exchanges-wrapper 1.4.7__tar.gz → 1.4.9__tar.gz

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/CHANGELOG.md

@@ -1,4 +1,33 @@
-## 1.4.7  2024-01-25
+## 1.4.9 2024-02-07
+### Fix
+* Some minor fixes
+
+## 1.4.9b5 2024-02-07
+### Update
+* Dependency: Up requirements for `grpcio` and `grpcio-tools` to 1.60.1
+
+## 1.4.9b3 2024-02-07
+### Update
+* Bitfinex: refining order processing
+
+## 1.4.9b2 2024-02-05
+### Fix
+* Binance: `TransferToMaster`: sentence `Email address should be encoded. e.g. alice@test.com should be encoded into
+alice%40test.com` from API docs the are False, must be `content += urlencode(kwargs["params"], safe="@")`
+
+### Update
+* HTX: changed deprecated endpoint "v1/common/symbols" to "v1/settings/common/market-symbols"
+* Binance: `GET /api/v3/exchangeInfo` from response remove deprecated `quotePrecision`
+
+## 1.4.8 2024-02-02
+### Added for new features
+* Binance: `TransferToMaster` now can be used for collect assets on the sub-account
+
+## 1.4.7.post6 2024-01-31
+### Fix
+* Bitfinex: order processing
+
+## 1.4.7 2024-01-25
 ### Fix
 * Bybit: filter LOT_SIZE.stepSize
 * Bitfinex: filter LOT_SIZE.stepSize

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: exchanges-wrapper
-Version: 1.4.7
+Version: 1.4.9
 Summary: REST API and WebSocket asyncio wrapper with grpc powered multiplexer server
 Author-email: Thomas Marchand <thomas.marchand@tuta.io>, Jerry Fedorenko <jerry.fedorenko@yahoo.com>
 Requires-Python: >=3.9
@@ -12,12 +12,11 @@ Classifier: Operating System :: Unix
 Classifier: Operating System :: Microsoft :: Windows
 Classifier: Operating System :: MacOS
 Requires-Dist: crypto-ws-api==2.0.6
-Requires-Dist: grpcio==1.48.2
-Requires-Dist: grpcio-tools==1.48.2
-Requires-Dist: idna==3.4
+Requires-Dist: grpcio==1.60.1
+Requires-Dist: grpcio-tools==1.60.1
 Requires-Dist: pyotp~=2.9.0
 Requires-Dist: simplejson==3.19.2
-Requires-Dist: aiohttp==3.9.0
+Requires-Dist: aiohttp==3.9.1
 Requires-Dist: Pympler~=1.0.1
 Requires-Dist: websockets~=12.0
 Requires-Dist: expiringdict~=1.2.2

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/exchanges_wrapper/__init__.py

@@ -12,7 +12,7 @@ __maintainer__ = "Jerry Fedorenko"
 __contact__ = "https://github.com/DogsTailFarmer"
 __email__ = "jerry.fedorenko@yahoo.com"
 __credits__ = ["https://github.com/DanyaSWorlD"]
-__version__ = "1.4.7"
+__version__ = "1.4.9"
 
