taas-api-client 1.2.2

API client to interact with the TAAS web API

TaaS Python Client

Overview

These APIs provide a comprehensive interface to interact with a trading platform, allowing users to manage orders, view account balances, and execute various trading strategies. The endpoints are designed to facilitate the creation, retrieval, and deletion of orders, as well as the querying of account balances.

Installation

pip install taas-api-client

Client Setup

Make sure the URL specified is the full path to the TaaS instance (including "https://"). To get your auth_token for the client's user, refer to the TaaS documentation.

from taas_api import Client, PlaceOrderRequest

c = Client(url="http://localhost:8000", auth_token="b72ab3bcbce4423208a07f52b5aed207d5bd053e")

Placing Orders

Submits a new order with specified parameters such as accounts, trading pair, side (buy/sell), sell token amount, duration, strategy, and engine passiveness. The place order endpoint has many fields with many restrictions. To simplify the call and run validations against the parameters, we provide a data object: PlaceOrderRequest. Every field can be interacted with like a regular attribute in Python.

Field	Description
accounts	A list of account names to be available for the order.
pair	The trading pair for the order, following the syntax 'BASE-QUOTE' or 'BASE:VARIANT-QUOTE'.
side	The side of the order, indicating whether it's a buy or sell ('buy' or 'sell').
duration	The duration of the order in seconds.
strategy	The chosen trading strategy for the order (e.g. TWAP, VWAP, etc)
sell_token_amount	The amount of the sell token to be used in the order, if applicable.
base_asset_qty	The quantity of the base asset (token being bought) in the order, if applicable.
quote_asset_qty	The quantity of the quote asset (token being sold) in the order, if applicable.
engine_passiveness	The engine passiveness parameter of the order, within the range [0, 0.1], default is 0.02.
schedule_discretion	The schedule discretion parameter of the order, within the range [0, 0.1], default is 0.08.
alpha_tilt	The alpha tilt parameter of the order, within the range [-1, 1], 0 is default.
pov_target	The pov target parameter of the order, within the range (0, 1], default is None. Limited to non-multi orders.
pov_limit	The pov limit parameter of the order, within the range (0, 1], default is None. Limited to non-multi orders.
exposure_tolerance	The exposure tolerance parameter of the order, within the range [0.1, 1], 0.5 is default. Limited to multi orders.
limit_price	The limit price that limits all the placements in the order, if applicable.
strategy_params	Additional parameters specific to the chosen trading strategy, provided as a dictionary.
notes	Any additional notes or comments related to the order.
custom_order_id	A custom identifier for the order, if provided.
updated_leverage	An updated leverage value for the order, if applicable. This will persist on the exchange for the pair.
max_otc	The maximum amount for OTC transactions in the order. Limits the size of OTC trades.

Please note that the provided validation heuristics are designed to ensure that the inputs meet certain criteria before proceeding with order placement. For more details on the order APIs

Example

req = PlaceOrderRequest(accounts=["mock"], pair="ETH-USDT", side="buy", duration=300, base_asset_qty=5, strategy="TWAP")
res = c.place_order(req)

Response

{
    'id': 'd3ca321a-d25c-4cee-8a0f-3f74d239c90d',
    'parent_order': None,
    'created_at': '2023-08-08T23:54:07.659244Z',
    'buy_token': 'ETH',
    'sell_token': 'USDT',
    'pair': 'ETH-USDT',
    'side': 'buy',
    'sell_token_amount': '9890.25000000000000000000',
    'strategy': '6fe4ba3e-c578-45bd-824c-c523bf3c56de',
    'strategy_params': {},
    'limit_price': '-1.00000000000000000000',
    'time_start': '2023-08-08T23:54:06.300319Z',
    'time_end': '2023-08-08T23:59:06.300319Z',
    'duration': 300,
    'accounts': ['09d3144b-9359-4ec3-8772-2dd1bfb86652'],
    'account_names': ['mock'],
    'user': '2',
    'time_zone': 'UTC',
    'placements': [],
    'executed_qty': 0,
    'executed_price': None,
    'executed_notional': 0,
    'active': True,
    'status': 'ACTIVE',
    'engine_passiveness': '0.02000000000000000000',
    'schedule_discretion': '0.08000000000000000000',
    'failure_reason': '',
    'stop_price': '-1.00000000000000000000',
    'notes': '',
    'custom_order_id': '',
    'updated_leverage': None
}

