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Add some copytrading support #1

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4f63a0b
Update trading.py for copy trading
sirouk Feb 5, 2025
a906a3f
Update constants.py for copytrading
sirouk Feb 5, 2025
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69 changes: 68 additions & 1 deletion src/blofin/api/trading.py
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Original file line number Diff line number Diff line change
Expand Up @@ -3,21 +3,26 @@
from ..constants import (
FUTURES_ACCOUNT_BALANCE_ENDPOINT,
ACCOUNT_POSITIONS_ENDPOINT,
ACCOUNT_POSITIONS_ENDPOINT_CT,
ACCOUNT_MARGIN_MODE_ENDPOINT,
ACCOUNT_SET_MARGIN_MODE_ENDPOINT,
ACCOUNT_POSITION_MODE_ENDPOINT,
ACCOUNT_SET_POSITION_MODE_ENDPOINT,
ACCOUNT_BATCH_LEVERAGE_INFO_ENDPOINT,
ACCOUNT_SET_LEVERAGE_ENDPOINT,
ACCOUNT_SET_LEVERAGE_ENDPOINT_CT,
TRADE_ORDER_ENDPOINT,
TRADE_ORDER_ENDPOINT_CT,
TRADE_BATCH_ORDERS_ENDPOINT,
TRADE_ORDER_TPSL_ENDPOINT,
TRADE_CANCEL_ORDER_ENDPOINT,
TRADE_CANCEL_BATCH_ORDERS_ENDPOINT,
TRADE_CANCEL_TPSL_ENDPOINT,
TRADE_ORDERS_PENDING_ENDPOINT,
TRADE_ORDERS_PENDING_ENDPOINT_CT,
TRADE_ORDERS_TPSL_PENDING_ENDPOINT,
TRADE_CLOSE_POSITION_ENDPOINT,
TRADE_CLOSE_POSITION_ENDPOINT_CT,
TRADE_ORDERS_HISTORY_ENDPOINT,
TRADE_ORDERS_TPSL_HISTORY_ENDPOINT,
TRADE_FILLS_HISTORY_ENDPOINT,
Expand Down Expand Up @@ -50,6 +55,10 @@ def get_positions(self, inst_id: Optional[str] = None):
params = {'instId': inst_id} if inst_id else {}
return send_request('GET', ACCOUNT_POSITIONS_ENDPOINT, self.client.auth, params=params, authenticate=True)

def get_positions_ct(self, inst_id: Optional[str] = None):
params = {'instId': inst_id} if inst_id else {}
return send_request('GET', ACCOUNT_POSITIONS_ENDPOINT_CT, self.client.auth, params=params, authenticate=True)

def get_margin_mode(self):
return send_request('GET', ACCOUNT_MARGIN_MODE_ENDPOINT, self.client.auth, authenticate=True)

Expand Down Expand Up @@ -88,6 +97,18 @@ def set_leverage(self, inst_id: str, leverage: int, margin_mode: str, position_s
data['positionSide'] = position_side
return send_request('POST', ACCOUNT_SET_LEVERAGE_ENDPOINT, self.client.auth, data=data, authenticate=True)

def set_leverage_ct(self, inst_id: str, margin_mode: str, leverage: int, position_side: Optional[str] = None):
if margin_mode not in MARGIN_MODES:
raise BloFinParameterException(f"Invalid margin_mode. Must be one of: {', '.join(MARGIN_MODES)}")
data = {
'instId': inst_id,
'marginMode': margin_mode,
'leverage': leverage
}
if position_side:
data['positionSide'] = position_side
return send_request('POST', ACCOUNT_SET_LEVERAGE_ENDPOINT_CT, self.client.auth, data=data, authenticate=True)

def place_order(self, inst_id: str, margin_mode: str, position_side: str, side: str, order_type: str, price: float, size: float, **kwargs):
if margin_mode not in MARGIN_MODES:
raise BloFinParameterException(f"Invalid margin_mode. Must be one of: {', '.join(MARGIN_MODES)}")
Expand All @@ -110,6 +131,24 @@ def place_order(self, inst_id: str, margin_mode: str, position_side: str, side:
}
return send_request('POST', TRADE_ORDER_ENDPOINT, self.client.auth, data=data, authenticate=True)

