def __init__(self, **kwargs):
""" 初始化
"""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.okex.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://real.okex.com:10442"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if not kwargs.get("passphrase"):
e = Error("param passphrase miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = OKEX_FUTURE
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
url = self._wss + "/ws/v3"
super(OKExFutureTrade, self).__init__(url, send_hb_interval=5)
self.heartbeat_msg = "ping"
self._assets = {} # 资产 {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # 订单
self._position = Position(self._platform, self._account, self._strategy, self._symbol) # 仓位
# 订阅频道
self._order_channel = "futures/order:{symbol}".format(symbol=self._symbol)
self._position_channel = "futures/position:{symbol}".format(symbol=self._symbol)
# 标记订阅订单、持仓是否成功
self._subscribe_order_ok = False
self._subscribe_position_ok = False
# 初始化 REST API 对象
self._rest_api = OKExFutureRestAPI(self._host, self._access_key, self._secret_key, self._passphrase)
# 初始化资产订阅
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account, self.on_event_asset_update)
self.initialize()
def __init__(self, **kwargs):
"""Initialize."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.okex.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://real.okex.com:8443"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if not kwargs.get("passphrase"):
e = Error("param passphrase miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = OKEX_SWAP
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
url = self._wss + "/ws/v3"
super(OKExSwapTrade, self).__init__(url, send_hb_interval=5)
self.heartbeat_msg = "ping"
self._assets = {
} # Asset object. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order objects. e.g. {"order_no": Order, ... }
self._position = Position(self._platform, self._account,
self._strategy, self._symbol)
# Subscribing our channels.
self._order_channel = "swap/order:{symbol}".format(symbol=self._symbol)
self._position_channel = "swap/position:{symbol}".format(
symbol=self._symbol)
# If our channels that subscribed successfully.
self._subscribe_order_ok = False
self._subscribe_position_ok = False
# Initializing our REST API client.
self._rest_api = OKExSwapRestAPI(self._host, self._access_key,
self._secret_key, self._passphrase)
# Subscribing our asset event.
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
self.initialize()
def __init__(self, **kwargs):
"""Initialize."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("contract_type"):
e = Error("param contract_type miss")
if not kwargs.get("contract_code"):
e = Error("param contract_code miss")
if not kwargs.get("host"):
kwargs["host"] = "https://api.hbdm.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://api.hbdm.com"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = HUOBI_FUTURE
self._symbol = kwargs["symbol"]
self._contract_type = kwargs["contract_type"]
self._contract_code = kwargs["contract_code"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
url = self._wss + "/notification"
self._ws = Websocket(url,
self.connected_callback,
process_binary_callback=self.process_binary)
self._ws.initialize()
self._assets = {
} # Asset detail, {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }.
self._orders = {} # Order objects, {"order_id": order, ...}.
self._position = Position(self._platform, self._account,
self._strategy, self._contract_code)
self._order_channel = "orders.{symbol}".format(
symbol=self._symbol.lower())
self._position_channel = "positions.{symbol}".format(
symbol=self._symbol.lower())
self._subscribe_order_ok = False
self._subscribe_position_ok = False
self._rest_api = HuobiFutureRestAPI(self._host, self._access_key,
self._secret_key)
# Subscribe AssetEvent.
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
def __init__(self, **kwargs):
""" 初始化
"""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.deribit.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://deribit.com"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = DERIBIT
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
self._order_channel = "user.orders.{symbol}.raw".format(
symbol=self._symbol) # 订单订阅频道
url = self._wss + "/ws/api/v2"
super(DeribitTrade, self).__init__(url, send_hb_interval=5)
self._assets = {
} # 资产 {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # 订单
self._position = Position(self._platform, self._account,
self._strategy, self._symbol) # 仓位
self._query_id = 0 # 消息序号id，用来唯一标识请求消息
self._queries = {} # 未完成的post请求 {"request_id": future}
self.initialize()
# 初始化资产订阅
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
# 注册定时任务
LoopRunTask.register(self._do_auth, 60 * 60) # 每隔1小时重新授权
LoopRunTask.register(self._check_position_update, 1) # 获取持仓
self._ok = False # 是否建立授权成功的websocket连接
def __init__(self, **kwargs):
""" 初始化
"""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://www.okex.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://real.okex.com:10442"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if not kwargs.get("passphrase"):
e = Error("param passphrase miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = OKEX
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._passphrase = kwargs["passphrase"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
self._raw_symbol = self._symbol.replace("/", "-") # 转换成交易所对应的交易对格式
self._order_channel = "spot/order:{symbol}".format(
symbol=self._raw_symbol) # 订单订阅频道
url = self._wss + "/ws/v3"
super(OKExTrade, self).__init__(url, send_hb_interval=5)
self.heartbeat_msg = "ping"
self._assets = {
} # 资产 {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # 订单 {"order_no": order, ... }
# 初始化 REST API 对象
self._rest_api = OKExRestAPI(self._host, self._access_key,
self._secret_key, self._passphrase)
# 初始化资产订阅
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
self.initialize()
def __init__(self, **kwargs):
"""Initialize Trade module."""
e = None
if not kwargs.get("account"):
e = Error("param account miss")
if not kwargs.get("strategy"):
e = Error("param strategy miss")
if not kwargs.get("symbol"):
e = Error("param symbol miss")
if not kwargs.get("host"):
kwargs["host"] = "https://fapi.binance.com"
if not kwargs.get("wss"):
kwargs["wss"] = "wss://fstream.binance.com"
if not kwargs.get("access_key"):
e = Error("param access_key miss")
if not kwargs.get("secret_key"):
e = Error("param secret_key miss")
if e:
logger.error(e, caller=self)
if kwargs.get("init_success_callback"):
SingleTask.run(kwargs["init_success_callback"], False, e)
return
self._account = kwargs["account"]
self._strategy = kwargs["strategy"]
self._platform = BINANCE_FUTURE
self._symbol = kwargs["symbol"]
self._host = kwargs["host"]
self._wss = kwargs["wss"]
self._access_key = kwargs["access_key"]
self._secret_key = kwargs["secret_key"]
self._asset_update_callback = kwargs.get("asset_update_callback")
self._order_update_callback = kwargs.get("order_update_callback")
self._position_update_callback = kwargs.get("position_update_callback")
self._init_success_callback = kwargs.get("init_success_callback")
self._ok = False # Initialize successfully ?
self._raw_symbol = self._symbol # Row symbol name, same as Binance Exchange.
self._listen_key = None # Listen key for Websocket authentication.
self._assets = {
} # Asset data. e.g. {"BTC": {"free": "1.1", "locked": "2.2", "total": "3.3"}, ... }
self._orders = {} # Order data. e.g. {order_no: order, ... }
self._position = Position(self._platform, self._account,
self._strategy, self._symbol) # 仓位
# Initialize our REST API client.
self._rest_api = BinanceFutureRestAPI(self._host, self._access_key,
self._secret_key)
# Subscribe our AssetEvent.
if self._asset_update_callback:
AssetSubscribe(self._platform, self._account,
self.on_event_asset_update)
# Create a loop run task to reset listen key every 20 minutes.
LoopRunTask.register(self._reset_listen_key, 60 * 20)
# Create a loop run task to check position information per 1 second.
LoopRunTask.register(self._check_position_update, 1)
# Create a loop run task to send ping message to server per 30 seconds.
# LoopRunTask.register(self._send_heartbeat_msg, 10)
# Create a coroutine to initialize Websocket connection.
SingleTask.run(self._init_websocket)
