Skip to main content

This package is for using Flex Fills WebSocket communication with FlexFills trading services.

Project description

FlexfillsApi

The FlexfillsApi is a package for using Flex Fills WebSocket communication with FlexFills trading services.

Installation

Use the package manager pip to install FlexfillsApi.

pip install FlexfillsApi

Usage

import FlexfillsApi

# initialize FlexfillsApi, returns authenticated FlexfillsApi Object
flexfills_api = FlexfillsApi.initialize('username', 'password', is_test=True)

# get assets list
assets_list = flexfills_api.get_asset_list()

# get instruments list
assets_list = flexfills_api.get_instrument_list()

Available Functions

Functions Params Explaination
get_asset_list() Provides a list of supported assets and their trading specifications.
get_instrument_list() Provides a list of supported Instruments and their trading specifications.
subscribe_order_books(instruments, callback=None)

instruments: list of pair of currencies. All available pairs are:

BTC/PLN, DASH/PLN, EUR/GBP, LTC/GBP, LTC/USD, OMG/EUR, OMG/PLN, USDT/EUR, XRP/USD, ZEC/BTC, ZEC/PLN, ZRX/BTC, DOT/BTC, ZRX/USD, BSV/USDT, ADA/USDT, ZIL/USDT, ENJ/USD, XEM/USDT, BNB/USDT, BSV/EUR, BTC/EUR, DASH/EUR, LINK/USD, LTC/ETH, ZEC/USD, BAT/USDT, DOT/USDT, DOT/ETH, MATIC/USTD, AVAX/USDT, BAT/EUR, BAT/GBP, BCH/BTC, BTC/USDT, ETH/GBP, EUR/USD, LINK/BTC, LINK/ETH, LTC/EUR, LTC/USDT, USDT/GBP, XEM/USD, XLM/ETH, XRP/ETH, DASH/USDT, DASH/ETH, XTZ/USD, DAI/USD, ADA/USD, DOT/EUR, BAT/USD, BCH/USDC, BSV/USD, BTC/GBP, DASH/BTC, LTC/PLN, USDT/USD, XLM/BTC, XRP/PLN, ZRX/PLN, QTUM/USDT, ADA/USDC, USDT/USDC, QTUM/USD, MKR/USD, SOL/USD, ATOM/ETH, ATOM/USDT, QASH/USD, VRA/USD, BCH/ETH, BSV/PLN, BTC/USD, ETH/BTC, LTC/BTC, OMG/USD, USDC/EUR, USDC/USD, USDC/USDT, XEM/BTC, XLM/EUR, XLM/USD, XRP/EUR, BSV/ETH, XLM/USDT, ZEC/USDT, BAT/USDC, LINK/USDC, SOL/BTC, DOGE/USD, DOGE/BTC, BAT/BTC, BAT/PLN, BCH/GBP, BCH/PLN, BCH/USD, BTC/USDC, ETH/USDC, OMG/BTC, BTC-PERPETUAL, ETH-PERPETUAL, ZRX/EUR, ADA/BTC, QTUM/ETH, DOT/USD, SOL/ETH, ATOM/BTC, ETH/USDT, EUR/PLN, LINK/PLN, LINK/USDT, OMG/ETH, XRP/BTC, XRP/USDT, ZEC/EUR, ADA/EUR, ADA/PLN, DOT/PLN, OMG/USDT, EUR/USDT, DOGE/USDT, GALA/USDT, BAT/ETH, BCH/EUR, BCH/USDT, BSV/BTC, DASH/USD, ETH/EUR, ETH/PLN, ETH/USD, GBP/USD, USD/PLN, XLM/PLN, XRP/GBP, ZIL/USD, USDT/PLN, XRP/USDC, QTUM/BTC, ADA/ETH, ZIL/BTC, SOL/USDT, LUNA/USDT, ATOM/USD

callback: Callback function for getting streaming data.

Provides streaming services an order book for selected symbol, user needs to provide levels of order book to receive. MAX is 20. MIN is 1. Order books are sorted based on NBBO price: BIDs best (Max) first then descending, ASKs best (MIN) first then ascending. The whole Order books is updated every 20MS regardless of changes.
unsubscribe_order_books(instruments) instruments: list of pair of currencies.
trade_book_public(instruments, callback=None)

instruments: list of pair of currencies.

callback: Callback function for getting streaming data.

Provides streaming services a trading book (public trades) for selected symbol. Once subscribed updates will be pushed to user as they appear at FlexFills.
get_balance(currencies) currencies: list of selected currencies.
get_private_trades(instruments, callback=None)

instruments: list of pair of currencies.

callback: Callback function for getting streaming data.

Private trades subscription will provide a snapshot of currently open ACTIVE orders and then updates via WebSocket.
get_open_orders_list(order_data, instruments)

order_data: The dict of order data, including globalInstrumentCd, clientOrderId, exchangeOrderId

  • globalInstrumentCd - pair of currencies (BTC/USD, ...). string
  • clientOrderId - Id of the order. string
  • exchangeOrderId - exchangeOrderId. string

instruments: list of pair of currencies.

