quantpylib.gateway.exchange

Exchange

Bases: BaseGateway

contract_specifications(exc, **kwargs) async

Retrieve the contract's trading rules from the exchange.

Parameters:

Name	Type	Description	Default
exc	str	Alias for the exchange client.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type	Description
dict	Dictionary containing contract specifications such as price precision,
	quantity precision and minimum notional order value.

get_exchange_server_timestamp(exc, **kwargs)

Retrieve the server timestamp from the exchange.

Parameters:

Name	Type	Description	Default
exc	str	Alias for the exchange client.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type	Description
int	The server timestamp from the exchange.

get_exchange_tz(exc, **kwargs)

Get the timezone for a specific exchange.

Parameters:

Name	Type	Description	Default
exc	str	Alias for the exchange client.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type	Description
str	Timezone of the exchange.

get_perps_data(exc, **kwargs) async

Retrieve perpetuals data.

Parameters:

Name	Type	Description	Default
exc	str	Alias for the exchange client.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type

Description

dict

A dictionary containing symbol to perp data with the following perp data structure: "baseAsset" str : The base asset symbol. "fr" float : Funding rate. "frint" float, Floating point representation of the funding rate. "marginAsset" str, The margin asset symbol. "markPrice" float, The mark price. "minQty" Decimal, The minimum quantity. "min_notional" float, The minimum notional value. "next_funding" int, Unix timestamp of the next funding, milliseconds. "pricePrecision" Decimal, The price precision. "quantityPrecision" Decimal, The quantity precision. "quoteAsset" str, The quote asset symbol. "stepSize" Decimal, The step size. "symbol" str, The symbol. "timestamp" int, Unix timestamp of the data retrieval, milliseconds. "exchange" str The exchange code , "hyp"