def sign(self, request: Request) -> Request:
"""
Generate OKEXo signature.
"""
# Sign
timestamp = get_timestamp()
request.data = json.dumps(request.data)
if request.params:
path = request.path + "?" + urlencode(request.params)
else:
path = request.path
msg = timestamp + request.method + path + request.data
signature = generate_signature(msg, self.secret)
# Add headers
request.headers = {
"OK-ACCESS-KEY": self.key,
"OK-ACCESS-SIGN": signature,
"OK-ACCESS-TIMESTAMP": timestamp,
"OK-ACCESS-PASSPHRASE": self.passphrase,
"Content-Type": "application/json"
}
return request
def sign(self, request: Request) -> Request:
"""生成欧易V5签名"""
# 签名
timestamp: str = generate_timestamp()
request.data = json.dumps(request.data)
if request.params:
path: str = request.path + "?" + urlencode(request.params)
else:
path: str = request.path
msg: str = timestamp + request.method + path + request.data
signature: bytes = generate_signature(msg, self.secret)
# 添加请求头
request.headers = {
"OK-ACCESS-KEY": self.key,
"OK-ACCESS-SIGN": signature,
"OK-ACCESS-TIMESTAMP": timestamp,
"OK-ACCESS-PASSPHRASE": self.passphrase,
"Content-Type": "application/json"
}
if self.simulated:
request.headers["x-simulated-trading"] = "1"
return request
def sign(self, request: Request):
request.headers = {"Content-Type": "application/json"}
if request.method == "POST":
if request.data:
request.json_data = request.data
request.data = json.dumps(request.data)
return request
def closeAll(self, symbol, standard_token=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
账户统一到某个币本位上
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
if not standard_token:
return []
vtOrderIDs = []
base_currency, quote_currency = symbol.split("-")
if base_currency == standard_token:
path = f'/api/spot/v3/accounts/{str.lower(quote_currency)}'
side = 'buy'
elif quote_currency == standard_token:
path = f'/api/spot/v3/accounts/{str.lower(base_currency)}'
side = 'sell'
else:
return [] # 币对双方都不是指定的本位
request = Request('GET',
path,
params=None,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = {"instrument_id": symbol, "side": side}
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
rsp = self.onCloseAll(data, request)
# rsp: [{'client_oid': '', 'order_id': '2433076975049728', 'result': True}]
# failed: [{'code': 30024, 'message': 'Parameter value filling error'}]
for result in rsp:
if "code" in result.keys():
self.gateway.writeLog(f'换币失败:{result}', logging.ERROR)
elif "result" in result.keys():
if result['result']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'换币成功:{result}')
return vtOrderIDs
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
# 未完成(未成交和部分成交)
req = {
'instrument_id': symbol,
}
path = f'/api/spot/v3/orders_pending'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data:
rsp = self.onCancelAll(data, request)
# failed rsp: {'code': 33027, 'message': 'Order has been revoked or revoked'}
if "code" in rsp.keys():
self.gateway.writeLog(f"交易所返回{symbol}撤单失败:{rsp['message']}",
logging.ERROR)
return []
# rsp: {'eth-usdt':
# {'result': True, 'client_oid': '',
# 'order_id': ['2432470701654016', '2432470087389184', '2432469715472384']}}
for sym, result in rsp.items():
if result['result']:
vtOrderIDs += result['order_id']
self.gateway.writeLog(
f"交易所返回{sym}撤单成功: ids: {result['order_id']}")
return vtOrderIDs
def onCancelAll(self, data, request):
orderids = [
str(order['order_id']) for order in data
if str(order['state']) in ['0', '1', '3']
]
if request.extra:
orderids = list(
set(orderids).intersection(set(request.extra.split(","))))
for i in range(len(orderids) // 10 + 1):
orderid = orderids[i * 10:(i + 1) * 10]
req = {
'instrument_id': request.params['instrument_id'],
'order_ids': orderid
}
path = f"/api/futures/v3/cancel_batch_orders/{request.params['instrument_id']}"
# self.addRequest('POST', path, data=req, callback=self.onCancelAll)
request = Request('POST',
path,
params=None,
callback=None,
data=req,
headers=None)
request = self.sign(request)
url = self.makeFullUrl(request.path)
response = requests.post(url,
headers=request.headers,
data=request.data)
return response.json()
def onCloseAll(self, data, request):
l = []
def _response(request, l):
request = self.sign(request)
url = self.makeFullUrl(request.path)
response = requests.post(url,
headers=request.headers,
data=request.data)
l.append(response.json())
return l
for holding in data['holding']:
path = '/api/swap/v3/order'
closeDirectionMap = {"long": 3, "short": 4}
req = {
'client_oid': None,
'instrument_id': holding['instrument_id'],
'type': closeDirectionMap[holding['side']],
'price': holding['avg_cost'],
'size': holding['avail_position'],
'match_price': '1'
}
request = Request('POST',
path,
params=None,
callback=None,
data=req,
headers=None)
l = _response(request, l)
return l
def sign(self, request: Request):
"""
Generate ByBit signature.
