-
Notifications
You must be signed in to change notification settings - Fork 4
Market Data
get_prices()
Get latest trade price for all symbols.
Returns:
A list of json objects with the latest price data:
[
{
'symbol': (str) Symbol name,
'price': (str) Current price,
'time': (int) Time the record was created,
'dailyChange': (str) Daily change in decimal,
'ts': (int) Time the record was pushed
},
{...},
...
]
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_prices()
print(response)
get_price(symbol)
Get latest trade price for a symbol.
Args:
-
symbol
(str, required): Symbol name.
Returns:
A json object with the latest price data:
{
'symbol': (str) Symbol name,
'price': (str) Current price,
'time': (int) Time the record was created,
'dailyChange': (str) Daily change in decimal,
'ts': (int) Time the record was pushed
}
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_price('BTC_USDT')
print(response)
get_mark_prices()
Get latest mark price for all cross margin symbols.
Returns:
Json object list with mark price information:
[
{
'symbol': (str) Symbol name,
'markPrice': (str) Current mark price,
'time': (int) Time the record was created
},
{...},
...
]
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_mark_prices()
print(response)
get_mark_price(symbol)
Get latest mark price for a single cross margin symbol.
Returns:
Json object with mark price information:
{
'symbol': (str) Symbol name,
'markPrice': (str) Current mark price,
'time': (int) Time the record was created
}
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_mark_price('BTC_USDT')
print(response)
get_mark_price_components(symbol)
Get components of the mark price for a given symbol.
Returns:
Json object with mark price component information:
{
'markPrice': (str) Symbol name,
'symbol': (str) Current mark price,
'ts': (int) Time the record was created,
'components': {
'symbol': (str) Symbol name,
'symbolPrice': (str) Symbol price,
'weight': (str) Weight assigned to the exchange price,
'convertPrice': (str) Symbol price converted to index,
'exchange': (str) Name of exchange
}
}
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_mark_price_components('BTC_USDT')
print(response)
get_orderbook(symbol, **kwargs)
Get the order book for a given symbol.
Args:
-
symbol
(str, required): Symbol name.
Keyword Args:
-
scale
(str, optional): Controls aggregation by price. -
limit
(int, optional): Maximum number of records returned. The default value of limit is 10. Valid limit values are: 5, 10, 20, 50, 100, 150.
Returns:
A json object with the order book for the requested symbol:
{
'time': (int) time the record was created,
'scale': (str) controls aggregation by price,
'asks': (str[]) list of asks,
'bids': (str[]) list of bids,
'ts': (int) time the record was pushed
}
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.market_data().get_orderbook('BTC_USDT')
print(response)
get_candles(symbol, interval, start_time=None, end_time=None, **kwargs)
Returns OHLC for a symbol at given timeframe (interval).
Args:
-
symbol
(str, required): Symbol name. -
interval
(str, required): The unit of time to aggregate data by. Valid values: MINUTE_1, MINUTE_5, MINUTE_10, MINUTE_15, MINUTE_30, HOUR_1, HOUR_2, HOUR_4, HOUR_6, HOUR_12, DAY_1, DAY_3, WEEK_1 and MONTH_1. -
start_time
(int, optional): Filters by time. The default value is 0. -
end_time
(int, optional): Filters by time. The default value is current time.
Keyword Args:
-
limit
(int, optional): Maximum number of records returned. The default value is 100 and the max value is 500.
Returns:
The response is a list of candles data values displayed in an array in the following order:
[
{
'low': (str) Lowest price over the interval,
'high': (str) Highest price over the interval,
'open': (str) Price at the start time,
'close': (str) Price at the end time,
'amount': (str) Quote units traded over the interval,
'quantity': (str) Base units traded over the interval,
'buyTakerAmount': (str) Quote units traded over the interval filled by market buy orders,
'buyTakerQuantity': (str) Base units traded over the interval filled by market buy orders,
'tradeCount': (int) Count of trades,
'ts': (int) Time the record was pushed,
'weightedAverage': (str) Weighted average over the interval,
'interval': (str) The selected interval,
'startTime': (int) Start time of interval,
'closeTime': (int) Close time of interval
},
{...},
...
]
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.market_data().get_candles('BTC_USDT', 'HOUR_4')
print(response)
get_trades(symbol, **kwargs)
Gets a list of recent trades.
Args:
-
symbol
(str, required): Symbol name.
Keyword Args:
-
limit
(int, optional): Maximum number of records returned. The default value is 500, and max value is 1000.
Returns:
A list of json objects with recent trades:
[
{
'id': (str) Trade id,
'price': (str) Trade price,
'quantity': (str) Base units traded,
'amount': (str) Quote units traded,
'takerSide': (str) Taker's trade side (BUY, SELL),
'ts': (int) Time the trade was pushed,
'createTime': (int) Time the trade was created
},
{...},
...
]
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_trades('BTC_USDT')
print(response)
get_ticker24h_all()
Retrieve ticker in last 24 hours for all symbols.
Returns:
A json object with a list of 24 hour ticker information:
[
{
'symbol': (str) Symbol name,
'open': (str) Price at the start time,
'low': (str) Lowest price over the last 24h,
'high': (str) Highest price over the last 24h,
'close': (str) Price at the end time,
'quantity': (str) Base units traded over the last 24h,
'amount': (str) Quote units traded over the last 24h,
'tradeCount': (int) Count of trades,
'startTime': (int) Start time for the 24h interval,
'closeTime': (int) Close time for the 24h interval,
'displayName': (str) Symbol display name,
'dailyChange': (str) Daily change in decimal,
'ts': (int) Time the record was pushed,
'markPrice': (str) Current mark price
},
{...},
...
]
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.market_data().get_ticker24h_all()
print(response)
get_ticker24h(symbol)
Retrieve ticker in last 24 hours for a given symbol.
Args:
-
symbol
(str, required): Symbol name.
Returns:
A json object with the 24 hour ticker information:
{
'symbol': (str) Symbol name,
'open': (str) Price at the start time,
'low': (str) Lowest price over the last 24h,
'high': (str) Highest price over the last 24h,
'close': (str) Price at the end time,
'quantity': (str) Base units traded over the last 24h,
'amount': (str) Quote units traded over the last 24h,
'tradeCount': (int) Count of trades,
'startTime': (int) Start time for the 24h interval,
'closeTime': (int) Close time for the 24h interval,
'displayName': (str) Symbol display name,
'dailyChange': (str) Daily change in decimal,
'ts': (int) Time the record was pushed,
'markPrice': (str) Current mark price
}
Raises:
-
RequestError
: An error occurred communicating with trade engine.
Example:
response = client.markets().get_ticker24h('BTC_USDT')
print(response)