds'] = attachAlgoOrds
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return self._request_with_params(POST, PLACR_ORDER, params)
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# Place Multiple Orders
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def place_multiple_orders(self, orders_data):
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return self._request_with_params(POST, BATCH_ORDERS, orders_data)
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# Cancel Order
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def cancel_order(self, instId, ordId='', clOrdId=''):
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params = {'instId': instId, 'ordId': ordId, 'clOrdId': clOrdId}
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return self._request_with_params(POST, CANCEL_ORDER, params)
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# Cancel Multiple Orders
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def cancel_multiple_orders(self, orders_data):
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return self._request_with_params(POST, CANCEL_BATCH_ORDERS, orders_data)
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# Amend Order
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def amend_order(self, instId, cxlOnFail='', ordId='', clOrdId='', reqId='', newSz='', newPx='', newTpTriggerPx='',
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newTpOrdPx='', newSlTriggerPx='', newSlOrdPx='', newTpTriggerPxType='', newSlTriggerPxType='',
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attachAlgoOrds=''):
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params = {'instId': instId, 'cxlOnFail': cxlOnFail, 'ordId': ordId, 'clOrdId': clOrdId, 'reqId': reqId,
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'newSz': newSz, 'newPx': newPx, 'newTpTriggerPx': newTpTriggerPx, 'newTpOrdPx': newTpOrdPx,
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'newSlTriggerPx': newSlTriggerPx, 'newSlOrdPx': newSlOrdPx, 'newTpTriggerPxType': newTpTriggerPxType,
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'newSlTriggerPxType': newSlTriggerPxType}
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params['attachAlgoOrds'] = attachAlgoOrds
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return self._request_with_params(POST, AMEND_ORDER, params)
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# Amend Multiple Orders
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def amend_multiple_orders(self, orders_data):
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return self._request_with_params(POST, AMEND_BATCH_ORDER, orders_data)
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# Close Positions
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def close_positions(self, instId, mgnMode, posSide='', ccy='', autoCxl='', clOrdId='', tag=''):
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params = {'instId': instId, 'mgnMode': mgnMode, 'posSide': posSide, 'ccy': ccy, 'autoCxl': autoCxl,
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'clOrdId': clOrdId, 'tag': tag}
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return self._request_with_params(POST, CLOSE_POSITION, params)
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# Get Order Details
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def get_order(self, instId, ordId='', clOrdId=''):
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params = {'instId': instId, 'ordId': ordId, 'clOrdId': clOrdId}
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return self._request_with_params(GET, ORDER_INFO, params)
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# Get Order List
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def get_order_list(self, instType='', uly='', instId='', ordType='', state='', after='', before='', limit='',
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instFamily=''):
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params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
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'after': after, 'before': before, 'limit': limit, 'instFamily': instFamily}
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return self._request_with_params(GET, ORDERS_PENDING, params)
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# Get Order History (last 7 days）
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def get_orders_history(self, instType, uly='', instId='', ordType='', state='', after='', before='', begin='',
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end='', limit='', instFamily=''):
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params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
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'after': after, 'before': before, 'begin': begin, 'end': end, 'limit': limit,
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'instFamily': instFamily}
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return self._request_with_params(GET, ORDERS_HISTORY, params)
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# Get Order History (last 3 months)
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def get_orders_history_archive(self, instType, uly='', instId='', ordType='', state='', after='', before='',
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begin='', end='', limit='', instFamily=''):
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params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordType': ordType, 'state': state,
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'after': after, 'before': before, 'begin': begin, 'end': end, 'limit': limit,
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'instFamily': instFamily}
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return self._request_with_params(GET, ORDERS_HISTORY_ARCHIVE, params)
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# Get Transaction Details
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def get_fills(self, instType='', uly='', instId='', ordId='', after='', before='', limit='', instFamily='',begin='',end=''):
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params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordId': ordId, 'after': after, 'before': before,
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'limit': limit, 'instFamily': instFamily,'begin': begin, 'end' :end}
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return self._request_with_params(GET, ORDER_FILLS, params)
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# Place Algo Order
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def place_algo_order(self, instId='', tdMode='', side='', ordType='', sz='', ccy='',
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posSide='', reduceOnly='', tpTriggerPx='',
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tpOrdPx='', slTriggerPx='', slOrdPx='',
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triggerPx='', orderPx='', tgtCcy='', pxVar='',
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pxSpread='',
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szLimit='', pxLimit='', timeInterval='', tpTriggerPxType='', slTriggerPxType='',
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callbackRatio='', callbackSpread='', activePx='', tag='', triggerPxType='', closeFraction=''
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, quickMgnType='', algoClOrdId=''):
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params = {'instId': instId, 'tdMode': tdMode, 'side': side, 'ordType': ordType, 'sz': sz, 'ccy': ccy,
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'posSide': posSide, 'reduceOnly': reduceOnly, 'tpTriggerPx': tpTriggerPx, 'tpOrdPx': tpOrdPx,