Get current list of open orders. One time request/response.
create_order(order_data)

order_data: The dict of order data, including globalInstrumentCd, clientOrderId, orderType, timeInForce, price, amount, exchangeName, orderSubType, requestType, tradeSide

  • globalInstrumentCd - pair of currencies (BTC/USD, ...). string
  • clientOrderId: Id of the order. string
  • orderType: market - Market order, limit - Limit order. string
  • timeInForce: string, optional,
    • GTC - Good till cancelled (default, orders are in order book for 90 days)
    • GTD - Good till day, will terminate at end of day 4:59PM NY TIME
    • GTT - Good till time, alive until specific date (cannot exceed 90 days)
    • FOK - Fill or Kill, Fill full amount or nothing immediately
    • IOC - Immediate or Cancel, Fill any amount and cancel the rest immediately
  • price: optional, Price only required for limit orders
  • amount: Quantity of the order
  • exchangeName: Name of exchange to send order to, string, optional. required for direct orders
  • orderSubType: optional, string, POST_ONLY, only required if client wishes to submit a passive order which does not immediately fill the order, in case of immediate fill, order will be rejected
  • requestType: optional, string, Smart or Direct (SMART default) Direct orders need to have exchangeName
  • tradeSide: optional, string, Side of the order Enum buy or sell

Get current list of open orders. One time request/response.
cancel_order(order_data)

order_data: The dict of order data, including globalInstrumentCd, clientOrderId or exchangeOrderId

  • globalInstrumentCd - pair of currencies (BTC/USD, ...). string
  • clientOrderId: Id of the order. string
  • exchangeOrderId: exchangeOrderId. string

User may cancel existing orders; client may cancel one order by either including orderId or exchangeOrderId if orderId is not known. Only one parameter is needed and will be accepted. If no orderId or transactionId are added in the message than, all orders for selected pair/s will be cancelled. Must be subscribed to valid pair in order to cancel order in proper pair!
modify_order(order_data)

order_data: The dict of order data, including globalInstrumentCd, clientOrderId or exchangeOrderId

  • globalInstrumentCd - pair of currencies (BTC/USD, ...). string
  • clientOrderId: Id of the account. string
  • exchangeOrderId: clientOrdId. string
  • price: If price is not passed in, then it’s not modified, string
  • amount: If price is not passed in, then it’s not modified, string

Clients may update existing orders. Amount or Price can be modified. Client must use clientOrderId or exchangeOrderId Only one parameter is needed and will be accepted
get_trade_history(date_from, date_to, instruments)

date_from: Start date of required time frame, string. example: "2022-12-01T00:00:00"

date_to: End date of required time frame, string. example: "2022-12-31T00:00:00"

instruments: list of pair of currencies.

Clients may request a list PARTIALLY_FILLED, FILLED trades for a required time frame. Channel arguments ‘date-from’, ‘date-to’ are optional. If ‘date-from’ is not provided, it will be defaulted to ‘now minus 24 hours’. If ‘date-to’ is not provided, it will be defaulted to ‘now’.
get_order_history(date_from, date_to, instruments, statues)

date_from: Start date of required time frame, string. example: "2022-12-01T00:00:00"

date_to: End date of required time frame, string. example: "2022-12-31T00:00:00"

instruments: list of pair of currencies.

statues: list of status.

Clients may request a list of COMLETED, REJECTED, PARTIALLY_FILLED, FILLED, EXPIRED order requests for a required time frame. Channel arguments ‘date-from’, ‘date-to’, ‘status’ are optional. If ‘date-from’ is not provided, it will be defaulted to ‘now minus 24 hours’. If ‘date-to’ is not provided, it will be defaulted to ‘now’. If ‘status‘ is not provided then trades with any status will be selected.
get_trade_positions()

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

License

MIT

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

flexfillsapi-0.0.4.tar.gz (9.1 kB view details)

Uploaded Source

Built Distribution

FlexfillsApi-0.0.4-py3-none-any.whl (9.7 kB view details)

Uploaded Python 3

File details

Details for the file flexfillsapi-0.0.4.tar.gz.

File metadata

  • Download URL: flexfillsapi-0.0.4.tar.gz
  • Upload date:
  • Size: 9.1 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: twine/5.1.1 CPython/3.12.3

File hashes

Hashes for flexfillsapi-0.0.4.tar.gz
Algorithm Hash digest
SHA256 dbefa9c34de0c0bf188c33fd037e09ec21de333ed413db2622a2c9b49dd7a49f
MD5 27966ca66e0b8761eadfe2fb3c4c2c96
BLAKE2b-256 f456aaf54d46d0eaf37d9f763556211fe1eb7cb5bf6f9ff82b0cc0e44575253d

See more details on using hashes here.

File details

Details for the file FlexfillsApi-0.0.4-py3-none-any.whl.

File metadata

File hashes

Hashes for FlexfillsApi-0.0.4-py3-none-any.whl
Algorithm Hash digest
SHA256 d4fbb2ea2baf569a339d7b3fda9f561b8208109ca2b29860eb5490c368516655
MD5 c9f3c5e6a191e7cf3288ba4bf59711f5
BLAKE2b-256 d6324bec3e943c3119d983aeb62d4aabf050fd5cdcf25d898a0bc7559a662415

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page