# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code from ccxt.base.exchange import Exchange from ccxt.abstract.aster import ImplicitAPI from ccxt.base.types import Any, Balances, Currencies, Currency, Int, LedgerEntry, Leverage, Leverages, MarginMode, MarginModes, MarginModification, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Position, Str, Strings, Ticker, Tickers, FundingRate, FundingRates, Trade, TradingFeeInterface, Transaction, TransferEntry from typing import List from ccxt.base.errors import ExchangeError from ccxt.base.errors import AuthenticationError from ccxt.base.errors import PermissionDenied from ccxt.base.errors import AccountNotEnabled from ccxt.base.errors import AccountSuspended from ccxt.base.errors import ArgumentsRequired from ccxt.base.errors import BadRequest from ccxt.base.errors import BadSymbol from ccxt.base.errors import OperationRejected from ccxt.base.errors import NoChange from ccxt.base.errors import MarketClosed from ccxt.base.errors import InsufficientFunds from ccxt.base.errors import InvalidOrder from ccxt.base.errors import OrderNotFound from ccxt.base.errors import OrderImmediatelyFillable from ccxt.base.errors import OrderNotFillable from ccxt.base.errors import DuplicateOrderId from ccxt.base.errors import NotSupported from ccxt.base.errors import ExchangeClosedByUser from ccxt.base.errors import OperationFailed from ccxt.base.errors import NetworkError from ccxt.base.errors import RateLimitExceeded from ccxt.base.errors import InvalidNonce from ccxt.base.errors import RequestTimeout from ccxt.base.errors import BadResponse from ccxt.base.decimal_to_precision import TRUNCATE from ccxt.base.decimal_to_precision import TICK_SIZE from ccxt.base.precise import Precise class aster(Exchange, ImplicitAPI): def describe(self) -> Any: return self.deep_extend(super(aster, self).describe(), { 'id': 'aster', 'name': 'Aster', 'countries': ['US'], # 3 req/s for free # 150 req/s for subscribers: https://aster.markets/data # for brokers: https://aster.markets/docs/api-references/broker-api/#authentication-and-rate-limit 'rateLimit': 333, 'hostname': 'aster.markets', 'certified': False, 'pro': True, 'dex': True, 'urls': { 'logo': 'https://github.com/user-attachments/assets/4982201b-73cd-4d7a-8907-e69e239e9609', 'www': 'https://www.asterdex.com/en', 'api': { 'fapiPublic': 'https://fapi.asterdex.com/fapi', 'fapiPrivate': 'https://fapi.asterdex.com/fapi', 'sapiPublic': 'https://sapi.asterdex.com/api', 'sapiPrivate': 'https://sapi.asterdex.com/api', }, 'doc': 'https://github.com/asterdex/api-docs', 'fees': 'https://docs.asterdex.com/product/asterex-simple/fees-and-slippage', 'referral': { 'url': 'https://www.asterdex.com/en/referral/aA1c2B', 'discount': 0.1, }, }, 'has': { 'CORS': None, 'spot': False, 'margin': False, 'swap': False, 'future': False, 'option': False, 'addMargin': True, 'borrowCrossMargin': False, 'borrowIsolatedMargin': False, 'cancelAllOrders': True, 'cancelOrder': True, 'cancelOrders': True, 'closeAllPositions': False, 'closePosition': False, 'createConvertTrade': False, 'createDepositAddress': False, 'createLimitBuyOrder': False, 'createLimitSellOrder': False, 'createMarketBuyOrder': False, 'createMarketBuyOrderWithCost': False, 'createMarketOrderWithCost': False, 'createMarketSellOrder': False, 'createMarketSellOrderWithCost': False, 'createOrder': True, 'createOrders': False, 'createOrderWithTakeProfitAndStopLoss': False, 'createPostOnlyOrder': False, 'createReduceOnlyOrder': False, 'createStopLimitOrder': False, 'createStopLossOrder': False, 'createStopMarketOrder': False, 'createStopOrder': False, 'createTakeProfitOrder': False, 'createTrailingPercentOrder': False, 'createTriggerOrder': False, 'editOrder': False, 'editOrders': False, 'fetchAccounts': None, 'fetchBalance': True, 'fetchBidsAsks': False, 'fetchBorrowInterest': False, 'fetchBorrowRateHistories': False, 'fetchBorrowRateHistory': False, 'fetchCanceledAndClosedOrders': 'emulated', 'fetchCanceledOrders': 'emulated', 'fetchClosedOrder': False, 'fetchClosedOrders': 'emulated', 'fetchConvertCurrencies': False, 'fetchConvertQuote': False, 'fetchConvertTrade': False, 'fetchConvertTradeHistory': False, 'fetchCrossBorrowRate': False, 'fetchCrossBorrowRates': False, 'fetchCurrencies': True, 'fetchDeposit': False, 'fetchDepositAddress': False, 'fetchDepositAddresses': False, 'fetchDepositAddressesByNetwork': False, 'fetchDeposits': False, 'fetchDepositsWithdrawals': False, 'fetchDepositWithdrawFee': 'emulated', 'fetchDepositWithdrawFees': False, 'fetchFundingHistory': True, 'fetchFundingInterval': 'emulated', 'fetchFundingIntervals': True, 'fetchFundingRate': True, 'fetchFundingRateHistory': True, 'fetchFundingRates': True, 'fetchGreeks': False, 'fetchIndexOHLCV': False, 'fetchIsolatedBorrowRate': 'emulated', 'fetchIsolatedBorrowRates': False, 'fetchL3OrderBook': False, 'fetchLastPrices': False, 'fetchLedger': True, 'fetchLedgerEntry': False, 'fetchLeverage': 'emulated', 'fetchLeverages': True, 'fetchLeverageTiers': False, 'fetchLiquidations': False, 'fetchLongShortRatio': False, 'fetchLongShortRatioHistory': False, 'fetchMarginAdjustmentHistory': True, 'fetchMarginMode': 'emulated', 'fetchMarginModes': True, 'fetchMarketLeverageTiers': 'emulated', 'fetchMarkets': True, 'fetchMarkOHLCV': False, 'fetchMarkPrice': False, 'fetchMarkPrices': False, 'fetchMyLiquidations': False, 'fetchMySettlementHistory': False, 'fetchMyTrades': True, 'fetchOHLCV': True, 'fetchOpenInterest': False, 'fetchOpenInterestHistory': False, 'fetchOpenOrder': True, 'fetchOpenOrders': True, 'fetchOption': False, 'fetchOptionChain': False, 'fetchOrder': True, 'fetchOrderBook': True, 'fetchOrderBooks': False, 'fetchOrders': True, 'fetchOrderTrades': False, 'fetchPosition': False, 'fetchPositionHistory': False, 'fetchPositionMode': True, 'fetchPositions': True, 'fetchPositionsHistory': False, 'fetchPositionsRisk': True, 'fetchPremiumIndexOHLCV': False, 'fetchSettlementHistory': False, 'fetchStatus': False, 'fetchTicker': True, 'fetchTickers': True, 'fetchTime': True, 'fetchTrades': True, 'fetchTradingFee': True, 'fetchTradingFees': False, 'fetchTradingLimits': 'emulated', 'fetchTransactionFee': 'emulated', 'fetchTransactionFees': False, 'fetchTransactions': False, 'fetchTransfer': False, 'fetchTransfers': False, 'fetchUnderlyingAssets': False, 'fetchVolatilityHistory': False, 'fetchWithdrawAddresses': False, 'fetchWithdrawal': False, 'fetchWithdrawals': False, 'fetchWithdrawalWhitelist': False, 'reduceMargin': True, 'repayCrossMargin': False, 'repayIsolatedMargin': False, 'sandbox': False, 'setLeverage': True, 'setMargin': False, 'setMarginMode': True, 'setPositionMode': True, 'signIn': True, 'transfer': True, 'withdraw': True, }, 'api': { 'fapiPublic': { 'get': { 'v1/ping': 1, 'v3/ping': 1, 'v1/time': 1, 'v3/time': 1, 'v1/exchangeInfo': 1, 'v3/exchangeInfo': 1, 'v1/depth': 1, 'v3/depth': 2, # dynamic: 5, 10, 20, 50->2, 100->5, 500->10, 1000->20 'v1/trades': 1, 'v3/trades': 1, 'v1/historicalTrades': 1, 'v3/historicalTrades': 20, 'v1/aggTrades': 1, 'v3/aggTrades': 20, 'v1/klines': 1, 'v3/klines': 1, # dynamic [1,100) ->1, [100, 500)->2, [500, 1000]->5, [1000 -> 10 'v1/indexPriceKlines': 1, 'v3/indexPriceKlines': 1, # same 'v1/markPriceKlines': 1, 'v3/markPriceKlines': 1, # same 'v1/premiumIndex': 1, 'v3/premiumIndex': 1, 'v1/fundingRate': 1, 'v3/fundingRate': 1, 'v1/fundingInfo': 1, 'v3/fundingInfo': 1, 'v1/ticker/24hr': 1, 'v3/ticker/24hr': 1, # 1 single-symbol, otherwise 40 'v1/ticker/price': 1, 'v3/ticker/price': 1, # 1 single-symbol, otherwise 2 'v1/ticker/bookTicker': 1, 'v3/ticker/bookTicker': 1, # 1 single-symbol, otherwise 2 # different endpoints 'v1/adlQuantile': 1, 'v1/forceOrders': 1, 'v3/indexreferences': 1, }, }, 'fapiPrivate': { 'get': { 'v1/positionSide/dual': 1, 'v3/positionSide/dual': 30, 'v1/multiAssetsMargin': 1, 'v3/multiAssetsMargin': 1, 'v1/order': 1, 'v3/order': 1, 'v1/openOrder': 1, 'v3/openOrder': 1, 'v1/openOrders': 1, 'v3/openOrders': 1, 'v1/allOrders': 1, 'v3/allOrders': 1, 'v2/balance': 1, 'v3/balance': 1, 'v3/account': 1, 'v1/positionMargin/history': 1, 'v3/positionMargin/history': 1, 'v2/positionRisk': 1, 'v3/positionRisk': 1, 'v1/userTrades': 1, 'v3/userTrades': 5, 'v1/income': 1, 'v3/income': 1, 'v1/leverageBracket': 1, 'v3/leverageBracket': 1, 'v1/commissionRate': 1, 'v3/commissionRate': 1, # others 'v3/adlQuantile': 1, 'v3/forceOrders': 1, 'v3/mmp': 1, 'v3/accountWithJoinMargin': 1, 'v4/account': 1, # builder 'v3/agent': 1, 'v3/builder': 1, }, 'post': { 'v1/positionSide/dual': 1, 'v3/positionSide/dual': 1, 'v1/multiAssetsMargin': 1, 'v3/multiAssetsMargin': 1, 'v1/order': 1, 'v3/order': 1, 'v1/order/test': 1, 'v3/order/test': 1, 'v1/batchOrders': 1, 'v3/batchOrders': 1, 'v1/asset/wallet/transfer': 1, 'v3/asset/wallet/transfer': 1, 'v1/countdownCancelAll': 1, 'v3/countdownCancelAll': 1, 'v1/leverage': 1, 'v3/leverage': 1, 'v1/marginType': 1, 'v3/marginType': 1, 'v1/positionMargin': 1, 'v3/positionMargin': 1, 'v1/listenKey': 1, 'v3/listenKey': 1, # others 'v3/mmp': 1, 'v3/mmpReset': 1, 'v3/noop': 1, # builder 'v3/approveAgent': 1, 'v3/updateAgent': 1, 'v3/approveBuilder': 1, 'v3/updateBuilder': 1, }, 'put': { 'v1/listenKey': 1, 'v3/listenKey': 1, }, 'delete': { 'v1/order': 1, 'v3/order': 1, 'v1/allOpenOrders': 1, 'v3/allOpenOrders': 1, 'v1/batchOrders': 1, 'v3/batchOrders': 1, 'v3/mmp': 1, 'v1/listenKey': 1, 'v3/listenKey': 1, # builder 'v3/agent': 1, 'v3/builder': 1, }, }, 'sapiPublic': { 'get': { # v1 'v1/ping': 1, 'v1/time': 1, 'v1/exchangeInfo': 1, 'v1/depth': 1, 'v1/trades': 1, 'v1/historicalTrades': 1, 'v1/aggTrades': 1, 'v1/klines': 1, 'v1/ticker/24hr': 1, 'v1/ticker/price': 1, 'v1/ticker/bookTicker': 1, 'v1/aster/withdraw/estimateFee': 1, # v3 'v3/ping': 1, 'v3/time': 1, 'v3/exchangeInfo': 1, 'v3/depth': {'cost': 2, 'byLimit': [[50, 2], [100, 5], [500, 10], [1000, 20]]}, 'v3/trades': 1, 'v3/historicalTrades': 20, 'v3/aggTrades': 20, 'v3/klines': {'cost': 1, 'byLimit': [[99, 1], [499, 2], [1000, 5], [10000, 10]]}, # todo: not specified in docs 'v3/ticker/24hr': {'cost': 1, 'noSymbol': 40}, 'v3/ticker/price': {'cost': 1, 'noSymbol': 2}, 'v3/ticker/bookTicker': {'cost': 1, 'noSymbol': 2}, 'v3/aster/withdraw/estimateFee': 1, }, }, 'sapiPrivate': { 'get': { # v1 'v1/commissionRate': 1, 'v1/order': 1, 'v1/openOrders': 1, 'v1/allOrders': 1, 'v1/transactionHistory': 1, 'v1/account': 1, 'v1/userTrades': 1, # v3 'v3/commissionRate': {'cost': 1, 'noSymbol': 2}, 'v3/order': 1, 'v3/openOrders': 1, # with symbol 1, otherwise 40 'v3/allOrders': 5, 'v3/account': 5, 'v3/userTrades': 5, 'v3/openOrder': 1, }, 'post': { # v1 'v1/order': 1, 'v1/asset/wallet/transfer': 5, 'v1/asset/sendToAddress': 1, # inexistent in v3 'v1/listenKey': 1, # v3 'v3/order': 1, 'v3/asset/wallet/transfer': 5, 'v3/aster/user-withdraw': 1, 'v3/listenKey': 1, }, 'put': [ 'v1/listenKey', 'v3/listenKey', ], 'delete': { # v1 'v1/order': 1, 'v1/allOpenOrders': 1, 'v1/listenKey': 1, # v3 'v3/allOpenOrders': 1, 'v3/order': 1, 'v3/listenKey': 1, }, }, }, 'timeframes': { '1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', '3d': '3d', '1w': '1w', '1M': '1M', }, 'precisionMode': TICK_SIZE, 'requiredCredentials': { 'apiKey': False, 'secret': False, 'privateKey': True, }, 'fees': { 'trading': { 'tierBased': True, 'percentage': True, 'maker': self.parse_number('0.0001'), 'taker': self.parse_number('0.00035'), }, }, 'options': { 'defaultType': 'spot', 'recvWindow': 10 * 1000, # 10 sec 'defaultTimeInForce': 'GTC', # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel 'zeroAddress': '0x0000000000000000000000000000000000000000', 'v3ChainId': 1666, # Aster chain ID used for EIP-712 v3 signing 'quoteOrderQty': True, # whether market orders support amounts in quote currency 'accountsByType': { 'spot': 'SPOT', 'swap': 'FUTURE', 'future': 'FUTURE', 'linear': 'FUTURE', }, 'networks': { 'ERC20': 'ETH', 'BEP20': 'BSC', 'ARBONE': 'Arbitrum', }, 'networksToChainId': { 'ETH': 1, 'BSC': 56, 'Arbitrum': 42161, }, 'fetchOpenOrders': { 'warnIfNoSymbol': True, # set to False to suppress warning when calling fetchOpenOrders without symbol }, 'builderFee': True, 'builder': '0x1F5877C19e3777Cfd15F9d57253eA4aA5254Ec39', 'builderRate': '0.001', }, 'exceptions': { 'exact': { # 10xx - General Server or Network issues '-1000': OperationRejected, # UNKNOWN '-1001': NetworkError, # DISCONNECTED '-1002': AuthenticationError, # UNAUTHORIZED '-1003': RateLimitExceeded, # TOO_MANY_REQUESTS '-1004': DuplicateOrderId, # DUPLICATE_IP '-1005': BadRequest, # NO_SUCH_IP '-1006': BadResponse, # UNEXPECTED_RESP '-1007': RequestTimeout, # TIMEOUT '-1010': OperationRejected, # ERROR_MSG_RECEIVED '-1011': PermissionDenied, # NON_WHITE_LIST '-1013': BadRequest, # INVALID_MESSAGE '-1014': OrderNotFillable, # UNKNOWN_ORDER_COMPOSITION '-1015': RateLimitExceeded, # TOO_MANY_ORDERS '-1016': ExchangeClosedByUser, # SERVICE_SHUTTING_DOWN '-1020': NotSupported, # UNSUPPORTED_OPERATION '-1021': InvalidNonce, # INVALID_TIMESTAMP '-1022': AuthenticationError, # INVALID_SIGNATURE '-1023': BadRequest, # START_TIME_GREATER_THAN_END_TIME # 11xx - Request issues '-1100': BadRequest, # ILLEGAL_CHARS '-1101': BadRequest, # TOO_MANY_PARAMETERS '-1102': ArgumentsRequired, # MANDATORY_PARAM_EMPTY_OR_MALFORMED '-1103': BadRequest, # UNKNOWN_PARAM '-1104': BadRequest, # UNREAD_PARAMETERS '-1105': ArgumentsRequired, # PARAM_EMPTY '-1106': BadRequest, # PARAM_NOT_REQUIRED '-1108': BadRequest, # BAD_ASSET '-1109': BadRequest, # BAD_ACCOUNT '-1110': BadSymbol, # BAD_INSTRUMENT_TYPE '-1111': BadRequest, # BAD_PRECISION '-1112': BadRequest, # NO_DEPTH '-1113': BadRequest, # WITHDRAW_NOT_NEGATIVE '-1114': BadRequest, # TIF_NOT_REQUIRED '-1115': InvalidOrder, # INVALID_TIF '-1116': InvalidOrder, # INVALID_ORDER_TYPE '-1117': InvalidOrder, # INVALID_SIDE '-1118': InvalidOrder, # EMPTY_NEW_CL_ORD_ID '-1119': InvalidOrder, # EMPTY_ORG_CL_ORD_ID '-1120': BadRequest, # BAD_INTERVAL '-1121': BadSymbol, # BAD_SYMBOL '-1125': AuthenticationError, # INVALID_LISTEN_KEY '-1127': BadRequest, # MORE_THAN_XX_HOURS '-1128': BadRequest, # OPTIONAL_PARAMS_BAD_COMBO '-1130': BadRequest, # INVALID_PARAMETER '-1136': InvalidOrder, # INVALID_NEW_ORDER_RESP_TYPE # 20xx - Processing Issues '-2010': InvalidOrder, # NEW_ORDER_REJECTED '-2011': OrderNotFound, # CANCEL_REJECTED '-2013': OrderNotFound, # NO_SUCH_ORDER '-2014': AuthenticationError, # BAD_API_KEY_FMT '-2015': AuthenticationError, # REJECTED_MBX_KEY '-2016': MarketClosed, # NO_TRADING_WINDOW '-2018': InsufficientFunds, # BALANCE_NOT_SUFFICIENT '-2019': InsufficientFunds, # MARGIN_NOT_SUFFICIEN '-2020': OrderNotFillable, # UNABLE_TO_FILL '-2021': OrderImmediatelyFillable, # ORDER_WOULD_IMMEDIATELY_TRIGGER '-2022': OperationRejected, # REDUCE_ONLY_REJECT '-2023': AccountSuspended, # USER_IN_LIQUIDATION '-2024': InsufficientFunds, # POSITION_NOT_SUFFICIENT '-2025': RateLimitExceeded, # MAX_OPEN_ORDER_EXCEEDED '-2026': NotSupported, # REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED '-2027': BadRequest, # MAX_LEVERAGE_RATIO '-2028': BadRequest, # MIN_LEVERAGE_RATIO # 40xx - Filters and other Issues '-4000': InvalidOrder, # INVALID_ORDER_STATUS '-4001': InvalidOrder, # PRICE_LESS_THAN_ZERO '-4002': InvalidOrder, # PRICE_GREATER_THAN_MAX_PRICE '-4003': InvalidOrder, # QTY_LESS_THAN_ZERO '-4004': InvalidOrder, # QTY_LESS_THAN_MIN_QTY '-4005': InvalidOrder, # QTY_GREATER_THAN_MAX_QTY '-4006': InvalidOrder, # STOP_PRICE_LESS_THAN_ZERO '-4007': InvalidOrder, # STOP_PRICE_GREATER_THAN_MAX_PRICE '-4008': InvalidOrder, # TICK_SIZE_LESS_THAN_ZERO '-4009': InvalidOrder, # MAX_PRICE_LESS_THAN_MIN_PRICE '-4010': InvalidOrder, # MAX_QTY_LESS_THAN_MIN_QTY '-4011': InvalidOrder, # STEP_SIZE_LESS_THAN_ZERO '-4012': RateLimitExceeded, # MAX_NUM_ORDERS_LESS_THAN_ZERO '-4013': InvalidOrder, # PRICE_LESS_THAN_MIN_PRICE '-4014': InvalidOrder, # PRICE_NOT_INCREASED_BY_TICK_SIZE '-4015': InvalidOrder, # INVALID_CL_ORD_ID_LEN '-4016': InvalidOrder, # PRICE_HIGHTER_THAN_MULTIPLIER_UP '-4017': InvalidOrder, # MULTIPLIER_UP_LESS_THAN_ZERO '-4018': InvalidOrder, # MULTIPLIER_DOWN_LESS_THAN_ZERO '-4019': BadRequest, # COMPOSITE_SCALE_OVERFLOW '-4020': BadRequest, # TARGET_STRATEGY_INVALID '-4021': BadRequest, # INVALID_DEPTH_LIMIT '-4022': MarketClosed, # WRONG_MARKET_STATUS '-4023': InvalidOrder, # QTY_NOT_INCREASED_BY_STEP_SIZE '-4024': InvalidOrder, # PRICE_LOWER_THAN_MULTIPLIER_DOWN '-4025': BadRequest, # MULTIPLIER_DECIMAL_LESS_THAN_ZERO '-4026': BadRequest, # COMMISSION_INVALID '-4027': BadRequest, # INVALID_ACCOUNT_TYPE '-4028': BadRequest, # INVALID_LEVERAGE '-4029': BadRequest, # INVALID_TICK_SIZE_PRECISION '-4030': BadRequest, # INVALID_STEP_SIZE_PRECISION '-4031': BadRequest, # INVALID_WORKING_TYPE '-4032': RateLimitExceeded, # EXCEED_MAX_CANCEL_ORDER_SIZE '-4033': AccountNotEnabled, # INSURANCE_ACCOUNT_NOT_FOUND '-4044': BadRequest, # INVALID_BALANCE_TYPE '-4045': RateLimitExceeded, # MAX_STOP_ORDER_EXCEEDED '-4046': NoChange, # NO_NEED_TO_CHANGE_MARGIN_TYPE '-4047': OperationRejected, # THERE_EXISTS_OPEN_ORDERS '-4048': OperationRejected, # THERE_EXISTS_QUANTITY '-4049': OperationRejected, # ADD_ISOLATED_MARGIN_REJECT '-4050': InsufficientFunds, # CROSS_BALANCE_INSUFFICIENT '-4051': InsufficientFunds, # ISOLATED_BALANCE_INSUFFICIENT '-4052': NoChange, # NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN '-4053': OperationRejected, # AUTO_ADD_CROSSED_MARGIN_REJECT '-4054': OperationRejected, # ADD_ISOLATED_MARGIN_NO_POSITION_REJECT '-4055': ArgumentsRequired, # AMOUNT_MUST_BE_POSITIVE '-4056': AuthenticationError, # INVALID_API_KEY_TYPE '-4057': AuthenticationError, # INVALID_RSA_PUBLIC_KEY '-4058': InvalidOrder, # MAX_PRICE_TOO_LARGE '-4059': NoChange, # NO_NEED_TO_CHANGE_POSITION_SIDE '-4060': InvalidOrder, # INVALID_POSITION_SIDE '-4061': InvalidOrder, # POSITION_SIDE_NOT_MATCH '-4062': OperationRejected, # REDUCE_ONLY_CONFLICT '-4063': BadRequest, # INVALID_OPTIONS_REQUEST_TYPE '-4064': BadRequest, # INVALID_OPTIONS_TIME_FRAME '-4065': BadRequest, # INVALID_OPTIONS_AMOUNT '-4066': BadRequest, # INVALID_OPTIONS_EVENT_TYPE '-4067': OperationRejected, # POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS '-4068': OperationRejected, # POSITION_SIDE_CHANGE_EXISTS_QUANTITY '-4069': BadRequest, # INVALID_OPTIONS_PREMIUM_FEE '-4070': InvalidOrder, # INVALID_CL_OPTIONS_ID_LEN '-4071': InvalidOrder, # INVALID_OPTIONS_DIRECTION '-4072': NoChange, # OPTIONS_PREMIUM_NOT_UPDATE '-4073': BadRequest, # OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO '-4074': InvalidOrder, # OPTIONS_AMOUNT_BIGGER_THAN_UPPER '-4075': OperationRejected, # OPTIONS_PREMIUM_OUTPUT_ZERO '-4076': OperationRejected, # OPTIONS_PREMIUM_TOO_DIFF '-4077': RateLimitExceeded, # OPTIONS_PREMIUM_REACH_LIMIT '-4078': BadRequest, # OPTIONS_COMMON_ERROR '-4079': BadRequest, # INVALID_OPTIONS_ID '-4080': BadRequest, # OPTIONS_USER_NOT_FOUND '-4081': BadRequest, # OPTIONS_NOT_FOUND '-4082': RateLimitExceeded, # INVALID_BATCH_PLACE_ORDER_SIZE '-4083': OperationFailed, # PLACE_BATCH_ORDERS_FAIL '-4084': NotSupported, # UPCOMING_METHOD '-4085': BadRequest, # INVALID_NOTIONAL_LIMIT_COEF '-4086': BadRequest, # INVALID_PRICE_SPREAD_THRESHOLD '-4087': PermissionDenied, # REDUCE_ONLY_ORDER_PERMISSION '-4088': PermissionDenied, # NO_PLACE_ORDER_PERMISSION '-4104': BadSymbol, # INVALID_CONTRACT_TYPE '-4114': InvalidOrder, # INVALID_CLIENT_TRAN_ID_LEN '-4115': DuplicateOrderId, # DUPLICATED_CLIENT_TRAN_ID '-4118': InsufficientFunds, # REDUCE_ONLY_MARGIN_CHECK_FAILED '-4131': InvalidOrder, # MARKET_ORDER_REJECT '-4135': InvalidOrder, # INVALID_ACTIVATION_PRICE '-4137': InvalidOrder, # QUANTITY_EXISTS_WITH_CLOSE_POSITION '-4138': OperationRejected, # REDUCE_ONLY_MUST_BE_TRUE '-4139': InvalidOrder, # ORDER_TYPE_CANNOT_BE_MKT '-4140': OperationRejected, # INVALID_OPENING_POSITION_STATUS '-4141': MarketClosed, # SYMBOL_ALREADY_CLOSED '-4142': InvalidOrder, # STRATEGY_INVALID_TRIGGER_PRICE '-4144': BadSymbol, # INVALID_PAIR '-4161': OperationRejected, # ISOLATED_LEVERAGE_REJECT_WITH_POSITION '-4164': InvalidOrder, # MIN_NOTIONAL '-4165': BadRequest, # INVALID_TIME_INTERVAL '-4183': InvalidOrder, # PRICE_HIGHTER_THAN_STOP_MULTIPLIER_UP '-4184': InvalidOrder, # PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN '-5060': OperationRejected, # {"code":-5060,"msg":"The limit order price does not meet the PERCENT_PRICE filter limit."} '-5076': OperationRejected, # {"code":-5076,"msg":"Total order value should be more than 5 USDT"} # occured errors: '-4168': OperationRejected, # Unable to adjust to isolated-margin mode under the Multi-Assets mode. }, 'broad': { }, }, }) def is_inverse(self, type: str, subType: Str = None) -> bool: if subType is None: return(type == 'delivery') else: return subType == 'inverse' def is_linear(self, type: str, subType: Str = None) -> bool: if subType is None: return(type == 'future') or (type == 'swap') else: return subType == 'linear' def fetch_currencies(self, params={}) -> Currencies: """ fetches all available currencies on an exchange https://asterdex.github.io/aster-api-website/spot-v3/market-data/#trading-specification-information https://asterdex.github.io/aster-api-website/futures-v3/market-data/#exchange-information :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an associative dictionary of currencies """ sapiResult = self.sapiPublicGetV3ExchangeInfo(params) sapiRows = self.safe_list(sapiResult, 'assets', []) # # [ # { # "asset": "USDT", # "marginAvailable": True, # only in PERP # "autoAssetExchange": "-10000" # only in PERP # } # ] # return self.parse_currencies(sapiRows) def parse_currency(self, rawCurrency: dict) -> Currency: currencyId = self.safe_string(rawCurrency, 'asset') code = self.safe_currency_code(currencyId) return self.safe_currency_structure({ 'info': rawCurrency, 'code': code, 'id': currencyId, 'name': code, 'active': None, 'deposit': None, 'withdraw': None, 'fee': None, 'precision': None, 'margin': self.safe_bool(rawCurrency, 'marginAvailable'), 'limits': { 'amount': { 'min': None, 'max': None, }, 'withdraw': { 'min': None, 'max': None, }, 'deposit': { 'min': None, 'max': None, }, }, 'networks': None, 'type': 'crypto', # atm exchange api provides only cryptos }) def fetch_markets(self, params={}) -> List[Market]: """ retrieves data on all markets for bigone https://asterdex.github.io/aster-api-website/spot-v3/market-data/#trading-specification-information https://asterdex.github.io/aster-api-website/futures-v3/market-data/#exchange-information :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: an array of objects representing market data """ promises = [ self.sapiPublicGetV3ExchangeInfo(params), self.fapiPublicGetV3ExchangeInfo(params), ] promises.append(self.sign_in()) results = promises sapiResult = self.safe_dict(results, 0, {}) sapiRows = self.safe_list(sapiResult, 'symbols', []) fapiResult = self.safe_dict(results, 1, {}) fapiRows = self.safe_list(fapiResult, 'symbols', []) # # example: # # [ # { # symbol: "TESTUSDT", # status: "TRADING", # baseAsset: "TEST", # quoteAsset: "USDT", # pricePrecision: "2", # quantityPrecision: "5", # baseAssetPrecision: "8", # quotePrecision: "8", # listingTime: "1756289680210", # only in SPOT # baseAssetAddress: null, # only in SPOT # ocoAllowed: False, # only in SPOT # pair: "ASTERUSDT", # only in PERP # contractType: "PERPETUAL", # only in PERP # deliveryDate: "4133404800000", # only in PERP # onboardDate: "1758178800000", # only in PERP # maintMarginPercent: "12.5000", # only in PERP # requiredMarginPercent: "25.0000", # only in PERP # marginAsset: "USDT", # only in PERP # underlyingType: "COIN", # only in PERP # underlyingSubType: ["Top",], # only in PERP # symbolType: "0", # only in PERP # tradingMode: "0", # only in PERP # name: "", # only in PERP # channel: "{}", # only in PERP # sequenceNo: "100", # only in PERP # twapMinNotional: "1000", # only in PERP # imn: "4000.00", # only in PERP # tags: [], # only in PERP # settlePlan: "0", # only in PERP # triggerProtect: "0.1500", # only in PERP # liquidationFee: "0.025000", # only in PERP # marketTakeBound: "0.05", # only in PERP # createTime: "1758215451058", # only in PERP # filters: [ # { # minPrice: "0.01", # maxPrice: "1000000", # filterType: "PRICE_FILTER", # tickSize: "0.01", # }, # { # stepSize: "0.00001", # filterType: "LOT_SIZE", # maxQty: "9000", # minQty: "0.00001", # }, # { # stepSize: "0.00001", # filterType: "MARKET_LOT_SIZE", # maxQty: "9000", # minQty: "0.00001", # }, # { # limit: "200", # filterType: "MAX_NUM_ORDERS", # }, # { # minNotional: "5", # filterType: "MIN_NOTIONAL", # }, # { # minNotional: "5", # avgPriceMins: "5", # applyMinToMarket: True, # filterType: "NOTIONAL", # only in SPOT # applyMaxToMarket: True, # }, # { # multiplierDown: "0.2", # multiplierUp: "5", # multiplierDecimal: "1", # filterType: "PERCENT_PRICE", # }, # { # bidMultiplierUp: "5", # askMultiplierUp: "5", # bidMultiplierDown: "0.2", # avgPriceMins: "5", # multiplierDecimal: "1", # filterType: "PERCENT_PRICE_BY_SIDE", # only in SPOT # askMultiplierDown: "0.2", # }, # ], # orderTypes: ["LIMIT", "MARKET", "STOP", "STOP_MARKET", "TAKE_PROFIT", "TAKE_PROFIT_MARKET", "TRAILING_STOP_MARKET",], # timeInForce: ["GTC", "IOC", "FOK", "GTX", "HIDDEN",], # } # ] # # fapiRowsFiltered = [] for i in range(0, len(fapiRows)): market = fapiRows[i] # tmp skip some markets with base = None if self.safe_string(market, 'baseAsset'): fapiRowsFiltered.append(market) rows = self.array_concat(sapiRows, fapiRowsFiltered) return self.parse_markets(rows) def parse_market(self, market: dict) -> Market: id = self.safe_string(market, 'symbol') baseId = self.safe_string(market, 'baseAsset') quoteId = self.safe_string(market, 'quoteAsset') base = self.safe_currency_code(baseId) quote = self.safe_currency_code(quoteId) active = self.safe_string(market, 'status') == 'TRADING' spot = None symbol: Str = None settle = None settleId = None swap = None linear = None inverse = None contractSize = None contractType = self.safe_string(market, 'contractType') isContract = contractType is not None if isContract: # currently, there is only perpetuals, not futures spot = False swap = True settleId = self.safe_string(market, 'marginAsset') settle = self.safe_currency_code(settleId) symbol = base + '/' + quote + ':' + settle linear = settle == quote inverse = settle == base contractSize = self.safe_number_2(market, 'contractSize', 'unit', self.parse_number('1')) else: spot = True swap = False symbol = base + '/' + quote # filters filters = self.safe_list(market, 'filters', []) filtersByType = self.index_by(filters, 'filterType') filterNotional = self.safe_dict_2(filtersByType, 'MIN_NOTIONAL', 'NOTIONAL') filterPrice = self.safe_dict(filtersByType, 'PRICE_FILTER') filterLotSize = self.safe_dict(filtersByType, 'LOT_SIZE') filterMarketLotSize = self.safe_dict(filtersByType, 'MARKET_LOT_SIZE', {}) pricePrecision = self.safe_number(filterPrice, 'tickSize') if pricePrecision is None: pricePrecision = self.parse_number(self.parse_precision(self.safe_string(market, 'pricePrecision'))) amountPrecision = self.safe_number(filterLotSize, 'stepSize') if (filterLotSize is not None) else self.parse_number(self.parse_precision(self.safe_string(market, 'quantityPrecision'))) return self.safe_market_structure({ 'id': id, 'symbol': symbol, 'base': base, 'quote': quote, 'settle': settle, 'baseId': baseId, 'quoteId': quoteId, 'settleId': settleId, 'type': 'swap' if isContract else 'spot', 'spot': spot, 'margin': False, 'swap': swap, 'future': False, 'option': False, 'active': active, 'contract': isContract, 'linear': linear, 'inverse': inverse, 'taker': self.fees['trading']['taker'], 'maker': self.fees['trading']['maker'], 'contractSize': contractSize, 'expiry': None, 'expiryDatetime': None, 'strike': None, 'optionType': None, 'precision': { 'amount': amountPrecision, 'price': pricePrecision, 'base': self.parse_number(self.parse_precision(self.safe_string(market, 'baseAssetPrecision'))), 'quote': self.parse_number(self.parse_precision(self.safe_string(market, 'quotePrecision'))), }, 'limits': { 'leverage': { 'min': None, 'max': None, }, 'amount': { 'min': self.safe_number(filterLotSize, 'minQty'), 'max': self.safe_number(filterLotSize, 'maxQty'), }, 'price': { 'min': self.safe_number(filterPrice, 'minPrice'), 'max': self.safe_number(filterPrice, 'maxPrice'), }, 'cost': { 'min': self.safe_number_2(filterNotional, 'notional', 'minNotional'), 'max': None, }, 'market': { 'min': self.safe_number(filterMarketLotSize, 'minQty'), 'max': self.safe_number(filterMarketLotSize, 'maxQty'), }, }, 'created': self.safe_integer_2(market, 'listingTime', 'createTime'), 'info': market, }) def fetch_time(self, params={}) -> Int: """ fetches the current integer timestamp in milliseconds from the exchange server https://asterdex.github.io/aster-api-website/spot-v3/market-data/#get-server-time https://asterdex.github.io/aster-api-website/futures-v3/market-data/#check-server-time :param dict [params]: extra parameters specific to the exchange API endpoint :returns int: the current integer timestamp in milliseconds from the exchange server """ marketType = None marketType, params = self.handle_market_type_and_params('fetchTime', None, params) response = None if marketType == 'swap': response = self.fapiPublicGetV3Time(params) else: response = self.sapiPublicGetV3Time(params) # # both SPOT & PERP has same format # # { # "serverTime": 1499827319559 # } # return self.safe_integer(response, 'serverTime') def parse_ohlcv(self, ohlcv, market: Market = None) -> list: # # spot: # # [ # 1499040000000, # Open time # "0.01634790", # Open # "0.80000000", # High # "0.01575800", # Low # "0.01577100", # Close # "148976.11427815", # Volume # 1499644799999, # Close time # "2434.19055334", # Quote asset volume # 308, # Number of trades # "1756.87402397", # Taker buy base asset volume # "28.46694368", # Taker buy quote asset volume # "0" # ?? # ] # return [ self.safe_integer(ohlcv, 0), self.safe_number(ohlcv, 1), self.safe_number(ohlcv, 2), self.safe_number(ohlcv, 3), self.safe_number(ohlcv, 4), self.safe_number(ohlcv, 5), ] def fetch_ohlcv(self, symbol: str, timeframe='1m', since: Int = None, limit: Int = None, params={}) -> List[list]: """ fetches historical candlestick data containing the open, high, low, and close price, and the volume of a market https://asterdex.github.io/aster-api-website/spot-v3/market-data/#k-line-data https://asterdex.github.io/aster-api-website/futures-v3/market-data/#klinecandlestick-data https://asterdex.github.io/aster-api-website/futures-v3/market-data/#index-price-klinecandlestick-data https://asterdex.github.io/aster-api-website/futures-v3/market-data/#mark-price-klinecandlestick-data :param str symbol: unified symbol of the market to fetch OHLCV data for :param str timeframe: the length of time each candle represents :param int [since]: timestamp in ms of the earliest candle to fetch :param int [limit]: the maximum amount of candles to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.price]: "mark" or "index" for mark price and index price candles :param int [params.until]: the latest time in ms to fetch orders for :returns int[][]: A list of candles ordered, open, high, low, close, volume """ self.load_markets() market = self.market(symbol) request: dict = {} if since is not None: request['startTime'] = since if limit is not None: request['limit'] = min(limit, 1500) request, params = self.handle_until_option('endTime', request, params) request['interval'] = self.safe_string(self.timeframes, timeframe, timeframe) price = self.safe_string(params, 'price') isMark = (price == 'mark') isIndex = (price == 'index') params = self.omit(params, 'price') response = None if isMark: request['symbol'] = market['id'] response = self.fapiPublicGetV3MarkPriceKlines(self.extend(request, params)) elif isIndex: request['pair'] = market['id'] response = self.fapiPublicGetV3IndexPriceKlines(self.extend(request, params)) else: request['symbol'] = market['id'] if market['linear']: response = self.fapiPublicGetV3Klines(self.extend(request, params)) else: response = self.sapiPublicGetV3Klines(self.extend(request, params)) # # both SPOT & PERP has same format # # [ # [ # 1499040000000, # Open time # "0.01634790", # Open # "0.80000000", # High # "0.01575800", # Low # "0.01577100", # Close # "148976.11427815", # Volume # 1499644799999, # Close time # "2434.19055334", # Quote asset volume # 308, # Number of trades # "1756.87402397", # Taker buy base asset volume # "28.46694368", # Taker buy quote asset volume, # "0" # ] # ] # return self.parse_ohlcvs(response, market, timeframe, since, limit) def parse_trade(self, trade: dict, market: Market = None) -> Trade: # # fetchTrades # # recent trades: # # { # "id": 3913206, # "price": "644.100", # "qty": "0.08", # "quoteQty": "51.528", # present in PERP # "baseQty": "4.95049505", # present in SPOT # "time": 1749784506633, # "isBuyerMaker": True # } # # aggrTrades # # { # "a": 26129, # Aggregate tradeId # "p": "0.01633102", # Price # "q": "4.70443515", # Quantity # "f": 27781, # First tradeId # "l": 27781, # Last tradeId # "T": 1498793709153, # Timestamp # "m": True, # Was the buyer the maker? # } # # fetchMyTrades (SPOT & PERP have similar format) # # { # "symbol": "ETHUSDT", # "id": 2583152, # "orderId": 418588675, # "side": "SELL", # "price": "2330.04", # "qty": "0.0030", # "quoteQty": "6.99000000", # "commission": "0.00279605", # "commissionAsset": "USDT", # "time": 1776409179230, # "counterpartyId": 5143150, # only in SPOT # "createUpdateId": null, # only in SPOT # "maker": False, # only in SPOT # "buyer": False, # only in SPOT # "realizedPnl": "0.00029999", # only in PERP # "marginAsset": "USDT", # only in PERP # "positionSide": "BOTH", # only in PERP # } # id = self.safe_string_2(trade, 'id', 'a') marketId = self.safe_string(trade, 'symbol') marketType = 'swap' if ('positionSide' in trade) else 'spot' market = self.safe_market(marketId, market, None, marketType) currencyId = self.safe_string_2(trade, 'commissionAsset', 'marginAsset') currencyCode = self.safe_currency_code(currencyId) amountString = self.safe_string_2(trade, 'qty', 'q') priceString = self.safe_string_2(trade, 'price', 'p') costString = self.safe_string_2(trade, 'quoteQty', 'baseQty') timestamp = self.safe_integer_2(trade, 'time', 'T') side = self.safe_string_lower(trade, 'side') isMaker = self.safe_bool(trade, 'maker') takerOrMaker = None if isMaker is not None: takerOrMaker = 'maker' if isMaker else 'taker' if side is None: isBuyer = self.safe_bool(trade, 'buyer') if isBuyer is not None: side = 'buy' if isBuyer else 'sell' isBuyerMaker = self.safe_bool_2(trade, 'isBuyerMaker', 'm') if isBuyerMaker is not None: side = 'sell' if isBuyerMaker else 'buy' return self.safe_trade({ 'id': id, 'info': trade, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'symbol': market['symbol'], 'order': self.safe_string(trade, 'orderId'), 'type': None, 'side': side, 'takerOrMaker': takerOrMaker, 'price': priceString, 'amount': amountString, 'cost': costString, 'fee': { 'cost': self.parse_number(Precise.string_abs(self.safe_string(trade, 'commission'))), 'currency': currencyCode, }, }, market) def fetch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ get the list of most recent trades for a particular symbol https://asterdex.github.io/aster-api-website/spot-v3/market-data/#recent-trades-list https://asterdex.github.io/aster-api-website/spot-v3/market-data/#recent-trades-aggregated https://asterdex.github.io/aster-api-website/futures-v3/market-data/#recent-trades-list https://asterdex.github.io/aster-api-website/futures-v3/market-data/#compressedaggregate-trades-list :param str symbol: unified symbol of the market to fetch trades for :param int [since]: timestamp in ms of the earliest trade to fetch :param int [limit]: the maximum amount of trades to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :returns Trade[]: a list of `trade structures ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } if limit is not None: request['limit'] = min(limit, 1000) response = None sinceDefined = since is not None untilDefined = ('until' in params) if sinceDefined: request['startTime'] = since if untilDefined: request = self.handle_until_option('endTime', request, params) # use historical endpoint for targeted requests if 'startTime' in request: if market['swap']: response = self.fapiPublicGetV3AggTrades(self.extend(request, params)) else: response = self.sapiPublicGetV3AggTrades(self.extend(request, params)) # # both FAPI and SAPI have same response format # # [ # { # "a": 26129, # Aggregate tradeId # "p": "0.01633102", # Price # "q": "4.70443515", # Quantity # "f": 27781, # First tradeId # "l": 27781, # Last tradeId # "T": 1498793709153, # Timestamp # "m": True, # Was the buyer the maker? # } # ] # else: if market['swap']: response = self.fapiPublicGetV3Trades(self.extend(request, params)) else: response = self.sapiPublicGetV3Trades(self.extend(request, params)) # # SAPI & FAPI have only one field difference # # [ # { # "id": "73620768", # "price": "2324.07", # "qty": "0.430", # "quoteQty": "999.35", # only in PERP # "baseQty": "4.95049505", # only in SPOT # "time": "1776407252900", # "isBuyerMaker": False # }, ... # return self.parse_trades(response, market, since, limit) def fetch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch all trades made by the user https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#account-trade-history-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#account-trade-list-user_data :param str [symbol]: unified market symbol :param int [since]: the earliest time in ms to fetch trades for :param int [limit]: the maximum number of trades structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms for the ending date filter, default is None :returns dict[]: a list of `trade structures ` """ self.load_markets_and_sign_in() request: dict = {} market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] marketType = None marketType, params = self.handle_market_type_and_params('fetchTickers', market, params) if since is not None: request['startTime'] = since if limit is not None: request['limit'] = min(limit, 1000) request, params = self.handle_until_option('endTime', request, params) response = None if marketType == 'swap': response = self.fapiPrivateGetV3UserTrades(self.extend(request, params)) else: response = self.sapiPrivateGetV3UserTrades(self.extend(request, params)) # # SPOT & PERP have similar format # # { # "symbol": "ETHUSDT", # "id": 2583152, # "orderId": 418588675, # "side": "SELL", # "price": "2330.04", # "qty": "0.0030", # "quoteQty": "6.99000000", # "commission": "0.00279605", # "commissionAsset": "USDT", # "time": 1776409179230, # "counterpartyId": 5143150, # only in PERP # "createUpdateId": null, # only in PERP # "maker": False, # only in PERP # "buyer": False, # only in PERP # "realizedPnl": "0.00029999", # only in SPOT # "marginAsset": "USDT", # only in SPOT # "positionSide": "BOTH", # only in SPOT # } # return self.parse_trades(response, market, since, limit, params) def fetch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ fetches information on open orders with bid(buy) and ask(sell) prices, volumes and other data https://asterdex.github.io/aster-api-website/spot-v3/market-data/#depth-information https://asterdex.github.io/aster-api-website/futures-v3/market-data/#order-book :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = None if limit is not None: request['limit'] = self.find_nearest_ceiling([5, 10, 20, 50, 100, 500, 1000], limit) if market['swap']: response = self.fapiPublicGetV3Depth(self.extend(request, params)) else: response = self.sapiPublicGetV3Depth(self.extend(request, params)) # # both SPOT & PERP has same format # # { # "lastUpdateId": 1027024, # "E": 1589436922972, # Message output time # "T": 1589436922959, # Transaction time # "bids": [ # [ # "4.00000000", # PRICE # "431.00000000" # QTY # ] # ], # "asks": [ # [ # "4.00000200", # "12.00000000" # ] # ] # } # timestamp = self.safe_integer(response, 'T') return self.parse_order_book(response, symbol, timestamp, 'bids', 'asks') def parse_ticker(self, ticker: dict, market: Market = None) -> Ticker: # # fetchTicker & fetchTickers: both SPOT & PERP has similar format # # { # "symbol": "ETHUSDT", # "priceChange": "6.54", # "priceChangePercent": "0.279", # "weightedAvgPrice": "2330.70", # "lastPrice": "2350.00", # "lastQty": "4.437", # "openPrice": "2343.46", # "highPrice": "2363.20", # "lowPrice": "2283.86", # "volume": "267154.248", # "quoteVolume": "622657018.70", # "openTime": "1776329400000", # "closeTime": "1776415832593", # "firstId": "73520536", # "lastId": "73630176", # "count": "109640", # "baseAsset": "BTC", # only in SPOT # "quoteAsset": "USDT", # only in SPOT # "bidPrice": "71125.98", # only in SPOT # "bidQty": "0.00737", # only in SPOT # "askPrice": "71152.10", # only in SPOT # "askQty": "0.32399" # only in SPOT # } # # # fetchBidsAsks: SPOT & PERP have only one field difference # # [ # { # "symbol": "BMTUSDT", # "bidPrice": "0.004000", # "bidQty": "1250.0", # "askPrice": "0.000000", # "askQty": "0.0", # "time": "1776411276072", # "lastUpdateId": "453174307613" # only in PERP # }, ... # timestamp = self.safe_integer(ticker, 'closeTime') last = self.safe_string(ticker, 'lastPrice') open = self.safe_string(ticker, 'openPrice') percentage = self.safe_string(ticker, 'priceChangePercent') percentage = Precise.string_mul(percentage, '100') quoteVolume = self.safe_string(ticker, 'quoteVolume') baseVolume = self.safe_string(ticker, 'volume') high = self.safe_string(ticker, 'highPrice') low = self.safe_string(ticker, 'lowPrice') isTickerResponse = ('priceChange' in ticker) marketType: Str = None if isTickerResponse: marketType = 'spot' if ('baseAsset' in ticker) else 'swap' else: marketType = 'swap' if ('lastUpdateId' in ticker) else 'spot' marketId = self.safe_string(ticker, 'symbol') market = self.safe_market(marketId, market, None, marketType) return self.safe_ticker({ 'symbol': market['symbol'], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'high': high, 'low': low, 'bid': self.safe_string(ticker, 'bidPrice'), 'bidVolume': self.safe_string(ticker, 'bidQty'), 'ask': self.safe_string(ticker, 'askPrice'), 'askVolume': self.safe_string(ticker, 'askQty'), 'vwap': None, 'open': open, 'close': last, 'last': last, 'previousClose': None, 'change': None, 'percentage': percentage, 'average': None, 'baseVolume': baseVolume, 'quoteVolume': quoteVolume, 'markPrice': None, 'indexPrice': None, 'info': ticker, }, market) def fetch_ticker(self, symbol: str, params={}) -> Ticker: """ fetches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market https://asterdex.github.io/aster-api-website/spot-v3/market-data/#24h-price-change https://asterdex.github.io/aster-api-website/futures-v3/market-data/#24hr-ticker-price-change-statistics :param str symbol: unified symbol of the market to fetch the ticker for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `ticker structure ` """ self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = None if market['swap']: response = self.fapiPublicGetV3Ticker24hr(self.extend(request, params)) else: response = self.sapiPublicGetV3Ticker24hr(self.extend(request, params)) # # both SPOT & PERP has same format # # { # "symbol": "ETHUSDT", # "priceChange": "6.54", # "priceChangePercent": "0.279", # "weightedAvgPrice": "2330.70", # "lastPrice": "2350.00", # "lastQty": "4.437", # "openPrice": "2343.46", # "highPrice": "2363.20", # "lowPrice": "2283.86", # "volume": "267154.248", # "quoteVolume": "622657018.70", # "openTime": "1776329400000", # "closeTime": "1776415832593", # "firstId": "73520536", # "lastId": "73630176", # "count": "109640", # "baseAsset": "BTC", # only in SPOT # "quoteAsset": "USDT", # only in SPOT # "bidPrice": "71125.98", # only in SPOT # "bidQty": "0.00737", # only in SPOT # "askPrice": "71152.10", # only in SPOT # "askQty": "0.32399" # only in SPOT # } # return self.parse_ticker(response, market) def fetch_tickers(self, symbols: Strings = None, params={}) -> Tickers: """ fetches price tickers for multiple markets, statistical information calculated over the past 24 hours for each market https://asterdex.github.io/aster-api-website/spot-v3/market-data/#24h-price-change https://asterdex.github.io/aster-api-website/futures-v3/market-data/#24hr-ticker-price-change-statistics :param str[] symbols: unified symbols of the markets to fetch the ticker for, all market tickers are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :param str [params.type]: 'spot', 'option', use params["subType"] for swap and future markets :returns dict: an array of `ticker structures ` """ self.load_markets() symbols = self.market_symbols(symbols, None, True, True, True) market = self.get_market_from_symbols(symbols) marketType = None marketType, params = self.handle_market_type_and_params('fetchTickers', market, params) response = None if marketType == 'swap': response = self.fapiPublicGetV3Ticker24hr(params) elif marketType == 'spot': response = self.sapiPublicGetV3Ticker24hr(params) # # [ # { # "symbol": "BTCUSDT", # "priceChange": "1845.7", # "priceChangePercent": "1.755", # "weightedAvgPrice": "105515.5", # "lastPrice": "107037.7", # "lastQty": "0.004", # "openPrice": "105192.0", # "highPrice": "107223.5", # "lowPrice": "104431.6", # "volume": "8753.286", # "quoteVolume": "923607368.61", # "openTime": 1749976620000, # "closeTime": 1750063053754, # "firstId": 24195078, # "lastId": 24375783, # "count": 180706, # "baseAsset": "BTC", # only in SPOT # "quoteAsset": "USDT", # only in SPOT # "bidPrice": "71125.98", # only in SPOT # "bidQty": "0.00737", # only in SPOT # "askPrice": "71152.10", # only in SPOT # "askQty": "0.32399" # only in SPOT # } # ] # return self.parse_tickers(response, symbols) def fetch_last_prices(self, symbols: Strings = None, params={}): """ fetches the last price for multiple markets https://asterdex.github.io/aster-api-website/spot-v3/market-data/#latest-price https://asterdex.github.io/aster-api-website/futures-v3/market-data/#symbol-price-ticker :param str[]|None symbols: unified symbols of the markets to fetch the last prices :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :returns dict: a dictionary of lastprices structures """ self.load_markets() symbols = self.market_symbols(symbols, None, True, True, True) market = self.get_market_from_symbols(symbols) marketType = None marketType, params = self.handle_market_type_and_params('fetchLastPrices', market, params) response = None if marketType == 'swap': response = self.fapiPublicGetV3TickerPrice(params) elif marketType == 'spot': response = self.sapiPublicGetV3TickerPrice(params) # # both SPOT & SWAP has same format # # [ # { # "symbol": "LTCBTC", # "price": "4.00000200" # "time": "1649666690902" # }, # ... # ] # results = [] for i in range(0, len(response)): marketId = self.safe_string(response[i], 'symbol') safeMarket = self.safe_market(marketId, None, None, marketType) priceData = self.extend(self.parse_last_price(response[i], safeMarket), params) results.append(priceData) symbols = self.market_symbols(symbols) return self.filter_by_array(results, 'symbol', symbols) def parse_last_price(self, entry, market: Market = None): # # spot & swap # # { # "symbol": "LTCBTC", # "price": "4.00000200" # "time": "1649666690902" # } # timestamp = self.safe_integer(entry, 'time') return { 'symbol': market['symbol'], 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'price': self.safe_number_omit_zero(entry, 'price'), 'side': None, 'info': entry, } def fetch_bids_asks(self, symbols: Strings = None, params={}): """ fetches the bid and ask price and volume for multiple markets https://asterdex.github.io/aster-api-website/spot-v3/market-data/#current-best-order https://asterdex.github.io/aster-api-website/futures-v3/market-data/#symbol-order-book-ticker :param str[]|None symbols: unified symbols of the markets to fetch the bids and asks for, all markets are returned if not assigned :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :returns dict: a dictionary of `ticker structures ` """ self.load_markets() symbols = self.market_symbols(symbols, None, True, True, True) market = self.get_market_from_symbols(symbols) marketType = None marketType, params = self.handle_market_type_and_params('fetchBidsAsks', market, params) response = None if marketType == 'swap': response = self.fapiPublicGetV3TickerBookTicker(params) elif marketType == 'spot': response = self.sapiPublicGetV3TickerBookTicker(params) # # SPOT & PERP have only one field difference # # [ # { # "symbol": "BMTUSDT", # "bidPrice": "0.004000", # "bidQty": "1250.0", # "askPrice": "0.000000", # "askQty": "0.0", # "time": "1776411276072", # "lastUpdateId": "453174307613" # only in PERP # }, ... # return self.parse_tickers(response, symbols) def parse_funding_rate(self, contract, market: Market = None) -> FundingRate: # # fundingRate # # { # "symbol": "BTCUSDT", # "markPrice": "106729.84047826", # "indexPrice": "106775.72673913", # "estimatedSettlePrice": "106708.84997006", # "lastFundingRate": "0.00010000", # "interestRate": "0.00010000", # "nextFundingTime": 1750147200000, # "time": 1750146970000 # } # # funding interval # # { # "symbol": "INJUSDT", # "interestRate": "0.00010000", # "time": 1756197479000, # "fundingIntervalHours": 8, # "fundingFeeCap": 0.03, # "fundingFeeFloor": -0.03 # } # marketId = self.safe_string(contract, 'symbol') nextFundingTimestamp = self.safe_integer(contract, 'nextFundingTime') timestamp = self.safe_integer(contract, 'time') interval = self.safe_string(contract, 'fundingIntervalHours') intervalString = None if interval is not None: intervalString = interval + 'h' return { 'info': contract, 'symbol': self.safe_symbol(marketId, market, None, 'contract'), 'markPrice': self.safe_number(contract, 'markPrice'), 'indexPrice': self.safe_number(contract, 'indexPrice'), 'interestRate': self.safe_number(contract, 'interestRate'), 'estimatedSettlePrice': self.safe_number(contract, 'estimatedSettlePrice'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'fundingRate': self.safe_number(contract, 'lastFundingRate'), 'fundingTimestamp': None, 'fundingDatetime': None, 'nextFundingRate': None, 'nextFundingTimestamp': nextFundingTimestamp, 'nextFundingDatetime': self.iso8601(nextFundingTimestamp), 'previousFundingRate': None, 'previousFundingTimestamp': None, 'previousFundingDatetime': None, 'interval': intervalString, } def fetch_funding_rate(self, symbol: str, params={}) -> FundingRate: """ fetch the current funding rate https://asterdex.github.io/aster-api-website/futures-v3/market-data/#symbol-price-ticker :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `funding rate structure ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchFundingRate() requires a symbol argument') self.load_markets() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = self.fapiPublicGetV3PremiumIndex(self.extend(request, params)) # # { # "symbol": "BTCUSDT", # "markPrice": "106729.84047826", # "indexPrice": "106775.72673913", # "estimatedSettlePrice": "106708.84997006", # "lastFundingRate": "0.00010000", # "interestRate": "0.00010000", # "nextFundingTime": 1750147200000, # "time": 1750146970000 # } # return self.parse_funding_rate(response, market) def fetch_funding_rates(self, symbols: Strings = None, params={}) -> FundingRates: """ fetch the current funding rate for multiple symbols https://asterdex.github.io/aster-api-website/futures-v3/market-data/#symbol-price-ticker :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures ` """ self.load_markets() symbols = self.market_symbols(symbols) response = self.fapiPublicGetV3PremiumIndex(self.extend(params)) # # [ # { # "symbol": "BTCUSDT", # "markPrice": "106729.84047826", # "indexPrice": "106775.72673913", # "estimatedSettlePrice": "106708.84997006", # "lastFundingRate": "0.00010000", # "interestRate": "0.00010000", # "nextFundingTime": 1750147200000, # "time": 1750146970000 # } # ] # return self.parse_funding_rates(response, symbols) def fetch_funding_intervals(self, symbols: Strings = None, params={}) -> FundingRates: """ fetch the funding rate interval for multiple markets https://asterdex.github.io/aster-api-website/futures-v3/market-data/#get-funding-rate-config :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `funding rate structures ` """ self.load_markets() if symbols is not None: symbols = self.market_symbols(symbols) response = self.fapiPublicGetV3FundingInfo(params) # # [ # { # "symbol": "INJUSDT", # "interestRate": "0.00010000", # "time": 1756197479000, # "fundingIntervalHours": 8, # "fundingFeeCap": 0.03, # "fundingFeeFloor": -0.03 # } # ] # return self.parse_funding_rates(response, symbols) def fetch_funding_rate_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetches historical funding rate prices https://asterdex.github.io/aster-api-website/futures-v3/market-data/#get-funding-rate-history :param str symbol: unified symbol of the market to fetch the funding rate history for :param int [since]: timestamp in ms of the earliest funding rate to fetch :param int [limit]: the maximum amount of `funding rate structures ` to fetch :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest funding rate :returns dict[]: a list of `funding rate structures ` """ self.load_markets() request: dict = {} market: Market = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if since is not None: request['startTime'] = since if limit is not None: request['limit'] = min(limit, 1000) request, params = self.handle_until_option('endTime', request, params) response = self.fapiPublicGetV3FundingRate(self.extend(request, params)) # # [ # { # "symbol": "BTCUSDT", # "fundingTime": 1747209600000, # "fundingRate": "0.00010000" # } # ] # return self.parse_funding_rate_histories(response, market) def parse_funding_rate_history(self, contract, market: Market = None): # # { # "symbol": "BTCUSDT", # "fundingRate": "0.00063521", # "fundingTime": "1621267200000", # } # timestamp = self.safe_integer(contract, 'fundingTime') return { 'info': contract, 'symbol': self.safe_symbol(self.safe_string(contract, 'symbol'), None, None, 'swap'), 'fundingRate': self.safe_number(contract, 'fundingRate'), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), } def fetch_balance(self, params={}) -> Balances: """ query for balance and get the amount of funds available for trading or funds locked in orders https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#account-information-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#futures-account-balance-v3-user_data :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :param str [params.type]: 'spot', 'option', use params["subType"] for swap and future markets :returns dict: a `balance structure ` """ self.load_markets_and_sign_in() marketType = None marketType, params = self.handle_market_type_and_params('fetchBalance', None, params) response = None data = None if marketType == 'swap': data = self.fapiPrivateGetV3Balance(params) # # [ # { # "accountAlias": "FzXquXsRFzXqAufW", # "asset": "CDL", # "balance": "0.00000000", # "crossWalletBalance": "0.00000000", # "crossUnPnl": "0.00000000", # "availableBalance": "878.90500233", # "maxWithdrawAmount": "0.00000000", # "marginAvailable": True, # "updateTime": "0" # }, ... # elif marketType == 'spot': response = self.sapiPrivateGetV3Account(params) data = self.safe_list(response, 'balances', []) # # [ # { # "asset": "BTC", # "free": "4723846.89208129", # "locked": "0.00000000" # } # ] # return self.parse_balance(data) def parse_balance(self, response) -> Balances: result: dict = {'info': response} for i in range(0, len(response)): balance = response[i] currencyId = self.safe_string(balance, 'asset') code = self.safe_currency_code(currencyId) account = self.account() account['free'] = self.safe_string_2(balance, 'free', 'availableBalance') account['used'] = self.safe_string(balance, 'locked') account['total'] = self.safe_string(balance, 'balance') result[code] = account return self.safe_balance(result) def set_margin_mode(self, marginMode: str, symbol: Str = None, params={}): """ set margin mode to 'cross' or 'isolated' https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#change-margin-type-trade :param str marginMode: 'cross' or 'isolated' :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange """ if symbol is None: raise ArgumentsRequired(self.id + ' setMarginMode() requires a symbol argument') marginMode = marginMode.upper() if marginMode == 'CROSS': marginMode = 'CROSSED' if (marginMode != 'ISOLATED') and (marginMode != 'CROSSED'): raise BadRequest(self.id + ' marginMode must be either isolated or cross') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], 'marginType': marginMode, } response = self.fapiPrivatePostV3MarginType(self.extend(request, params)) # # {"code": 200,"msg": "success"} # return response def fetch_position_mode(self, symbol: Str = None, params={}): """ fetchs the position mode, hedged or one way, hedged for aster is set identically for all linear markets or all inverse markets https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#get-current-position-modeuser_data :param str symbol: unified symbol of the market to fetch the order book for :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an object detailing whether the market is in hedged or one-way mode """ response = self.fapiPrivateGetV3PositionSideDual(params) # # { # "dualSidePosition": True # "true": Hedge Mode; "false": One-way Mode # } # return { 'info': response, 'hedged': self.safe_bool(response, 'dualSidePosition'), } def set_position_mode(self, hedged: bool, symbol: Str = None, params={}): """ set hedged to True or False for a market https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#change-position-modetrade :param bool hedged: set to True to use dualSidePosition :param str symbol: not used by bingx setPositionMode() :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange """ strValue = 'true' if hedged else 'false' request: dict = { 'dualSidePosition': strValue, } # # { # "code": 200, # "msg": "success" # } # return self.fapiPrivatePostV3PositionSideDual(self.extend(request, params)) def parse_trading_fee(self, fee: dict, market: Market = None) -> TradingFeeInterface: marketId = self.safe_string(fee, 'symbol') market = self.safe_market(marketId, market) symbol = self.safe_symbol(marketId, market) return { 'info': fee, 'symbol': symbol, 'maker': self.safe_number(fee, 'makerCommissionRate'), 'taker': self.safe_number(fee, 'takerCommissionRate'), 'percentage': False, 'tierBased': False, } def fetch_trading_fee(self, symbol: str, params={}) -> TradingFeeInterface: """ fetch the trading fees for a market https://asterdex.github.io/aster-api-website/spot-v3/market-data/#get-symbol-fees https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#user-commission-rate-user_data :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `fee structure ` """ self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = None if market['swap']: response = self.fapiPrivateGetV3CommissionRate(self.extend(request, params)) else: response = self.sapiPrivateGetV3CommissionRate(self.extend(request, params)) # # both SPOT & SWAP has same format # # { # "symbol": "BTCUSDT", # "makerCommissionRate": "0.0002", # "takerCommissionRate": "0.0004" # } # return self.parse_trading_fee(response, market) def parse_order_status(self, status: Str): statuses: dict = { 'NEW': 'open', 'PARTIALLY_FILLED': 'open', 'FILLED': 'closed', 'CANCELED': 'canceled', 'REJECTED': 'canceled', 'EXPIRED': 'canceled', } return self.safe_string(statuses, status, status) def parse_order_type(self, type: Str): types: dict = { 'LIMIT': 'limit', 'MARKET': 'market', 'STOP': 'limit', 'STOP_MARKET': 'market', 'TAKE_PROFIT': 'limit', 'TAKE_PROFIT_MARKET': 'market', 'TRAILING_STOP_MARKET': 'market', } return self.safe_string(types, type, type) def parse_order(self, order: dict, market: Market = None) -> Order: # # swap # { # "avgPrice": "0.00000", # "clientOrderId": "abc", # "cumQuote": "0", # "executedQty": "0", # "orderId": 1917641, # "origQty": "0.40", # "origType": "TRAILING_STOP_MARKET", # "price": "0", # "reduceOnly": False, # "side": "BUY", # "positionSide": "SHORT", # "status": "NEW", # "stopPrice": "9300", # "closePosition": False, # "symbol": "BTCUSDT", # "time": 1579276756075, # "timeInForce": "GTC", # "type": "TRAILING_STOP_MARKET", # "activatePrice": "9020", # "priceRate": "0.3", # "updateTime": 1579276756075, # "workingType": "CONTRACT_PRICE", # "priceProtect": False # } # # spot # # fetchOrders, fetchOpenOrders, fetchOpenOrder, fetchOrder, cancelOrder, createOrder # # { # "orderId": "417594542", # "symbol": "ETHUSDT", # "status": "FILLED", # "clientOrderId": "web_qnvMAhOJsiVbSyu0BdKG", # "price": "0", # value set for unfilled # "avgPrice": "2351.580000", # value zero for unfilled # "origQty": "0.0054", # "executedQty": "0.0054", # value zero for unfilled # "cumQuote": "12.69853200", # value zero for unfilled # "timeInForce": "GTC", # "type": "MARKET", # "side": "SELL", # "stopPrice": "0", # "origType": "MARKET", # "time": "1776274219582", # "updateTime": "1776274219609", # "orderListId": "-1" # } # info = order marketId = self.safe_string(order, 'symbol') market = self.safe_market(marketId, market) side = self.safe_string_lower(order, 'side') timestamp = self.safe_integer(order, 'time') statusId = self.safe_string_upper(order, 'status') rawType = self.safe_string_upper(order, 'type') stopPriceString = self.safe_string(order, 'stopPrice') triggerPrice = self.parse_number(self.omit_zero(stopPriceString)) return self.safe_order({ 'info': info, 'id': self.safe_string(order, 'orderId'), 'clientOrderId': self.safe_string(order, 'clientOrderId'), 'symbol': self.safe_symbol(marketId, market), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'lastTradeTimestamp': None, 'lastUpdateTimestamp': self.safe_integer(order, 'updateTime'), 'type': self.parse_order_type(rawType), 'timeInForce': self.safe_string(order, 'timeInForce'), 'postOnly': None, 'side': side, 'price': self.safe_string(order, 'price'), 'triggerPrice': triggerPrice, 'average': self.safe_string(order, 'avgPrice'), 'cost': self.safe_string(order, 'cumQuote'), 'amount': self.safe_string(order, 'origQty'), 'filled': self.safe_string(order, 'executedQty'), 'remaining': None, 'status': self.parse_order_status(statusId), 'fee': None, 'trades': None, 'reduceOnly': self.safe_bool_2(order, 'reduceOnly', 'ro'), }, market) def fetch_order(self, id: str, symbol: Str = None, params={}): """ fetches information on an order made by the user https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#query-order-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#query-order-user_data :param str id: the order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.clientOrderId]: a unique id for the order :returns dict: an `order structure ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrder() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clientOid') params = self.omit(params, ['clientOrderId', 'clientOid']) if clientOrderId is not None: request['origClientOrderId'] = clientOrderId else: request['orderId'] = id response = None if market['swap']: response = self.fapiPrivateGetV3Order(self.extend(request, params)) else: response = self.sapiPrivateGetV3Order(self.extend(request, params)) # # SPOT & SWAP has similar formats # # { # "orderId": "17338441758", # "symbol": "ETHUSDT", # "status": "FILLED", # "clientOrderId": "727Wt3TIUgkUCxXp20E543", # "price": "0", # "avgPrice": "2304.56000", # "origQty": "0.010", # "executedQty": "0.010", # "cumQuote": "23.04560", # "timeInForce": "GTC", # "type": "MARKET", # "side": "BUY", # "stopPrice": "0", # "origType": "MARKET", # "time": "1776800300736", # "updateTime": "1776800300700", # "orderListId": "-1" # only in SPOT # "positionSide": "BOTH", # only in SWAP # "reduceOnly": False, # only in SWAP # "closePosition": False, # only in SWAP # "workingType": "CONTRACT_PRICE", # only in SWAP # "priceProtect": False, # only in SWAP # "newChainData": {"hash": "0x46aed5...67bdbec8ba"} # only in SWAP # } # return self.parse_order(response, market) def fetch_open_order(self, id: str, symbol: Str = None, params={}): """ fetch an open order by the id https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#query-current-open-order-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#query-current-open-order-user_data :param str id: order id :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchOpenOrder() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } clientOrderId = self.safe_string_2(params, 'clientOrderId', 'clientOid') params = self.omit(params, ['clientOrderId', 'clientOid']) if clientOrderId is not None: request['origClientOrderId'] = clientOrderId else: request['orderId'] = id response = None if market['spot']: response = self.sapiPrivateGetV3OpenOrder(self.extend(request, params)) else: response = self.fapiPrivateGetV3OpenOrder(self.extend(request, params)) # # SPOT & SWAP has similar formats # # { # "orderId": "17338441758", # "symbol": "ETHUSDT", # "status": "FILLED", # "clientOrderId": "727Wt3TIUgkUCxXp20E543", # "price": "0", # "avgPrice": "2304.56000", # "origQty": "0.010", # "executedQty": "0.010", # "cumQuote": "23.04560", # "timeInForce": "GTC", # "type": "MARKET", # "side": "BUY", # "stopPrice": "0", # "origType": "MARKET", # "time": "1776800300736", # "updateTime": "1776800300700", # "orderListId": "-1" # only in SPOT # "positionSide": "BOTH", # only in SWAP # "reduceOnly": False, # only in SWAP # "closePosition": False, # only in SWAP # "workingType": "CONTRACT_PRICE", # only in SWAP # "priceProtect": False, # only in SWAP # "newChainData": {"hash": "0x46aed5...67bdbec8ba"} # only in SWAP # } # return self.parse_order(response, market) def