def place_order_ct(self, inst_id: str, margin_mode: str, position_side: str, side: str, order_type: str, price: float, size: float, **kwargs):
if margin_mode not in MARGIN_MODES:
raise BloFinParameterException(f"Invalid margin_mode. Must be one of: {', '.join(MARGIN_MODES)}")
if position_side not in POSITION_SIDES:
raise BloFinParameterException(f"Invalid position_side. Must be one of: {', '.join(POSITION_SIDES)}")

data = {
'instId': inst_id,
'marginMode': margin_mode,
'positionSide': position_side,
'side': side,
'orderType': order_type,
'price': price,
'size': size,
**kwargs
}
return send_request('POST', TRADE_ORDER_ENDPOINT_CT, self.client.auth, data=data, authenticate=True)

def place_multiple_orders(self, orders: List[dict]):
return send_request('POST', TRADE_BATCH_ORDERS_ENDPOINT, self.client.auth, data=orders, authenticate=True)

Expand Down Expand Up @@ -159,6 +198,15 @@ def get_active_orders(self, inst_id: Optional[str] = None, order_type: Optional[
params = filter_none_params(instId=inst_id, orderType=order_type, state=state, after=after, before=before, limit=limit)
return send_request('GET', TRADE_ORDERS_PENDING_ENDPOINT, self.client.auth, params=params, authenticate=True)

def get_active_orders_ct(self, inst_id: Optional[str] = None, order_type: Optional[str] = None, state: Optional[str] = None, after: Optional[str] = None, before: Optional[str] = None, limit: Optional[int] = None):
if order_type and order_type not in ORDER_TYPES:
raise BloFinParameterException(f"Invalid order_type. Must be one of: {', '.join(ORDER_TYPES)}")
if state and state not in ORDER_STATES:
raise BloFinParameterException(f"Invalid state. Must be one of: {', '.join(ORDER_STATES)}")

params = filter_none_params(instId=inst_id, orderType=order_type, state=state, after=after, before=before, limit=limit)
return send_request('GET', TRADE_ORDERS_PENDING_ENDPOINT_CT, self.client.auth, params=params, authenticate=True)

def get_active_tpsl_orders(self, inst_id: Optional[str] = None, tpsl_id: Optional[str] = None, client_order_id: Optional[str] = None, after: Optional[str] = None, before: Optional[str] = None, limit: Optional[int] = None):
params = filter_none_params(instId=inst_id, tpslId=tpsl_id, clientOrderId=client_order_id, after=after, before=before, limit=limit)
return send_request('GET', TRADE_ORDERS_TPSL_PENDING_ENDPOINT, self.client.auth, params=params, authenticate=True)
Expand All @@ -178,6 +226,25 @@ def close_positions(self, inst_id: str, margin_mode: str, position_side: str, cl
data['clientOrderId'] = client_order_id
return send_request('POST', TRADE_CLOSE_POSITION_ENDPOINT, self.client.auth, data=data, authenticate=True)

def close_positions_ct(self, inst_id: str, margin_mode: str, position_side: str, client_order_id: Optional[str] = None, close_type: str = "pnl", size: Optional[float] = None):
if margin_mode not in MARGIN_MODES:
raise BloFinParameterException(f"Invalid margin_mode. Must be one of: {', '.join(MARGIN_MODES)}")
if position_side not in POSITION_SIDES:
raise BloFinParameterException(f"Invalid position_side. Must be one of: {', '.join(POSITION_SIDES)}")

data = {
'instId': inst_id,
'marginMode': margin_mode,
'positionSide': position_side,
'closeType': close_type
}
if client_order_id:
data['clientOrderId'] = client_order_id
if size:
data['size'] = size

return send_request('POST', TRADE_CLOSE_POSITION_ENDPOINT_CT, self.client.auth, data=data, authenticate=True)

