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enums.py
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from enum import Enum
SYMBOL_TYPE_SPOT = 'SPOT'
ORDER_STATUS_NEW = 'NEW'
ORDER_STATUS_PARTIALLY_FILLED = 'PARTIALLY_FILLED'
ORDER_STATUS_FILLED = 'FILLED'
ORDER_STATUS_CANCELED = 'CANCELED'
ORDER_STATUS_PENDING_CANCEL = 'PENDING_CANCEL'
ORDER_STATUS_REJECTED = 'REJECTED'
ORDER_STATUS_EXPIRED = 'EXPIRED'
KLINE_INTERVAL_1MINUTE = '1m'
KLINE_INTERVAL_3MINUTE = '3m'
KLINE_INTERVAL_5MINUTE = '5m'
KLINE_INTERVAL_15MINUTE = '15m'
KLINE_INTERVAL_30MINUTE = '30m'
KLINE_INTERVAL_1HOUR = '1h'
KLINE_INTERVAL_2HOUR = '2h'
KLINE_INTERVAL_4HOUR = '4h'
KLINE_INTERVAL_6HOUR = '6h'
KLINE_INTERVAL_8HOUR = '8h'
KLINE_INTERVAL_12HOUR = '12h'
KLINE_INTERVAL_1DAY = '1d'
KLINE_INTERVAL_3DAY = '3d'
KLINE_INTERVAL_1WEEK = '1w'
KLINE_INTERVAL_1MONTH = '1M'
SIDE_BUY = 'BUY'
SIDE_SELL = 'SELL'
ORDER_TYPE_LIMIT = 'LIMIT'
ORDER_TYPE_MARKET = 'MARKET'
ORDER_TYPE_STOP_LOSS = 'STOP_LOSS'
ORDER_TYPE_STOP_LOSS_LIMIT = 'STOP_LOSS_LIMIT'
ORDER_TYPE_TAKE_PROFIT = 'TAKE_PROFIT'
ORDER_TYPE_TAKE_PROFIT_LIMIT = 'TAKE_PROFIT_LIMIT'
ORDER_TYPE_LIMIT_MAKER = 'LIMIT_MAKER'
FUTURE_ORDER_TYPE_LIMIT = 'LIMIT'
FUTURE_ORDER_TYPE_MARKET = 'MARKET'
FUTURE_ORDER_TYPE_STOP = 'STOP'
FUTURE_ORDER_TYPE_STOP_MARKET = 'STOP_MARKET'
FUTURE_ORDER_TYPE_TAKE_PROFIT = 'TAKE_PROFIT'
FUTURE_ORDER_TYPE_TAKE_PROFIT_MARKET = 'TAKE_PROFIT_MARKET'
FUTURE_ORDER_TYPE_LIMIT_MAKER = 'LIMIT_MAKER'
TIME_IN_FORCE_GTC = 'GTC' # Good till cancelled
TIME_IN_FORCE_IOC = 'IOC' # Immediate or cancel
TIME_IN_FORCE_FOK = 'FOK' # Fill or kill
TIME_IN_FORCE_GTX = 'GTX' # Post only order
ORDER_RESP_TYPE_ACK = 'ACK'
ORDER_RESP_TYPE_RESULT = 'RESULT'
ORDER_RESP_TYPE_FULL = 'FULL'
WEBSOCKET_DEPTH_5 = '5'
WEBSOCKET_DEPTH_10 = '10'
WEBSOCKET_DEPTH_20 = '20'
NO_SIDE_EFFECT_TYPE = 'NO_SIDE_EFFECT'
MARGIN_BUY_TYPE = 'MARGIN_BUY'
AUTO_REPAY_TYPE = 'AUTO_REPAY'
# the names of klines response columns, in exact order
# https://github.com/binance-us/binance-official-api-docs/blob/master/rest-api.md#klinecandlestick-data
KLINES_RESPONSE_COLUMNS = [
'open_time', 'open', 'high', 'low', 'close', 'volume', 'close_time',
'quote_asset_volume', 'number_of_trades',
'taker_buy_base_asset_volume', 'taker_buy_quote_asset_volume',
'ignore'
]
class HistoricalKlinesType(Enum):
SPOT = 1
FUTURES = 2
FUTURES_COIN = 3
class FuturesType(Enum):
USD_M = 1
COIN_M = 2
class ContractType(Enum):
PERPETUAL = "perpetual"
CURRENT_QUARTER = "current_quarter"
NEXT_QUARTER = "next_quarter"