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Copy pathderibit_api.py
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197 lines (136 loc) · 5.32 KB
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# -*- coding: utf-8 -*-
import time, hashlib, requests, base64, sys
from collections import OrderedDict
class RestClient(object):
def __init__(self, key=None, secret=None, url=None):
self.key = key
self.secret = secret
self.session = requests.Session()
if url:
self.url = url
else:
self.url = "https://www.deribit.com"
def request(self, action, data):
response = None
if action.startswith("/api/v1/private/"):
if self.key is None or self.secret is None:
raise Exception("Key or secret empty")
signature = self.generate_signature(action, data)
response = self.session.post(self.url + action, data=data, headers={'x-deribit-sig': signature}, verify=True)
else:
response = self.session.get(self.url + action, params=data, verify=True)
if response.status_code != 200:
raise Exception("Wrong response code: {0}".format(response.status_code))
json = response.json()
if json["success"] == False:
raise Exception("Failed: " + json["message"])
if "result" in json:
return json["result"]
elif "message" in json:
return json["message"]
else:
return "Ok"
def generate_signature(self, action, data):
tstamp = int(time.time()* 1000)
signature_data = {
'_': tstamp,
'_ackey': self.key,
'_acsec': self.secret,
'_action': action
}
signature_data.update(data)
sorted_signature_data = OrderedDict(sorted(signature_data.items(), key=lambda t: t[0]))
def converter(data):
key = data[0]
value = data[1]
if isinstance(value, list):
return '='.join([str(key), ''.join(value)])
else:
return '='.join([str(key), str(value)])
items = map(converter, sorted_signature_data.items())
signature_string = '&'.join(items)
sha256 = hashlib.sha256()
sha256.update(signature_string.encode("utf-8"))
sig = self.key + "." + str(tstamp) + "."
sig += base64.b64encode(sha256.digest()).decode("utf-8")
return sig
def getorderbook(self, instrument):
return self.request("/api/v1/public/getorderbook", {'instrument': instrument})
def getinstruments(self):
return self.request("/api/v1/public/getinstruments", {})
def getcurrencies(self):
return self.request("/api/v1/public/getcurrencies", {})
def getlasttrades(self, instrument, count=None, since=None):
options = {
'instrument': instrument
}
if since:
options['since'] = since
if count:
options['count'] = count
return self.request("/api/v1/public/getlasttrades", options)
def getsummary(self, instrument):
return self.request("/api/v1/public/getsummary", {"instrument": instrument})
def index(self):
return self.request("/api/v1/public/index", {})
def account(self):
return self.request("/api/v1/private/account", {})
def buy(self, instrument, quantity, price, postOnly=None, label=None):
options = {
"instrument": instrument,
"quantity": quantity,
"price": price
}
if label:
options["label"] = label
if postOnly:
options["postOnly"] = postOnly
return self.request("/api/v1/private/buy", options)
def sell(self, instrument, quantity, price, postOnly=None, label=None):
options = {
"instrument": instrument,
"quantity": quantity,
"price": price
}
if label:
options["label"] = label
if postOnly:
options["postOnly"] = postOnly
return self.request("/api/v1/private/sell", options)
def cancel(self, orderId):
options = {
"orderId": orderId
}
return self.request("/api/v1/private/cancel", options)
def cancelall(self, typeDef="all"):
return self.request("/api/v1/private/cancelall", {"type": typeDef})
def edit(self, orderId, quantity, price):
options = {
"orderId": orderId,
"quantity": quantity,
"price": price
}
return self.request("/api/v1/private/edit", options)
def getopenorders(self, instrument=None, orderId=None):
options = {}
if instrument:
options["instrument"] = instrument
if orderId:
options["orderId"] = orderId
return self.request("/api/v1/private/getopenorders", options)
def positions(self):
return self.request("/api/v1/private/positions", {})
def orderhistory(self, count=None):
options = {}
if count:
options["count"] = count
return self.request("/api/v1/private/orderhistory", options)
def tradehistory(self, countNum=None, instrument="all", startTradeId=None):
options = {
"instrument": instrument
}
if countNum:
options["count"] = countNum
if startTradeId:
options["startTradeId"] = startTradeId
return self.request("/api/v1/private/tradehistory", options)