add auth function

backpack_exchange_sdk/authenticated.py

@@ -10,63 +10,191 @@ class AuthenticationClient:
     private_key_obj: ed25519.Ed25519PrivateKey
 
     def __init__(self):
-        self.is_debug_mode = False
-        self.network_proxies = {'http': '', 'https': ''}
         self.key = ''
         self.secret = ''
 
-    def setup(self, key, secret):
+    def setup(self, key, secret, window: int = 5000):
         self.key = key
         self.secret = secret
         self.private_key_obj = ed25519.Ed25519PrivateKey.from_private_bytes(
             base64.b64decode(secret)
         )
-
-    def get_balances(self):
-        return self._send_request('GET', 'api/v1/capital', 'balanceQuery', {})
-
-    def get_deposits(self):
-        return self._send_request('GET', 'wapi/v1/capital/deposits', 'depositQueryAll', {})
-
-    def get_deposit_address(self, blockchain_name: str):
-        params = {'blockchain': blockchain_name}
-        return self._send_request('GET', 'wapi/v1/capital/deposit/address', 'depositAddressQuery', params)
-
-    def get_withdrawals(self, num: int, start: int):
-        params = {'limit': num, 'offset': start}
-        return self._send_request('GET', 'wapi/v1/capital/withdrawals', 'withdrawalQueryAll', params)
-
-    def make_withdrawal(self, wallet_address: str, asset_symbol: str, chain_name: str, amount: str):
-        data = {
-            'address': wallet_address,
-            'blockchain': chain_name,
-            'quantity': amount,
-            'symbol': asset_symbol,
-        }
-        return self._send_request('POST', 'wapi/v1/capital/withdrawals', 'withdraw', data)
+        self.window = window
 
     def _send_request(self, method, endpoint, action, params):
         url = f'{self.base_url}{endpoint}'
         ts = int(time.time() * 1e3)
         headers = self._generate_signature(action, ts, params)
         if method == 'GET':
-            response = requests.get(url, headers=headers, params=params, proxies=self.network_proxies)
+            response = requests.get(url, headers=headers, params=params)
+        elif method == 'DELETE':
+            response = requests.delete(
+                url, headers=headers, data=json.dumps(params))
         else:
-            response = requests.post(url, headers=headers, data=json.dumps(params), proxies=self.network_proxies)
+            print(json.dumps(params))
+            response = requests.post(
+                url, headers=headers, data=json.dumps(params))
+        if response.status_code != 200:
+            raise Exception(f"Error {response.status_code}: {response.text}")
         return response.json()
 