"""
request.headers = {"Referer": "vn.py"}
if request.method == "GET":
api_params = request.params
if api_params is None:
api_params = request.params = {}
else:
api_params = request.data
if api_params is None:
api_params = request.data = {}
api_params["api_key"] = self.key
api_params["recv_window"] = 30 * 1000
api_params["timestamp"] = generate_timestamp(-5)
data2sign = "&".join(
[f"{k}={v}" for k, v in sorted(api_params.items())])
signature = sign(self.secret, data2sign.encode())
api_params["sign"] = signature
return request
def onCloseAll(self, data, request):
l = []
def _response(request, l):
request = self.sign(request)
url = self.makeFullUrl(request.path)
response = requests.post(url,
headers=request.headers,
data=request.data)
l.append(response.json())
return l
req = {
'client_oid': None,
'instrument_id': request.extra['instrument_id'],
'type': "market",
'side': request.extra['side'],
'notional': data['available'], # buy amount
'size': data['available'] # sell quantity
}
if self.leverage > 0:
req["margin_trading"] = 2
else:
req["margin_trading"] = 1
path = '/api/spot/v3/orders'
request = Request('POST',
path,
params=None,
callback=None,
data=req,
headers=None)
l = _response(request, l)
return l
def onCancelAll(self, data, request):
orderids = [
str(order['order_id']) for order in data
if order['status'] == 'open' or order['status'] == 'part_filled'
]
if request.extra:
orderids = list(
set(orderids).intersection(set(request.extra.split(","))))
for i in range(len(orderids) // 10 + 1):
orderid = orderids[i * 10:(i + 1) * 10]
req = [{
'instrument_id': str.lower(request.params['instrument_id']),
'order_ids': orderid
}]
path = "/api/spot/v3/cancel_batch_orders"
# self.addRequest('POST', path, data=req, callback=self.onCancelAll)
request = Request('POST',
path,
params=None,
callback=None,
data=req,
headers=None)
request = self.sign(request)
url = self.makeFullUrl(request.path)
response = requests.post(url,
headers=request.headers,
data=request.data)
return response.json()
def closeAll(self, symbol, direction=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
所要平仓的方向，()
默认为None，即在两个方向上都进行平仓，否则只在给出的方向上进行平仓
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
vtOrderIDs = []
req = {
'instrument_id': symbol,
}
path = f'/api/swap/v3/{symbol}/position/'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = direction
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['holding']:
rsp = self.onCloseAll(data, request)
# failed:{'error_message': 'Incorrect order size', 'result': 'true',
# 'error_code': '35012', 'order_id': '-1'}
# rsp: {'error_message': '', 'result': 'true', 'error_code': '0',
# 'order_id': '66-a-4ec048f15-0'}
for result in rsp:
if not result['error_message']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'平仓成功:{result}')
else:
self.gateway.writeLog(f'平仓失败:{result}', logging.ERROR)
return vtOrderIDs
def sign(self, request: Request):
"""
Sign Bitstamp request.