def get_order_history(self, inst_id: Optional[str] = None, order_type: Optional[str] = None, state: Optional[str] = None, after: Optional[str] = None, before: Optional[str] = None, begin: Optional[str] = None, end: Optional[str] = None, limit: Optional[int] = None):
if order_type and order_type not in ORDER_TYPES:
raise BloFinParameterException(f"Invalid order_type. Must be one of: {', '.join(ORDER_TYPES)}")
Expand Down Expand Up @@ -431,4 +498,4 @@ def get_algo_order_history(self, inst_id: Optional[str] = None, algo_id: Optiona
limit=limit,
orderType=order_type
)
return send_request('GET', TRADE_ORDERS_ALGO_HISTORY_ENDPOINT, self.client.auth, params=params, authenticate=True)
return send_request('GET', TRADE_ORDERS_ALGO_HISTORY_ENDPOINT, self.client.auth, params=params, authenticate=True)
8 changes: 7 additions & 1 deletion src/blofin/constants.py
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Original file line number Diff line number Diff line change
Expand Up @@ -15,27 +15,33 @@
# Trade endpoints
FUTURES_ACCOUNT_BALANCE_ENDPOINT = '/api/v1/account/balance'
ACCOUNT_POSITIONS_ENDPOINT = '/api/v1/account/positions'
ACCOUNT_POSITIONS_ENDPOINT_CT = '/api/v1/copytrading/account/positions-by-contract'
ACCOUNT_MARGIN_MODE_ENDPOINT = '/api/v1/account/margin-mode'
ACCOUNT_SET_MARGIN_MODE_ENDPOINT = '/api/v1/account/set-margin-mode'
ACCOUNT_POSITION_MODE_ENDPOINT = '/api/v1/account/position-mode'
ACCOUNT_SET_POSITION_MODE_ENDPOINT = '/api/v1/account/set-position-mode'
ACCOUNT_BATCH_LEVERAGE_INFO_ENDPOINT = '/api/v1/account/batch-leverage-info'
ACCOUNT_SET_LEVERAGE_ENDPOINT = '/api/v1/account/set-leverage'
ACCOUNT_SET_LEVERAGE_ENDPOINT_CT = '/api/v1/copytrading/account/set-leverage'
TRADE_ORDER_ENDPOINT = '/api/v1/trade/order'
TRADE_ORDER_ENDPOINT_CT = '/api/v1/copytrading/trade/place-order'
TRADE_BATCH_ORDERS_ENDPOINT = '/api/v1/trade/batch-orders'
TRADE_ORDER_TPSL_ENDPOINT = '/api/v1/trade/order-tpsl'
TRADE_CANCEL_ORDER_ENDPOINT = '/api/v1/trade/cancel-order'
TRADE_CANCEL_BATCH_ORDERS_ENDPOINT = '/api/v1/trade/cancel-batch-orders'
TRADE_CANCEL_TPSL_ENDPOINT = '/api/v1/trade/cancel-tpsl'
TRADE_ORDERS_PENDING_ENDPOINT = '/api/v1/trade/orders-pending'
TRADE_ORDERS_PENDING_ENDPOINT_CT = '/api/v1/copytrading/trade/orders-pending'
TRADE_ORDERS_TPSL_PENDING_ENDPOINT = '/api/v1/trade/orders-tpsl-pending'
TRADE_CLOSE_POSITION_ENDPOINT = '/api/v1/trade/close-position'
TRADE_CLOSE_POSITION_ENDPOINT_CT = '/api/v1/copytrading/trade/close-position-by-contract'
TRADE_ORDERS_HISTORY_ENDPOINT = '/api/v1/trade/orders-history'
TRADE_ORDERS_TPSL_HISTORY_ENDPOINT = '/api/v1/trade/orders-tpsl-history'
TRADE_FILLS_HISTORY_ENDPOINT = '/api/v1/trade/fills-history'

# Public API Endpoints
PUBLIC_INSTRUMENTS_ENDPOINT = '/api/v1/market/instruments'
#PUBLIC_INSTRUMENTS_ENDPOINT_CT = '/api/v1/copytrading/instruments' # useless
PUBLIC_TICKERS_ENDPOINT = '/api/v1/market/tickers'
PUBLIC_ORDER_BOOK_ENDPOINT = '/api/v1/market/books'
PUBLIC_TRADES_ENDPOINT = '/api/v1/market/trades'
Expand Down Expand Up @@ -218,4 +224,4 @@
TRADING_MAX_ORDER_SIZE = 1000

# Algo trading max order size
ALGO_MAX_LIMIT = 100
ALGO_MAX_LIMIT = 100