     def _generate_signature(self, action: str, timestamp: int, params=None):
-        if params is None:
-            params = {}
         if 'postOnly' in params:
             params = params.copy()
             params['postOnly'] = str(params['postOnly']).lower()
-        param_str = "&".join(f"{k}={v}" for k, v in sorted(params.items()))
-        sign_str = f"instruction={action}&{param_str}&timestamp={timestamp}&window={self.window}"
-        signature = base64.b64encode(self.private_key_obj.sign(sign_str.encode())).decode()
+        param_str = "&"+"&".join(f"{k}={v}" for k, v in sorted(params.items()))
+        if not param_str:
+            param_str = ''
+        sign_str = f"instruction={action}{param_str}&timestamp={timestamp}&window={self.window}"
+        print(sign_str)
+        signature = base64.b64encode(
+            self.private_key_obj.sign(sign_str.encode())).decode()
         return {
             "X-API-Key": self.key,
             "X-Signature": signature,
             "X-Timestamp": str(timestamp),
+            "X-Window": str(self.window),
             "Content-Type": "application/json; charset=utf-8",
         }
+
+    # ================================================================
+    # Capital - Capital management.
+    # ================================================================
+    def get_balances(self):
+        '''
+        Retrieves account balances and the state of the balances (locked or available).
+        Locked assets are those that are currently in an open order.
+        '''
+        return self._send_request('GET', 'api/v1/capital', 'balanceQuery', {})
+
+    def get_deposits(self, limit: int = 100, offset: int = 0):
+        """
+        Retrieves deposit history.
+        """
+        params = {'limit': limit, 'offset': offset}
+        return self._send_request('GET', 'wapi/v1/capital/deposits', 'depositQueryAll', params)
+
+    def get_deposit_address(self, blockchain_name: str):
+        """
+        Retrieves the user specific deposit address if the user were to deposit on the specified blockchain.
+        """
+        params = {'blockchain': blockchain_name}
+        return self._send_request('GET', 'wapi/v1/capital/deposit/address', 'depositAddressQuery', params)
+
+    def get_withdrawals(self, limit: int = 100, offset: int = 0):
+        """
+        Retrieves withdrawal history.
+        """
+        params = {'limit': limit, 'offset': offset}
+        return self._send_request('GET', 'wapi/v1/capital/withdrawals', 'withdrawalQueryAll', params)
+
+    def request_withdrawal(self, address: str, blockchain: str, quantity: str, symbol: str, clientId: str = None, twoFactorToken: str = None):
+        """
+        The twoFactorToken field is required if the withdrawal address is not an address that is configured in the address book to not require 2FA.
+        The 2FA verification is currently experiencing errors. Please refrain from using 2FA for withdrawals at the moment.
+        """
+        data = {
+            'address': address,
+            'blockchain': blockchain,
+            'quantity': quantity,
+            'symbol': symbol,
+        }
+        if clientId:
+            data['clientId'] = clientId
+        if twoFactorToken:
+            data['twoFactorToken'] = twoFactorToken
+        return self._send_request('POST', 'wapi/v1/capital/withdrawals', 'withdraw', data)
+
+    # ================================================================
+    # History - Historical account data.
+    # ================================================================
+    def get_order_history(self, symbol: str = None, limit: int = 100, offset: int = 0):
+        """
+        Retrieves the order history for the user. This includes orders that have been filled and are no longer on the book. It may include orders that are on the book, but the /orders endpoint contains more up to date data.
+        """
+        params = {'limit': limit, 'offset': offset}
+        if symbol:
+            params['symbol'] = symbol
+        return self._send_request('GET', 'wapi/v1/history/orders', 'orderHistoryQueryAll', params)
+
+    def get_fill_history(self, orderId: str = None, symbol: str = None, limit: int = 100, offset: int = 0):
+        """
+        Retrieves historical fills, with optional filtering for a specific order or symbol.
+        """
+        params = {'limit': limit, 'offset': offset}
+        if symbol:
+            params['symbol'] = symbol
+        if orderId:
+            params['orderId'] = orderId
+        return self._send_request('GET', 'wapi/v1/history/fills', 'fillHistoryQueryAll', params)
+    # ================================================================
+    # Order - Order management.
+    # ================================================================
+
+    def get_open_orders(self, symbol: str, clientId: int = -1, orderId: str = None):
+        """
+        Retrieves an open order from the order book. This only returns the order if it is resting on the order book (i.e. has not been completely filled, expired, or cancelled).
+        """
+        params = {'symbol': symbol}
+        if clientId > -1:
+            params['clientId'] = clientId
+        if orderId:
+            params['orderId'] = orderId
+        return self._send_request('GET', 'api/v1/order', 'orderQuery', params)
+
+    def execute_order(self, orderType: str, side: str, symbol: str, postOnly: bool = False, clientId: int = -1, price: str = None, quantity: str = None, timeInForce: str = None, quoteQuantity: str = None, selfTradePrevention: str = None,  triggerPrice: str = None):
+        """
+        Executes an order on the order book. If the order is not immediately filled, it will be placed on the order book.
+        Now only support Limit order.
+        """
+        data = {
+            'orderType': orderType,
+            'symbol': symbol,
+            'side': side,
+        }
+        if orderType == 'Limit':
+            data['price'] = price
+            data['quantity'] = quantity
+            data['postOnly'] = postOnly
+            if timeInForce:
+                data['timeInForce'] = timeInForce
+        if orderType == 'Market':
+            data['quantity'] = quantity
+            if quoteQuantity:
+                data['quoteQuantity'] = quoteQuantity
+        if clientId > -1:
+            data['clientId'] = clientId
+        if selfTradePrevention:
+            data['selfTradePrevention'] = selfTradePrevention
+        if triggerPrice:
+            data['triggerPrice'] = triggerPrice
+        return self._send_request('POST', 'api/v1/order', 'orderExecute', data)
+
+    def cancel_open_order(self, symbol: str, clientId: int = -1, orderId: str = None):
+        """
+        Cancels an open order from the order book.
+
+        One of orderId or clientId must be specified. If both are specified, then orderId takes precedence.
+        """
+        data = {'symbol': symbol}
+        if clientId > -1:
+            data['clientId'] = clientId
+        if orderId:
+            data['orderId'] = orderId
+        return self._send_request('DELETE', 'api/v1/order', 'orderCancel', data)
+
+    def get_open_orders(self, symbol: str = None):
+        """
+        Retrieves all open orders. If a symbol is provided, only open orders for that market will be returned, otherwise all open orders are returned.
+        """
+        params = {}
+        if symbol:
+            params['symbol'] = symbol
+        return self._send_request('GET', 'api/v1/orders', 'orderQueryAll', params)
+
+    def cancel_open_orders(self, symbol: str):
+        """
+        Cancels all open orders on the specified market.
+        """
+        params = {'symbol': symbol}
+        return self._send_request('DELETE', 'api/v1/orders', 'orderCancelAll', params)

