Adapt base/quote asset for inverse contracts

Kulim13 · Jun 11, 2020 · a82a9e0 · a82a9e0
1 parent 450db13
commit a82a9e0
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Showing 13 changed files with 58 additions and 40 deletions.
diff --git a/.gitignore b/.gitignore
@@ -8,4 +8,11 @@ binance_futures.egg-info/*
 *.ipynb
 
 # Mac system
-.DS_Store
+.DS_Store
+
+# VSCode
+.vscode
+
+# Python venv
+.venv
+.binance_futures
diff --git a/binance_d/model/candlestick.py b/binance_d/model/candlestick.py
@@ -8,10 +8,10 @@ def __init__(self):
         self.close = 0.0
         self.volume = 0.0
         self.closeTime = 0
-        self.quoteAssetVolume = 0.0
+        self.baseVolume = 0.0
         self.numTrades = 0
-        self.takerBuyBaseAssetVolume = 0.0
         self.takerBuyQuoteAssetVolume = 0.0
+        self.takerBuyBaseAssetVolume = 0.0
         self.ignore = 0.0
 
     @staticmethod
@@ -25,10 +25,10 @@ def json_parse(json_data):
         result.close = val[4]
         result.volume = val[5]
         result.closeTime = val[6]
-        result.quoteAssetVolume = val[7]
+        result.baseVolume = val[7]
         result.numTrades = val[8]
-        result.takerBuyBaseAssetVolume = val[9]
-        result.takerBuyQuoteAssetVolume = val[10]
+        result.takerBuyQuoteAssetVolume = val[9]
+        result.takerBuyBaseAssetVolume = val[10]
         result.ignore = val[11]
 
         return result
diff --git a/binance_d/model/candlestickevent.py b/binance_d/model/candlestickevent.py
@@ -14,9 +14,9 @@ def __init__(self):
         self.volume = 0.0
         self.numTrades = 0
         self.isClosed = False
-        self.quoteAssetVolume = 0.0
-        self.takerBuyBaseAssetVolume = 0.0
+        self.baseVolume = 0.0
         self.takerBuyQuoteAssetVolume = 0.0
+        self.takerBuyBaseAssetVolume = 0.0
         self.ignore = 0.0
 
     @staticmethod
@@ -35,9 +35,9 @@ def json_parse(json_data):
         data_obj.volume = json_data.get_float("v")
         data_obj.numTrades = json_data.get_int("n")
         data_obj.isClosed = json_data.get_boolean("x")
-        data_obj.quoteAssetVolume = json_data.get_float("q")
-        data_obj.takerBuyBaseAssetVolume = json_data.get_float("V")
-        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("Q")
+        data_obj.baseVolume = json_data.get_float("q")
+        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("V")
+        data_obj.takerBuyBaseAssetVolume = json_data.get_float("Q")
         data_obj.ignore = json_data.get_int("B")
 
         return data_obj

diff --git a/binance_d/model/continuouscandlestickevent.py b/binance_d/model/continuouscandlestickevent.py
@@ -15,9 +15,9 @@ def __init__(self):
         self.volume = 0.0
         self.numTrades = 0
         self.isClosed = False
-        self.quoteAssetVolume = 0.0
-        self.takerBuyBaseAssetVolume = 0.0
+        self.baseVolume = 0.0
         self.takerBuyQuoteAssetVolume = 0.0
+        self.takerBuyBaseAssetVolume = 0.0
         self.ignore = 0.0
 
     @staticmethod
@@ -35,9 +35,9 @@ def json_parse(json_data):
         data_obj.volume = json_data.get_float("v")
         data_obj.numTrades = json_data.get_int("n")
         data_obj.isClosed = json_data.get_boolean("x")
-        data_obj.quoteAssetVolume = json_data.get_float("q")
-        data_obj.takerBuyBaseAssetVolume = json_data.get_float("V")
-        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("Q")
+        data_obj.baseVolume = json_data.get_float("q")
+        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("V")
+        data_obj.takerBuyBaseAssetVolume = json_data.get_float("Q")
         data_obj.ignore = json_data.get_int("B")
 