"""
if request.method == "GET":
return request
timestamp = str(int(round(time.time() * 1000)))
nonce = str(uuid.uuid4())
content_type = "application/x-www-form-urlencoded"
# Empty post data leads to API0020 error,
# so use this offset dict instead.
if not request.data:
request.data = {"offset": "1"}
payload_str = urlencode(request.data)
message = "BITSTAMP " + self.key + \
request.method + \
"www.bitstamp.net/api/v2" + \
request.path + \
"" + \
content_type + \
nonce + \
timestamp + \
"v2" + \
payload_str
message = message.encode("utf-8")
signature = hmac.new(
self.secret,
msg=message,
digestmod=hashlib.sha256
).hexdigest().upper()
request.headers = {
"X-Auth": "BITSTAMP " + self.key,
"X-Auth-Signature": signature,
"X-Auth-Nonce": nonce,
"X-Auth-Timestamp": timestamp,
"X-Auth-Version": "v2",
"Content-Type": content_type
}
request.data = payload_str
return request
def _process_request(
self, request: Request
):
"""
Bistamp API server does not support keep-alive connection.
So when using session.request will cause header related error.
Reimplement this method to use requests.request instead.
"""
try:
request = self.sign(request)
url = self.make_full_url(request.path)
response = requests.request(
request.method,
url,
headers=request.headers,
params=request.params,
data=request.data,
proxies=self.proxies,
)
request.response = response
status_code = response.status_code
if status_code // 100 == 2: # 2xx codes are all successful
if status_code == 204:
json_body = None
else:
json_body = response.json()
request.callback(json_body, request)
request.status = RequestStatus.success
else:
request.status = RequestStatus.failed
if request.on_failed:
request.on_failed(status_code, request)
else:
self.on_failed(status_code, request)
except Exception:
request.status = RequestStatus.error
t, v, tb = sys.exc_info()
if request.on_error:
request.on_error(t, v, tb, request)
else:
self.on_error(t, v, tb, request)
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
symbol = self.contractMapReverse[symbol]
# 未完成(包含未成交和部分成交)
req = {'instrument_id': symbol, 'state': 6}
path = f'/api/futures/v3/orders/{symbol}'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['result'] and data['order_info']:
data = self.onCancelAll(data['order_info'], request)
#{'result': True,
# 'order_ids': ['2432685818596352', '2432686510479360'],
# 'instrument_id': 'ETH-USD-190329'}
if data['result']:
vtOrderIDs += str(data['order_ids'])
self.gateway.writeLog(
f"交易所返回{str(data['instrument_id'])} 撤单成功: ids: {str(data['order_ids'])}"
)
return vtOrderIDs
def cancelAll(self, symbol=None, orders=None):
"""撤销所有挂单,若交易所支持批量撤单,使用批量撤单接口
Parameters
----------
symbol : str, optional
用逗号隔开的多个合约代码,表示只撤销这些合约的挂单(默认为None,表示撤销所有合约的所有挂单)
orders : str, optional
用逗号隔开的多个vtOrderID.
若为None,先从交易所先查询所有未完成订单作为待撤销订单列表进行撤单;
若不为None,则对给出的对应订单中和symbol参数相匹配的订单作为待撤销订单列表进行撤单。
Return
------
vtOrderIDs: list of str
包含本次所有撤销的订单ID的列表
"""
vtOrderIDs = []
# 未完成(包含未成交和部分成交)
req = {'state': 6}
path = f'/api/swap/v3/orders/{symbol}'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = orders
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['order_info']:
data = self.onCancelAll(data['order_info'], request)
# {'client_oids': [],
# 'ids': ['66-7-4ebc9281f-0', '66-8-4ebc91cfa-0'],
# 'instrument_id': 'ETH-USD-SWAP', 'result': 'true'}
if data['result'] == 'true':
vtOrderIDs += data['ids']
self.gateway.writeLog(f"交易所返回{symbol}撤单成功: ids: {data['ids']}")
return vtOrderIDs
def sign(self, request: Request) -> Request:
"""
Generate HUOBI signature.
