async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_user_account()
if error:
logger.warn("platform:", self._platform, "account:", self._account, "get asset info failed!", caller=self)
return
assets = {}
for item in result["info"]:
symbol = item["instrument_id"].split("-")[0]
total = float(item["equity"])
locked = float(item["margin"])
if total > 0:
assets[symbol] = {
"total": "%.8f" % total,
"free": "%.8f" % (total - locked),
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp, update).publish()
logger.info("platform:", self._platform, "account:", self._account, "asset:", self._assets, caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_accounts("trade")
if error:
return
assets = {}
for item in result:
name = item["currency"]
total = float(item["balance"])
free = float(item["available"])
locked = float(item["holds"])
if not total:
continue
d = {
"free": "%.8f" % free,
"locked": "%.8f" % locked,
"total": "%.8f" % total
}
assets[name] = d
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp, update).publish()
logger.info("platform:", self._platform, "account:", self._account, "asset:", self._assets, caller=self)
async def check_asset_update(self, *args, **kwargs):
""" 检查账户资金是否更新
"""
result, error = await self._rest_api.get_user_account()
if error:
logger.warn("platform:", self._platform, "account:", self._account, "get asset info failed!", caller=self)
return
assets = {}
for name, item in result["info"].items():
symbol = name.upper()
total = float(item["equity"])
locked = float(item["margin"])
if total > 0:
assets[symbol] = {
"total": "%.8f" % total,
"free": "%.8f" % (total - locked),
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# 推送当前资产
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp, update).publish()
logger.info("platform:", self._platform, "account:", self._account, "asset:", self._assets, caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_user_account()
if error:
logger.warn("platform:", self._platform, "account:", self._account, "get asset info failed!", caller=self)
return
assets = {}
for item in result:
symbol = item["currency"]
total = float(item["balance"])
free = float(item["available"])
locked = float(item["frozen"])
if total > 0:
assets[symbol] = {
"total": "%.8f" % total,
"free": "%.8f" % free,
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp, update).publish()
logger.info("platform:", self._platform, "account:", self._account, "asset:", self._assets, caller=self)
def __init__(self, platform, account, callback):
""" Initialize. """
if platform == "#" or account == "#":
multi = True
else:
multi = False
from quant.event import EventAsset
EventAsset(platform, account).subscribe(callback, multi)
def __init__(self, platform, account, callback):
""" 初始化
@param platform 交易平台
@param account 交易账户
@param callback 资产更新回调函数，必须是async异步函数，回调参数为 Asset 对象，比如: async def on_event_account_update(asset: Asset): pass
"""
from quant.event import EventAsset
EventAsset(platform, account).subscribe(callback)
async def _publish_asset(self, *args, **kwargs):
""" 推送资产信息
"""
if self._last_assets == self._assets:
update = False
else:
update = True
self._last_assets = self._assets
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp, update).publish()
logger.info("platform:", self._platform, "account:", self._account, "asset:", self._assets, caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_account_balance()
if error:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
temps = {}
for item in result.get("list"):
name = item.get("currency").upper()
t = item.get("type")
b = float(item.get("balance"))
if name not in temps:
temps[name] = {}
if t == "trade":
temps[name]["free"] = b
else:
temps[name]["locked"] = b
assets = {}
for name, item in temps.items():
total = item["free"] + item["locked"]
if total <= 0:
continue
assets[name] = {
"free": "%.8f" % item["free"],
"locked": "%.8f" % item["locked"],
"total": "%.8f" % total
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def _on_event_asset(self, event):
""" 资产更新事件
@param event 事件对象
"""
asset = EventAsset().duplicate(event)
if asset.platform != self._platform:
return
if asset.account != self._account:
return
self._assets = asset.assets
self._timestamp = asset.timestamp