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'slTriggerPx': slTriggerPx, 'slOrdPx': slOrdPx, 'triggerPx': triggerPx, 'orderPx': orderPx,
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'tgtCcy': tgtCcy, 'pxVar': pxVar, 'szLimit': szLimit, 'pxLimit': pxLimit,
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'timeInterval': timeInterval,
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'pxSpread': pxSpread, 'tpTriggerPxType': tpTriggerPxType, 'slTriggerPxType': slTriggerPxType,
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'callbackRatio': callbackRatio, 'callbackSpread': callbackSpread, 'activePx': activePx,
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'tag': tag, 'triggerPxType': triggerPxType, 'closeFraction': closeFraction,
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'quickMgnType': quickMgnType, 'algoClOrdId': algoClOrdId}
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return self._request_with_params(POST, PLACE_ALGO_ORDER, params)
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# Cancel Algo Order
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def cancel_algo_order(self, params):
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return self._request_with_params(POST, CANCEL_ALGOS, params)
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# Cancel Advance Algos
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def cancel_advance_algos(self, params):
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return self._request_with_params(POST, Cancel_Advance_Algos, params)
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# Get Algo Order List
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def order_algos_list(self, ordType='', algoId='', instType='', instId='', after='', before='', limit='',
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algoClOrdId=''):
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params = {'ordType': ordType, 'algoId': algoId, 'instType': instType, 'instId': instId, 'after': after,
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'before': before, 'limit': limit, 'algoClOrdId': algoClOrdId}
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return self._request_with_params(GET, ORDERS_ALGO_PENDING, params)
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# Get Algo Order History
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def order_algos_history(self, ordType, state='', algoId='', instType='', instId='', after='', before='', limit=''):
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params = {'ordType': ordType, 'state': state, 'algoId': algoId, 'instType': instType, 'instId': instId,
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'after': after, 'before': before, 'limit': limit}
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return self._request_with_params(GET, ORDERS_ALGO_HISTORY, params)
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# Get Transaction Details History
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def get_fills_history(self, instType, uly='', instId='', ordId='', after='', before='', limit='', instFamily=''):
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params = {'instType': instType, 'uly': uly, 'instId': instId, 'ordId': ordId, 'after': after, 'before': before,
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'limit': limit, 'instFamily': instFamily}
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return self._request_with_params(GET, ORDERS_FILLS_HISTORY, params)
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def get_easy_convert_currency_list(self):
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return self._request_without_params(GET, EASY_CONVERT_CURRENCY_LIST)
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def easy_convert(self, fromCcy=[], toCcy=''):
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params = {
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'fromCcy': fromCcy,
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'toCcy': toCcy
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}
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return self._request_with_params(POST, EASY_CONVERT, params)
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def get_easy_convert_history(self, before='', after='', limit=''):
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params = {
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'before': before,
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'after': after,
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'limit': limit
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}
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return self._request_with_params(GET, CONVERT_EASY_HISTORY, params)
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def get_oneclick_repay_list(self, debtType=''):
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params = {
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'debtType': debtType
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}
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return self._request_with_params(GET, ONE_CLICK_REPAY_SUPPORT, params)
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def oneclick_repay(self, debtCcy=[], repayCcy=''):
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params = {
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'debtCcy': debtCcy,
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'repayCcy': repayCcy
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}
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return self._request_with_params(POST, ONE_CLICK_REPAY, params)
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def oneclick_repay_history(self, after='', before='', limit=''):
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params = {
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'after': after,
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'before': before,
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'limit': limit
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}
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return self._request_with_params(GET, ONE_CLICK_REPAY_HISTORY, params)
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# Get algo order details
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def get_algo_order_details(self, algoId='', algoClOrdId=''):
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params = {'algoId': algoId, 'algoClOrdId': algoClOrdId}
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return self._request_with_params(GET, GET_ALGO_ORDER_DETAILS, params)
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# Amend algo order
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def amend_algo_order(self, instId='', algoId='', algoClOrdId='', cxlOnFail='', reqId='', newSz='',
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newTpTriggerPx='', newTpOrdPx='', newSlTriggerPx='', newSlOrdPx='', newTpTriggerPxType='',
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newSlTriggerPxType=''):
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params = {'instId': instId, 'algoId': algoId, 'algoClOrdId': algoClOrdId, 'cxlOnFail': cxlOnFail,
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'reqId': reqId, 'newSz': newSz, 'newTpTriggerPx': newTpTriggerPx, 'newTpOrdPx': newTpOrdPx,
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'newSlTriggerPx': newSlTriggerPx, 'newSlOrdPx': newSlOrdPx,
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'newTpTriggerPxType': newTpTriggerPxType, 'newSlTriggerPxType': newSlTriggerPxType}
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return self._request_with_params(POST, AMEND_ALGO_ORDER, params)
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