def get_msg(cls, exchange, base_coin, quote_coin, size=5):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
i = 1
while True:
try:
msg = okexcoinSpot.depth(str.lower(symbol), size)
keys = list(msg.keys())
if cls.get_bids_field_name() in keys and \
cls.get_asks_field_name() in keys:
return msg
else:
i = i + 1
time.sleep(1)
except Exception as e:
Logger.error(cls.__class__.__name__,
"Error in get_msg: %s" % e)
i = i + 1
time.sleep(1)
if i > ut.RE_TRY_TIMES:
return None
else:
Logger.error(cls.__class__.__name__, 'no support exchange')
return msg
def get_tiker_value(self,
exchange,
base_coin,
quote_coin,
contractType='this_week'):
ticker = Ticker()
ex_qt = QuoteTickerFuture()
msg = ex_qt.get_msg(exchange, base_coin, quote_coin, contractType)
# Date time
timestamp = float(msg["date"])
if ut.okex_exchange.lower() == exchange.lower():
ticker.Time = datetime.fromtimestamp(timestamp).strftime(
"%Y%m%d %H:%M:%S")
elif ut.zb_exchange.lower() == exchange.lower():
ticker.Time = datetime.fromtimestamp(
timestamp / 1000).strftime("%Y%m%d %H:%M:%S")
msg = msg["ticker"]
ticker.Buy = float(msg['buy'])
ticker.High = float(msg['high'])
ticker.Last = float(msg['last'])
ticker.Low = float(msg['low'])
ticker.Sell = float(msg['sell'])
ticker.Volume = float(msg['vol'])
'''
"contract_id":20140926012,
"unit_amount":100.0
'''
ticker.Symbol = ut.get_symbol(exchange, base_coin, quote_coin)
ticker.Volume_to_value = ticker.Volume * ticker.Last
return ticker
def get_kline_value(self,
exchange,
base_coin,
quote_coin,
type='5min',
size='1000'):
qt = q_ticker.QuoteTicker()
quote_coin_usdt_price = qt.get_usdt_value_by_coin(exchange, quote_coin)
kline = Kline()
ex_kl = QuoteKlineZb()
msg = ex_kl.get_msg(exchange, base_coin, quote_coin, type, size)
# Date time
for k in msg:
kline.Exchange.append(ut.okex_exchange)
kline.Symbol.append(ut.get_symbol(exchange, base_coin, quote_coin))
#timestamp = float(k[0]/1000)
kline.Time.append(
float(k[0])
) #datetime.fromtimestamp(timestamp).strftime("%Y%m%d %H:%M:%S"))
kline.Open.append(float(k[1]))
kline.High.append(float(k[2]))
kline.Low.append(float(k[3]))
kline.Close.append(float(k[4]))
kline.Volume.append(float(k[5]))
kline.Volume_to_value.append(
float(k[5]) * float(k[4]) * quote_coin_usdt_price)
return kline
def post_trade(cls,
exchange,
base_coin,
quote_coin,
tradeType,
price='',
amount=''):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
# def trade(self, symbol, tradeType, price='', amount=''):
if ut.okex_exchange.lower() == exchange.lower():
s_t_rule = spot_trade_rule.SpotTradeRule()
#判断价格是否正确
if s_t_rule.if_right_price(exchange, base_coin, quote_coin,
tradeType, price):
msg = okexcoinSpot.trade(symbol, tradeType, price, amount)
print(msg)
else:
msg = 'not right price'
# {"result":true,"order_id":123456}
else:
print('no support exchange')
return msg
def get_tiker_value(self, exchange, base_coin, quote_coin):
ticker = Ticker()
ex_qt = QuoteTicker()
msg = ex_qt.get_msg(exchange, base_coin, quote_coin)
# Date time
timestamp = float(msg["date"])
if ut.okex_exchange.lower() == exchange.lower():
ticker.Time = datetime.fromtimestamp(timestamp).strftime(
"%Y%m%d %H:%M:%S")
elif ut.zb_exchange.lower() == exchange.lower():
ticker.Time = datetime.fromtimestamp(
timestamp / 1000).strftime("%Y%m%d %H:%M:%S")
msg = msg["ticker"]
ticker.Buy = float(msg['buy'])
ticker.High = float(msg['high'])
ticker.Last = float(msg['last'])
ticker.Low = float(msg['low'])
ticker.Sell = float(msg['sell'])
ticker.Volume = float(msg['vol'])
ticker.Symbol = ut.get_symbol(exchange, base_coin, quote_coin)
ticker.Volume_to_value = ticker.Volume * ticker.Last * ex_qt.get_usdt_value_by_coin(
exchange, quote_coin)
return ticker
def get_msg(cls, exchange, base_coin, quote_coin, order_id):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
#{'result': True, 'orders': [{'amount': 1, 'avg_price': 0, 'create_date': 1530020990000, 'deal_amount': 0, 'order_id': 480894458, 'orders_id': 480894458, 'price': 108, 'status': 0, 'symbol': 'EOS_USDT', 'type': 'sell'}]}
i = 1
while True:
try:
msg = okexcoinSpot.orderInfo(symbol, order_id)
#print(msg)
if msg['result'] is True:
return msg
except Exception as e:
#Logger.error(cls.__class__.__name__, "Error in get_msg: %s" % e)
i = i + 1
print("error:" + symbol)
time.sleep(1)
if i > ut.RE_TRY_TIMES:
return None
else:
print('no support exchange')
return msg
def get_msg(cls, exchange, base_coin, quote_coin, type='5min', size='1000'):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
