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CoinexFutures.py
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import requests, time, traceback, hashlib
import warnings
warnings.filterwarnings('ignore')
class CoinexFutures:
def __init__(self, accessId, secretKey, tries = 10):
self.access_id = accessId
self.secret_key = secretKey
self.tries = 10
self.urls = {
"market": "https://api.coinex.com/perpetual/v1/market/deals",
"klines": "https://api.coinex.com/perpetual/v1/market/kline",
"open": "https://api.coinex.com/perpetual/v1/order/put_market",
"close": "https://api.coinex.com/perpetual/v1/position/market_close",
"assets": "https://api.coinex.com/perpetual/v1/asset/query",
"leverage": "https://api.coinex.com/perpetual/v1/market/adjust_leverage",
"position": "https://api.coinex.com/perpetual/v1/position/pending",
"cancel": "https://api.coinex.com/perpetual/v1/order/cancel_all"
}
def merge_two_dicts(self, x, y):
z = x.copy()
z.update(y)
return z
def get_sign(self, params):
a = '{}&secret_key={}'.format(params, self.secret_key).encode()
headers = {
'Content-Type': 'application/json; charset=utf-8',
'Accept': 'application/json',
"User-Agent":"Mozilla/5.0 (X11; Linux x86_64; rv:100.0) Gecko/20100101 Firefox/100.0",
"AccessId" : self.access_id,
"Authorization" : ""
}
headers['Authorization'] = hashlib.sha256(a).hexdigest().lower()
b = params.split('&')
d = {}
for f in b:
j = f.split('=')
if j[1].isnumeric():
d[j[0]] = int(j[1])
elif j[1].find('.') != -1:
tmp = j[1].split('.')
if tmp[0].isnumeric() and tmp[1].isnumeric():
try:
d[j[0]] = float(j[1])
except:
d[j[0]] = j[1]
else:
d[j[0]] = j[1]
else:
d[j[0]] = j[1]
return (d, headers)
def getMarketPice(self, market):
price = 0.0
tries = 0
while tries < self.tries:
tries += 1
try:
req = requests.get(self.urls['market'], params={"market":market, "limit": 1}, headers={"User-Agent":"Mozilla/5.0 (X11; Linux x86_64; rv:100.0) Gecko/20100101 Firefox/100.0"}, timeout=4).json()
if 'data' in req:
price = float(req['data'][0]['price'])
break
except:
traceback.print_exc()
time.sleep(0.2)
del req
if price == 0.0:
return {"error": 1, "message": "Can't stablish connection with coinex"}
return price
def getBalance(self):
tries = 0
assets = {"error":1,"message":"Can't stablish connection with coinex"}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = 'timestamp={}'.format(int(time.time()*1000))
params, h = self.get_sign(params)
req = requests.get(self.urls['assets'], params=params, headers=h, timeout=4)
if req.status_code != requests.codes.ok:
continue
assets = req.json()
if int(assets['code']) != 0:
continue
assets = self.merge_two_dicts(assets, {"error":0,"message":""})
break
except:
traceback.print_exc()
del req
return assets
def adjust(self, market, leverage, ptype='isolate'):
ptype = 1 if ptype == 'isolate' else 2
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
tries += 1
try:
params = 'market={}&leverage={}&position_type={}×tamp={}'.format(market, leverage, ptype, int(time.time()*1000) )
params, h = self.get_sign(params)
req = requests.post(self.urls['leverage'], data=params, headers=h, timeout=4)
if req.status_code == requests.codes.ok:
res = req.json()
if int(res['code']) != 0:
continue
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
return result
def getKlines(self, market,timeframe="5min", limit = 1000):
klines = {"error": 1, "message": "Can't stablish connection with coinex"}
tries = 0
while tries < self.tries:
tries += 1
try:
req = requests.get(self.urls['klines'], params={"market":market, "limit": limit, "type": timeframe}, headers={"User-Agent":"Mozilla/5.0 (X11; Linux x86_64; rv:100.0) Gecko/20100101 Firefox/100.0"}, timeout=4).json()
klines = req['data']
if 'data' in req:
break
except:
traceback.print_exc()
time.sleep(0.5)
del req
return klines
def calculateAmount(self, budge, price, min_amount, leverage):
if str(min_amount).find('.') == -1: # integer type = integer unit
min_amount = int(min_amount)
amount = int(float(budge * float(leverage)) / float(price)) - 1
if amount < min_amount:
return 0
else:
return amount
else: # float unit like BTC
min_amount = float(min_amount)
amount = float(budge * float(leverage)) / float(price)
amount = str(amount)
a = str(min_amount).split('.')
max_float = len(a[1])
b = amount.split('.')