 from pathlib import Path
 import shutil

exchanges-wrapper-1.4.9/exchanges_wrapper/api_pb2.py

@@ -0,0 +1,120 @@
+# -*- coding: utf-8 -*-
+# Generated by the protocol buffer compiler.  DO NOT EDIT!
+# source: exchanges_wrapper/api.proto
+# Protobuf Python Version: 4.25.0
+"""Generated protocol buffer code."""
+from google.protobuf import descriptor as _descriptor
+from google.protobuf import descriptor_pool as _descriptor_pool
+from google.protobuf import symbol_database as _symbol_database
+from google.protobuf.internal import builder as _builder
+# @@protoc_insertion_point(imports)
+
+_sym_db = _symbol_database.Default()
+
+
+
+
+DESCRIPTOR = _descriptor_pool.Default().AddSerializedFile(b'\n\x1b\x65xchanges_wrapper/api.proto\x12\x06martin\"*\n\x17OnBalanceUpdateResponse\x12\x0f\n\x07\x62\x61lance\x18\x01 \x01(\t\"\x83\x01\n\x19\x46\x65tchFundingWalletRequest\x12\x11\n\tclient_id\x18\x01 \x01(\x03\x12\x10\n\x08trade_id\x18\x02 \x01(\t\x12\r\n\x05\x61sset\x18\x03 \x01(\t\x12\x1a\n\x12need_btc_valuation\x18\x04 \x01(\x08\x12\x16\n\x0ereceive_window\x18\x05 \x01(\x03\"\xd0\x01\n\x1a\x46\x65tchFundingWalletResponse\x12=\n\x08\x62\x61lances\x18\x01 \x03(\x0b\x32+.martin.FetchFundingWalletResponse.Balances\x1as\n\x08\x42\x61lances\x12\r\n\x05\x61sset\x18\x01 \x01(\t\x12\x0c\n\x04\x66ree\x18\x02 \x01(\t\x12\x0e\n\x06locked\x18\x03 \x01(\t\x12\x0e\n\x06\x66reeze\x18\x04 \x01(\t\x12\x13\n\x0bwithdrawing\x18\x05 \x01(\t\x12\x15\n\rbtc_valuation\x18\x06 \x01(\t\"\xc7\x02\n\x13\x43\x61ncelOrderResponse\x12\x0e\n\x06symbol\x18\x01 \x01(\t\x12\x19\n\x11origClientOrderId\x18\x02 \x01(\t\x12\x0f\n\x07orderId\x18\x03 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+
+_globals = globals()
+_builder.BuildMessageAndEnumDescriptors(DESCRIPTOR, _globals)
+_builder.BuildTopDescriptorsAndMessages(DESCRIPTOR, 'exchanges_wrapper.api_pb2', _globals)
+if _descriptor._USE_C_DESCRIPTORS == False:
+  DESCRIPTOR._options = None
+  _globals['_ONBALANCEUPDATERESPONSE']._serialized_start=39
+  _globals['_ONBALANCEUPDATERESPONSE']._serialized_end=81
+  _globals['_FETCHFUNDINGWALLETREQUEST']._serialized_start=84
+  _globals['_FETCHFUNDINGWALLETREQUEST']._serialized_end=215
+  _globals['_FETCHFUNDINGWALLETRESPONSE']._serialized_start=218
+  _globals['_FETCHFUNDINGWALLETRESPONSE']._serialized_end=426
+  _globals['_FETCHFUNDINGWALLETRESPONSE_BALANCES']._serialized_start=311
+  _globals['_FETCHFUNDINGWALLETRESPONSE_BALANCES']._serialized_end=426
+  _globals['_CANCELORDERRESPONSE']._serialized_start=429
+  _globals['_CANCELORDERRESPONSE']._serialized_end=756
+  _globals['_CANCELORDERREQUEST']._serialized_start=758
+  _globals['_CANCELORDERREQUEST']._serialized_end=849
+  _globals['_CREATELIMITORDERRESPONSE']._serialized_start=852
+  _globals['_CREATELIMITORDERRESPONSE']._serialized_end=1220
+  _globals['_CREATELIMITORDERREQUEST']._serialized_start=1223
+  _globals['_CREATELIMITORDERREQUEST']._serialized_end=1381
+  _globals['_ONORDERUPDATERESPONSE']._serialized_start=1384
+  _globals['_ONORDERUPDATERESPONSE']._serialized_end=2144
+  _globals['_ONFUNDSUPDATERESPONSE']._serialized_start=2146
+  _globals['_ONFUNDSUPDATERESPONSE']._serialized_end=2184
+  _globals['_ONFUNDSUPDATEREQUEST']._serialized_start=2186
+  _globals['_ONFUNDSUPDATEREQUEST']._serialized_end=2302
+  _globals['_SIMPLERESPONSE']._serialized_start=2304
+  _globals['_SIMPLERESPONSE']._serialized_end=2353
+  _globals['_ONTICKERUPDATERESPONSE']._serialized_start=2355
+  _globals['_ONTICKERUPDATERESPONSE']._serialized_end=2456
+  _globals['_ACCOUNTTRADELISTRESPONSE']._serialized_start=2459
+  _globals['_ACCOUNTTRADELISTRESPONSE']._serialized_end=2776
+  _globals['_ACCOUNTTRADELISTRESPONSE_TRADE']._serialized_start=2543
+  _globals['_ACCOUNTTRADELISTRESPONSE_TRADE']._serialized_end=2776
+  _globals['_ACCOUNTTRADELISTREQUEST']._serialized_start=2778
+  _globals['_ACCOUNTTRADELISTREQUEST']._serialized_end=2891
+  _globals['_FETCHKLINESRESPONSE']._serialized_start=2893
+  _globals['_FETCHKLINESRESPONSE']._serialized_end=2930
+  _globals['_ONKLINESUPDATERESPONSE']._serialized_start=2932
+  _globals['_ONKLINESUPDATERESPONSE']._serialized_end=3006
+  _globals['_FETCHKLINESREQUEST']._serialized_start=3008
+  _globals['_FETCHKLINESREQUEST']._serialized_end=3114