fetch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetches information on multiple orders made by the user https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#query-all-orders-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#all-orders-user_data :param str symbol: unified market symbol of the market orders were made in :param int [since]: the earliest time in ms to fetch orders for :param int [limit]: the maximum number of order structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: the latest time in ms to fetch orders for :returns Order[]: a list of `order structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchOrders() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } if limit is not None: request['limit'] = min(limit, 1000) if since is not None: request['startTime'] = since request, params = self.handle_until_option('endTime', request, params) response = None if market['swap']: response = self.fapiPrivateGetV3AllOrders(self.extend(request, params)) else: response = self.sapiPrivateGetV3AllOrders(self.extend(request, params)) # # SPOT & SWAP has similar responses # # [ # { # "orderId": "417594542", # "symbol": "ETHUSDT", # "status": "FILLED", # "clientOrderId": "web_qnvMAhOJsiVbSyu0BdKG", # "price": "0", # value set for unfilled # "avgPrice": "2351.580000", # value zero for unfilled # "origQty": "0.0054", # "executedQty": "0.0054", # value zero for unfilled # "cumQuote": "12.69853200", # value zero for unfilled # "timeInForce": "GTC", # "type": "MARKET", # "side": "SELL", # "stopPrice": "0", # "origType": "MARKET", # "time": "1776274219582", # "updateTime": "1776274219609", # "orderListId": "-1", # only in SPOT # "reduceOnly": False, # only in PERP # "closePosition": False, # only in PERP # "positionSide": "BOTH", # only in PERP # "workingType": "CONTRACT_PRICE", # only in PERP # "priceProtect": False, # only in PERP # "newChainData": {"hash": "0xe17d3d5b...dbca8b01"} # only in PERP # }, ... # return self.parse_orders(response, market, since, limit) def fetch_open_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]: """ fetch all unfilled currently open orders https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#current-open-orders-user_data https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#current-all-open-orders-user_data :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch open orders for :param int [limit]: the maximum number of open orders structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.subType]: "linear" or "inverse" :param str [params.type]: 'spot', 'option', use params["subType"] for swap and future markets :returns Order[]: a list of `order structures ` """ self.load_markets_and_sign_in() request: dict = {} market = None marketType = None if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] if symbol is None: if self.options['fetchOpenOrders']['warnIfNoSymbol']: raise ExchangeError(self.id + ' fetchOpenOrders(): WARNING - self method without providing "symbol" argument uses 40 times more rate-limit quota. If you acknowledge self warning, set ' + self.id + '.options["fetchOpenOrders"]["warnIfNoSymbol"] = False to suppress self warning message.') else: market = self.market(symbol) request['symbol'] = market['id'] marketType, params = self.handle_market_type_and_params('fetchOpenOrders', market, params) subType = None subType, params = self.handle_sub_type_and_params('fetchOpenOrders', market, params) response = None if self.is_linear(marketType, subType): response = self.fapiPrivateGetV3OpenOrders(self.extend(request, params)) elif marketType == 'spot': response = self.sapiPrivateGetV3OpenOrders(self.extend(request, params)) # # SPOT & SWAP has similar responses # # [ # { # "orderId": "17338239315", # "symbol": "ETHUSDT", # "status": "NEW", # "clientOrderId": "web_AD_mbhgla7k15gptmwyr_x", # "price": "2216.62", # "avgPrice": "0", # "origQty": "0.012", # "executedQty": "0", # "cumQuote": "0", # "timeInForce": "GTC", # "type": "LIMIT", # "side": "BUY", # "stopPrice": "0", # "origType": "LIMIT", # "time": "1776798208476", # "updateTime": "1776798208450", # "orderListId": "-1" # only in SPOT # "reduceOnly": False, # only in PERP # "closePosition": False, # only in PERP # "positionSide": "BOTH", # only in PERP # "workingType": "CONTRACT_PRICE", # only in PERP # "priceProtect": False, # only in PERP # "newChainData": {"hash": "0xf8a496....a7fd5"} # only in PERP # } # ] # return self.parse_orders(response, market, since, limit) def create_order(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ create a trade order https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#place-order-trade https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#new-order-trade :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' or 'STOP' or 'STOP_MARKET' or 'TAKE_PROFIT' or 'TAKE_PROFIT_MARKET' or 'TRAILING_STOP_MARKET' :param str side: 'buy' or 'sell' :param float amount: how much of you want to trade in units of the base currency :param float [price]: the price that the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.reduceOnly]: for swap and future reduceOnly is a string 'true' or 'false' that cant be sent with close position set to True or in hedge mode. For spot margin and option reduceOnly is a boolean. :param boolean [params.test]: whether to use the test endpoint or not, default is False :param float [params.trailingPercent]: the percent to trail away from the current market price :param float [params.trailingTriggerPrice]: the price to trigger a trailing order, default uses the price argument :param str [params.positionSide]: "BOTH" for one-way mode, "LONG" for buy side of hedged mode, "SHORT" for sell side of hedged mode :param float [params.triggerPrice]: the price that a trigger order is triggered at :param float [params.stopLossPrice]: the price that a stop loss order is triggered at :param float [params.takeProfitPrice]: the price that a take profit order is triggered at :returns dict: an `order structure ` """ self.load_markets_and_sign_in() market = self.market(symbol) request = self.create_order_request(symbol, type, side, amount, price, params) response = None if market['swap']: response = self.fapiPrivatePostV3Order(request) else: response = self.sapiPrivatePostV3Order(request) # # SPOT & SWAP has similar responses # # { # "orderId": "17338441758", # "symbol": "ETHUSDT", # "status": "NEW", # "clientOrderId": "727Wt3TIUgkUCxXp20E543", # "price": "0", # "avgPrice": "0.00000", # "origQty": "0.010", # "executedQty": "0", # "cumQty": "0", # "cumQuote": "0", # "timeInForce": "GTC", # "type": "MARKET", # "side": "BUY", # "stopPrice": "0", # "origType": "MARKET", # "time": "1776800300700", # "updateTime": "1776800300700", # "orderListId": "-1", # only in SPOT # "workingType": "CONTRACT_PRICE", # only in PERP # "positionSide": "BOTH", # only in PERP # "reduceOnly": False, # only in PERP # "closePosition": False, # only in PERP # "priceProtect": False, # only in PERP # "newChainData": {"hash": "0x46ae....c8ba"} # only in PERP # } # return self.parse_order(response, market) def create_orders(self, orders: List[OrderRequest], params={}): """ create a list of trade orders https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#new-order-trade :param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: an `order structure ` """ self.load_markets_and_sign_in() ordersRequests = [] orderSymbols = [] if len(orders) > 5: raise InvalidOrder(self.id + ' createOrders() order list max 5 orders') for i in range(0, len(orders)): rawOrder = orders[i] marketId = self.safe_string(rawOrder, 'symbol') currentMarket = self.market(marketId) orderSymbols.append(currentMarket['symbol']) type = self.safe_string(rawOrder, 'type') side = self.safe_string(rawOrder, 'side') amount = self.safe_value(rawOrder, 'amount') price = self.safe_value(rawOrder, 'price') orderParams = self.safe_dict(rawOrder, 'params', {}) orderRequest = self.create_order_request(marketId, type, side, amount, price, orderParams) ordersRequests.append(orderRequest) orderSymbols = self.market_symbols(orderSymbols, None, False, True, True) market = self.market(orderSymbols[0]) if market['spot']: raise NotSupported(self.id + ' createOrders() does not support ' + market['type'] + ' orders') request: dict = { 'batchOrders': ordersRequests, } response = self.fapiPrivatePostV3BatchOrders(self.extend(request, params)) # # [ # { # "orderId": 17338699853, # "symbol": "ETHUSDT", # "status": "NEW", # "clientOrderId": "NxMWPvOEyiF6TWh5UB8BQf0", # "price": "0", # "avgPrice": "0.00000", # "origQty": "0.010", # "executedQty": "0", # "cumQty": "0", # "cumQuote": "0", # "timeInForce": "GTC", # "type": "MARKET", # "reduceOnly": False, # "closePosition": False, # "side": "BUY", # "positionSide": "BOTH", # "stopPrice": "0", # "workingType": "CONTRACT_PRICE", # "priceProtect": False, # "origType": "MARKET", # "updateTime": 1776802276050, # "newChainData": { # "hash": "0x5e569d9794cf726f72c2d000d401d20315e78e4df7b58023a489864624527dfe" # } # } # ] # return self.parse_orders(response) def create_order_request(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}): """ @ignore helper function to build the request :param str symbol: unified symbol of the market to create an order in :param str type: 'market' or 'limit' :param str side: 'buy' or 'sell' :param float amount: how much you want to trade in units of the base currency :param float [price]: the price that the order is to be fulfilled, in units of the quote currency, ignored in market orders :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: request to be sent to the exchange """ market = self.market(symbol) initialUppercaseType = type.upper() isMarketOrder = initialUppercaseType == 'MARKET' isLimitOrder = initialUppercaseType == 'LIMIT' request: dict = { 'symbol': market['id'], 'side': side.upper(), } clientOrderId = self.safe_string_2(params, 'newClientOrderId', 'clientOrderId') if clientOrderId is not None: request['newClientOrderId'] = clientOrderId triggerPrice = self.safe_string_2(params, 'triggerPrice', 'stopPrice') stopLossPrice = self.safe_string(params, 'stopLossPrice', triggerPrice) takeProfitPrice = self.safe_string(params, 'takeProfitPrice') trailingDelta = self.safe_string(params, 'trailingDelta') trailingTriggerPrice = self.safe_string_2(params, 'trailingTriggerPrice', 'activationPrice') trailingPercent = self.safe_string_n(params, ['trailingPercent', 'callbackRate', 'trailingDelta']) isTrailingPercentOrder = trailingPercent is not None isStopLoss = stopLossPrice is not None or trailingDelta is not None isTakeProfit = takeProfitPrice is not None uppercaseType = initialUppercaseType stopPrice = None if isTrailingPercentOrder: if market['swap']: uppercaseType = 'TRAILING_STOP_MARKET' request['callbackRate'] = trailingPercent if trailingTriggerPrice is not None: request['activationPrice'] = self.price_to_precision(symbol, trailingTriggerPrice) elif isStopLoss: stopPrice = stopLossPrice if isMarketOrder: uppercaseType = 'STOP_MARKET' elif isLimitOrder: uppercaseType = 'STOP' elif isTakeProfit: stopPrice = takeProfitPrice if isMarketOrder: uppercaseType = 'TAKE_PROFIT_MARKET' elif isLimitOrder: uppercaseType = 'TAKE_PROFIT' postOnly = self.is_post_only(isMarketOrder, None, params) if postOnly: request['timeInForce'] = 'GTX' # # spot # LIMIT timeInForce, quantity, price # MARKET quantity or quoteOrderQty # STOP and TAKE_PROFIT quantity, price, stopPrice # STOP_MARKET and TAKE_PROFIT_MARKET quantity, stopPrice # future # LIMIT timeInForce, quantity, price # MARKET quantity # STOP/TAKE_PROFIT quantity, price, stopPrice # STOP_MARKET/TAKE_PROFIT_MARKET stopPrice # TRAILING_STOP_MARKET callbackRate # # additional required fields depending on the order type closePosition = self.safe_bool(params, 'closePosition', False) timeInForceIsRequired = False priceIsRequired = False triggerPriceIsRequired = False quantityIsRequired = False request['type'] = uppercaseType if uppercaseType == 'MARKET': if market['spot']: quoteOrderQty = self.safe_bool(self.options, 'quoteOrderQty', True) if quoteOrderQty: quoteOrderQtyNew = self.safe_string_2(params, 'quoteOrderQty', 'cost') precision = market['precision']['price'] if quoteOrderQtyNew is not None: request['quoteOrderQty'] = self.decimal_to_precision(quoteOrderQtyNew, TRUNCATE, precision, self.precisionMode) elif price is not None: amountString = self.number_to_string(amount) priceString = self.number_to_string(price) quoteOrderQuantity = Precise.string_mul(amountString, priceString) request['quoteOrderQty'] = self.decimal_to_precision(quoteOrderQuantity, TRUNCATE, precision, self.precisionMode) else: quantityIsRequired = True else: quantityIsRequired = True else: quantityIsRequired = True elif uppercaseType == 'LIMIT': timeInForceIsRequired = True quantityIsRequired = True priceIsRequired = True elif (uppercaseType == 'STOP') or (uppercaseType == 'TAKE_PROFIT'): quantityIsRequired = True priceIsRequired = True triggerPriceIsRequired = True elif (uppercaseType == 'STOP_MARKET') or (uppercaseType == 'TAKE_PROFIT_MARKET'): if not closePosition: quantityIsRequired = True triggerPriceIsRequired = True elif uppercaseType == 'TRAILING_STOP_MARKET': request['callbackRate'] = trailingPercent if trailingTriggerPrice is not None: request['activationPrice'] = self.price_to_precision(symbol, trailingTriggerPrice) if quantityIsRequired: marketAmountPrecision = self.safe_string(market['precision'], 'amount') isPrecisionAvailable = (marketAmountPrecision is not None) if isPrecisionAvailable: request['quantity'] = self.amount_to_precision(symbol, amount) else: request['quantity'] = self.parse_to_numeric(amount) if priceIsRequired: if price is None: raise InvalidOrder(self.id + ' createOrder() requires a price argument for a ' + type + ' order') pricePrecision = self.safe_string(market['precision'], 'price') isPricePrecisionAvailable = (pricePrecision is not None) if isPricePrecisionAvailable: request['price'] = self.price_to_precision(symbol, price) else: request['price'] = self.parse_to_numeric(price) if triggerPriceIsRequired: if stopPrice is None: raise InvalidOrder(self.id + ' createOrder() requires a stopPrice extra param for a ' + type + ' order') if stopPrice is not None: request['stopPrice'] = self.price_to_precision(symbol, stopPrice) if timeInForceIsRequired and (self.safe_string(params, 'timeInForce') is None) and (self.safe_string(request, 'timeInForce') is None): request['timeInForce'] = self.safe_string(self.options, 'defaultTimeInForce') # 'GTC' = Good To Cancel(default), 'IOC' = Immediate Or Cancel requestParams = self.omit(params, ['newClientOrderId', 'clientOrderId', 'stopPrice', 'triggerPrice', 'trailingTriggerPrice', 'trailingPercent', 'trailingDelta', 'stopPrice', 'stopLossPrice', 'takeProfitPrice']) if self.safe_bool(self.options, 'builderFee') and market['swap']: request['builder'] = self.safe_string(self.options, 'builder') request['feeRate'] = self.safe_string(self.options, 'builderRate') return self.extend(request, requestParams) def cancel_all_orders(self, symbol: Str = None, params={}): """ cancel all open orders in a market https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#cancel-all-open-orders-trade https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#current-all-open-orders-user_data :param str symbol: unified market symbol of the market to cancel orders in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of `order structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' cancelAllOrders() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } response = None if market['swap']: response = self.fapiPrivateDeleteV3AllOpenOrders(self.extend(request, params)) else: response = self.sapiPrivateDeleteV3AllOpenOrders(self.extend(request, params)) # # SPOT & SWAP has same response # # { # "code": "200", # "msg": "The operation of cancel all open order is done." # } # return [ self.safe_order({ 'info': response, }), ] def cancel_order(self, id: str, symbol: Str = None, params={}): """ cancels an open order https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#cancel-order-trade https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#cancel-order-trade :param str id: order id :param str symbol: unified symbol of the market the order was made in :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: An `order structure ` """ if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrder() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } clientOrderId = self.safe_string_n(params, ['origClientOrderId', 'clientOrderId']) if clientOrderId is not None: request['origClientOrderId'] = clientOrderId else: request['orderId'] = id params = self.omit(params, ['origClientOrderId', 'clientOrderId']) response = None if market['swap']: response = self.fapiPrivateDeleteV3Order(self.extend(request, params)) else: response = self.sapiPrivateDeleteV3Order(self.extend(request, params)) return self.parse_order(response, market) def cancel_orders(self, ids: List[str], symbol: Str = None, params={}): """ cancel multiple orders https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#cancel-all-open-orders-trade https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#cancel-multiple-orders-trade :param str[] ids: order ids :param str [symbol]: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint EXCHANGE SPECIFIC PARAMETERS :param str[] [params.origClientOrderIdList]: max length 10 e.g. ["my_id_1","my_id_2"], encode the double quotes. No space after comma :param int[] [params.recvWindow]: :returns dict: an list of `order structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' cancelOrders() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], } clientOrderIdList = self.safe_list(params, 'origClientOrderIdList') if clientOrderIdList is not None: request['origClientOrderIdList'] = clientOrderIdList else: request['orderIdList'] = ids response = None if market['swap']: response = self.fapiPrivateDeleteV3BatchOrders(self.extend(request, params)) # # [ # { # "clientOrderId": "myOrder1", # "cumQty": "0", # "cumQuote": "0", # "executedQty": "0", # "orderId": 283194212, # "origQty": "11", # "origType": "TRAILING_STOP_MARKET", # "price": "0", # "reduceOnly": False, # "side": "BUY", # "positionSide": "SHORT", # "status": "CANCELED", # "stopPrice": "9300", # please ignore when order type is TRAILING_STOP_MARKET # "closePosition": False, # if Close-All # "symbol": "BTCUSDT", # "timeInForce": "GTC", # "type": "TRAILING_STOP_MARKET", # "activatePrice": "9020", # activation price, only return with TRAILING_STOP_MARKET order # "priceRate": "0.3", # callback rate, only return with TRAILING_STOP_MARKET order # "updateTime": 1571110484038, # "workingType": "CONTRACT_PRICE", # "priceProtect": False, # if conditional order trigger is protected # }, # { # "code": -2011, # "msg": "Unknown order sent." # } # ] # else: response = self.sapiPrivateDeleteV3AllOpenOrders(self.extend(request, params)) # # {"code": 200,"msg": "The operation of cancel all open order is done."} # return self.parse_orders(response, market) def set_leverage(self, leverage: int, symbol: Str = None, params={}): """ set the level of leverage for a market https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#change-initial-leverage-trade :param float leverage: the rate of leverage :param str symbol: unified market symbol :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: response from the exchange """ if symbol is None: raise ArgumentsRequired(self.id + ' setLeverage() requires a symbol argument') if (leverage < 1) or (leverage > 125): raise BadRequest(self.id + ' leverage should be between 1 and 125') self.load_markets_and_sign_in() market = self.market(symbol) request: dict = { 'symbol': market['id'], 'leverage': leverage, } response = self.fapiPrivatePostV3Leverage(self.extend(request, params)) # # { # "leverage": 21, # "maxNotionalValue": "1000000", # "symbol": "BTCUSDT" # } # return response def fetch_leverages(self, symbols: Strings = None, params={}) -> Leverages: """ fetch the set leverage for all markets https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#position-information-v3-user_data :param str[] [symbols]: a list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `leverage structures ` """ self.load_markets_and_sign_in() response = self.fapiPrivateGetV3PositionRisk(params) # # [ # { # "symbol": "INJUSDT", # "positionAmt": "0.0", # "entryPrice": "0.0", # "markPrice": "0.00000000", # "unRealizedProfit": "0.00000000", # "liquidationPrice": "0", # "leverage": "20", # "maxNotionalValue": "25000", # "marginType": "cross", # "isolatedMargin": "0.00000000", # "isAutoAddMargin": "false", # "positionSide": "BOTH", # "notional": "0", # "isolatedWallet": "0", # "updateTime": 0 # } # ] # return self.parse_leverages(response, symbols, 'symbol') def parse_leverage(self, leverage: dict, market: Market = None) -> Leverage: # # { # "symbol": "INJUSDT", # "positionAmt": "0.0", # "entryPrice": "0.0", # "markPrice": "0.00000000", # "unRealizedProfit": "0.00000000", # "liquidationPrice": "0", # "leverage": "20", # "maxNotionalValue": "25000", # "marginType": "cross", # "isolatedMargin": "0.00000000", # "isAutoAddMargin": "false", # "positionSide": "BOTH", # "notional": "0", # "isolatedWallet": "0", # "updateTime": 0 # } # marketId = self.safe_string(leverage, 'symbol') marginMode = self.safe_string_lower(leverage, 'marginType') side = self.safe_string_lower(leverage, 'positionSide') longLeverage = None shortLeverage = None leverageValue = self.safe_integer(leverage, 'leverage') if (side is None) or (side == 'both'): longLeverage = leverageValue shortLeverage = leverageValue elif side == 'long': longLeverage = leverageValue elif side == 'short': shortLeverage = leverageValue return { 'info': leverage, 'symbol': self.safe_symbol(marketId, market), 'marginMode': marginMode, 'longLeverage': longLeverage, 'shortLeverage': shortLeverage, } def fetch_margin_modes(self, symbols: Strings = None, params={}) -> MarginModes: """ fetches margin mode of the user https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#position-information-v3-user_data :param str[] symbols: unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a list of `margin mode structures ` """ self.load_markets_and_sign_in() response = self.fapiPrivateGetV3PositionRisk(params) # # # [ # { # "symbol": "INJUSDT", # "positionAmt": "0.0", # "entryPrice": "0.0", # "markPrice": "0.00000000", # "unRealizedProfit": "0.00000000", # "liquidationPrice": "0", # "leverage": "20", # "maxNotionalValue": "25000", # "marginType": "cross", # "isolatedMargin": "0.00000000", # "isAutoAddMargin": "false", # "positionSide": "BOTH", # "notional": "0", # "isolatedWallet": "0", # "updateTime": 0 # } # ] # # return self.parse_margin_modes(response, symbols, 'symbol', 'swap') def parse_margin_mode(self, marginMode: dict, market=None) -> MarginMode: # # { # "symbol": "INJUSDT", # "positionAmt": "0.0", # "entryPrice": "0.0", # "markPrice": "0.00000000", # "unRealizedProfit": "0.00000000", # "liquidationPrice": "0", # "leverage": "20", # "maxNotionalValue": "25000", # "marginType": "cross", # "isolatedMargin": "0.00000000", # "isAutoAddMargin": "false", # "positionSide": "BOTH", # "notional": "0", # "isolatedWallet": "0", # "updateTime": 0 # } # marketId = self.safe_string(marginMode, 'symbol') market = self.safe_market(marketId, market) return { 'info': marginMode, 'symbol': market['symbol'], 'marginMode': self.safe_string_lower(marginMode, 'marginType'), } def fetch_margin_adjustment_history(self, symbol: Str = None, type: Str = None, since: Num = None, limit: Num = None, params={}) -> List[MarginModification]: """ fetches the history of margin added or reduced from contract isolated positions https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#get-position-margin-change-history-trade :param str symbol: unified market symbol :param str [type]: "add" or "reduce" :param int [since]: timestamp in ms of the earliest change to fetch :param int [limit]: the maximum amount of changes to fetch :param dict params: extra parameters specific to the exchange api endpoint :param int [params.until]: timestamp in ms of the latest change to fetch :returns dict[]: a list of `margin structures ` """ if symbol is None: raise ArgumentsRequired(self.id + ' fetchMarginAdjustmentHistory() requires a symbol argument') self.load_markets_and_sign_in() market = self.market(symbol) until = self.safe_integer(params, 'until') params = self.omit(params, 'until') request: dict = { 'symbol': market['id'], } if type is not None: request['type'] = 1 if (type == 'add') else 2 if limit is not None: request['limit'] = min(limit, 1000) if since is not None: request['startTime'] = since if until is not None: request['endTime'] = until response = self.fapiPrivateGetV3PositionMarginHistory(self.extend(request, params)) # # [ # { # "amount": "23.36332311", # "asset": "USDT", # "symbol": "BTCUSDT", # "time": 1578047897183, # "type": 1, # "positionSide": "BOTH" # } # ] # modifications = self.parse_margin_modifications(response) return self.filter_by_symbol_since_limit(modifications, symbol, since, limit) def parse_margin_modification(self, data: dict, market: Market = None) -> MarginModification: # # { # "amount": "100", # "asset": "USDT", # "symbol": "BTCUSDT", # "time": 1578047900425, # "type": 1, # "positionSide": "LONG" # } # # { # "amount": 100.0, # "code": 200, # "msg": "Successfully modify position margin.", # "type": 1 # } # rawType = self.safe_integer(data, 'type') errorCode = self.safe_string(data, 'code') marketId = self.safe_string(data, 'symbol') timestamp = self.safe_integer(data, 'time') market = self.safe_market(marketId, market, None, 'swap') noErrorCode = errorCode is None success = errorCode == '200' return { 'info': data, 'symbol': market['symbol'], 'type': 'add' if (rawType == 1) else 'reduce', 'marginMode': 'isolated', 'amount': self.safe_number(data, 'amount'), 'code': self.safe_string(data, 'asset'), 'total': None, 'status': 'ok' if (success or noErrorCode) else 'failed', 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), } def modify_margin_helper(self, symbol: str, amount, addOrReduce, params={}): self.load_markets_and_sign_in() market = self.market(symbol) amount = self.amount_to_precision(symbol, amount) request: dict = { 'type': addOrReduce, 'symbol': market['id'], 'amount': amount, } code = market['quote'] response = self.fapiPrivatePostV3PositionMargin(self.extend(request, params)) # # { # "amount": 100.0, # "code": 200, # "msg": "Successfully modify position margin.", # "type": 1 # } # return self.extend(self.parse_margin_modification(response, market), {'code': code}) def reduce_margin(self, symbol: str, amount: float, params={}) -> MarginModification: """ remove margin from a position https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#modify-isolated-position-margin-trade :param str symbol: unified market symbol :param float amount: the amount of margin to remove :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` """ return self.modify_margin_helper(symbol, amount, 2, params) def add_margin(self, symbol: str, amount: float, params={}) -> MarginModification: """ add margin https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#modify-isolated-position-margin-trade :param str symbol: unified market symbol :param float amount: amount of margin to add :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `margin structure ` """ return self.modify_margin_helper(symbol, amount, 1, params) def parse_income(self, income, market: Market = None): # # { # "symbol": "ETHUSDT", # "incomeType": "FUNDING_FEE", # "income": "0.00134317", # "asset": "USDT", # "time": "1621584000000", # "info": "FUNDING_FEE", # "tranId": "4480321991774044580", # "tradeId": "" # } # marketId = self.safe_string(income, 'symbol') currencyId = self.safe_string(income, 'asset') timestamp = self.safe_integer(income, 'time') return { 'info': income, 'symbol': self.safe_symbol(marketId, market, None, 'swap'), 'code': self.safe_currency_code(currencyId), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'id': self.safe_string(income, 'tranId'), 'amount': self.safe_number(income, 'income'), } def fetch_funding_history(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}): """ fetch the history of funding payments paid and received on self account https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#get-income-historyuser_data :param str symbol: unified market symbol :param int [since]: the earliest time in ms to fetch funding history for :param int [limit]: the maximum number of funding history structures to retrieve :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest funding history entry :param boolean [params.portfolioMargin]: set to True if you would like to fetch the funding history for a portfolio margin account :param str [params.subType]: "linear" or "inverse" :returns dict: a `funding history structure ` """ self.load_markets_and_sign_in() market = None request: dict = { 'incomeType': 'FUNDING_FEE', # "TRANSFER"，"WELCOME_BONUS", "REALIZED_PNL"，"FUNDING_FEE", "COMMISSION", "INSURANCE_CLEAR", and "MARKET_MERCHANT_RETURN_REWARD" } if symbol is not None: market = self.market(symbol) request['symbol'] = market['id'] request, params = self.handle_until_option('endTime', request, params) if since is not None: request['startTime'] = since if limit is not None: request['limit'] = min(limit, 1000) # max 1000 response = self.fapiPrivateGetV3Income(self.extend(request, params)) return self.parse_incomes(response, market, since, limit) def parse_ledger_entry(self, item: dict, currency: Currency = None) -> LedgerEntry: # # { # "symbol": "", # "incomeType": "TRANSFER", # "income": "10.00000000", # "asset": "USDT", # "time": 1677645250000, # "info": "TRANSFER", # "tranId": 131001573082, # "tradeId": "" # } # amount = self.safe_string(item, 'income') direction = None if Precise.string_le(amount, '0'): direction = 'out' amount = Precise.string_mul('-1', amount) else: direction = 'in' currencyId = self.safe_string(item, 'asset') code = self.safe_currency_code(currencyId, currency) currency = self.safe_currency(currencyId, currency) timestamp = self.safe_integer(item, 'time') type = self.safe_string(item, 'incomeType') return self.safe_ledger_entry({ 'info': item, 'id': self.safe_string(item, 'tranId'), 'direction': direction, 'account': None, 'referenceAccount': None, 'referenceId': self.safe_string(item, 'tradeId'), 'type': self.parse_ledger_entry_type(type), 'currency': code, 'amount': self.parse_number(amount), 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'before': None, 'after': None, 'status': None, 'fee': None, }, currency) def parse_ledger_entry_type(self, type): ledgerType: dict = { 'TRANSFER': 'transfer', 'WELCOME_BONUS': 'cashback', 'REALIZED_PNL': 'trade', 'FUNDING_FEE': 'fee', 'COMMISSION': 'commission', 'INSURANCE_CLEAR': 'settlement', 'MARKET_MERCHANT_RETURN_REWARD': 'cashback', } return self.safe_string(ledgerType, type, type) def fetch_ledger(self, code: Str = None, since: Int = None, limit: Int = None, params={}) -> List[LedgerEntry]: """ fetch the history of changes, actions done by the user or operations that altered the balance of the user https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#get-income-historyuser_data :param str [code]: unified currency code :param int [since]: timestamp in ms of the earliest ledger entry :param int [limit]: max number of ledger entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :param int [params.until]: timestamp in ms of the latest ledger entry :returns dict: a `ledger structure ` """ self.load_markets_and_sign_in() currency = None if code is not None: currency = self.currency(code) request: dict = {} if since is not None: request['startTime'] = since if limit is not None: request['limit'] = min(limit, 1000) # max 1000 until = self.safe_integer(params, 'until') if until is not None: params = self.omit(params, 'until') request['endTime'] = until response = self.fapiPrivateGetV3Income(self.extend(request, params)) # # [ # { # "symbol": "", # "incomeType": "TRANSFER", # "income": "10.00000000", # "asset": "USDT", # "time": 1677645250000, # "info": "TRANSFER", # "tranId": 131001573082, # "tradeId": "" # } # ] # return self.parse_ledger(response, currency, since, limit) def parse_position_risk(self, position, market: Market = None): # # { # "entryPrice": "6563.66500", # "marginType": "isolated", # "isAutoAddMargin": "false", # "isolatedMargin": "15517.54150468", # "leverage": "10", # "liquidationPrice": "5930.78", # "markPrice": "6679.50671178", # "maxNotionalValue": "20000000", # "positionSide": "LONG", # "positionAmt": "20.000", # "symbol": "BTCUSDT", # "unRealizedProfit": "2316.83423560", # "updateTime": 1625474304765 # } # marketId = self.safe_string(position, 'symbol') market = self.safe_market(marketId, market, None, 'contract') symbol = self.safe_string(market, 