def make_order(self, my_order_info):
logger.info(
u'\n-------------------------------------------spot order------------------------------------------------'
)
try:
result = self.API.send_order(self.ACCOUNT_ID, my_order_info.amount,
my_order_info.symbol,
my_order_info.orderType,
my_order_info.price,
my_order_info.offset)
except Exception as e:
logger.error("***send_order:{}".format(e, traceback.format_exc()))
send_msg("%s:send_order failed:%s" % (my_order_info.symbol, e))
exit()
result = self.check_order_list(my_order_info)
if result is not None and result.get('status') == 'ok':
logger_join("OrderId", result['data'], my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount, " ", from_time_stamp())
return result['data']
else:
logger_join("order failed！", my_order_info.symbol,
my_order_info.orderType, my_order_info.price,
my_order_info.amount)
return "-1"
def send_order(acct_id, amount, symbol, _type, price=0, offset="close"):
"""
:param acct_id:
:param amount:
:param symbol:
:param _type: 可选值 {buy-market：市价买, sell-market：市价卖, buy-limit：限价买, sell-limit：限价卖}
:param price:
:param offset:
:return:
"""
# 合约下单
order_price_type = "limit"
direction = _type.split("-")[0]
contract_code = contract_info.get_contract_code(symbol)
contract_symbol = symbol.split("_")[0].upper()
contract_type = global_type
# sell_offset = "open" if price > 4 else "close"
# buy_offset = "close" if price > 4 else "open"
# offset = sell_offset if direction == "sell" else buy_offset
lever_rate = TRADE_LEVEL
def send_contract_order(symbol, contract_type, contract_code,
client_order_id, price, volume, direction, offset,
lever_rate, order_price_type):
"""
:symbol: "BTC","ETH"..
:contract_type: "this_week", "next_week", "next_quarter"
:contract_code: "BTC181228"
:client_order_id: 客户自己填写和维护，这次一定要大于上一次
:price 必填 价格
:volume 必填 委托数量（张）
:direction 必填 "buy" "sell"
:offset 必填 "open", "close"
:lever_rate 必填 杠杆倍数
:order_price_type 必填 "limit"限价， "opponent" 对手价
备注：如果contract_code填了值，那就按照contract_code去下单，如果contract_code没有填值，则按照symbol+contract_type去下单。
:
"""
params = {
"price": price,
"volume": volume,
"direction": direction,
"offset": offset,
"lever_rate": lever_rate,
"order_price_type": order_price_type
}
if symbol:
params["symbol"] = symbol
if contract_type:
params['contract_type'] = contract_type
if contract_code:
params['contract_code'] = contract_code
if client_order_id:
params['client_order_id'] = client_order_id
request_path = '/api/v1/contract_order'
return api_key_post(params, request_path, CONTRACT_URL)
# amount = math.ceil(amount * price / 10)
amount = math.ceil(amount)
if math.ceil(security.get_volume()) <= TRADE_LIMIT:
result = send_contract_order(contract_symbol, contract_type,
contract_code, "", price, amount,
direction, offset, lever_rate,
order_price_type)
logger.info(result)
order_symbol[str(result["data"]["order_id"])] = contract_symbol
if "ok" == result["status"]:
if direction == "buy":
security.open(amount)
else:
security.close(amount)
# order_ts[result["data"]["order_id"]] = result["ts"]
return {
"data": str(result["data"]["order_id"]),
"status": result["status"]
}
else:
from module.Notification import send_msg
send_msg("amount:{} volume:{} limit:{}".format(amount,
security.get_volume(),
TRADE_LIMIT))
exit()
return {"data": [], "status": "ok"}