+  _globals['_FETCHTICKERPRICECHANGESTATISTICSRESPONSE']._serialized_start=3117
+  _globals['_FETCHTICKERPRICECHANGESTATISTICSRESPONSE']._serialized_end=3556
+  _globals['_FETCHSYMBOLPRICETICKERRESPONSE']._serialized_start=3558
+  _globals['_FETCHSYMBOLPRICETICKERRESPONSE']._serialized_end=3621
+  _globals['_FETCHORDERBOOKRESPONSE']._serialized_start=3623
+  _globals['_FETCHORDERBOOKRESPONSE']._serialized_end=3697
+  _globals['_FETCHACCOUNTBALANCERESPONSE']._serialized_start=3700
+  _globals['_FETCHACCOUNTBALANCERESPONSE']._serialized_end=3850
+  _globals['_FETCHACCOUNTBALANCERESPONSE_BALANCES']._serialized_start=311
+  _globals['_FETCHACCOUNTBALANCERESPONSE_BALANCES']._serialized_end=366
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE']._serialized_start=3853
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE']._serialized_end=6592
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS']._serialized_start=4471
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS']._serialized_end=6592
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_PRICEFILTER']._serialized_start=5477
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_PRICEFILTER']._serialized_end=5564
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_PERCENTPRICE']._serialized_start=5566
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_PERCENTPRICE']._serialized_end=5668
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_LOTSIZE']._serialized_start=5670
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_LOTSIZE']._serialized_end=5749
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MINNOTIONAL']._serialized_start=5751
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MINNOTIONAL']._serialized_end=5850
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_ICEBERGPARTS']._serialized_start=5852
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_ICEBERGPARTS']._serialized_end=5901
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MARKETLOTSIZE']._serialized_start=5903
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MARKETLOTSIZE']._serialized_end=5988
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMORDERS']._serialized_start=5990
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMORDERS']._serialized_end=6046
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMALGOORDERS']._serialized_start=6048
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMALGOORDERS']._serialized_end=6112
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMICEBERGORDERS']._serialized_start=6114
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXNUMICEBERGORDERS']._serialized_end=6184
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXPOSITION']._serialized_start=6186
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_MAXPOSITION']._serialized_end=6240
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_NOTIONAL']._serialized_start=6243
+  _globals['_FETCHEXCHANGEINFOSYMBOLRESPONSE_FILTERS_NOTIONAL']._serialized_end=6389
+  _globals['_FETCHORDERREQUEST']._serialized_start=6595
+  _globals['_FETCHORDERREQUEST']._serialized_end=6738
+  _globals['_FETCHORDERRESPONSE']._serialized_start=6741
+  _globals['_FETCHORDERRESPONSE']._serialized_end=7158
+  _globals['_FETCHOPENORDERSRESPONSE']._serialized_start=7161
+  _globals['_FETCHOPENORDERSRESPONSE']._serialized_end=7669
+  _globals['_FETCHOPENORDERSRESPONSE_ORDER']._serialized_start=7265
+  _globals['_FETCHOPENORDERSRESPONSE_ORDER']._serialized_end=7669
+  _globals['_MARKETREQUEST']._serialized_start=7671
+  _globals['_MARKETREQUEST']._serialized_end=7755
+  _globals['_STARTSTREAMREQUEST']._serialized_start=7758
+  _globals['_STARTSTREAMREQUEST']._serialized_end=7918
+  _globals['_OPENCLIENTCONNECTIONREQUEST']._serialized_start=7920
+  _globals['_OPENCLIENTCONNECTIONREQUEST']._serialized_end=8027
+  _globals['_OPENCLIENTCONNECTIONID']._serialized_start=8029
+  _globals['_OPENCLIENTCONNECTIONID']._serialized_end=8151
+  _globals['_FETCHSERVERTIMEREQUEST']._serialized_start=8153
+  _globals['_FETCHSERVERTIMEREQUEST']._serialized_end=8214
+  _globals['_FETCHSERVERTIMERESPONSE']._serialized_start=8216
+  _globals['_FETCHSERVERTIMERESPONSE']._serialized_end=8262
+  _globals['_MARTIN']._serialized_start=8265
+  _globals['_MARTIN']._serialized_end=10448
+# @@protoc_insertion_point(module_scope)

