python-binance 1.0.30__tar.gz → 1.0.35__tar.gz

{python-binance-1.0.30/python_binance.egg-info → python_binance-1.0.35}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
-Name: python-binance
-Version: 1.0.30
+Metadata-Version: 2.4
+Name: python_binance
+Version: 1.0.35
 Summary: Binance REST API python implementation
 Home-page: https://github.com/sammchardy/python-binance
 Author: Sam McHardy
@@ -29,9 +29,19 @@ Requires-Dist: dateparser
 Requires-Dist: aiohttp
 Requires-Dist: websockets
 Requires-Dist: pycryptodome
+Dynamic: author
+Dynamic: classifier
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: keywords
+Dynamic: license
+Dynamic: license-file
+Dynamic: requires-dist
+Dynamic: summary
 
 =================================
-Welcome to python-binance v1.0.30
+Welcome to python-binance v1.0.35
 =================================
 
 .. image:: https://img.shields.io/pypi/v/python-binance.svg
@@ -98,6 +108,7 @@ Features
 - Demo trading support (by providing demo=True)
 - Testnet support for Spot, Futures and Vanilla Options (deprecated)
 - Simple handling of authentication include RSA and EDDSA keys
+- Verbose mode for inspecting requests (verbose=True)
 - No need to generate timestamps yourself, the wrapper does it for you
 - RecvWindow sent by default
 - Response exception handling
@@ -198,6 +209,18 @@ pass `testnet=True` when creating the client.
     # fetch weekly klines since it listed
     klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
 
+    # create conditional order using the dedicated method
+    algo_order = client.futures_create_algo_order(symbol="LTCUSDT", side="BUY", type="STOP_MARKET", quantity=0.1, triggerPrice = 120)
+
+    # create conditional order using the create_order method (will redirect to the algoOrder as well)
+    order2 = await client.futures_create_order(symbol="LTCUSDT", side="BUY", type="STOP_MARKET", quantity=0.1, triggerPrice = 120)
+
+    # cancel algo/conditional order
+    cancel2 = await client.futures_cancel_algo_order(orderId=order2["orderId"], symbol="LTCUSDT")
+
+    # fetch open algo/conditional orders
+    open_orders = await client.futures_get_open_algo_orders(symbol="LTCUSDT")
+
     # create order through websockets
     order_ws = client.ws_create_order( symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1)
 
@@ -286,6 +309,7 @@ for more information.
         # fetch weekly klines since it listed
         klines = await client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
 
+
         # create order through websockets
         order_ws = await client.ws_create_order( symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1)
 

{python-binance-1.0.30 → python_binance-1.0.35}/README.rst

@@ -1,5 +1,5 @@
 =================================
-Welcome to python-binance v1.0.30
+Welcome to python-binance v1.0.35
 =================================
 
 .. image:: https://img.shields.io/pypi/v/python-binance.svg
@@ -66,6 +66,7 @@ Features
 - Demo trading support (by providing demo=True)
 - Testnet support for Spot, Futures and Vanilla Options (deprecated)
 - Simple handling of authentication include RSA and EDDSA keys
+- Verbose mode for inspecting requests (verbose=True)
 - No need to generate timestamps yourself, the wrapper does it for you
 - RecvWindow sent by default
 - Response exception handling
@@ -166,6 +167,18 @@ pass `testnet=True` when creating the client.
     # fetch weekly klines since it listed
     klines = client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
 
+    # create conditional order using the dedicated method
+    algo_order = client.futures_create_algo_order(symbol="LTCUSDT", side="BUY", type="STOP_MARKET", quantity=0.1, triggerPrice = 120)
+
+    # create conditional order using the create_order method (will redirect to the algoOrder as well)
+    order2 = await client.futures_create_order(symbol="LTCUSDT", side="BUY", type="STOP_MARKET", quantity=0.1, triggerPrice = 120)
+
+    # cancel algo/conditional order
+    cancel2 = await client.futures_cancel_algo_order(orderId=order2["orderId"], symbol="LTCUSDT")
+
+    # fetch open algo/conditional orders
+    open_orders = await client.futures_get_open_algo_orders(symbol="LTCUSDT")
+
     # create order through websockets
     order_ws = client.ws_create_order( symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1)
 
@@ -254,6 +267,7 @@ for more information.
         # fetch weekly klines since it listed
         klines = await client.get_historical_klines("NEOBTC", Client.KLINE_INTERVAL_1WEEK, "1 Jan, 2017")
 
+
         # create order through websockets
         order_ws = await client.ws_create_order( symbol="LTCUSDT", side="BUY", type="MARKET", quantity=0.1)
 

{python-binance-1.0.30 → python_binance-1.0.35}/binance/__init__.py

@@ -4,7 +4,7 @@
 
 """
 
-__version__ = "1.0.30"
+__version__ = "1.0.35"
 
 from binance.async_client import AsyncClient  # noqa
 from binance.client import Client  # noqa
@@ -13,7 +13,6 @@ from binance.ws.depthcache import (
     OptionsDepthCacheManager,  # noqa
     ThreadedDepthCacheManager,  # noqa
     FuturesDepthCacheManager,  # noqa
-    OptionsDepthCacheManager,  # noqa
 )
 from binance.ws.streams import (
     BinanceSocketManager,  # noqa