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Unified eXchange API

License: MIT License

Python 100.00%

uxapi's Introduction

UXAPI - Unified eXchange API

uxapi's People

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mingrui yurenji

uxapi's Issues

huobi parse order 中，fee currency

现货、杠杆手续费币种取决于买卖方向
futures/swap/swap.usdt 手续费字段可以从 fee_asset 字段中提取

uxapi/uxapi/exchanges/ccxt/huobidm.py

Lines 878 to 904 in 7baa536

 def parse_order(self, order, market=None): 

 timestamp = self.safe_integer(order, 'created_at') 

 status = self.safe_string(order, 'status') 

 status = self.parse_order_status(status) 

 currency = self.safe_string(order, 'symbol') 

 type = market['type'] if market else self.options['defaultType'] 

 if type == 'futures': 

 contract_type = self.safe_string(order, 'contract_type') 

 expiration = self.expirations[contract_type] 

 symbol = f'{currency}_{expiration}' 

 else: 

 symbol = self.safe_string(order, 'contract_code') 

 side = self.safe_string(order, 'direction') 

 price = self.safe_float(order, 'price') 

 average = self.safe_float(order, 'trade_avg_price') 

 amount = self.safe_float(order, 'volume') 

 filled = self.safe_float(order, 'trade_volume') 

 remaining = None 

 if filled is not None and amount is not None: 

 remaining = amount - filled 

 fee = None 

 fee_cost = self.safe_float(order, 'fee') 

 if fee_cost is not None: 

 fee = { 

 'cost': fee_cost, 

 'currency': currency, 

 }

binance Faster diff data with real time updates

这个可以跟 Okex tbt 对标

可以在这里加一下条件：

如果需要我可以提个 pr

UXTopic 传入下方 handlers

okex.futures.public_trades:
    exchange_id: okex
    market_type: futures
    datatype: trade
    extrainfo: BTC/USD.CQ

hadlers 经常需要用到 UXTopics 内的信息，是否可以直接把 UXTopic 提供给 handlers 使用？

现在的一个 work around 是把 topic 当作 handlers parameter 传入:

pipeline = Pipeline([HuobiParseOrderBookDelta(topic), OrderBookDeltaToRedisStream(redis_client, 1000)])

huobi position & liquidation price 接口

huobi 有一个叫 contract_account_position_info

https://huobiapi.github.io/docs/dm/v1/cn/#44a4794c9d

okex spot 获取 order 时，instrument_id 为必传参数

uxapi/uxapi/exchanges/ccxt/okex.py

Lines 2062 to 2083 in 966af63

 def fetch_order(self, id, symbol=None, params={}): 

 if symbol is None: 

 raise ArgumentsRequired(self.id + ' fetchOrder requires a symbol argument') 

 self.load_markets() 

 market = self.market(symbol) 

 defaultType = self.safe_string_2(self.options, 'fetchOrder', 'defaultType', market['type']) 

 type = self.safe_string(params, 'type', defaultType) 

 if type is None: 

 raise ArgumentsRequired(self.id + " fetchOrder requires a type parameter(one of 'spot', 'margin', 'futures', 'swap').") 

 method = type + 'GetOrders' 

 if market['futures'] or market['swap']: 

 method += 'InstrumentId' 

 request = { 

 'instrument_id': market['id'], 

 } 

 elif market['option']: 

 method += 'Underlying' 

 request = { 

 'underlying': market['info']['underlying'], 

 } 

 else: 

 request = {}

ccxt 已更新：

https://github.com/ccxt/ccxt/blob/0877a5ddbaa4b873af959e3da580d0e323a6270b/python/ccxt/okex.py#L2120-L2124

huobi 有个小 bug，fstring

uxapi/uxapi/exchanges/huobi.py

Line 39 in 075b4d7

raise ValueError('invalid market_type: {market_type}')

lattesir / uxapi Goto Github PK

uxapi's Introduction

UXAPI - Unified eXchange API

uxapi's People

Contributors

Stargazers

Watchers

Forkers

uxapi's Issues

huobi parse order 中，fee currency

binance Faster diff data with real time updates

UXTopic 传入下方 handlers

huobi position & liquidation price 接口

okex spot 获取 order 时，instrument_id 为必传参数

huobi 有个小 bug，fstring

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	def parse_order(self, order, market=None):
	timestamp = self.safe_integer(order, 'created_at')
	status = self.safe_string(order, 'status')
	status = self.parse_order_status(status)
	currency = self.safe_string(order, 'symbol')
	type = market['type'] if market else self.options['defaultType']
	if type == 'futures':
	contract_type = self.safe_string(order, 'contract_type')
	expiration = self.expirations[contract_type]
	symbol = f'{currency}_{expiration}'
	else:
	symbol = self.safe_string(order, 'contract_code')
	side = self.safe_string(order, 'direction')
	price = self.safe_float(order, 'price')
	average = self.safe_float(order, 'trade_avg_price')
	amount = self.safe_float(order, 'volume')
	filled = self.safe_float(order, 'trade_volume')
	remaining = None
	if filled is not None and amount is not None:
	remaining = amount - filled
	fee = None
	fee_cost = self.safe_float(order, 'fee')
	if fee_cost is not None:
	fee = {
	'cost': fee_cost,
	'currency': currency,
	}

	def fetch_order(self, id, symbol=None, params={}):
	if symbol is None:
	raise ArgumentsRequired(self.id + ' fetchOrder requires a symbol argument')
	self.load_markets()
	market = self.market(symbol)
	defaultType = self.safe_string_2(self.options, 'fetchOrder', 'defaultType', market['type'])
	type = self.safe_string(params, 'type', defaultType)
	if type is None:
	raise ArgumentsRequired(self.id + " fetchOrder requires a type parameter(one of 'spot', 'margin', 'futures', 'swap').")
	method = type + 'GetOrders'
	if market['futures'] or market['swap']:
	method += 'InstrumentId'
	request = {
	'instrument_id': market['id'],
	}
	elif market['option']:
	method += 'Underlying'
	request = {
	'underlying': market['info']['underlying'],
	}
	else:
	request = {}