class CollectPriceData(ConfigHandler):
def __init__(self):
ConfigHandler.__init__(self)
self.sub_client = SubscriptionClient()
def callback(self, candlestick_event: 'CandlestickEvent'):
content = f"{str(candlestick_event.timestamp)},{str(candlestick_event.data.close)}"
FileReadAndWrite.write(
f"{self.get_config_value('strategy', 'price_file_locate')}{candlestick_event.symbol}.txt",
content)
def run(self, currency_pairs):
self.sub_client.subscribe_candlestick_event(currency_pairs,
CandlestickInterval.MIN1,
self.callback)
def start_request_mbp():
"""
need request_mbp_event request to get bids 150 and asks 150 data information
:return:
"""
if (MbpDataFormat.flag_enter_req == False):
MbpDataFormat.flag_enter_req = True
def request_callback(mbp_req: 'MbpRequest'):
mbp = mbp_req.data
print("===== Request seqNum : ", mbp.seqNum, "prevSeqNum", mbp.prevSeqNum)
MbpDataFormat.req_mbp_base_obj = mbp_req
def request_error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client_local = SubscriptionClient()
sub_client_local.request_mbp_event(MbpDataFormat.symbol, MbpDataFormat.level, request_callback, request_error)
class CollectAccountData(LogHandler, ConfigHandler):
def __init__(self):
LogHandler.__init__(self)
ConfigHandler.__init__(self)
self.sub_client = SubscriptionClient(
api_key=self.get_config_value("huobi", "api_key"),
secret_key=self.get_config_value("huobi", "secret_key"))
@staticmethod
def callback(account_event: 'AccountEvent'):
print("---- Account Change: " + account_event.change_type + " ----")
for change in account_event.account_change_list:
print("Account: " + change.account_type)
print("Currency: " + change.currency)
print("Balance: " + str(change.balance))
print("Balance type: " + str(change.balance_type))
def run(self):
self.sub_client.subscribe_account_event(BalanceMode.TOTAL,
self.callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(trade_event: 'TradeEvent'):
print("---- trade_event: ----")
trade_event.print_object()
sub_client.subscribe_trade_event("btcusdt,eosusdt", callback)
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(account_balance: 'AccountBalanceRequest'):
print("---- account_balance: ----")
PrintBasic.print_basic(account_balance.timestamp, "Timestamp")
PrintBasic.print_basic(account_balance.client_req_id, "Client Req ID")
PrintBasic.print_basic(account_balance.topic, "Topic")
print("Account List as below : count " +
str(len(account_balance.account_list)))
if len(account_balance.account_list):
for account in account_balance.account_list:
PrintBasic.print_basic(account.id, "\tId")
PrintBasic.print_basic(account.account_type, "\tAccount Type")
PrintBasic.print_basic(account.account_state, "\tAccount State")
print("\tAccount ID : " + str(account.id) +
" Balance List as below :")
if len(account.balances):
def __init__(self):
ConfigHandler.__init__(self)
self.sub_client = SubscriptionClient()
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.exception.huobiapiexception import HuobiApiException
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(candlestick_event: 'CandlestickEvent'):
print("Symbol: ", candlestick_event.symbol)
print("Subscribe Receive Time: ", candlestick_event.timestamp)
print("Interval: ", candlestick_event.interval)
candlestick_event.data.print_object()
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client.subscribe_candlestick_event("btcusdt", CandlestickInterval.MIN1,
callback, error)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(trade_statistics_event: 'TradeStatisticsRequest'):
trade_statistics_event.print_object()
print()
sub_client.request_24h_trade_statistics_event("btcusdt", callback, auto_close=True)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key="xxxxxx", secret_key="xxxxxx")
def callback(upd_event: 'OrderUpdateEvent'):
print("---- order update : ")
PrintBasic.print_basic(upd_event.symbol, "Symbol")
PrintBasic.print_basic(upd_event.timestamp, "Timestamp")
PrintMix.print_data(upd_event.data)
sub_client.subscribe_order_update_event("eosht", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(trade_statistics_event: 'TradeStatisticsEvent'):
print("Timestamp: " +
str(trade_statistics_event.trade_statistics.timestamp))
print("High: " + str(trade_statistics_event.trade_statistics.high))
print("Low: " + str(trade_statistics_event.trade_statistics.low))
print("Open: " + str(trade_statistics_event.trade_statistics.open))
print("Close: " + str(trade_statistics_event.trade_statistics.close))