"""
request.headers = {
"User-Agent":
"Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36"
}
params_with_signature = create_signature(self.key, request.method,
self.host, request.path,
self.secret, request.params)
request.params = params_with_signature
if request.method == "POST":
request.headers["Content-Type"] = "application/json"
if request.data:
request.data = json.dumps(request.data)
return request
def closeAll(self, symbol, direction=None):
"""以市价单的方式全平某个合约的当前仓位,若交易所支持批量下单,使用批量下单接口
Parameters
----------
symbols : str
所要平仓的合约代码,多个合约代码用逗号分隔开。
direction : str, optional
所要平仓的方向，(默认为None，即在两个方向上都进行平仓，否则只在给出的方向上进行平仓)
Return
------
vtOrderIDs: list of str
包含平仓操作发送的所有订单ID的列表
"""
vtOrderIDs = []
symbol = self.contractMapReverse[symbol]
req = {
'instrument_id': symbol,
}
path = f'/api/futures/v3/{symbol}/position/'
request = Request('GET',
path,
params=req,
callback=None,
data=None,
headers=None)
request = self.sign2(request)
request.extra = direction
url = self.makeFullUrl(request.path)
response = requests.get(url,
headers=request.headers,
params=request.params)
data = response.json()
if data['result'] and data['holding']:
data = self.onCloseAll(data, request)
for result in data:
if result['result']:
vtOrderIDs.append(result['order_id'])
self.gateway.writeLog(f'平仓成功:{result}')
return vtOrderIDs
def sign(self, request: Request) -> Request:
"""
Generate SUGAR signature.
"""
signature = self.create_signature(request.data)
request_time = datetime.strftime(datetime.now(),"%Y-%m-%d %H:%M:%S.%f")
request_data = {
"requestHeader":{
"token": self.token,
"sign": signature,
"yqMemberId": self.open_account,
"merRequestNo": request_time,
"merRequestTime": request_time[:-7]
},
"requestBody": request.data
}
request.headers = {"Content-Type": "application/json"}
request.data = json.dumps(request_data)
return request
def sign(self, request: Request) -> Request:
"""
Generate BINANCE signature.
"""
security = request.data["security"]
if security == Security.NONE:
request.data = None
return request
if request.params:
path = request.path + "?" + urllib.parse.urlencode(request.params)
else:
request.params = dict()
path = request.path
if security == Security.SIGNED:
timestamp = int(time.time() * 1000)
if self.time_offset > 0:
timestamp -= abs(self.time_offset)
elif self.time_offset < 0:
timestamp += abs(self.time_offset)
request.params["timestamp"] = timestamp
query = urllib.parse.urlencode(sorted(request.params.items()))
signature = hmac.new(self.secret, query.encode("utf-8"),
hashlib.sha256).hexdigest()
query += "&signature={}".format(signature)
path = request.path + "?" + query
request.path = path
request.params = {}
request.data = {}
# Add headers
headers = {
"Content-Type": "application/x-www-form-urlencoded",
"Accept": "application/json",
"X-MBX-APIKEY": self.key,
"Connection": "close"
}
if security in [Security.SIGNED, Security.API_KEY]:
request.headers = headers
return request
def onCloseAll(self, data, request):
l = []
def _response(request, l):
request = self.sign(request)
url = self.makeFullUrl(request.path)
response = requests.post(url,
headers=request.headers,
data=request.data)
l.append(response.json())
return l
for holding in data['holding']:
path = '/api/futures/v3/order'
req_long = {
'client_oid': None,
'instrument_id': holding['instrument_id'],
'type': '3',
'price': holding['long_avg_cost'],
'size': str(holding['long_avail_qty']),
'match_price': '1',
'leverage': self.leverage,
}
req_short = {
'client_oid': None,
'instrument_id': holding['instrument_id'],
'type': '4',
'price': holding['short_avg_cost'],
'size': str(holding['short_avail_qty']),
'match_price': '1',
'leverage': self.leverage,
}
if request.extra and request.extra == constant.DIRECTION_LONG and int(
holding['long_avail_qty']) > 0:
# 多仓可平
request = Request('POST',
path,
params=None,
callback=None,
data=req_long,
headers=None)
l = _response(request, l)
elif request.extra and request.extra == constant.DIRECTION_SHORT and int(
holding['short_avail_qty']) > 0:
# 空仓可平
request = Request('POST',
path,
params=None,
callback=None,
data=req_short,
headers=None)
l = _response(request, l)
elif request.extra is None:
if int(holding['long_avail_qty']) > 0:
# 多仓可平
request = Request('POST',
path,
params=None,
callback=None,
data=req_long,
headers=None)
l = _response(request, l)
if int(holding['short_avail_qty']) > 0:
# 空仓可平
request = Request('POST',
path,
params=None,
callback=None,
data=req_short,
headers=None)
l = _response(request, l)
return l