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/exchanges_wrapper/bitfinex_parser.py

@@ -134,7 +134,6 @@ def exchange_info(symbols_details: [], tickers: [], symbol_t) -> {}:
                     "baseAsset": _base_asset,
                     "baseAssetPrecision": _base_asset_precision,
                     "quoteAsset": _quote_asset,
-                    "quotePrecision": _base_asset_precision,
                     "quoteAssetPrecision": _base_asset_precision,
                     "baseCommissionPrecision": 8,
                     "quoteCommissionPrecision": 8,
@@ -549,49 +548,59 @@ def on_order_update(res: [], _order: {}) -> {}:
     }
 
 
-def on_order_trade(res: [], orig_qty: str, executed_qty: str) -> {}:
-    # logger.info(f"on_order_trade.res: {res}, qty: {orig_qty}, filled: {executed_qty}")
-    side = 'BUY' if res[4] > 0 else 'SELL'
+def on_order_trade(_order: {}) -> {}:
+    # logger.info(f"on_order_trade._order: {_order}")
+    event = _order['lastEvent']
+    orig_qty = _order['origQty']
+    executed_qty = _order['executedQty']
     #
-    status = 'PARTIALLY_FILLED'
+    order_price = Decimal(str(event[7]))
+    quote_order_qty = str(Decimal(executed_qty) * order_price)
+    cumulative_quote_asset = str(executed_qty * order_price)
     #
-    last_executed_quantity = str(abs(res[4]))
-    last_executed_price = str(res[5])
+    last_executed_quantity = str(abs(event[4]))
+    last_executed_price = str(event[5])
     last_quote_asset = str(Decimal(last_executed_quantity) * Decimal(last_executed_price))
-    quote_order_qty = str(Decimal(executed_qty) * Decimal(last_executed_price))
+    #
+    status = 'NEW'
+    if orig_qty > executed_qty > 0:
+        status = 'PARTIALLY_FILLED'
+    elif executed_qty >= orig_qty:
+        status = 'FILLED'
+
     return {
         "e": "executionReport",
-        "E": res[2],
-        "s": res[1][1:].replace(':', ''),
-        "c": str(res[11]),
-        "S": side,
+        "E": event[2],
+        "s": event[1][1:].replace(':', ''),
+        "c": str(event[11]),
+        "S": 'BUY' if event[4] > 0 else 'SELL',
         "o": "LIMIT",
         "f": "GTC",
-        "q": orig_qty,
-        "p": str(res[7]),
+        "q": str(orig_qty),
+        "p": str(order_price),
         "P": "0.00000000",
         "F": "0.00000000",
         "g": -1,
-        "C": "NEW",
+        "C": "",
         "x": "TRADE",
         "X": status,
         "r": "NONE",
-        "i": res[3],
+        "i": event[3],
         "l": last_executed_quantity,
-        "z": executed_qty,
+        "z": str(executed_qty),
         "L": last_executed_price,
-        "n": str(res[9]) if res[9] else "0",
-        "N": res[10],
-        "T": res[2],
-        "t": res[0],
+        "n": str(event[9]) if event[9] else "0",
+        "N": event[10],
+        "T": event[2],
+        "t": event[0],
         "I": 123456789,
         "w": True,
-        "m": res[8] == 1,
+        "m": event[8] == 1,
         "M": False,
-        "O": res[2],
-        "Z": quote_order_qty,
+        "O": event[2],
+        "Z": cumulative_quote_asset,
         "Y": last_quote_asset,
-        "Q": "0.0",
+        "Q": quote_order_qty,
     }
 
 

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/exchanges_wrapper/bybit_parser.py

