def list(symbol, count, start, filter_dict=None):
"""
交易历史列表
"""
client = bitmexClient.Client(conf.BITMEX_URL_ORDER)
params = {
"symbol": symbol,
"count": count,
"start": start,
"reverse": True
}
if filter_dict is not None:
params['filter'] = filter_dict
data_json = client.get(params)
df = tool.init_empty_df(None)
for one in data_json:
row_dict = dict()
row_dict['date'] = tradetime.transfer_iso_datetime(
one['timestamp'], "M")
row_dict['symbol'] = one['symbol']
row_dict['side'] = one['side']
row_dict['type'] = one['ordType']
row_dict['status'] = one['ordStatus']
row_dict['price'] = one['price']
row_dict['order'] = one['simpleOrderQty']
row_dict['cum'] = one['simpleCumQty']
row_dict['id'] = one['orderID']
df = df.append(row_dict, ignore_index=True)
return df
def wallet(currency=conf.BITMEX_CURRENCY_XBT):
"""
钱包状态
"""
client = bitmexClient.Client(conf.BITMEX_URL_WALLET)
params = {
"currency": currency,
}
data_json = client.get(params)
row_dict = dict()
row_dict['date'] = tradetime.transfer_iso_datetime(data_json['timestamp'],
"M")
row_dict['amount'] = round(data_json['amount'] / 1000 / 1000 / 100, 4)
return row_dict
def position(count):
"""
获取仓位列表
"""
# TODO 优化成支持多个symbol
client = bitmexClient.Client(conf.BITMEX_URL_POSITION)
params = {
"count": count,
}
data_json = client.get(params)
row_dict = dict()
row_dict['date'] = tradetime.transfer_iso_datetime(
data_json[0]['openingTimestamp'], "M")
row_dict['symbol'] = data_json[0]['symbol']
row_dict['is_open'] = data_json[0]['isOpen']
row_dict['price'] = data_json[0]['avgEntryPrice']
row_dict['current'] = data_json[0]['currentQty']
return row_dict
def wallet_history(count, start):
"""
钱包历史列表
"""
client = bitmexClient.Client(conf.BITMEX_URL_WALLET_HISTORY)
params = {"count": count, "start": start, "reverse": True}
data_json = client.get(params)
df = tool.init_empty_df(WALLET_COLS)
for one in data_json:
row_dict = dict()
row_dict['status'] = one['transactStatus']
row_dict['address'] = one['address']
row_dict['amount'] = one['amount']
row_dict['fee'] = one['fee']
row_dict['balance'] = one['walletBalance']
row_dict['date'] = tradetime.transfer_iso_datetime(
one['timestamp'], "M")
df = df.append(row_dict, ignore_index=True)
return df
def _transfer_json_to_df(data_json):
"""
将返回的json转化为df
"""
df = tool.init_empty_df(None)
for one in data_json:
row_dict = dict()
row_dict['date'] = tradetime.transfer_iso_datetime(
one['timestamp'], "M")
row_dict['open'] = one['open']
row_dict['low'] = one['low']
row_dict['high'] = one['high']
row_dict['close'] = one['close']
row_dict['volume'] = one['volume']
# row_dict['turnover'] = one['turnover']
df = df.append(row_dict, ignore_index=True)
if len(df) > 0:
df["volume"] = df["volume"].astype('float64')
df = df.reindex(index=df.index[::-1]).reset_index(drop=True)
return df