'symbol') isolatedMarginString = self.safe_string(position, 'isolatedMargin') leverageBrackets = self.safe_dict(self.options, 'leverageBrackets', {}) leverageBracket = self.safe_list(leverageBrackets, symbol, []) notionalString = self.safe_string_2(position, 'notional', 'notionalValue') notionalStringAbs = Precise.string_abs(notionalString) maintenanceMarginPercentageString = None for i in range(0, len(leverageBracket)): bracket = leverageBracket[i] if Precise.string_lt(notionalStringAbs, bracket[0]): break maintenanceMarginPercentageString = bracket[1] notional = self.parse_number(notionalStringAbs) contractsAbs = Precise.string_abs(self.safe_string(position, 'positionAmt')) contracts = self.parse_number(contractsAbs) unrealizedPnlString = self.safe_string(position, 'unRealizedProfit') unrealizedPnl = self.parse_number(unrealizedPnlString) liquidationPriceString = self.omit_zero(self.safe_string(position, 'liquidationPrice')) liquidationPrice = self.parse_number(liquidationPriceString) collateralString = None marginMode = self.safe_string(position, 'marginType') if marginMode is None and isolatedMarginString is not None: marginMode = 'cross' if Precise.string_eq(isolatedMarginString, '0') else 'isolated' side = None if Precise.string_gt(notionalString, '0'): side = 'long' elif Precise.string_lt(notionalString, '0'): side = 'short' entryPriceString = self.safe_string(position, 'entryPrice') entryPrice = self.parse_number(entryPriceString) contractSize = self.safe_value(market, 'contractSize') contractSizeString = self.number_to_string(contractSize) # to notionalValue linear = ('notional' in position) if marginMode == 'cross': # calculate collateral precision = self.safe_dict(market, 'precision', {}) basePrecisionValue = self.safe_string(precision, 'base') quotePrecisionValue = self.safe_string_2(precision, 'quote', 'price') precisionIsUndefined = (basePrecisionValue is None) and (quotePrecisionValue is None) if not precisionIsUndefined: if linear: # walletBalance = (liquidationPrice * (±1 + mmp) ± entryPrice) * contracts onePlusMaintenanceMarginPercentageString = None entryPriceSignString = entryPriceString if side == 'short': onePlusMaintenanceMarginPercentageString = Precise.string_add('1', maintenanceMarginPercentageString) entryPriceSignString = Precise.string_mul('-1', entryPriceSignString) else: onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString) inner = Precise.string_mul(liquidationPriceString, onePlusMaintenanceMarginPercentageString) leftSide = Precise.string_add(inner, entryPriceSignString) quotePrecision = self.precision_from_string(self.safe_string_2(precision, 'quote', 'price')) if quotePrecision is not None: collateralString = Precise.string_div(Precise.string_mul(leftSide, contractsAbs), '1', quotePrecision) else: # walletBalance = (contracts * contractSize) * (±1/entryPrice - (±1 - mmp) / liquidationPrice) onePlusMaintenanceMarginPercentageString = None entryPriceSignString = entryPriceString if side == 'short': onePlusMaintenanceMarginPercentageString = Precise.string_sub('1', maintenanceMarginPercentageString) else: onePlusMaintenanceMarginPercentageString = Precise.string_sub('-1', maintenanceMarginPercentageString) entryPriceSignString = Precise.string_mul('-1', entryPriceSignString) leftSide = Precise.string_mul(contractsAbs, contractSizeString) rightSide = Precise.string_sub(Precise.string_div('1', entryPriceSignString), Precise.string_div(onePlusMaintenanceMarginPercentageString, liquidationPriceString)) basePrecision = self.precision_from_string(self.safe_string(precision, 'base')) if basePrecision is not None: collateralString = Precise.string_div(Precise.string_mul(leftSide, rightSide), '1', basePrecision) else: collateralString = self.safe_string(position, 'isolatedMargin') collateralString = '0' if (collateralString is None) else collateralString collateral = self.parse_number(collateralString) markPrice = self.parse_number(self.omit_zero(self.safe_string(position, 'markPrice'))) timestamp = self.safe_integer(position, 'updateTime') if timestamp == 0: timestamp = None maintenanceMarginPercentage = self.parse_number(maintenanceMarginPercentageString) maintenanceMarginString = Precise.string_mul(maintenanceMarginPercentageString, notionalStringAbs) if maintenanceMarginString is None: # for a while, self new value was a backup to the existing calculations, but in future we might prioritize self maintenanceMarginString = self.safe_string(position, 'maintMargin') maintenanceMargin = self.parse_number(maintenanceMarginString) initialMarginString = None initialMarginPercentageString = None leverageString = self.safe_string(position, 'leverage') if leverageString is not None: leverage = int(leverageString) rational = self.is_round_number(1000 % leverage) initialMarginPercentageString = Precise.string_div('1', leverageString, 8) if not rational: initialMarginPercentageString = Precise.string_add(initialMarginPercentageString, '1e-8') unrounded = Precise.string_mul(notionalStringAbs, initialMarginPercentageString) initialMarginString = Precise.string_div(unrounded, '1', 8) else: initialMarginString = self.safe_string(position, 'initialMargin') unrounded = Precise.string_mul(initialMarginString, '1') initialMarginPercentageString = Precise.string_div(unrounded, notionalStringAbs, 8) marginRatio = None percentage = None if not Precise.string_equals(collateralString, '0'): marginRatio = self.parse_number(Precise.string_div(Precise.string_add(Precise.string_div(maintenanceMarginString, collateralString), '5e-5'), '1', 4)) percentage = self.parse_number(Precise.string_mul(Precise.string_div(unrealizedPnlString, initialMarginString, 4), '100')) positionSide = self.safe_string(position, 'positionSide') hedged = positionSide != 'BOTH' return self.safe_position({ 'info': position, 'id': None, 'symbol': symbol, 'contracts': contracts, 'contractSize': contractSize, 'unrealizedPnl': unrealizedPnl, 'leverage': self.parse_number(leverageString), 'liquidationPrice': liquidationPrice, 'collateral': collateral, 'notional': notional, 'markPrice': markPrice, 'entryPrice': entryPrice, 'timestamp': timestamp, 'initialMargin': self.parse_number(initialMarginString), 'initialMarginPercentage': self.parse_number(initialMarginPercentageString), 'maintenanceMargin': maintenanceMargin, 'maintenanceMarginPercentage': maintenanceMarginPercentage, 'marginRatio': marginRatio, 'datetime': self.iso8601(timestamp), 'marginMode': marginMode, 'side': side, 'hedged': hedged, 'percentage': percentage, 'stopLossPrice': None, 'takeProfitPrice': None, }) def fetch_positions_risk(self, symbols: Strings = None, params={}): """ fetch positions risk https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#position-information-v3-user_data :param str[]|None symbols: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: data on the positions risk """ if symbols is not None: if not isinstance(symbols, list): raise ArgumentsRequired(self.id + ' fetchPositionsRisk() requires an array argument for symbols') self.load_markets_and_sign_in() self.load_leverage_brackets(False, params) request: dict = {} response = self.fapiPrivateGetV3PositionRisk(self.extend(request, params)) # # [ # { # "entryPrice": "6563.66500", # "marginType": "isolated", # "isAutoAddMargin": "false", # "isolatedMargin": "15517.54150468", # "leverage": "10", # "liquidationPrice": "5930.78", # "markPrice": "6679.50671178", # "maxNotionalValue": "20000000", # "positionSide": "LONG", # "positionAmt": "20.000", # negative value for 'SHORT' # "symbol": "BTCUSDT", # "unRealizedProfit": "2316.83423560", # "updateTime": 1625474304765 # } # ] # result = [] for i in range(0, len(response)): rawPosition = response[i] entryPriceString = self.safe_string(rawPosition, 'entryPrice') if Precise.string_gt(entryPriceString, '0'): result.append(self.parse_position_risk(response[i])) symbols = self.market_symbols(symbols) return self.filter_by_array_positions(result, 'symbol', symbols, False) def fetch_positions(self, symbols: Strings = None, params={}) -> List[Position]: """ fetch all open positions https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#position-information-v3-user_data :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :param str [params.method]: method name to call, "positionRisk", "account" or "option", default is "positionRisk" :returns dict[]: a list of `position structure ` """ defaultMethod = None defaultMethod, params = self.handle_option_and_params(params, 'fetchPositions', 'method') if defaultMethod is None: options = self.safe_dict(self.options, 'fetchPositions') if options is None: defaultMethod = self.safe_string(self.options, 'fetchPositions', 'positionRisk') else: defaultMethod = 'positionRisk' if defaultMethod == 'positionRisk': return self.fetch_positions_risk(symbols, params) elif defaultMethod == 'account': return self.fetch_account_positions(symbols, params) else: raise NotSupported(self.id + '.options["fetchPositions"]["method"] or params["method"] = "' + defaultMethod + '" is invalid, please choose between "account" and "positionRisk"') def parse_account_positions(self, account, filterClosed=False): positions = self.safe_list(account, 'positions') assets = self.safe_list(account, 'assets', []) balances: dict = {} for i in range(0, len(assets)): entry = assets[i] currencyId = self.safe_string(entry, 'asset') code = self.safe_currency_code(currencyId) crossWalletBalance = self.safe_string(entry, 'crossWalletBalance') crossUnPnl = self.safe_string(entry, 'crossUnPnl') balances[code] = { 'crossMargin': Precise.string_add(crossWalletBalance, crossUnPnl), 'crossWalletBalance': crossWalletBalance, } result = [] for i in range(0, len(positions)): position = positions[i] marketId = self.safe_string(position, 'symbol') market = self.safe_market(marketId, None, None, 'contract') code = market['quote'] if market['linear'] else market['base'] maintenanceMargin = self.safe_string(position, 'maintMargin') # check for maintenance margin so empty positions are not returned isPositionOpen = (maintenanceMargin != '0') and (maintenanceMargin != '0.00000000') if not filterClosed or isPositionOpen: # sometimes not all the codes are correctly returned... if code in balances: parsed = self.parse_account_position(self.extend(position, { 'crossMargin': balances[code]['crossMargin'], 'crossWalletBalance': balances[code]['crossWalletBalance'], }), market) result.append(parsed) return result def parse_account_position(self, position, market: Market = None): marketId = self.safe_string(position, 'symbol') market = self.safe_market(marketId, market, None, 'contract') symbol = self.safe_string(market, 'symbol') leverageString = self.safe_string(position, 'leverage') leverage = int(leverageString) if (leverageString is not None) else None initialMarginString = self.safe_string(position, 'initialMargin') initialMargin = self.parse_number(initialMarginString) initialMarginPercentageString = None if leverageString is not None: initialMarginPercentageString = Precise.string_div('1', leverageString, 8) rational = self.is_round_number(1000 % leverage) if not rational: initialMarginPercentageString = Precise.string_div(Precise.string_add(initialMarginPercentageString, '1e-8'), '1', 8) # to notionalValue usdm = ('notional' in position) maintenanceMarginString = self.safe_string(position, 'maintMargin') maintenanceMargin = self.parse_number(maintenanceMarginString) entryPriceString = self.safe_string(position, 'entryPrice') entryPrice = self.parse_number(entryPriceString) notionalString = self.safe_string_2(position, 'notional', 'notionalValue') notionalStringAbs = Precise.string_abs(notionalString) notional = self.parse_number(notionalStringAbs) contractsString = self.safe_string(position, 'positionAmt') contractsStringAbs = Precise.string_abs(contractsString) if contractsString is None: entryNotional = Precise.string_mul(Precise.string_mul(leverageString, initialMarginString), entryPriceString) contractSizeNew = self.safe_string(market, 'contractSize') contractsString = Precise.string_div(entryNotional, contractSizeNew) contractsStringAbs = Precise.string_div(Precise.string_add(contractsString, '0.5'), '1', 0) contracts = self.parse_number(contractsStringAbs) leverageBrackets = self.safe_dict(self.options, 'leverageBrackets', {}) leverageBracket = self.safe_list(leverageBrackets, symbol, []) maintenanceMarginPercentageString = None for i in range(0, len(leverageBracket)): bracket = leverageBracket[i] if Precise.string_lt(notionalStringAbs, bracket[0]): break maintenanceMarginPercentageString = bracket[1] maintenanceMarginPercentage = self.parse_number(maintenanceMarginPercentageString) unrealizedPnlString = self.safe_string(position, 'unrealizedProfit') unrealizedPnl = self.parse_number(unrealizedPnlString) timestamp = self.safe_integer(position, 'updateTime') if timestamp == 0: timestamp = None isolated = self.safe_bool(position, 'isolated') if isolated is None: isolatedMarginRaw = self.safe_string(position, 'isolatedMargin') isolated = not Precise.string_eq(isolatedMarginRaw, '0') marginMode = None collateralString = None walletBalance = None if isolated: marginMode = 'isolated' walletBalance = self.safe_string(position, 'isolatedWallet') collateralString = Precise.string_add(walletBalance, unrealizedPnlString) else: marginMode = 'cross' walletBalance = self.safe_string(position, 'crossWalletBalance') collateralString = self.safe_string(position, 'crossMargin') collateral = self.parse_number(collateralString) marginRatio = None side = None percentage = None liquidationPriceStringRaw = None liquidationPrice = None contractSize = self.safe_value(market, 'contractSize') contractSizeString = self.number_to_string(contractSize) if Precise.string_equals(notionalString, '0'): entryPrice = None else: side = 'short' if Precise.string_lt(notionalString, '0') else 'long' marginRatio = self.parse_number(Precise.string_div(Precise.string_add(Precise.string_div(maintenanceMarginString, collateralString), '5e-5'), '1', 4)) percentage = self.parse_number(Precise.string_mul(Precise.string_div(unrealizedPnlString, initialMarginString, 4), '100')) if usdm: # calculate liquidation price # # liquidationPrice = (walletBalance / (contracts * (±1 + mmp))) + (±entryPrice / (±1 + mmp)) # # mmp = maintenanceMarginPercentage # where ± is negative for long and positive for short # TODO: calculate liquidation price for coinm contracts onePlusMaintenanceMarginPercentageString = None entryPriceSignString = entryPriceString if side == 'short': onePlusMaintenanceMarginPercentageString = Precise.string_add('1', maintenanceMarginPercentageString) else: onePlusMaintenanceMarginPercentageString = Precise.string_add('-1', maintenanceMarginPercentageString) entryPriceSignString = Precise.string_mul('-1', entryPriceSignString) leftSide = Precise.string_div(walletBalance, Precise.string_mul(contractsStringAbs, onePlusMaintenanceMarginPercentageString)) rightSide = Precise.string_div(entryPriceSignString, onePlusMaintenanceMarginPercentageString) liquidationPriceStringRaw = Precise.string_add(leftSide, rightSide) else: # calculate liquidation price # # liquidationPrice = (contracts * contractSize(±1 - mmp)) / (±1/entryPrice * contracts * contractSize - walletBalance) # onePlusMaintenanceMarginPercentageString = None entryPriceSignString = entryPriceString if side == 'short': onePlusMaintenanceMarginPercentageString = Precise.string_sub('1', maintenanceMarginPercentageString) else: onePlusMaintenanceMarginPercentageString = Precise.string_sub('-1', maintenanceMarginPercentageString) entryPriceSignString = Precise.string_mul('-1', entryPriceSignString) size = Precise.string_mul(contractsStringAbs, contractSizeString) leftSide = Precise.string_mul(size, onePlusMaintenanceMarginPercentageString) rightSide = Precise.string_sub(Precise.string_mul(Precise.string_div('1', entryPriceSignString), size), walletBalance) liquidationPriceStringRaw = Precise.string_div(leftSide, rightSide) pricePrecision = self.precision_from_string(self.safe_string(market['precision'], 'price')) pricePrecisionPlusOne = pricePrecision + 1 pricePrecisionPlusOneString = str(pricePrecisionPlusOne) # round half up rounder = Precise('5e-' + pricePrecisionPlusOneString) rounderString = str(rounder) liquidationPriceRoundedString = Precise.string_add(rounderString, liquidationPriceStringRaw) truncatedLiquidationPrice = Precise.string_div(liquidationPriceRoundedString, '1', pricePrecision) if