@@ -88,7 +88,6 @@ def exchange_info(server_time: int, trading_symbol: list) -> dict:
             "baseAsset": market['baseCoin'],
             "baseAssetPrecision": len(market['lotSizeFilter']['basePrecision']) - 2,
             "quoteAsset": market['quoteCoin'],
-            "quotePrecision": 8,
             "quoteAssetPrecision": len(market['lotSizeFilter']['quotePrecision']) - 2,
             "baseCommissionPrecision": 8,
             "quoteCommissionPrecision": 8,
@@ -403,7 +402,7 @@ def on_trade_update(res: dict) -> dict:
         "t": int(res.get("execId", -1)),
         "I": 123456789,
         "w": True,
-        "m": False,
+        "m": res.get("isMaker", False),
         "M": False,
         "O": int(res.get("execTime", res.get("createdTime"))),
         "Z": cumulative_quote_asset,

{exchanges-wrapper-1.4.7 → exchanges-wrapper-1.4.9}/exchanges_wrapper/client.py

@@ -10,7 +10,7 @@ from collections import defaultdict
 import pyotp
 from expiringdict import ExpiringDict
 import uuid
-from decimal import Decimal
+from decimal import Decimal, ROUND_HALF_DOWN
 
 from exchanges_wrapper.http_client import ClientBinance, ClientBFX, ClientHBP, ClientOKX, ClientBybit
 from exchanges_wrapper.errors import ExchangePyError
@@ -37,6 +37,10 @@ def truncate(f, n):
     return math.floor(f * 10 ** n) / 10 ** n
 
 
+def any2str(_x) -> str:
+    return f"{_x:.10f}".rstrip('0').rstrip('.')
+
+
 class Client:
     def __init__(self, *acc):
         self.exchange = acc[0]
@@ -95,7 +99,7 @@ class Client:
         self.rate_limits = None
         self.data_streams = defaultdict(set)
         self.active_orders = {}
-        self.wss_buffer = ExpiringDict(max_len=50, max_age_seconds=STATUS_TIMEOUT*2)
+        self.wss_buffer = ExpiringDict(max_len=50, max_age_seconds=STATUS_TIMEOUT*20)
         self.stream_queue = defaultdict(set)
         self.on_order_update_queues = {}
         self.account_id = None
@@ -170,15 +174,20 @@ class Client:
             user_data_stream = BBTPrivateEventsDataStream(self, self.endpoint_ws_auth, self.exchange, _trade_id)
         if user_data_stream:
             self.data_streams[_trade_id] |= {user_data_stream}
-            await asyncio.sleep(1)
             asyncio.ensure_future(user_data_stream.start())
+            timeout = STATUS_TIMEOUT / 0.1
+            while not user_data_stream.wss_started:
+                timeout -= 1
+                if not timeout:
+                    logger.warning(f"{self.exchange} user WSS start timeout reached for {_trade_id}")
+                    break
+                await asyncio.sleep(0.05)
 
     async def start_market_events_listener(self, _trade_id):
         _events = self.events.registered_streams.get(self.exchange, {}).get(_trade_id, set())
         if self.exchange == 'binance':
             market_data_stream = MarketEventsDataStream(self, self.endpoint_ws_public, self.exchange, _trade_id)
             self.data_streams[_trade_id] |= {market_data_stream}
-            await asyncio.sleep(1)
             asyncio.ensure_future(market_data_stream.start())
             # start_list.append(market_data_stream.start())
         else:
@@ -191,7 +200,6 @@ class Client:
                 #
                 market_data_stream = MarketEventsDataStream(self, _endpoint, self.exchange, _trade_id, channel)
                 self.data_streams[_trade_id] |= {market_data_stream}
-                await asyncio.sleep(1)
                 asyncio.ensure_future(market_data_stream.start())
 
     async def stop_events_listener(self, _trade_id):
@@ -221,28 +229,29 @@ class Client:
         return f"{symbol_info.get('baseAsset')}-{symbol_info.get('quoteAsset')}"
 
     def active_order(self, order_id: int, quantity="0", executed_qty="0", last_event=None):
-        if last_event is None:
-            last_event = []
-        if order_id in self.active_orders and not self.active_orders[order_id]["origQty"]:
-            self.active_orders[order_id].update({'origQty': Decimal(quantity)})
-        elif order_id not in self.active_orders:
+        if order_id not in self.active_orders:
             self.active_orders[order_id] = {
-                'lifeTime': int(time.time()) + 60 * STATUS_TIMEOUT,
                 'origQty': Decimal(quantity),
                 'executedQty': Decimal(executed_qty),
-                'lastEvent': last_event,  # trade_event: list
+                'lastEvent': last_event if last_event else None,
+                'eventIds': [],
                 'cancelled': False
             }
-        if last_event:
-            self.active_orders[order_id].update({'lastEvent': last_event})
+        elif last_event is not None:
+            self.active_orders[order_id]['lastEvent'] = last_event
+
+        self.active_orders[order_id]['lifeTime'] = int(time.time()) + 60 * STATUS_TIMEOUT
 