msg = okexcoinSpot.kline(symbol, type, size)
#print(msg)
#[[1532986200000,"0.01010073","0.01010073","0.01010073","0.01010073","12.7557"],[1532986260000,"0.01010381","0.01010381","0.01009715","0.01009715","24.53925"],
else:
print('no support exchange')
return msg
def main():
#===============输入 参数=============================
base_coin = 'eos'
quote_coin = 'usdt'
order_id = '637839142'
#=====================================================
ex_qt = spot_trad_cancel_api.SpotTradeCancel()
exchange_name = 'okex'
symbol = ut.get_symbol(exchange_name, base_coin, quote_coin)
tk = ex_qt.get_spot_trade_cancel_result(exchange_name, symbol, order_id)
print('result:%s' % tk.Result + 'trade_id:%s' % tk.Trade_id)
def post_trade(cls, exchange, base_coin, quote_coin, tradeType, orders_data):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
# def batchTrade(self, symbol, tradeType, orders_data):
if ut.okex_exchange.lower() == exchange.lower():
msg = okexcoinSpot.batchTrade(symbol, tradeType, orders_data)
print(msg)
# {'result': True, 'order_info': [{'order_id': 624996965}, {'order_id': 624996968}, {'order_id': 624996970}, {'order_id': 624996972}, {'order_id': 624996975}]}
else:
print('no support exchange')
return msg
def get_msg(cls, exchange, base_coin, quote_coin):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
msg = okexcoinSpot.ticker(symbol)
#print(msg)
#{'date': '1529836574', 'ticker': {'high': '6256.6379', 'vol': '28947.4171', 'last': '5861.3241', 'low': '5782.2121', 'buy': '5861.6735', 'sell': '5864.9063'}}
elif ut.zb_exchange.lower() == exchange.lower():
msg = zb_data.zb_api_data(symbol).ticker()
else:
print('no support exchange')
return msg
def get_msg(cls,
exchange,
base_coin,
quote_coin,
type='5min',
size='1000'):
# 组合symbol值
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.zb_exchange.lower() == exchange.lower():
msg = zb_data.zb_api_data(symbol).kline(type, size)
msg = msg['data']
#print(msg)
#[[1532986200000,"0.01010073","0.01010073","0.01010073","0.01010073","12.7557"],[1532986260000,"0.01010381","0.01010381","0.01009715","0.01009715","24.53925"],
else:
print('no support exchange')
return msg
def get_msg(cls,
exchange,
base_coin,
quote_coin,
contractType='this_week'):
# symbol值: btc_usd ltc_usd eth_usd etc_usd bch_usd
#contractType 合约类型: this_week:当周 next_week:下周 quarter:季度
symbol = ut.get_symbol(exchange, base_coin, quote_coin)
msg = ''
if ut.okex_exchange.lower() == exchange.lower():
msg = okexcoinFuture.future_ticker(symbol, contractType)
#print(msg)
elif ut.zb_exchange.lower() == exchange.lower():
msg = zb_data.zb_api_data(symbol).ticker()
else:
print('no support exchange')
return msg
def print_direecton(self, i, direct=ut.RIGHT_DIRECT):
q_ticker = quote_ticker.QuoteTicker()
format_value = "%-5d%-10s%20s" \
"%15s%15s%15s" \
"%15.4f%15.4f%15.4f" \
"%15.4f%15.4f"
this_MC_USDT_price = q_ticker.get_usdt_value_by_coin(
self.exchange, self.middle_coin)
this_QC_USDT_price = q_ticker.get_usdt_value_by_coin(
self.exchange, self.quote_coin)
if str.lower(direct) == ut.RIGHT_DIRECT.lower():
print(format_value %
(i, self.exchange, self.time,
ut.get_symbol(ut.okex_exchange, self.base_coin,
self.middle_coin),
ut.get_symbol(ut.okex_exchange, self.base_coin,
self.quote_coin),
ut.get_symbol(ut.okex_exchange, self.quote_coin,
self.middle_coin), this_MC_USDT_price *
self.BC_MC_buy_1_price * self.BC_MC_buy_1_volume,
this_QC_USDT_price * self.BC_QC_sell_1_price *
self.BC_QC_sell_1_volume, this_MC_USDT_price *
self.QC_MC_sell_1_price * self.QC_MC_sell_1_volume,
self.right_direction, self.left_direction))
else:
print(format_value %
(i, self.exchange, self.time,
ut.get_symbol(ut.okex_exchange, self.base_coin,
self.middle_coin),
ut.get_symbol(ut.okex_exchange, self.base_coin,
self.quote_coin),
ut.get_symbol(ut.okex_exchange, self.quote_coin,
self.middle_coin), this_MC_USDT_price *
self.BC_MC_sell_1_price * self.BC_MC_sell_1_volume,
this_QC_USDT_price * self.BC_QC_buy_1_price *
self.BC_QC_buy_1_volume, this_MC_USDT_price *
self.QC_MC_buy_1_price * self.QC_MC_buy_1_volume,
self.right_direction, self.left_direction))
def get_BC_QC(self):
self.symbol = ut.get_symbol(self.exchange, self.base_coin,
self.quote_coin)
return self.symbol
def get_QC_MC(self):
self.symbol = ut.get_symbol(self.exchange, self.quote_coin,
self.middle_coin)
return self.symbol
def get_BC_MC(self):
self.symbol = ut.get_symbol(self.exchange, self.base_coin,
self.middle_coin)
return self.symbol