Place Multi Order

from taas_api import ChildOrder, PlaceMultiOrderRequest

request = PlaceMultiOrderRequest(
    accounts=["mock"],
    duration=200,
    strategy="TWAP",
    exposure_tolerance=0.5,
    child_orders=[
        ChildOrder(
            pair="ETH:PERP-USDT",
            side="sell",
            base_asset_qty="10"
        ),
        ChildOrder(
            pair="ETH-USDT",
            side="buy",
            base_asset_qty="10"
        )
    ]
)

res = c.place_multi_order(request)

Response

{
    'id':'626c4202-a046-401a-bf23-f3805f593c21',
    'created_at':'2023-08-15T08:36:15.366052Z',
    'updated_at':'2023-08-15T08:36:15.366061Z',
    'time_start':'2023-08-15T08:36:15.357630Z',
    'duration':200,
    'child_order_ids':[
        'be508fb9-ee63-4a90-93eb-58dbdaf03378',
        '9d732e1f-e935-487b-93ac-b58e2b2896e4'
    ],
    'strategy':'6fe4ba3e-c578-45bd-824c-c523bf3c56de',
    'strategy_params':{},
    'engine_passiveness':'0.02000000000000000000',
    'schedule_discretion':'0.08000000000000000000',
    'user':'2',
    'status':'SUBMITTED',
    'time_zone':'UTC',
    'failure_reason':''
}

Get Order Details

Retrieves the details of a specific order using the order ID. Call is very heavy and will fetch all placements and fills. Strongly recommended to use get_order_summary below.

c.get_order("045158ea-a252-4306-8847-1b27f8157143")

Get Order Summary

Retrieves key order attributes using the order ID.

c.get_order_summary("045158ea-a252-4306-8847-1b27f8157143")

Cancelling Active Orders

Cancels a specific order using the order ID.

c.cancel_order("045158ea-a252-4306-8847-1b27f8157143")

Getting Account Balances

The client call c.get_balances() is used to retrieve the balance details of a user's assets on a trading platform.

Example

res = c.get_balances()

print(res)

The returned value is a dictionary where the keys represent the account names and the values provide detailed information about the assets held in those accounts.

For the given example, the account name is 'test' and the details are as follows:

Key	Description
exchange	The trading platform where the assets are held. In this case, it's 'OKX'.
assets	A list of dictionaries, each representing a different asset or position held in the account. Each asset dictionary contains:
symbol	The identifier or ticker of the asset or position. Examples include 'BTC', 'USDT', and 'ETH:PERP-USDT'.
size	The quantity of the asset or position. This can be positive for long positions or assets held, and negative for short positions.
notional	The notional value of the asset or position.
market_type	The type of market the asset or position belongs to. Examples include 'UNIFIED' and 'PERP'.
asset_type	Specifies whether the entry represents a token/coin or a trading position. Examples include 'token' and 'position'.
unrealized_profit	The profit or loss that would be realized if the asset or position were to be closed at the current market price.
initial_margin	The amount of money used to open the position.
maint_margin	The minimum amount of equity that must be maintained in the margin account.
margin_balance	The total balance in the margin account after accounting for unrealized profits and losses.
leverage	The amount of leverage applied to the position. If None, it means no leverage is applied.
notional_pct_total	The percentage of the notional value of the asset or position relative to the total notional value of all assets and positions in the account.

For details on account structure

{
    'test': {
        'exchange': 'OKX',
        'assets': [
            {
                'symbol': 'BTC',
                'size': 3.0,
                'notional': 89409.0,
                'market_type': 'unified',
                'asset_type': 'token',
                'unrealized_profit': 0.0,
                'initial_margin': 0.0,
                'maint_margin': 0.0,
                'margin_balance': 3.0,
                'leverage': None,
                'notional_pct_total': 0.438558
            },
            {
                'symbol': 'USDT',
                'size': 8930.5901255465,
                'notional': 8930.5901255465,
                'market_type': 'unified',
                'asset_type': 'token',
                'unrealized_profit': -47.43906302083299,
                'initial_margin': 37.148328685,
                'maint_margin': 28.57563745,
                'margin_balance': 8883.151062525667,
                'leverage': None,
                'notional_pct_total': 0.043805
            },
            {
                'symbol': 'ETH:PERP-USDT',
                'size': -181.0,
                'notional': -33618.397,
                'market_type': 'perp',
                'asset_type': 'position',
                'unrealized_profit': -47.43906302083299,
                'initial_margin': 37.148328685,
                'maint_margin': 28.57563745,
                'margin_balance': 8883.151062525667,
                'leverage': 0.0,
                'notional_pct_total': 1.0
            }
        ]
    }
}

Dev Notes

Follow https://packaging.python.org/en/latest/tutorials/packaging-projects/ for steps to release. Do not specify --repository option for real release. Uses token authentication.