self._asset_x = self._assets.get(self._key_x)
self._asset_y = self._assets.get(self._key_y)
for func in self._callback_handlers:
asyncio.get_event_loop().create_task(func(self.assets))
logger.debug('assets updated. assets:', self._assets, caller=self)
async def check_asset_update(self, *args, **kwargs):
""" 检查账户资金是否更新
"""
result, error = await self._rest_api.get_user_account()
if error:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
assets = {}
for item in result["balances"]:
name = item.get("asset")
free = float(item.get("free"))
locked = float(item.get("locked"))
total = free + locked
if total > 0:
assets[name] = {
"total": "%.8f" % total,
"free": "%.8f" % free,
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# 推送当前资产
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def check_asset_update(self, *args, **kwargs):
""" 检查账户资金是否更新
"""
result, error = await self._rest_api.get_margin()
if error:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
assets = {}
name = "XBT"
free = result["availableMargin"] / 100000000.0
total = result["marginBalance"] / 100000000.0
locked = total - free
assets[name] = {
"total": "%.8f" % total,
"free": "%.8f" % free,
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# 推送当前资产
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_account_balance()
if error:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
assets = {}
for item in result.get("data"):
name = item.get("currency").upper()
b = float(item.get("balance"))
if b <= 0:
continue
assets[name] = {
"free": "%.8f" % item["available"],
"locked": "%.8f" % (b - float(item["available"])),
"total": "%.8f" % b
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
success, error = await self._rest_api.get_user_account()
if error or not success["result"]:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
assets = {}
for key, value in success["available"].items():
free = float(value)
locked = float(success["locked"][key])
assets[key] = {
"total": "%.8f" % (free + locked),
"free": "%.8f" % free,
"locked": "%.8f" % locked
}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def check_asset_update(self, *args, **kwargs):
"""Fetch asset information."""
result, error = await self._rest_api.get_account_balance()
if error:
logger.warn("platform:",
self._platform,
"account:",
self._account,
"get asset info failed!",
caller=self)
return
assets = {}
for key, value in result.items():
name = await self.convert_currency_name(key)
if not name:
logger.warn("convert currency error:", key, caller=self)
continue
total = float(value)
assets[name] = {"total": "%.8f" % total, "free": 0, "locked": 0}
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# Publish AssetEvent.
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
async def check_asset_update(self, *args, **kwargs):
""" 检查账户资金是否更新
"""
result, error = await self._rest_api.get_user_account()
if error:
return
# 更新资金信息
assets = {}
for name, value in result["asset"].items():
free = float(value.get("available"))
total = float(value.get("total"))
if not total:
continue
d = {
"free": "%.8f" % free,
"locked": "%.8f" % (total - free),
"total": "%.8f" % total
}
assets[name] = d
if assets == self._assets:
update = False
else:
update = True
self._assets = assets
# 推送当前资产
timestamp = tools.get_cur_timestamp_ms()
EventAsset(self._platform, self._account, self._assets, timestamp,
update).publish()
logger.info("platform:",
self._platform,
"account:",
self._account,
"asset:",
self._assets,
caller=self)
def __init__(self, platform, account, symbol):
""" 初始化
@param platform 交易平台
@param account 交易账户
@param symbol 交易对
"""
self._platform = platform # 交易平台
self._account = account # 交易账户
self._timestamp = 0 # 资产更新时间戳
self._symbol = symbol # 交易对
self._assets = {} # 所有资金详情
self._key_x = self._symbol.split('/')[0]
self._key_y = self._symbol.split('/')[1]
self._asset_x = None # 交易对的资金详情 {"free": 11.11, "locked": 22.22, "total": 33.33}
self._asset_y = None # 交易对的资金详情 {"free": 11.11, "locked": 22.22, "total": 33.33}
self._callback_handlers = [] # 资产有更新的时候，执行的回调函数
# 初始化资产数据库对象
self._asset_db = AssetData()
# 订阅事件 资产更新
EventAsset(platform, account).subscribe(self._on_event_asset)
# 从数据库加载初始化资产
asyncio.get_event_loop().create_task(self._load_asset())