Esta biblioteca integra algumas funcionalidades da API OKEX, que requerem inicialização antes de serem usadas.
# OkEX 期货
# future 可选参数 this_week next_week quarter , 不填默认 this_week
OkEXFuture = ext.OkEXFuturePlus(exchange, future=string) # 创建一个新的接口对象
# 多个交易所
OkEXFuture = ext.OkEXFuturePlus(exchanges[0], future=string) # exchanges[这里取决于你的交易所添加在第几个]
# Ainda a escrever
side price amount 为必填参数
symbol future 不填则使用默认交易对设置
matchPrice 默认为False , 设置为True 使用对手价交易
OkEXFuture.BulkAdd(side=string, price=float, amount=integer, matchPrice=False, symbol=string, future=string)
symbol 指定后可清除指定交易对订单 如不指定则清除所有订单
notify 是否显示日志 默认为显示
OkEXFuture.BulkClear(symbol=string, notify=True)
symbol 指定后只提交指定交易对订单 不指定则提交所有订单
future 必须同时指定symbol才能使用 指定后只提交特定交易对的特定合约的订单
OkEXFuture.BulkPost(symbol=string, future=string)
symbol 指定后只查看指定交易对订单 不指定则查看所有订单
future 必须同时指定symbol才能使用 指定后只查看特定交易对的特定合约的订单
OkEXFuture.BulkOrders(symbol=string, future=string)
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#!/usr/bin/env python3 # -*- coding: utf-8 -*- # encoding: utf-8 # # OkEX Advanced API Interface for FMZ.com. # # Copyright 2018 FawkesPan # Contact : i@fawkex.me / Telegram@FawkesPan # # GNU General Public License v3.0 # import json import time QUOTES = {} QUOTES['ZH'] = { 'GREET' : '[OkEX 接口已初始化] 币种: %s 合约: %s. %s', 'INITF' : '使用的交易所不正确,当前交易所: %s', 'PARAMERR' : '***传的参数不对 检查你的代码*** %s', 'NEWORDER' : '[添加订单] 币种: %s 合约: %s 方向: %s 价格: %.4f 数量: %d 张. %s', 'ORDCOUNT' : '[本次批量发送订单] 总计: %d 条. %s', 'THISBATCH' : '[信息] 正在处理 币种: %s 合约: %s 条数: %d. %s', 'ORDSENT' : '[已发送订单] 币种: %s 合约: %s 条数: %d. %s', 'NEEDSPLIT' : '[信息] 由于单合约单量大于5条 需要进行分片处理. %s', 'CLEARALL' : '[信息] 已清除所有本地订单. %s', 'CLEARS' : '[信息] 已清除所有 %s 本地订单. %s', 'CLEAR' : '[信息] 已清除所有 %s %s 本地订单. %s' } COLORS = { 'DEEPBLUE' : '#1F618D', 'BLUE' : '#0000FF', 'LIGHTBLUE' : '#5DADE2', 'DEEPGREEN' : '#27AE60', 'GREEN' : '#00FF00', 'LIGHTGREEN' : '#58D68D', 'LAPIS' : '#26619C', 'DEEPRED' : '#CB4335', 'RED' : '#FF0000', 'LIGHTRED' : '#EC7063' } class OkEXFuture: def __init__(self, exchange, future='this_week'): self.QUOTES = {} exchange.GetCurrency() if isinstance(exchange.GetCurrency(), bytes): self.symbol = str(exchange.GetCurrency(), "utf-8").lower() name = str(exchange.GetName(), "utf-8") else: self.symbol = exchange.GetCurrency() name = exchange.GetName() self.IO = exchange.IO self.future = future self.bulks = {} self.bulks[self.symbol] = {} self.bulks[self.symbol][self.future] = [] if 'OKCoin' in str(name): Log(QUOTES[LANG]['GREET'] % (self.symbol.upper(),self.future.upper(),COLORS['LAPIS'])) else: Log(QUOTES[LANG]['INITF'] % (name)) def BulkAdd(self, side=None, price=None, amount=None, matchPrice=False, symbol=None, future=None): if type is None or price is None or amount is None: Log(QUOTES[LANG]['PARAMERR'] % (COLORS['RED'])) return False side = side.lower() if side == 'buy': tp = 1 cl = COLORS['DEEPGREEN'] if side == 'sell': tp = 2 cl = COLORS['DEEPRED'] if side == 'closebuy': tp = 3 cl = COLORS['LIGHTRED'] if side == 'closesell': tp = 4 cl = COLORS['LIGHTGREEN'] if symbol is None: symbol = self.symbol if future is None: future = self.future order = {} order['price'] = price order['amount'] = amount order['type'] = tp if matchPrice: order['matchPrice'] = 1 try: self.bulks[symbol] except KeyError: self.bulks[symbol] = {} try: self.bulks[symbol][future] except KeyError: self.bulks[symbol][future] = [] self.bulks[symbol][future].append(order) Log(QUOTES[LANG]['NEWORDER'] % (symbol.upper(),future.upper(),side.upper(),price,amount,cl)) return True def BulkOrders(self, symbol=None, future=None): if symbol is None: return self.bulks else: if future is None: return self.bulks[symbol] else: return self.bulks[symbol][future] def BulkClear(self, symbol=None, future=None, notify=True): if symbol is None: self.bulks = {} if notify: Log(QUOTES[LANG]['CLEARALL'] % (COLORS['RED'])) else: if future is None: self.bulks[symbol] = {} if notify: Log(QUOTES[LANG]['CLEARS'] % (symbol.encode().upper(), COLORS['RED'])) else: self.bulks[symbol][future] = [] if notify: Log(QUOTES[LANG]['CLEAR'] % (symbol.encode().upper(), future.encode().upper(), COLORS['RED'])) #Log(QUOTES[LANG]['CLEAR'] % (symbol.upper(), future.upper(), COLORS['RED'])) return True #exchange.IO("api", "POST", "/api/v1/future_batch_trade.do", "symbol=etc_usd&contract_type=this_week&orders_data="+json.dumps(orders)) def __post(self, symbol='', future=''): count = len(self.bulks[symbol][future]) orders = self.bulks[symbol][future] ret = [] if count == 0: return Log(QUOTES[LANG]['THISBATCH'] % (symbol.upper(),future.upper(),count,COLORS['LAPIS'])) if count <= 5: params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(orders)) res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params) ret+=res['order_info'] Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(orders),COLORS['LAPIS'])) if count > 5: Log(QUOTES[LANG]['NEEDSPLIT'] % (COLORS['LAPIS'])) batch = [] for item in orders: batch.append(item) if len(batch) == 5: params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(batch)) res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params) try: ret+=res['order_info'] except: pass Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(batch),COLORS['LAPIS'])) batch = [] time.sleep(0.3) # OkEX限制每秒只能进行三个请求 params = 'symbol=%s&contract_type=%s&orders_data=%s' % (symbol, future, json.dumps(batch)) res = self.IO("api", "POST", "/api/v1/future_batch_trade.do", params) try: ret+=res['order_info'] except: pass Log(QUOTES[LANG]['ORDSENT'] % (symbol.upper(),future.upper(),len(batch),COLORS['LAPIS'])) return ret def BulkPost(self, symbol=None, future=None): ret = [] count = 0 if symbol is None: symbols = self.bulks.keys() for s in symbols: futures = self.bulks[s].keys() for f in futures: count+=len(self.bulks[s][f]) ret+=self.__post(s, f) time.sleep(0.3) # OkEX限制每秒只能进行三个请求 self.BulkClear(notify=False) else: if future is None: futures = self.bulks[symbol].keys() for f in futures: count+=len(self.bulks[symbol][f]) ret+=self.__post(symbol, f) time.sleep(0.3) # OkEX限制每秒只能进行三个请求 self.BulkClear(symbol=symbol, notify=False) else: count+=len(self.bulks[symbol][future]) ret+=self.__post(symbol, future) self.BulkClear(symbol=symbol, future=future, notify=False) Log(QUOTES[LANG]['ORDCOUNT'] % (count,COLORS['LAPIS'])) return ret class OkEXSpot: def __init__(self, exchange): self.IO = exchange.IO #TBD ext.OkEXFuturePlus = OkEXFuture # 导出OkEXFuture Class, 主策略可以通过FuturePlus = ext.OkEXFuturePlus(exchange, future)调用 ext.OkEXSpotPlus = OkEXSpot # 导出OkEXSpot Class, 主策略可以通过SpotPlus = ext.OkEXSpotPlus(exchange)调用 # 模块功能测试 def main(): LogReset() Log(exchange.GetAccount()) OKEXPlus = ext.OkEXFuturePlus(exchange) # 4 Buy 2 Sell 1 next_week base_price = exchange.GetTicker()['Last'] OKEXPlus.BulkAdd("sell", base_price*1.2, 1) OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1) OKEXPlus.BulkAdd("sell", base_price*1.3, 1) OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week') OKEXPlus.BulkClear() OKEXPlus.BulkAdd("buy", base_price*0.8, 1) OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1) OKEXPlus.BulkAdd("sell", base_price*1.3, 1) OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week') OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower(),future='this_week') OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower(),future='next_week') OKEXPlus.BulkAdd("buy", base_price*0.8, 1) OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week') OKEXPlus.BulkClear(symbol=(exchange.GetCurrency()).lower()) OKEXPlus.BulkAdd("buy", base_price*0.8, 1) OKEXPlus.BulkAdd("buy", base_price*0.81, 1) OKEXPlus.BulkAdd("buy", base_price*0.82, 1) OKEXPlus.BulkAdd("closesell", base_price*0.8, 1) OKEXPlus.BulkAdd("sell", base_price*1.2, 1) OKEXPlus.BulkAdd("closebuy", base_price*1.2, 1) OKEXPlus.BulkAdd("sell", base_price*1.3, 1) OKEXPlus.BulkAdd("buy", base_price*0.7, 1, future='next_week') Log(OKEXPlus.BulkOrders()) for item in OKEXPlus.BulkPost(): Log(str(item)) Log(OKEXPlus.BulkOrders())
YortyPor favor, pergunte-me como é que isto funciona?
YortyPor favor, pergunte-me como é que isto funciona?
FawkesPan https://www.fmz.com/robot/116112