quantpylib.wrappers.asterdex

quantpylib.wrappers.asterdex is quantpylib's asynchronous AsterDEX USD-M perpetual wrapper. It follows the same normalized wrapper shape as the Binance USD-M integration for account, order, position, trade, and order-book workflows.

Optional Install

AsterDEX support depends on the provider connector package declared in the asterdex optional extra. Install that extra before instantiating the wrapper:

python3 -m pip install -e ".[asterdex]"

The module can be imported without the optional connector so the rest of quantpylib remains usable after a base install. Creating Asterdex() without the extra raises an install message for the missing workflow.

Usage

import asyncio
import os

from quantpylib.wrappers.asterdex import Asterdex


async def main():
    aster = Asterdex(
        key=os.environ["ASTERDEX_KEY"],
        secret=os.environ["ASTERDEX_SECRET"],
    )
    await aster.init_client()
    try:
        specs = await aster.contract_specifications()
        balance = await aster.account_balance()
        book = await aster.l2_book_get(ticker="BTCUSDT")
    finally:
        await aster.cleanup()


asyncio.run(main())

AsterDEX currently exposes live-mode endpoints through this wrapper. Demo and testnet modes raise an explicit unsupported-mode error.

API Reference

Asterdex

account_balance(**kwargs) async

Retrieve balance details of the user, such as equity, margin (total, maintenance) and pnl.

Returns:

Type	Description
dict	Balance details.

account_fill_subscribe(handler, standardize_schema=1, **kwargs) async

Subscribe to account fill updates.

account_fill_unsubscribe(**kwargs) async

Unsubscribe the user-facing account fill consumer.

account_fills_mirror(on_update=None, as_list=True, **kwargs) async

Keeps a local mirror copy of account fills.

bba_subscribe(ticker, handler, standardize_schema=1, **kwargs) async

Subscribe to best bid/ask updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	Callback invoked for each best bid/ask update.	required
standardize_schema	int	Payload schema mode. 0 passes the raw provider payload, 1 emits the legacy {ts,bid,ask,bid_sz,ask_sz} dictionary, and 2 emits quantpylib.standards.models.BBAUpdate. Defaults to 1.	1
**kwargs		Exchange wrapper specific keyword arguments.	{}

cancel_open_orders(ticker=None, **kwargs) async

Cancel open orders on the exchange.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol. Defaults to None, which means cancel all open orders.	None
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
Any		The result of the cancellation request. Returns None if no open orders are found or no orders are canceled.

cancel_order(ticker, oid=None, cloid=None, **kwargs) async

Cancel an order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
oid	int	Order ID to cancel.	None
cloid	str	Client Order ID to cancel.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

cancel_wire(ticker, oid=None, cloid=None, **kwargs) async

Build an exchange-native cancel wire.

cleanup() async

Cleans up open sessions with Asterdex server

contract_specifications(**kwargs) async

Retrieve the contract's trading rules from the exchange.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary containing contract specifications for each asset with key-values: - SYMBOL_PRICE_PRECISION. - SYMBOL_QUANTITY_PRECISION. - SYMBOL_MIN_NOTIONAL - SYMBOL_BASE_ASSET - SYMBOL_QUOTE_ASSET - SYMBOL_TICK_SIZE

get_all_book_tickers(ticker=None, **kwargs) async

Retrieve the book tickers for a specific ticker or all available tickers.

get_all_marks(**kwargs) async

Retrieve the mark-price for all available tickers.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary with contract symbols as keys and their corresponding mark-prices (Decimal) as values.

get_all_mids(ticker=None, **kwargs) async

Retrieve the mid-price for a specific ticker or all available tickers.

Parameters:

Name	Type	Description	Default
ticker	str	The symbol of the specific contract for which to retrieve the mid-price. If not provided, mid-prices for all contracts will be returned. Defaults to None.	None
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
Decimal		The mid-price of the specified ticker if ticker is provided.
dict		A dictionary with contract symbols as keys and their corresponding mid-prices (Decimal) as values if ticker is not provided.

get_funding_info(ticker=None, **kwargs) async

Retrieve the funding rate for a specific ticker or all available tickers.

Parameters:

Name	Type	Description	Default
ticker	str	The symbol of the specific contract for which to retrieve the funding rate.	None

get_trade_bars(ticker, start, end, granularity, granularity_multiplier, kline_close=False, **kwargs) async

Retrieve trade bars data.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol for the asset.	required
start	datetime	Start datetime for the data retrieval.	required
end	datetime	End datetime for the data retrieval.	required
granularity	Period	Granularity of the data.	required
granularity_multiplier	int	Multiplier for the granularity.	required
**kwargs		Additional keyword arguments.	{}

Returns:

Type	Description
DataFrame	DataFrame containing the trade bars data.

init_client() async

Initializes the exchange client.

l2_book_get(ticker, depth=1000, standardize_schema=1, **kwargs) async

Retrieve an L2 order-book snapshot.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	AsterDEX order-book depth limit. Defaults to 1000.	1000
standardize_schema	int	Payload schema mode. 0 returns the raw provider payload, 1 returns the legacy {ts,b,a} dictionary, and 2 returns quantpylib.standards.models.BookUpdate. Defaults to 1.	1
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type	Description
dict | BookUpdate	Order book data in the selected schema.