backpack_exchange_sdk/public.py

@@ -1,10 +1,13 @@
 import requests
 
+
 class PublicClient:
     def __init__(self):
         self.base_url = 'https://api.backpack.exchange/'
-
+
+    # ================================================================
     # Market - Public market data.
+    # ================================================================
     def get_assets(self):
         """
         Retrieves all the assets that are supported by the exchange.
@@ -22,7 +25,7 @@ def get_ticker(self, symbol: str):
         Retrieves summarised statistics for the last 24 hours for the given market symbol.
         """
         return requests.get(url=f'{self.base_url}api/v1/ticker', params={'symbol': symbol}).json()
-    
+
     def get_tickers(self):
         """
         Retrieves summarised statistics for the last 24 hours for all market symbols.
@@ -46,8 +49,9 @@ def get_klines(self, symbol: str, interval: str, start_time: int = 0, end_time:
             params['endTime'] = end_time
         return requests.get(url=f'{self.base_url}api/v1/klines', params=params).json()
 
-
+    # ================================================================
     # System - Exchange system status.
+    # ================================================================
     def get_status(self):
         """
         Get the system status, and the status message, if any.
@@ -66,7 +70,9 @@ def get_system_time(self):
         """
         return requests.get(url=f'{self.base_url}api/v1/time').text
 
+    # ================================================================
     # Trades - Public trade data.
+    # ================================================================
     def get_recent_trades(self, symbol: str, limit: int = 100):
         """
         Retrieve the most recent trades for a symbol. This is public data and is not specific to any account.
@@ -80,4 +86,4 @@ def get_historical_trades(self, symbol: str, limit: int = 100, offset: int = 0):
         Retrieves all historical trades for the given symbol. This is public trade data and is not specific to any account.
         """
         params = {'symbol': symbol, 'limit': limit, 'offset': offset}
-        return requests.get(url=f'{self.base_url}api/v1/trades/history', params=params).json()
+        return requests.get(url=f'{self.base_url}api/v1/trades/history', params=params).json()

examples/example_authenticated.py

@@ -0,0 +1,31 @@
+from backpack_exchange_sdk.authenticated import AuthenticationClient
+
+client = AuthenticationClient()
+client.setup('key', 'secret')
+
+# ================================================================
+# Capital - Capital management.
+# ================================================================
+print(client.get_balances())
+print(client.get_deposits())
+print(client.get_deposit_address('Solana'))
+print(client.get_withdrawals())
+print(client.request_withdrawal('xxxxxxxxxx',
+      'Solana', '0.1', 'SOL', None, "999999"))
+
+# ================================================================
+# History - Historical account data.
+# ================================================================
+print(client.get_order_history('SOL_USDC'))
+print(client.get_fill_history('SOL_USDC'))
+
+# ================================================================
+# Order - Order management.
+# ================================================================
+print(client.execute_order("Limit", "Ask", "SOL_USDC", True, 9999, "200", "0.1"))
+print(client.execute_order("Limit", "Ask", "SOL_USDC", True, 9998, "200", "0.1"))
+print(client.execute_order("Limit", "Ask", "SOL_USDC", True, 9997, "200", "0.1"))
+print(client.get_open_orders('SOL_USDC', 9999))
+print(client.cancel_open_orders('SOL_USDC', 9999))
+print(client.get_open_orders('SOL_USDC'))
+print(client.cancel_open_orders('SOL_USDC'))

examples/example_public.py

@@ -32,4 +32,4 @@
 print(public_client.get_recent_trades('SOL_USDC'))
 
 # get historical trades
-print(public_client.get_historical_trades('SOL_USDC',10,0))
+print(public_client.get_historical_trades('SOL_USDC', 10, 0))

setup.py

@@ -2,7 +2,7 @@
 
 setup(
     name="backpack_exchange_sdk",
-    version="0.0.1",
+    version="0.2.0",
     author="solomeowl",
     author_email="[email protected]",
     description="A simple SDK for backpack exchange",
@@ -14,4 +14,4 @@
     },
 
     packages=find_packages(exclude=["tests"]),
-)
+)