print("Volume: " + str(trade_statistics_event.trade_statistics.volume))
sub_client.subscribe_24h_trade_statistics_event("btcusdt", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(trade_event: 'TradeRequest'):
print("---- trade_event: ----")
trade_event.print_object()
print()
sub_client.request_trade_event("btcusdt,eosusdt", callback, auto_close=True)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.exception.huobiapiexception import HuobiApiException
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(candlestick_event: 'CandlestickRequest'):
print("Symbol: " + str(candlestick_event.symbol))
print("Timestamp: " + str(candlestick_event.timestamp))
print("Interval: " + str(candlestick_event.interval))
if len(candlestick_event.data):
for candlestick in candlestick_event.data:
candlestick.print_object()
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(upd_event: 'TradeClearingEvent'):
print("---- trade clearing : ----")
upd_event.print_object()
print()
sub_client.subscribe_trade_clearing_event("eosusdt,trxusdt,btcusdt", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(trade_event: 'TradeEvent'):
print("---- trade_event: ----")
trade_event.print_object()
sub_client.subscribe_trade_event("BTC_CQ", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.exception.huobiapiexception import HuobiApiException
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(candlestick_event: 'CandlestickRequest'):
print("Symbol: " + str(candlestick_event.symbol))
print("Timestamp: " + str(candlestick_event.timestamp))
print("Interval: " + str(candlestick_event.interval))
if len(candlestick_event.data):
for candlestick in candlestick_event.data:
candlestick.print_object()
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(price_depth_event: 'PriceDepthRequest'):
print("Timestamp: " + str(price_depth_event.timestamp))
print("Channel : " + price_depth_event.ch)
depth = price_depth_event.data
for entry in depth.bids:
print("Bids: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
for entry in depth.asks:
print("Asks: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
import logging
from huobi import SubscriptionClient, RequestClient
from huobi.constant.test import *
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
def callback(order_req_obj: 'OrderListRequest'):
print("---- order list: ----")
order_req_obj.print_object()
print()
request_client = RequestClient(api_key=g_api_key, secret_key=g_secret_key, url = "https://api.huobi.vn")
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key, uri = "https://api.huobi.vn")
data = request_client.get_account_balance()
if len(data):
for account in data:
print("============= account info =============")
PrintBasic.print_basic(account.id, "Account ID")
sub_client.request_order_list_event(symbol="nodeusdt", account_id=account.id, callback=callback, order_states = OrderState.FILLED, client_req_id = None, auto_close = True)
break # for frequence limit
from huobi import SubscriptionClient
from huobi.model import *
from huobi.exception.huobiapiexception import HuobiApiException
import time
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
mongoclient = pm.MongoClient("mongodb://localhost:27017/")
db = mongoclient["huobi"]
sub_client = SubscriptionClient()
def callbackMbp(event: 'MbpRequest'):
# print("Timestamp: " , event.id)
# print("Channel : " , event.rep)
mbp = event.data
# print("seqNum : ", mbp.seqNum)
# print("prevSeqNum : ", mbp.prevSeqNum)
col = db["market"]
for i in range(6):
# print("Bids: " + " price: " + (mbp.bids[i].price) + ", amount: " + (mbp.bids[i].amount))
mydict = dict()
mydict = {"Timestamp": (event.id)}
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(upd_event: 'OrderUpdateNewEvent'):
print("---- order update : ----")
upd_event.print_object()
sub_client.subscribe_order_update_new_event("eosusdt", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(mbp_event: 'MbpEvent'):
print("Timestamp: " + str(mbp_event.ts))
print("Channel : " + mbp_event.ch)
mbp = mbp_event.data
print("seqNum : ", mbp.seqNum)
print("prevSeqNum : ", mbp.prevSeqNum)
for entry in mbp.bids:
print("Bids: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
for entry in mbp.asks:
print("Asks: " + " price: " + str(entry.price) + ", amount: " +
str(entry.amount))
print()
import logging
from huobi import SubscriptionClient
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key="xxxxxx", secret_key="xxxxxx")
