Market data

Public methods need no API key. Symbols are written BTC/IRT; BTC_IRT and lower case also work.

Method	Returns
load_markets(reload=False)	{symbol: Market}, cached on the client
market(symbol)	one cached Market (call load_markets() first)
fetch_markets()	[Market] with precision (tick sizes) and active
fetch_currencies()	{code: Currency}
fetch_networks(params)	every network; filters code, can_deposit, can_withdraw
fetch_tickers(symbols=None)	{symbol: Ticker}
fetch_ticker(symbol)	Ticker: last, high, low, percentage (24h, in %)
fetch_order_book(symbol, limit=None)	{"bids": [[price, amount]], "asks": ...}; 20 levels by default, at most 50
fetch_trades(symbol, since=None, limit=None)	recent public trades, oldest first
fetch_ohlcv(symbol, timeframe="30m", since=None, limit=None)	[[ms, open, high, low, close, volume]]
fetch_trading_fees() / fetch_trading_fee(symbol)	your maker/taker fees as ratios (0.003 = 0.3 %); needs a key
fetch_market_suspensions()	{symbol: suspended} for your account; needs a key, 2 per minute
describe()	capabilities, timeframes, URLs and effective rate limits
request(endpoint_id, path_params, params=, body=)	low-level call to any endpoint

Candles

Timeframes: 1m 5m 15m 30m 1h 3h 4h 6h 1d 1w 1M (1m is a minute, 1M a month). Without since you get the latest limit candles (500 by default). One request returns at most 10,000 candles. An unknown timeframe raises BadRequest; the server would silently use 30m.

Precision

market["precision"]["price"] and ["amount"] are tick sizes as Decimal, for example Decimal("1") for IRT prices and Decimal("1E-8") for BTC amounts. Round your prices to them before you place orders.

Implicit API

Every endpoint is also a method named after its id in the spec, taking one dict (path parameters are picked out by name):

client.public_get_mth_orderbook_symbol({"symbol": "BTC_IRT", "limit": 50})
client.private_get_odr_orders({"state": "active"})

These return the raw JSON. Prefer the unified methods; use these for fields the unified ones don't expose.