gpcwvXV3

1from ndax.api import Api
2from datetime import datetime
3import time
4
5class Ndax:
6
7    def __init__(self, api_key, secret_key, user_id, user_name):
8        self.__api = Api(api_key, secret_key, user_id, user_name)
9        self.products = {}
10        self.instruments = {}
11
12        self.wallet = {}
13        self.wallet_update_timestamp = None
14
15        self.trades = []
16        self.trades_update_timestamp = None
17
18    def init(self):
19        self.__api.init()
20
21        self.load_products()
22        self.load_instruments()
23        self.update_wallet()
24        self.update_trades()
25
26    def load_products(self):
27        loaded_products = self.__api.get_products()
28        if loaded_products is None:
29            return False
30        self.products = {}
31        for product in loaded_products:
32            id = product["ProductId"]
33            self.products[id] = {
34                "id": id,
35                "name": product["Product"],
36                "longName": product["ProductFullName"],
37                "type": product["ProductType"],
38            }
39
40    def get_product_by_name(self, name):
41        for product in self.products.values():
42            if product["name"] == name:
43                return product
44        return None
45
46    def load_instruments(self):
47        loaded_instruments = self.__api.get_instruments()
48        if loaded_instruments is None:
49            return False
50        self.instruments = {}
51        for instrument in loaded_instruments:
52            id = instrument["InstrumentId"]
53            data = {
54                "id": id,
55                "symbol": instrument["Symbol"],
56                "product1": self.products[instrument["Product1"]],
57                "product2": self.products[instrument["Product2"]],
58                "snapshot": {}
59            }
60            data["name"] = "%s/%s" % (data["product1"]["name"], data["product2"]["name"])
61            self.instruments[id] = data
62        return True
63
64    def get_instrument_by_name(self, name):
65        for instrument in self.instruments.values():
66            if instrument["name"] == name:
67                return instrument
68        return None
69
70    def get_instrument_by_product_pair(self, product1, product2):
71        for instrument in self.instruments.values():
72            if instrument["product1"]["id"] == product1["id"] and instrument["product2"]["id"] == product2["id"]:
73                return instrument
74        return None
75
76    def update_instrument_snapshot(self, instrument):
77        snapshot = self.__api.get_instrument_snapshot(instrument)
78        if not snapshot:
79            return False
80
81        instrument["snapshot"] = {
82            "timestamp": self.__convert_to_local_timestamp(int(snapshot["TimeStamp"]) / 1000),
83            "sellPrice": snapshot["BestBid"],
84            "buyPrice": snapshot["BestOffer"],
85            "open": snapshot["SessionOpen"],
86            "high": snapshot["SessionHigh"],
87            "low": snapshot["SessionLow"],
88            "close": snapshot["SessionClose"],
89            "volume": snapshot["CurrentDayVolume"],
90            "trades": snapshot["CurrentDayNumTrades"],
91            "priceChange": snapshot["CurrentDayPxChange"]
92        }
93        return True
94
95    def update_wallet(self):
96        loaded_account_positions = self.__api.get_account_positions()
97        if loaded_account_positions is None:
98            return False
99
100        cad_product = self.get_product_by_name("CAD")
101        timestamp = self.__format_timestamp(datetime.now())
102
103        for position in loaded_account_positions:
104            product_id = position["ProductId"]
105            product = self.products[product_id]
106            instrument = self.get_instrument_by_product_pair(product, cad_product)
107            if instrument is None:
108                continue
109            self.update_instrument_snapshot(instrument)
110            self.wallet[product_id] = {
111                "product": product,
112                "instrument": instrument,
113                "timestamp": timestamp,
114                "amount": position["Amount"],
115                "onHold": position["Hold"],
116                "value": instrument["snapshot"]["sellPrice"] * position["Amount"]
117            }
118        self.wallet_update_timestamp = timestamp
119        return True
120
121    def update_trades(self):
122        loaded_trades = self.__api.get_account_trades()
123
124        if loaded_trades is None:
125            return False
126
127        self.trades.clear()
128
129        for trade in loaded_trades:
130            instrument = self.instruments[trade["InstrumentId"]]
131            self.trades.append({
132                "id": trade["TradeId"],
133                "orderId": trade["OrderId"],
134                "timestamp": self.__convert_to_local_timestamp(trade["TradeTimeMS"] / 1000, False),
135                "instrument": instrument,
136                "type": trade["Side"],
137                "orderType": trade["OrderType"],
138                "amount": trade["Quantity"],
139                "price": trade["Price"],
140                "value": trade["Value"],
141                "feeAmount": trade["Fee"],
142                "feeValue": trade["Fee"] * trade["Price"]
143            })
144        self.trades_update_timestamp = self.__format_timestamp(datetime.now())
145        return True
146
147    def __format_timestamp(self, timestamp):
148        return timestamp.strftime("%m/%d/%Y %I:%M:%S %p")
149
150    def __convert_to_local_timestamp(self, time_seconds, localize = True):
151        timestamp = datetime.utcfromtimestamp(time_seconds)
152        if localize:
153            timestamp = timestamp + (datetime.fromtimestamp(time.time()) - timestamp)
154        return self.__format_timestamp(timestamp)