-    def active_orders_clear(self, active_orders: list = None):
+        if not self.active_orders[order_id]["origQty"] and Decimal(quantity):
+            self.active_orders[order_id]["origQty"] = Decimal(quantity)
+
+    def active_orders_clear(self):
         ts = int(time.time())
-        self.active_orders = {key: val for key, val in self.active_orders.items() if val['lifeTime'] > ts}
-        for order_id in active_orders:
-            self.active_orders[order_id]['lifeTime'] = ts + 60 * STATUS_TIMEOUT
+        self.active_orders = {
+            key: val for key, val in self.active_orders.items() if val['lifeTime'] > ts
+        }
 
-    def refine_amount(self, symbol, amount: Union[str, Decimal], quote=False):
+    def refine_amount(self, symbol, amount: Union[str, Decimal], _quote=False):
         if type(amount) is str:  # to save time for developers
             amount = Decimal(amount)
         if self.loaded:
@@ -251,7 +260,7 @@ class Client:
             step_size = Decimal(lot_size_filter["stepSize"])
             # noinspection PyStringFormat
             amount = (
-                (f"%.{precision}f" % truncate(amount if quote else (amount - amount % step_size), precision))
+                (f"%.{precision}f" % truncate(amount if _quote else (amount - amount % step_size), precision))
                 .rstrip("0")
                 .rstrip(".")
             )
@@ -331,7 +340,8 @@ class Client:
                 binance_res = bfx.exchange_info(symbols_details, tickers, symbol)
         elif self.exchange == 'huobi':
             server_time = await self.fetch_server_time()
-            trading_symbols = await self.http.send_api_call("v1/common/symbols")
+            params = {'symbols': symbol.lower()}
+            trading_symbol = await self.http.send_api_call("v1/settings/common/market-symbols", **params)
             if self.account_id is None:
                 accounts = await self.http.send_api_call("v1/account/accounts", signed=True)
                 for account in accounts:
@@ -339,7 +349,7 @@ class Client:
                         self.account_id = account.get('id')
                         break
                 self.account_uid = await self.http.send_api_call("v2/user/uid", signed=True)
-            binance_res = hbp.exchange_info(server_time.get('serverTime'), trading_symbols, symbol)
+            binance_res = hbp.exchange_info(server_time.get('serverTime'), trading_symbol[0])
         elif self.exchange == 'okx':
             params = {'instType': 'SPOT'}
             server_time = await self.fetch_server_time()
@@ -351,7 +361,7 @@ class Client:
             server_time = await self.fetch_server_time()
             instruments, _ = await self.http.send_api_call("/v5/market/instruments-info", **params)
             binance_res = bbt.exchange_info(server_time.get('serverTime'), instruments.get('list'))
-        # print(f"fetch_exchange_info: binance_res: {binance_res}")
+        # logger.info(f"fetch_exchange_info: binance_res: {binance_res}")
         return binance_res
 
     # MARKET DATA ENDPOINTS
@@ -868,7 +878,6 @@ class Client:
                         **params,
                     )
             )
-            logger.info(f"create_order.res: {res}")
             if res and isinstance(res, list) and res[6] == 'SUCCESS':
                 self.active_order(res[4][0][0], quantity)
                 binance_res = bfx.order(res[4][0], response_type=False)
@@ -883,22 +892,20 @@ class Client:
             }
             if new_client_order_id:
                 params["client-order-id"] = str(new_client_order_id)
-            count = 0
-            res = None
-            while count < STATUS_TIMEOUT:
-                res = await self.http.send_api_call(
-                    "v1/order/orders/place",
-                    method="POST",
-                    signed=True,
-                    timeout=STATUS_TIMEOUT,
-                    **params,
-                )
-                if res:
-                    break
-                count += 1
-                logger.debug(f"RateLimitReached for {symbol}, count {count}, try one else")
+            res = await self.http.send_api_call(
+                "v1/order/orders/place",
+                method="POST",
+                signed=True,
+                timeout=STATUS_TIMEOUT,
+                **params,
+            )
             if res:
+                timeout = STATUS_TIMEOUT / 0.1
+                while not self.active_orders.get(int(res)) and timeout:
+                    timeout -= 1
+                    await asyncio.sleep(0.1)
                 binance_res = await self.fetch_order(trade_id, symbol, order_id=res, response_type=False)
+                self.active_order(int(res), quantity, binance_res['executedQty'])
         elif self.exchange == 'okx':
             params = {
                 "instId": self.symbol_to_okx(symbol),
@@ -936,7 +943,6 @@ class Client:
             if res:
                 res["ts"] = ts
                 binance_res = bbt.place_order_response(res, params)
-
         return binance_res
 