         return data_obj

diff --git a/binance_d/model/exchangeinformation.py b/binance_d/model/exchangeinformation.py
@@ -98,8 +98,8 @@ def json_parse(json_data):
             element.marginAsset = item.get_string("marginAsset")
             element.pricePrecision = item.get_int("pricePrecision")
             element.quantityPrecision = item.get_int("quantityPrecision")
-            # element.baseAssetPrecision = item.get_int("baseAssetPrecision")
-            # element.quotePrecision = item.get_int("quotePrecision")
+            element.baseAssetPrecision = item.get_int("baseAssetPrecision")
+            element.quotePrecision = item.get_int("quotePrecision")
             element.orderTypes = item.get_object("orderTypes").convert_2_list()
             element.timeInForce = item.get_object("timeInForce").convert_2_list()
 

diff --git a/binance_d/model/indexcandlestickevent.py b/binance_d/model/indexcandlestickevent.py
@@ -15,9 +15,9 @@ def __init__(self):
         self.volume = 0.0
         self.numTrades = 0
         self.isClosed = False
-        self.quoteAssetVolume = 0.0
-        self.takerBuyBaseAssetVolume = 0.0
+        self.baseVolume = 0.0
         self.takerBuyQuoteAssetVolume = 0.0
+        self.takerBuyBaseAssetVolume = 0.0
         self.ignore = 0.0
 
     @staticmethod
@@ -36,9 +36,9 @@ def json_parse(json_data):
         data_obj.volume = json_data.get_float("v")
         data_obj.numTrades = json_data.get_int("n")
         data_obj.isClosed = json_data.get_boolean("x")
-        data_obj.quoteAssetVolume = json_data.get_float("q")
-        data_obj.takerBuyBaseAssetVolume = json_data.get_float("V")
-        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("Q")
+        data_obj.baseVolume = json_data.get_float("q")
+        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("V")
+        data_obj.takerBuyBaseAssetVolume = json_data.get_float("Q")
         data_obj.ignore = json_data.get_int("B")
 
         return data_obj

diff --git a/binance_d/model/markpricecandlestickevent.py b/binance_d/model/markpricecandlestickevent.py
@@ -15,9 +15,9 @@ def __init__(self):
         self.volume = 0.0
         self.numTrades = 0
         self.isClosed = False
-        self.quoteAssetVolume = 0.0
-        self.takerBuyBaseAssetVolume = 0.0
+        self.baseVolume = 0.0
         self.takerBuyQuoteAssetVolume = 0.0
+        self.takerBuyBaseAssetVolume = 0.0
         self.ignore = 0.0
 
     @staticmethod
@@ -36,9 +36,9 @@ def json_parse(json_data):
         data_obj.volume = json_data.get_float("v")
         data_obj.numTrades = json_data.get_int("n")
         data_obj.isClosed = json_data.get_boolean("x")
-        data_obj.quoteAssetVolume = json_data.get_float("q")
-        data_obj.takerBuyBaseAssetVolume = json_data.get_float("V")
-        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("Q")
+        data_obj.baseVolume = json_data.get_float("q")
+        data_obj.takerBuyQuoteAssetVolume = json_data.get_float("V")
+        data_obj.takerBuyBaseAssetVolume = json_data.get_float("Q")
         data_obj.ignore = json_data.get_int("B")
 
         return data_obj

diff --git a/binance_d/model/mytrade.py b/binance_d/model/mytrade.py
@@ -10,7 +10,7 @@ def __init__(self):
         self.orderId = None
         self.price = 0.0
         self.qty = 0.0
-        self.quoteQty = 0.0
+        self.baseQty = 0.0
         self.realizedPnl = 0.0
         self.side = ""
         self.symbol = ""
@@ -28,7 +28,7 @@ def json_parse(json_data):
         result.orderId = json_data.get_int("orderId")
         result.price = json_data.get_float("price")
         result.qty = json_data.get_float("qty")
-        result.quoteQty = json_data.get_float("quoteQty")
+        result.baseQty = json_data.get_float("baseQty")
         result.realizedPnl = json_data.get_float("realizedPnl")
         result.side = json_data.get_string("side")
         result.symbol = json_data.get_string("symbol")

diff --git a/binance_d/model/symbolminitickerevent.py b/binance_d/model/symbolminitickerevent.py
@@ -8,8 +8,8 @@ def __init__(self):
         self.close = 0.0
         self.high = 0.0
         self.low = 0.0
-        self.totalTradedBaseAssetVolume = 0.0
         self.totalTradedQuoteAssetVolume = 0.0
+        self.totalTradedBaseAssetVolume = 0.0
 
