135 lines
3.1 KiB
Python
135 lines
3.1 KiB
Python
from datetime import datetime
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from typing import List
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from typing import Optional
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from typing import Union
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from pydantic import BaseModel
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from typing_extensions import Literal
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Side = Union[Literal["buy"], Literal["sell"]]
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def to_camel_case(snake_str):
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components = snake_str.split("_")
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return components[0] + "".join(x.title() for x in components[1:])
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class CamelCaseModel(BaseModel):
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class Config:
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alias_generator = to_camel_case
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allow_population_by_field_name = True
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class Balance(CamelCaseModel):
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coin: str
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free: float
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spot_borrow: float
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total: float
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usd_value: float
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available_without_borrow: float
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class Market(CamelCaseModel):
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name: str
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base_currency: str
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quote_currency: str
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quote_volume24_h: Optional[float]
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change1_h: Optional[float]
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change24_h: Optional[float]
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change_bod: Optional[float]
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high_leverage_fee_exempt: Optional[bool]
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min_provide_size: Optional[float]
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type: str
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underlying: Optional[str]
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enabled: Optional[bool]
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ask: Optional[int] # optional for devnet
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bid: Optional[int] # optional for devnet
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last: Optional[float] # optional for devnet
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post_only: Optional[bool]
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price: Optional[float] # optional for devnet
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price_increment: float
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size_increment: float
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restricted: Optional[bool]
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volume_usd24_h: Optional[float]
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class Orderbook(CamelCaseModel):
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asks: List[List[float]]
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bids: List[List[float]]
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class Trade(CamelCaseModel):
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id: str
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liquidation: Optional[bool]
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price: float
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side: str
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size: float
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time: datetime
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class Candle(CamelCaseModel):
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time: int
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open: float
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high: float
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low: float
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close: float
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volume: float
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class Position(CamelCaseModel):
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cost: float
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cumulative_buy_size: Optional[float]
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cumulative_sell_size: Optional[float]
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entry_price: float
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estimated_liquidation_price: Optional[float]
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future: str
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initial_margin_requirement: Optional[float]
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long_order_size: Optional[float]
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maintenance_margin_requirement: Optional[float]
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net_size: Optional[float]
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open_size: Optional[float]
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realized_pnl: Optional[float]
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recent_average_open_price: Optional[float]
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recent_break_even_price: Optional[float]
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recent_pnl: Optional[float]
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short_order_size: Optional[float]
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side: str
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size: float
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unrealized_pnl: Optional[float]
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collateral_used: Optional[float]
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class Order(CamelCaseModel):
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created_at: Optional[datetime] # optional for spot
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filled_size: Optional[int]
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future: str
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id: int
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market: str
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price: float
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avg_fill_price: Optional[float]
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remaining_size: Optional[int]
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side: Side
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size: float
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status: Optional[str]
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type: Optional[str]
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reduce_only: Optional[bool]
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ioc: Optional[bool]
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post_only: Optional[bool]
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client_id: Optional[str]
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class PlaceOrder(CamelCaseModel):
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market: str
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side: Side
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price: int
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type: str
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size: float
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reduce_only: bool
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ioc: bool
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post_only: bool
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client_id: int
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class BadRequestError(CamelCaseModel):
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msg: str
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