def api_get(self, method, params={}):
# 现货API
if self.account:
apikey, secretkey = get_account_key("okex", self.account)
okcoinSpot = OKCoinFuture(okcoinRESTURL, apikey, secretkey)
if method == "future_userinfo_4fix":
api_do = "okcoinSpot.%s()" % (method)
return eval(api_do)
elif method == "future_position_4fix":
return okcoinSpot.future_position_4fix(params["symbol"],
params["contractType"],
params["type"])
elif method == "trade":
return okcoinSpot.future_trade(params["symbol"],
params["contractType"],
params["price"], params["amount"],
params["type"],
params["match_price"],
params["lever_rate"])
elif method == "ticker":
return okcoinSpot.future_ticker(params["symbol"],
params["contractType"])
elif method == "order_info":
return okcoinSpot.future_orderinfo(params["symbol"],
params["contractType"],
params["id"])
elif method == "cancelOrder":
return okcoinSpot.future_cancel(params["symbol"],
params["contractType"],
params["id"])
#print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]'))
#print (u' 现货取消订单 ')
#print (okcoinSpot.cancelOrder('ltc_usd','18243073'))
#print (u' 现货订单信息查询 ')
#print (okcoinSpot.orderinfo('ltc_usd','18243644'))
#print (u' 现货批量订单信息查询 ')
#print (okcoinSpot.ordersinfo('ltc_usd','18243800,18243801,18243644','0'))
#print (u' 现货历史订单信息查询 ')
#print (okcoinSpot.orderHistory('ltc_usd','0','1','2'))
print(u' 期货行情信息')
print(okcoinFuture.future_ticker('btc_usd', 'this_week'))
#print (u' 期货市场深度信息')
#print (okcoinFuture.future_depth('btc_usd','this_week','6'))
#print (u'期货交易记录信息')
#print (okcoinFuture.future_trades('ltc_usd','this_week'))
#print (u'期货指数信息')
#print (okcoinFuture.future_index('ltc_usd'))
#print (u'美元人民币汇率')
#print (okcoinFuture.exchange_rate())
#print (u'获取预估交割价')
#print (okcoinFuture.future_estimated_price('ltc_usd'))
for period in period_list:
time.sleep(100)
ans = pd.DataFrame()
data_n = price_to_df(symbol, period, frequency, count)
ans['close'] = data_n['close'].apply(np.float)
ans['sma5'] = tbs.SMA(np.array(ans['close']), 10)
ans['sma20'] = tbs.SMA(np.array(ans['close']), 40)
#考夫曼均线系统
#ans['AMA1'] = okcoinFuture.KAMA(ans['close'],10,4,30)
#ans['AMA2'] = okcoinFuture.KAMA(ans['close'],20,8,60)
#ans.plot(figsize=[40,40])
#print(ans)
if (a > 10):
print('listening')
a = 0
else:
a = a + 1
price = okcoinFuture.future_ticker(symbol,
period)['ticker']['last']
# 五单位均线，向上突破 20 单位均线 开仓做多。
if ans.loc[count - 1,
'sma5'] > ans.loc[count - 1, 'sma20'] and ans.loc[
count - 3, 'sma5'] < ans.loc[count - 3, 'sma20']:
print('open_long')
okcoinFuture.close_all_position([symbol], [period])
okcoinFuture.open_long(symbol, period, price, 1, 0, 20)
elif ans.loc[count - 1,
'sma5'] < ans.loc[count - 1, 'sma20'] and ans.loc[
count - 3, 'sma5'] > ans.loc[count - 3, 'sma20']:
okcoinFuture.close_all_position([symbol], [period])
leverFullCoin = initialCoin * leverRate # 满仓可开资金 = 本金 * 杠杆
useLeverCoin = useCoin * leverRate # 持仓量 = 开仓币数 * 杠杆
useAmount = 0 # 已开合约张数
addCoin = 0 # 加仓币数
addAmount = 0 # 加仓合约张数
handFee = 0.001 # 手续费：0.05%
operatePrice = 0 # 开仓价格
operateState = 'empty' # 初始仓位状态：空仓
directionList = ['rise', 'fall'] # 开单方向列表：多，空
operateDirection = 'rise' # 初始开单方向：多
orderId = '' # 合约单id
try:
buyPrice = float(
okcoinFuture.future_ticker(tradePair, tradeCycle)['ticker']['buy'])
sellPrice = float(
okcoinFuture.future_ticker(tradePair,
tradeCycle)['ticker']['sell'])
except:
restart_program()
# 获取之前的k线：交易对、k线周期、合约类型、k线数量
kLinePre = okcoinFuture.future_kline(tradePair, kLineName, tradeCycle,
str(klinePreSize))
print('Get History KLine DONE.')