amount = b[0] + '.' + b[1][:max_float]
amount = float(amount)
if amount < float(min_amount):
return 0
else:
return amount
def openMarket(self, market, tamount, side):
side = 2 if side == 'LONG' else 1
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
tries += 1
try:
params = "market={}&side={}&amount={}×tamp={}".format(
market,
side,
tamount,
int(time.time() * 1000)
)
data, headers = self.get_sign(params)
req = requests.post(self.urls['open'], data=data, headers=headers, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if 'code' in res:
if int(res['code']) == 3109: # not enough balance
# print('[!] skip order.[not enough balance]')
result['message'] = "Not enough balance"
break
elif int(res['code']) == 4002: # service timeout
# print('[!] re-trying for open order![timeout]')
time.sleep(2)
continue
elif int(res['code']) != 0: # etc
# print('[!] re-trying for open order![etc]')
time.sleep(0.1)
continue
elif int(res['code']) == 0:
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
if result['error'] == 1:
return result
return self.getPositionId(market)
def openLimit(self, market, tamount, side, tprice):
side = 2 if side == 'LONG' else 1
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
tries += 1
try:
params = "market={}&side={}&amount={}&price={}×tamp={}".format(
market,
side,
tamount,
tprice,
int(time.time() * 1000)
)
data, headers = self.get_sign(params)
req = requests.post(self.urls['open'], data=data, headers=headers, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if 'code' in res:
if int(res['code']) == 3109: # not enough balance
print('[!] skip order.[not enough balance]')
result['message'] = "Not enough balance"
break
elif int(res['code']) == 4002: # service timeout
# print('[!] re-trying for open order![timeout]')
time.sleep(2)
continue
elif int(res['code']) != 0: # etc
# print('[!] re-trying for open order![etc]')
time.sleep(0.1)
continue
elif int(res['code']) == 0:
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
return result
def getPositionId(self, market):
position_id = '0'
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = "market={}×tamp={}".format(market, int(time.time() * 1000) )
params, h = self.get_sign(params)
req = requests.get( self.urls['position'], params=params, headers=h, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if not 'data' in res:
continue
if 'code' in res:
if int(res['code']) != 0:
continue
if len(res['data']) < 1:
continue
position_id = str(res['data'][0]['position_id'])
break
except:
traceback.print_exc()
time.sleep(0.5)
if position_id == '0':
return result
else:
return position_id
def closeAll(self, market, positionId):
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = "market={}&position_id={}×tamp={}".format(
market,
positionId,
int(time.time() * 1000)
)
data, headers = self.get_sign(params)
req = requests.post(self.urls['close'], data=data, headers=headers, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if 'code' in res:
if int(res['code']) == 3105 or int(res['code']) == 3103: # position closed before
result = {"error": 0, "message": "Position closed before"}
break
elif int(res['code']) != 0:
continue
elif int(res['code']) == 0:
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
time.sleep(0.1)
return result
def closeLimit(self, market, positionId, tprice):
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = "market={}&position_id={}&price={}×tamp={}".format(
market,
positionId,
tprice,
int(time.time() * 1000)
)
data, headers = self.get_sign(params)
req = requests.post(self.urls['close'], data=data, headers=headers, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if 'code' in res:
if int(res['code']) == 3105 or int(res['code']) == 3103: # position closed before
result = {"error": 0, "message": "Position closed before"}
break
elif int(res['code']) != 0:
continue
elif int(res['code']) == 0:
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
time.sleep(0.1)
return result
def getPositionStatus(self, market, positionId):
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
req_res = {}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = "market={}×tamp={}".format(market, int(time.time() * 1000) )
params, h = self.get_sign(params)
req = requests.get( self.urls['position'], params=params, headers=h, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if not 'data' in res:
continue
if 'code' in res:
if int(res['code']) != 0:
continue
if len(res['data']) < 1:
continue
req_res = res
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
time.sleep(0.5)
if result['error'] != 0:
return result
result['message'] = "Can not find position"
for pos in req_res['data']:
if pos['position_id'] == str(positionId):
result = pos
break
return result
def cancelPending(self, market, side = 0):
tries = 0
result = {"error": 1, "message": "Can't stablish connection with coinex"}
while tries < self.tries:
time.sleep(0.2)
tries += 1
try:
params = "market={}&side={}×tamp={}".format(market, side, int(time.time() * 1000) )
params, h = self.get_sign(params)
req = requests.get( self.urls['cancel'], params=params, headers=h, timeout=4)
if req.status_code != requests.codes.ok:
continue
res = req.json()
if not 'data' in res:
continue
if 'code' in res:
if int(res['code']) != 0:
continue
result = {"error": 0, "message": ""}
break
except:
traceback.print_exc()
time.sleep(0.5)
return result