truncatedLiquidationPrice[0] == '-': # user cannot be liquidated # since he has more collateral than the size of the position truncatedLiquidationPrice = None liquidationPrice = self.parse_number(truncatedLiquidationPrice) positionSide = self.safe_string(position, 'positionSide') hedged = positionSide != 'BOTH' return { 'info': position, 'id': None, 'symbol': symbol, 'timestamp': timestamp, 'datetime': self.iso8601(timestamp), 'initialMargin': initialMargin, 'initialMarginPercentage': self.parse_number(initialMarginPercentageString), 'maintenanceMargin': maintenanceMargin, 'maintenanceMarginPercentage': maintenanceMarginPercentage, 'entryPrice': entryPrice, 'notional': notional, 'leverage': self.parse_number(leverageString), 'unrealizedPnl': unrealizedPnl, 'contracts': contracts, 'contractSize': contractSize, 'marginRatio': marginRatio, 'liquidationPrice': liquidationPrice, 'markPrice': None, 'collateral': collateral, 'marginMode': marginMode, 'side': side, 'hedged': hedged, 'percentage': percentage, } def fetch_account_positions(self, symbols: Strings = None, params={}): """ @ignore fetch account positions https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#position-information-v3-user_data :param str[] [symbols]: list of unified market symbols :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: data on account positions """ if symbols is not None: if not isinstance(symbols, list): raise ArgumentsRequired(self.id + ' fetchPositions() requires an array argument for symbols') self.load_markets_and_sign_in() self.load_leverage_brackets(False, params) response = self.fapiPrivateGetV4Account(params) filterClosed = None filterClosed, params = self.handle_option_and_params(params, 'fetchAccountPositions', 'filterClosed', False) result = self.parse_account_positions(response, filterClosed) symbols = self.market_symbols(symbols) return self.filter_by_array_positions(result, 'symbol', symbols, False) def load_leverage_brackets(self, reload=False, params={}): self.load_markets_and_sign_in() # by default cache the leverage bracket # it contains useful stuff like the maintenance margin and initial margin for positions leverageBrackets = self.safe_dict(self.options, 'leverageBrackets') if (leverageBrackets is None) or (reload): response = self.fapiPrivateGetV3LeverageBracket(params) # # [ # { # "symbol": "TRUTHUSDT", # "brackets": [ # { # "bracket": "1", # "initialLeverage": "50", # "notionalCap": "5000", # "notionalFloor": "0", # "maintMarginRatio": "0.01", # "cum": "0.0" # }, # { # "bracket": "2", # "initialLeverage": "20", # "notionalCap": "10000", # "notionalFloor": "5000", # "maintMarginRatio": "0.025", # "cum": "75.0" # }, # ... # self.options['leverageBrackets'] = self.create_safe_dictionary() for i in range(0, len(response)): entry = response[i] marketId = self.safe_string(entry, 'symbol') symbol = self.safe_symbol(marketId, None, None, 'contract') brackets = self.safe_list(entry, 'brackets', []) result = [] for j in range(0, len(brackets)): bracket = brackets[j] floorValue = self.safe_string(bracket, 'notionalFloor') maintenanceMarginPercentage = self.safe_string(bracket, 'maintMarginRatio') result.append([floorValue, maintenanceMarginPercentage]) self.options['leverageBrackets'][symbol] = result return self.options['leverageBrackets'] def keccak_message(self, message): return '0x' + self.hash(message, 'keccak', 'hex') def sign_message(self, message, privateKey): return self.sign_hash(self.keccak_message(message), privateKey[-64:]) def sign_withdraw_payload(self, withdrawPayload, network) -> str: chainId = self.safe_integer(withdrawPayload, 'chainId') domain: dict = { 'chainId': chainId, 'name': 'Aster', 'verifyingContract': self.safe_string(self.options, 'zeroAddress'), 'version': '1', } messageTypes: dict = { 'Action': [ {'name': 'type', 'type': 'string'}, {'name': 'destination', 'type': 'address'}, {'name': 'destination Chain', 'type': 'string'}, {'name': 'token', 'type': 'string'}, {'name': 'amount', 'type': 'string'}, {'name': 'fee', 'type': 'string'}, {'name': 'nonce', 'type': 'uint256'}, {'name': 'aster chain', 'type': 'string'}, ], } request = { 'type': 'Withdraw', 'destination': self.safe_string(withdrawPayload, 'receiver'), 'destination Chain': network, 'token': self.safe_string(withdrawPayload, 'asset'), 'amount': self.safe_string(withdrawPayload, 'amount'), 'fee': self.safe_string(withdrawPayload, 'fee'), 'nonce': self.safe_integer(withdrawPayload, 'userNonce'), 'aster chain': 'Mainnet', } msg = self.eth_encode_structured_data(domain, messageTypes, request) signature = self.sign_message(msg, self.privateKey) return signature def withdraw(self, code: str, amount: float, address: str, tag: Str = None, params={}) -> Transaction: """ make a withdrawal https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#withdraw-user_data https://asterdex.github.io/aster-api-website/futures-v3/deposit%26withdrawal/#withdraw-by-fapiv3-evm-futures https://asterdex.github.io/aster-api-website/futures-v3/deposit%26withdrawal/#withdraw-by-fapiv3-evm-spot :param str code: unified currency code :param float amount: the amount to withdraw :param str address: the address to withdraw to :param str tag: :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transaction structure ` """ tag, params = self.handle_withdraw_tag_and_params(tag, params) self.check_address(address) self.load_markets_and_sign_in() currency = self.currency(code) nonce = self.milliseconds() * 1000 request: dict = { 'asset': currency['id'], 'receiver': address, 'userNonce': str(nonce), } chainId = self.safe_integer(params, 'chainId') # TODO: check how ARBI signature would work networks = self.safe_dict(self.options, 'networks', {}) network = self.safe_string_upper(params, 'network') network = self.safe_string(networks, network, network) if (chainId is None) and (network is not None): chainIds = self.safe_dict(self.options, 'networksToChainId', {}) chainId = self.safe_integer(chainIds, network) if chainId is None: raise ArgumentsRequired(self.id + ' withdraw require chainId or network parameter') request['chainId'] = chainId fee = self.safe_string(params, 'fee') if fee is None: raise ArgumentsRequired(self.id + ' withdraw require fee parameter') request['fee'] = fee params = self.omit(params, ['chainId', 'network', 'fee']) request['amount'] = self.currency_to_precision(code, amount, network) request['userSignature'] = self.sign_withdraw_payload(request, network) response = self.sapiPrivatePostV3AsterUserWithdraw(self.extend(request, params)) # # { # "withdrawId": "1097219372504338432", # "hash": "0x9e6baa3eb75d92a1164eef51a0cc97b9591930518ba3e8e5ab40ce524ba4e463" # } # return self.parse_transaction(response, currency) def parse_transaction(self, transaction, currency: Currency = None) -> Transaction: return { 'info': transaction, 'id': self.safe_string(transaction, 'withdrawId'), 'txid': self.safe_string(transaction, 'hash'), 'timestamp': None, 'datetime': None, 'network': None, 'address': None, 'addressTo': None, 'addressFrom': None, 'tag': None, 'tagTo': None, 'tagFrom': None, 'type': 'withdrawal', 'amount': None, 'currency': None, 'status': None, 'updated': None, 'internal': None, 'comment': None, 'fee': None, } def transfer(self, code: str, amount: float, fromAccount: str, toAccount: str, params={}) -> TransferEntry: """ transfer currency internally between wallets on the same account https://asterdex.github.io/aster-api-website/spot-v3/account%26trades/#perp-spot-transfer-trade https://asterdex.github.io/aster-api-website/futures-v3/account%26trades/#transfer-between-futures-and-spot-transfer :param str code: unified currency code :param float amount: amount to transfer :param str fromAccount: account to transfer from :param str toAccount: account to transfer to :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: a `transfer structure ` """ self.load_markets_and_sign_in() currency = self.currency(code) request: dict = { 'asset': currency['id'], 'amount': self.currency_to_precision(code, amount), } type = None fromId = None if fromAccount is not None: fromId = self.convert_type_to_account(fromAccount).upper() toId = None if toAccount is not None: toId = self.convert_type_to_account(toAccount).upper() if fromId == 'SPOT' and toId == 'FUTURE': type = 'SPOT_FUTURE' elif fromId == 'FUTURE' and toId == 'SPOT': type = 'FUTURE_SPOT' if type is None: raise ArgumentsRequired(self.id + ' transfer() requires fromAccount and toAccount parameters to be either SPOT or FUTURE') response = None defaultClientTranId = self.number_to_string(self.milliseconds()) clientTranId = self.safe_string(params, 'clientTranId', defaultClientTranId) request['kindType'] = type request['clientTranId'] = clientTranId response = self.sapiPrivatePostV3AssetWalletTransfer(self.extend(request, params)) return self.parse_transfer(response, currency) def parse_transfer(self, transfer: dict, currency: Currency = None) -> TransferEntry: currencyId = self.safe_string(transfer, 'code') return { 'info': transfer, 'id': self.safe_string(transfer, 'tranId'), 'timestamp': None, 'datetime': None, 'currency': self.safe_currency_code(currencyId, currency), 'amount': None, 'fromAccount': None, 'toAccount': None, 'status': self.parse_transfer_status(self.safe_string(transfer, 'status')), } def parse_transfer_status(self, status: Str) -> Str: statuses: dict = { 'SUCCESS': 'ok', } return self.safe_string(statuses, status, status) def hash_message(self, binaryMessage): # binaryMessage = self.encode(message) binaryMessageLength = self.binary_length(binaryMessage) x19 = self.base16_to_binary('19') newline = self.base16_to_binary('0a') prefix = self.binary_concat(x19, self.encode('Ethereum Signed Message:'), newline, self.encode(self.number_to_string(binaryMessageLength))) return '0x' + self.hash(self.binary_concat(prefix, binaryMessage), 'keccak', 'hex') def sign_hash(self, hash, privateKey): self.check_required_credentials() signature = self.ecdsa(hash[-64:], privateKey[-64:], 'secp256k1', None) r = signature['r'] s = signature['s'] v = self.int_to_base16(self.sum(27, signature['v'])) return '0x' + r.rjust(64, '0') + s.rjust(64, '0') + v def sign(self, path, api='public', method='GET', params={}, headers=None, body=None): url = self.implode_hostname(self.urls['api'][api]) + '/' + path if api == 'fapiPublic' or api == 'sapiPublic': if params: url += '?' + self.rawencode(params) elif api == 'fapiPrivate' or api == 'sapiPrivate': self.check_required_credentials() nonce = self.milliseconds() * 1000 # Sign using EIP-712 typed data per the AsterSignTransaction spec zeroAddress = self.safe_string(self.options, 'zeroAddress', '0x0000000000000000000000000000000000000000') v3ChainId = self.safe_integer(self.options, 'v3ChainId', 1666) signerAddress = self.safe_string(self.options, 'signerAddress') if signerAddress is None: raise ArgumentsRequired(self.id + ' requires signerAddress in options when use v3 api') domain = { 'name': 'AsterSignTransaction', 'version': '1', 'chainId': v3ChainId, 'verifyingContract': zeroAddress, } messageTypes: dict = { 'Message': [ {'name': 'msg', 'type': 'string'}, ], } # Build v3 params: original endpoint params + nonce(macroseconds) + user + signer # Note: timestamp and recvWindow are not used for v3; nonce replaces timestamp finalParams = self.extend({ 'nonce': str(nonce), 'user': self.walletAddress, 'signer': signerAddress, }, params) paramString: Str = None paramsToEncode: dict = None isApproveBuilder = (path.find('/approveBuilder') >= 0) if isApproveBuilder: # domain['name'] = 'Aster' messageTypes = { 'ApproveBuilder': [ {'name': 'Builder', 'type': 'string'}, {'name': 'MaxFeeRate', 'type': 'string'}, {'name': 'BuilderName', 'type': 'string'}, {'name': 'AsterChain', 'type': 'string'}, {'name': 'User', 'type': 'string'}, {'name': 'Nonce', 'type': 'uint256'}, ], } del finalParams['signer'] # signer is not needed for approveBuilder endpoint paramString = self.encode_values_with_json(finalParams) paramsToEncode = self.capitalize_keys(finalParams) else: paramString = self.encode_values_with_json(finalParams) paramsToEncode = {'msg': paramString} encodedMessage = self.eth_encode_structured_data(domain, messageTypes, paramsToEncode) signature = self.sign_message(encodedMessage, self.privateKey) queryString = paramString + '&' + 'signature=' + signature if method == 'GET': url += '?' + queryString else: headers = {} headers['Content-Type'] = 'application/x-www-form-urlencoded' body = queryString return {'url': url, 'method': method, 'body': body, 'headers': headers} def encode_values_with_json(self, values: dict) -> str: encodedString = '' keys = list(values.keys()) for i in range(0, len(keys)): key = keys[i] value = values[key] isObj = isinstance(value, list) or self.is_dictionary(value) valueJsonified = self.json(value) if isObj else str(value) encoded = self.encode_uri_component(valueJsonified) encodedString += key + '=' + encoded + '&' return encodedString[0:-1] def capitalize_keys(self, dict: dict) -> dict: capitalized: dict = {} keys = list(dict.keys()) for i in range(0, len(keys)): key = keys[i] value = dict[key] capitalizedKey = self.capitalize(key) capitalized[capitalizedKey] = value return capitalized def load_markets_and_sign_in(self): [self.load_markets(), self.sign_in()] def sign_in(self, params={}): """ sign in, must be called prior to using other authenticated methods https://asterdex.github.io/aster-api-website/asterCode/integration-flow/ :param dict [params]: extra parameters specific to the exchange API endpoint :returns: response from exchange """ if self.is_empty_string(self.privateKey): if not self.is_empty_string(self.apiKey) or not self.is_empty_string(self.secret): raise NotSupported(self.id + 'after the latest upgrade(v4.5.52), CCXT now expects the l1 private key to be provided in the credentials.') return False if len(self.privateKey) > 66: raise NotSupported(self.id + ' after the latest update(v4.5.52), CCXT now expects the l1 private key to be provided in the credentials.') self.initialize_client(params) return True def initialize_client(self, params={}): builderFee = self.safe_bool(params, 'builderFee', self.safe_bool(self.options, 'builderFee', True)) # we shouldn't omit here if not builderFee: return False # skip if builder fee is not enabled approvedBuilderFee = self.safe_bool(self.options, 'approvedBuilderFee', False) if approvedBuilderFee: return True # skip if builder fee is already approved result = self.fapiPrivateGetV3Builder() # # [ # { # "userAddress": "0x35a5B33Be664B09F78b5089eb6185f71c8a7f11f", # "builderAddress": "0x1F5877C19e3777Cfd15F9d57253eA4aA5254Ec39", # "maxFeeRate": "0.001", # "builderName": "ccxt" # } # ] # approvedBuilders = result length = len(approvedBuilders) found = False for i in range(0, length): builderInfo = self.safe_dict(approvedBuilders, i, {}) builderAccountId = self.safe_string(builderInfo, 'builderAddress') if builderAccountId == self.safe_string(self.options, 'builder'): found = True break if not found: self.options['approvedBuilderFee'] = True try: request: dict = { 'builder': self.safe_string(self.options, 'builder'), 'builderName': self.safe_string(self.options, 'builderName', 'ccxt'), 'maxFeeRate': self.safe_string(self.options, 'builderRate'), 'signatureChainId': self.safe_integer(self.options, 'v3ChainId', 1666), 'asterChain': 'Mainnet', } authResponse = self.fapiPrivatePostV3ApproveBuilder(self.extend(request, params)) # # {"code": 200,"msg": "success"} # codeRes = self.safe_integer(authResponse, 'code') if codeRes != 200: raise ExchangeError('Builder authorization failed, ' + self.json(authResponse)) except Exception as e: self.options['approvedBuilderFee'] = False self.options['builderFee'] = False # disable if err return None # just c# def handle_errors(self, httpCode: int, reason: str, url: str, method: str, headers: dict, body: str, response, requestHeaders, requestBody): if response is None: return None # fallback to default error handler # # { # "code": -1121, # "msg": "Invalid symbol.", # } # code = self.safe_string(response, 'code') message = self.safe_string(response, 'msg') if code is not None and code != '200': feedback = self.id + ' ' + body self.throw_exactly_matched_exception(self.exceptions['exact'], message, feedback) self.throw_exactly_matched_exception(self.exceptions['exact'], code, feedback) self.throw_broadly_matched_exception(self.exceptions['broad'], message, feedback) raise ExchangeError(feedback) # unknown message return None