# 用于计算EMA、MA、ATR的价格列表
pricePre = []
for i in range(len(kLinePre)):
print okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]')
print u' 现货取消订单 '
print okcoinSpot.cancelOrder('ltc_usd','18243073')
print u' 现货订单信息查询 '
print okcoinSpot.orderinfo('ltc_usd','18243644')
print u' 现货批量订单信息查询 '
print okcoinSpot.ordersinfo('ltc_usd','18243800,18243801,18243644','0')
print u' 现货历史订单信息查询 '
print okcoinSpot.orderHistory('ltc_usd','0','1','2')
print u' 期货行情信息'
print okcoinFuture.future_ticker('ltc_usd','this_week')
print u' 期货市场深度信息'
print okcoinFuture.future_depth('ltc_usd','this_week','6')
print u'期货交易记录信息'
print okcoinFuture.future_trades('ltc_usd','this_week')
print u'期货指数信息'
print okcoinFuture.future_index('ltc_usd')
print u'美元人民币汇率'
print okcoinFuture.exchange_rate()
print u'获取预估交割价'
print okcoinFuture.future_estimated_price('ltc_usd')
entry_atr = 0
units = 0
while True:
time.sleep(1)
try:
print(u'------')
print(u'当季期货行情信息')
trades = okcoinFuture.future_trades('btc_usd', contract_type)
klines = okcoinFuture.kline('btc_usd', kline_type, contract_type, 1001)
future_userinfo_4fix = okcoinFuture.future_userinfo_4fix()
future_position_4fix = okcoinFuture.future_position_4fix(
'btc_usd', contract_type, 1)
future_order_info = okcoinFuture.future_orderinfo(
'btc_usd', contract_type, '-1', '2', 1, 45)
future_ticker = okcoinFuture.future_ticker('btc_usd', contract_type)
if future_userinfo_4fix == '':
continue
if future_position_4fix == '':
continue
if future_order_info == '':
continue
future_userinfo_4fix_json = json.loads(future_userinfo_4fix)
future_position_4fix_json = json.loads(future_position_4fix)
future_order_info_json = json.loads(future_order_info)
holding = future_position_4fix_json['holding']
orders = future_order_info_json['orders']
rights = future_userinfo_4fix_json['info']['btc']['rights']
print(future_userinfo_4fix_json['info']['btc'])
inputs = {
'times':
okcoinRESTURL = 'www.okex.com' #请求注意：国内账号需要 修改为 www.okcoin.cn
#期货API
okcoinFuture = OKCoinFuture(okcoinRESTURL,apikey,secretkey)
okcoinSpot = OKCoinSpot(okcoinRESTURL,apikey,secretkey)
#Load Spot last/bid/ask
#print (u' 期货市场深度信息')
#Fut_Data =okcoinFuture.future_depth('btc_usd','this_week','6')
#Fut_Ask=Fut_Data.get("asks")
#print (Fut_Ask)
#Load next week fut spot/bid/last
print (u' 期货行情信息')
while True:
try:
Fut_Data_Next_Quarter_BTC = okcoinFuture.future_ticker('btc_usd','quarter')
Fut_Data_Next_Quarter_LTC = okcoinFuture.future_ticker('ltc_usd','quarter')
LTC_Index = okcoinFuture.future_index('ltc_usd')
BTC_Index = okcoinFuture.future_index('btc_usd')
USDT_Index = okcoinFuture.exchange_rate()
LTC_Fut_Pos = json.loads(okcoinFuture.future_position('ltc_usd','quarter')).get('holding')[0].get('sell_amount')
BTC_Fut_Pos = json.loads(okcoinFuture.future_position('btc_usd','quarter')).get('holding')[0].get('sell_amount')
Total_Pos = json.loads(okcoinFuture.future_userinfo())
BTC_Spot_OKCoin = okcoinSpot.ticker('btc_usdt').get('ticker').get('last')
LTC_Spot_OKCoin = okcoinSpot.ticker('ltc_usdt').get('ticker').get('last')
#USDT_Spot_OKCoin
except:
time.sleep(3)
continue
else:
# 全仓持仓信息
holding = json.loads(okcoinFuture.future_position(
'btc_usd', 'quarter'))['holding'][0]
buy_available = holding['buy_available']
sell_available = holding['sell_available']
# 在没有挂单同时也没有持仓的情况下就要退出
if not len(orders) and buy_available == 0 and sell_available == 0:
sys.exit()
# 平多仓
if category == 'duo' and buy_available > 0:
amount = buy_available
# 获取当前价格参数
current_usd_price = okcoinFuture.future_ticker(
'btc_usd', 'quarter')['ticker']['last']
current_price = round(float(rate) * float(current_usd_price), 1)
print(current_price)
plan(trend, current_price, price, amount, okcoinFuture, '3',
orders)
# 平空仓
elif category == 'kong' and sell_available > 0:
amount = sell_available
# 获取当前价格参数
current_usd_price = okcoinFuture.future_ticker(
'btc_usd', 'quarter')['ticker']['last']
current_price = round(float(rate) * float(current_usd_price), 1)
print(current_price)
