from enum import IntEnum
[docs]class OrderType(IntEnum):
DEFAULT = 0
IOC = 1
FOK = 2
POST_ONLY = 3
[docs]def get_expiration_timestamp(
order_type: OrderType, expiration: int, reduce_only: bool = False
) -> int:
"""
Encodes the order type into the expiration timestamp for special order types such as immediate-or-cancel.
Args:
order_type (OrderType): The type of order.
expiration (int): The expiration timestamp in UNIX seconds.
reduce_only (bool): When True, the order can only reduce the size of an existing position. Works only with IOC & FOK.
Returns:
int: The properly formatted timestamp needed for the specified order type.
"""
expiration = int(expiration) | (order_type << 62)
if reduce_only:
expiration |= 1 << 61
return expiration
[docs]def decode_expiration(expiration: int) -> tuple[OrderType, int]:
"""
Decodes the expiration timestamp to retrieve the order type and original expiration timestamp.
Args:
expiration (int): The encoded expiration timestamp.
Returns:
Tuple[OrderType, int]: The decoded order type and the original expiration timestamp.
"""
order_type: OrderType = OrderType(expiration >> 62)
exp_timestamp = expiration & ((1 << 62) - 1)
return order_type, exp_timestamp