How to limit open orders request to one pair with kraken api (python)?

Question

In order to make my code more efficient, I'm trying to limit my api request for open orders to one single pair. I can't figure out how to correctly use the input parameters. I'm using python3 and the krakenex package (which I could replace if there is one which works better)

client = krakenex.API(<<key>>, <<secret>>)
data = {'pair': 'ADAEUR'}
open_ord = client.query_private(method='OpenOrders',data = data) ['result']             
open_ord_ = list(open_ord.values())[0]

---> this unfortunately returns the open orders of all my pairs and not only the "ADAEUR". I guess one needs to adapt the data parameters which I was not able to figure out... Would be awesome if someone could help me. Many Thanks in advance

Answer 1

According to the Kraken API docs, there is no data argument for the getOpenOrders endpoint, so this explains why your results are not filtered.

Two methods:

1. Using the pykrakenapi package that neatly wraps all output in a Pandas DataFrame:

import krakenex
from pykrakenapi import KrakenAPI

api = krakenex.API(<<key>>, <<secret>>)
connection = KrakenAPI(api)

pairs = ['ADAEUR', 'XTZEUR']
open_orders = connection.get_open_orders()
open_orders = open_orders[open_orders['descr_pair'].isin(pairs)]
print(open_orders)

2. Using only krakenex and filtering from the JSON output:

import krakenex

api = krakenex.API(<<key>>, <<secret>>)

pairs = ['ADAEUR', 'XTZEUR']
open_orders = api.query_private(method='OpenOrders')['result']['open']
open_orders = [(o, open_orders[o]) for o in open_orders if open_orders[o]['descr']['pair'] in pairs]
print(open_orders)

Both methods are written so they can filter one or multiple pairs. Method 1 returns a Pandas DataFrame, the second method returns a list with for each open order a tuple of (order ID (str), order info (dict)).