l2_book_mirror(ticker, depth=20, stream_depth=20, buffer_size=100, as_dict=True, on_update=None, refresh_sec=300, speed_ms=500, apply_shadow_depth=False, **kwargs) async

Keep a live, internal L2 Order Book representation using a l2-book subscription.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the local order-book representation. Defaults to 20.	20
stream_depth	int	AsterDEX depth stream selector. Defaults to 20.	20
buffer_size	int	Size of the local order-book buffer. Defaults to 100.	100
as_dict	bool	If True, pass state as a {ts,b,a} dictionary; otherwise pass the local LOB object into handlers. Defaults to True.	True
on_update	coroutine	Callback invoked after local mirror updates. Defaults to None.	None
refresh_sec	int	Snapshot refresh interval in seconds. Defaults to 300.	300
speed_ms	int	AsterDEX stream cadence. Allowed values are [None,100,250,500]. Defaults to 500.	500
apply_shadow_depth	bool	Whether to maintain additional book levels inside the LOB. Defaults to False.	False
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_peek(ticker, as_dict=True, **kwargs)

Return the local L2 order-book mirror created by l2_book_mirror().

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
as_dict	bool	If True, return the mirror as a {ts,b,a} dictionary; otherwise return the local LOB object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Type	Description
dict | LOB	Current mirrored order-book state.

l2_book_subscribe(ticker, handler, depth=None, speed_ms=None, standardize_schema=1, **kwargs) async

Subscribe to L2 order-book updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	Callback invoked for each order-book update.	required
depth	Optional[int]	AsterDEX depth stream selector. None uses the diff-depth stream; values 5, 10, or 20 request partial-depth streams.	None
speed_ms	Optional[int]	AsterDEX stream cadence. Allowed values are [None,100,250,500].	None
standardize_schema	(int, 1)	Payload schema mode. 0 passes the raw provider payload, 1 emits the legacy {ts,b,a} dictionary, and 2 emits quantpylib.standards.models.BookUpdate.	1
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscriptions(**kwargs)

Return active L2 order-book subscription identifiers.

Returns:

Type	Description
set	Open L2 order-book subscription identifiers.

l2_book_unsubscribe(ticker, **kwargs) async

Unsubscribe from L2 order-book updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

limit_order(ticker, amount, price=None, tif=markets.TIME_IN_FORCE_GTC, reduce_only=False, cloid=None, **kwargs) async

Submit limit order.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol.	required
amount	float or Decimal	The signed quantity of contracts to long/short.	required
price	float or Decimal	The price at which to execute the order.	None
tif	str	The time in force. Defaults to "GTC". Allowed values are [GTC,IOC,FOK,GTX,GTD].	TIME_IN_FORCE_GTC
reduce_only	bool	Whether the order should reduce an existing position only. Defaults to False.	False
cloid	str	Client order ID for order tracking. Defaults to None.	None

Returns:

Name	Type	Description
Any		The result of the order placement.

market_order(ticker, amount, reduce_only=False, cloid=None, **kwargs) async

Submit market order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
amount	float or Decimal	The positive/negative quantity of contracts to long/short.	required
reduce_only	bool	Whether the order should reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for custom tracking. Defaults to None.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns:

Name	Type	Description
Any		The result of the order placement.

order_query(ticker, oid=None, cloid=None, as_dict=True, **kwargs) async

Get order details using order ID.

Parameters:

Name	Type	Description	Default
ticker	str	The trading instrument ticker.	required
oid	(str, int)	Order ID in exchange	None
cloid	str	Client Order ID	None
as_dict	bool	If True, return the order details as a dictionary. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_subscribe(handler, **kwargs) async

Subscribe to order updates.

Parameters:

Name	Type	Description	Default
handler	coroutine	A coroutine handler for the message received.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_unsubscribe(**kwargs) async

Unsubscribe the user-facing order update consumer.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_get(**kwargs) async

Get all open order details.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_mirror(on_update=None, as_list=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for orders dictionary on order event.	None
as_list	bool	If True, pass state as list, otherwise as quantpylib.standards.Orders object into handlers.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, pass state as dictionary, otherwise as quantpylib.standards.Orders object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_get(**kwargs) async

Get all open position details.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	{}

Returns: dict: A dictionary containing the open position details.

positions_mirror(on_update=None, as_dict=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for positions dictionary on fill.	None
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open positions.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

rand_cloid(start='', end='', **kwargs)

Generate a random string (cloid) consisting of hexadecimal characters.

Parameters:

Name	Type	Description	Default
start	str	A string to prepend to the generated random string. Defaults to ''.	''
end	str	A string to append to the generated random string. Defaults to ''.	''
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
str		A random hexadecimal string with a total length of 32 characters, including the optional 'start' and 'end' strings.

trades_subscribe(ticker, handler, standardize_schema=True, **kwargs) async

Subscribe to public trade updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	Callback invoked for each trade update.	required
standardize_schema	int	Payload schema mode. 0 passes the raw provider payload, 1 emits the legacy normalized (ts,price,sz,dir) tuple, and 2 emits quantpylib.standards.models.TradeUpdate. Defaults to True (1).	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

trades_unsubscribe(ticker, **kwargs) async

Unsubscribe from public trade updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}