def callback(trade_event: 'TradeEvent'):
print("---- trade_event: ----")
PrintBasic.print_basic(trade_event.symbol, "Symbol")
PrintBasic.print_basic(trade_event.timestamp, "Timestamp")
PrintMix.print_data(trade_event.trade_list)
sub_client.subscribe_trade_event("btcusdt,eosusdt", callback)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key="xxxxxx", secret_key="xxxxxx")
def callback(account_event: 'AccountEvent'):
print("---- Account Change: " + account_event.change_type + " ----")
for change in account_event.account_change_list:
print("Account: " + change.account_type)
print("Currency: " + change.currency)
print("Balance: " + str(change.balance))
print("Balance type: " + str(change.balance_type))
sub_client.subscribe_account_event(BalanceMode.TOTAL, callback)
from huobi import SubscriptionClient
from huobi.model import *
from huobi.exception.huobiapiexception import HuobiApiException
import time
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
mongoclient = pm.MongoClient("mongodb://localhost:27017/")
db = mongoclient["huobi"]
sub_client = SubscriptionClient()
def callbackMbp(event: 'MbpRequest'):
# print("Timestamp: " , event.id)
# print("Channel : " , event.rep)
mbp = event.data
# print("seqNum : ", mbp.seqNum)
# print("prevSeqNum : ", mbp.prevSeqNum)
market = []
for i in range(6):
# print("Bids: " + " price: " + (mbp.bids[i].price) + ", amount: " + (mbp.bids[i].amount))
market += [mbp.asks[6 - i].price, mbp.asks[6 - i].amount]
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(upd_event: 'AccountsUpdateEvent'):
print("---- accounts update : ----")
upd_event.print_object()
print()
sub_client.subscribe_accounts_update_event(AccountBalanceMode.TOTAL, callback)
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.impl.accountinfomap import account_info_map
from huobi.model import *
from huobi.base.printobject import PrintMix, PrintBasic
from huobi.model.orderdetailrequest import OrderDetailRequest
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(order_req_obj: 'OrderDetailRequest'):
print("---- order_detail: ----")
order_req_obj.print_object()
print()
order_id = 100000000
sub_client.request_order_detail_event(order_id, callback, auto_close=True)
import logging
from huobi import SubscriptionClient
from huobi.model import *
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient()
def callback(price_depth_event: 'PriceDepthEvent'):
print("Timestamp: " + str(price_depth_event.timestamp))
depth = price_depth_event.data
for entry in depth.bids:
print("Bids: " + " price: " + str(entry.price) + ", amount: " + str(entry.amount))
for entry in depth.asks:
print("Asks: " + " price: " + str(entry.price) + ", amount: " + str(entry.amount))
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client.subscribe_price_depth_event("btcusdt", callback, error)
def __init__(self):
LogHandler.__init__(self)
ConfigHandler.__init__(self)
self.sub_client = SubscriptionClient(
api_key=self.get_config_value("huobi", "api_key"),
secret_key=self.get_config_value("huobi", "secret_key"))
if mbp_event is None: # need check None
return
mbp = mbp_event.data
print("Subscribe seqNum : ", mbp.seqNum, "prevSeqNum", mbp.prevSeqNum,
"bids size", len(mbp.bids), "asks size", len(mbp.asks))
PrintMbp.print_mbp_sub(mbp_event)
"""
user add process code here!
"""
return
def sub_callback(mbp_event: 'MbpEvent'):
formated_mbp_event = MbpDataFormat.format_subscribe(mbp_event)
user_def_function(formated_mbp_event)
def sub_error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
if __name__ == '__main__':
symbol = "btcusdt"
level = MbpLevel.MBP150
MbpDataFormat.set_request_symbol_level(symbol, level)
sub_client = SubscriptionClient()
sub_client.subscribe_mbp_event(symbol, level, sub_callback, sub_error)
import logging
from huobi import SubscriptionClient
from huobi.constant.test import *
from huobi.model.ordersupdateevent import OrdersUpdateEvent
logger = logging.getLogger("huobi-client")
logger.setLevel(level=logging.INFO)
handler = logging.StreamHandler()
handler.setFormatter(
logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
logger.addHandler(handler)
sub_client = SubscriptionClient(api_key=g_api_key, secret_key=g_secret_key)
def callback(orders_update_event: 'OrdersUpdateEvent'):
print("---- orders update : ----")
orders_update_event.print_object()
print()
def error(e: 'HuobiApiException'):
print(e.error_code + e.error_message)
sub_client.subscribe_orders_update_event("hthusd", callback, error)