     # https://github.com/binance/binance-spot-api-docs/blob/master/rest-api.md#query-order-user_data
@@ -1092,13 +1098,13 @@ class Client:
                 method="POST",
                 signed=True
             )
-            order_cancelled = False
-            timeout = STATUS_TIMEOUT
-            while res and not order_cancelled and timeout:
-                timeout -= 1
+            if res:
+                timeout = STATUS_TIMEOUT / 0.1
+                while not self.active_orders.get(order_id, {}).get('cancelled', False) and timeout:
+                    timeout -= 1
+                    await asyncio.sleep(0.1)
                 binance_res = await self.fetch_order(trade_id, symbol, order_id=res, response_type=True)
-                order_cancelled = binance_res.get('status') == 'CANCELED'
-                await asyncio.sleep(1)
+
         elif self.exchange == 'okx':
             _symbol = self.symbol_to_okx(symbol)
             _queue = asyncio.Queue()
@@ -1587,17 +1593,29 @@ class Client:
 
     # https://binance-docs.github.io/apidocs/spot/en/#transfer-to-master-for-sub-account
     async def transfer_to_master(self, symbol, quantity, receive_window=None):
+        quantity = any2str(Decimal(quantity).quantize(Decimal('0.01234567'), rounding=ROUND_HALF_DOWN))
+
         binance_res = {}
         if self.exchange == 'binance':
             params = {"asset": symbol, "amount": quantity}
             if receive_window:
                 params["recvWindow"] = receive_window
-            binance_res = await self.http.send_api_call(
-                "/sapi/v1/sub-account/transfer/subToMaster",
-                "POST",
-                params=params,
-                signed=True
-            )
+            if self.master_email:
+                logger.info(f"Collect {quantity}{symbol} to {self.master_email} sub-account")
+                params["toEmail"] = self.master_email
+                binance_res = await self.http.send_api_call(
+                    "/sapi/v1/sub-account/transfer/subToSub",
+                    "POST",
+                    signed=True,
+                    params=params
+                )
+            else:
+                binance_res = await self.http.send_api_call(
+                    "/sapi/v1/sub-account/transfer/subToMaster",
+                    "POST",
+                    signed=True,
+                    params=params
+                )
         elif self.exchange == 'bitfinex':
             if self.master_email is None or self.two_fa is None:
                 raise ValueError("This query requires master_email and 2FA")
@@ -1768,6 +1786,8 @@ class Client:
         return binance_res
 
     async def fetch_order_trade_list(self, trade_id, symbol, order_id):
+        if not order_id:
+            raise ValueError("This query (fetch_order_trade_list) requires an order_id")
         self.assert_symbol(symbol)
         binance_res = []
         if self.exchange == 'binance':
@@ -1794,14 +1814,15 @@ class Client:
             binance_res = okx.order_trade_list(res)
         elif self.exchange == 'bybit':
             res = await self.fetch_order(trade_id, symbol, order_id)
-            params = {
-                'accountType': "UNIFIED",
-                'category': "spot",
-                'startTime':  res.get('time'),
-                'endTime': res.get('updateTime') + 500,
-            }
-            res, _ = await self.http.send_api_call("/v5/account/transaction-log", signed=True, **params)
-            binance_res = bbt.order_trade_list(res['list'], str(order_id))
+            if res:
+                params = {
+                    'accountType': "UNIFIED",
+                    'category': "spot",
+                    'startTime':  res.get('time'),
+                    'endTime': res.get('updateTime') + 500,
+                }
+                res, _ = await self.http.send_api_call("/v5/account/transaction-log", signed=True, **params)
+                binance_res = bbt.order_trade_list(res['list'], str(order_id))
 
         logger.debug(f"fetch_order_trade_list.binance_res: {binance_res}")
         return binance_res