     @staticmethod
     def json_parse(json_wrapper):
@@ -21,6 +21,6 @@ def json_parse(json_wrapper):
         result.close = json_wrapper.get_float("c")
         result.high = json_wrapper.get_float("h")
         result.low = json_wrapper.get_float("l")
-        result.totalTradedBaseAssetVolume = json_wrapper.get_float("v")
-        result.totalTradedQuoteAssetVolume = json_wrapper.get_float("q")
+        result.totalTradedQuoteAssetVolume = json_wrapper.get_float("v")
+        result.totalTradedBaseAssetVolume = json_wrapper.get_float("q")
         return result
diff --git a/binance_d/model/symboltickerevent.py b/binance_d/model/symboltickerevent.py
@@ -12,8 +12,8 @@ def __init__(self):
         self.open = 0.0
         self.high = 0.0
         self.low = 0.0
-        self.totalTradedBaseAssetVolume = 0.0
         self.totalTradedQuoteAssetVolume = 0.0
+        self.totalTradedBaseAssetVolume = 0.0
         self.openTime = 0
         self.closeTime = 0
         self.firstId = None
@@ -34,8 +34,8 @@ def json_parse(json_wrapper):
         ticker_event.open = json_wrapper.get_float("o")
         ticker_event.high = json_wrapper.get_float("h")
         ticker_event.low = json_wrapper.get_float("l")
-        ticker_event.totalTradedBaseAssetVolume = json_wrapper.get_float("v")
-        ticker_event.totalTradedQuoteAssetVolume = json_wrapper.get_float("q")
+        ticker_event.totalTradedQuoteAssetVolume = json_wrapper.get_float("v")
+        ticker_event.totalTradedBaseAssetVolume = json_wrapper.get_float("q")
         ticker_event.openTime = json_wrapper.get_int("O")
         ticker_event.closeTime = json_wrapper.get_int("C")
         ticker_event.firstId = json_wrapper.get_int("F")

diff --git a/binance_d/model/tickerpricechangestatistics.py b/binance_d/model/tickerpricechangestatistics.py
@@ -13,7 +13,7 @@ def __init__(self):
         self.highPrice = 0.0
         self.lowPrice = 0.0
         self.volume = 0.0
-        self.quoteVolume = 0.0
+        self.baseVolume = 0.0
         self.openTime = 0
         self.closeTime = 0
         self.firstId = None
@@ -33,7 +33,7 @@ def json_parse(json_data):
         result.highPrice = json_data.get_float("highPrice")
         result.lowPrice = json_data.get_float("lowPrice")
         result.volume = json_data.get_float("volume")
-        result.quoteVolume = json_data.get_float("quoteVolume")
+        result.baseVolume = json_data.get_float("baseVolume")
         result.openTime = json_data.get_int("openTime")
         result.closeTime = json_data.get_int("closeTime")
         result.firstId = json_data.get_int("firstId")

diff --git a/binance_d/model/trade.py b/binance_d/model/trade.py
@@ -4,7 +4,7 @@ def __init__(self):
         self.id = None
         self.price = 0.0
         self.qty = 0.0
-        self.quoteQty = 0.0
+        self.baseQty = 0.0
         self.time = 0
         self.isBuyerMaker = False
 
@@ -14,7 +14,7 @@ def json_parse(json_data):
         result.id = json_data.get_int("id")
         result.price = json_data.get_float("price")
         result.qty = json_data.get_float("qty")
-        result.quoteQty = json_data.get_float("quoteQty")
+        result.baseQty = json_data.get_float("baseQty")
         result.time = json_data.get_int("time")
         result.isBuyerMaker = json_data.get_boolean("isBuyerMaker")
 

diff --git a/requirements.txt b/requirements.txt
@@ -0,0 +1,11 @@
+APScheduler==3.6.3
+binance-futures==1.1.0
+certifi==2020.4.5.2
+chardet==3.0.4
+idna==2.9
+pytz==2020.1
+requests==2.23.0
+six==1.15.0
+tzlocal==2.1
+urllib3==1.25.9
+websocket-client==0.57.0