def get_current_price(symbol):
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0, depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
for entry in depth.bids:
i = i + 1
if i == 1:
first_price = entry.price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
return first_price
def check_insurance_point():
market_client = MarketClient()
depth_size = 20
depth = market_client.get_pricedepth(symbol, DepthStep.STEP1, depth_size)
LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
for entry in depth.bids:
i = i + 1
print(entry.price)
#printme(depth)
return False, False, 0
def get_current_price(symbol):
try:
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0, depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
if not depth:
return 0
for entry in depth.bids:
i = i + 1
if i == 1:
first_price = entry.price
return first_price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
except Exception as e:
print("ExecuteError in get_current_price", e)
return 0
def get_current_price(symbol):
try:
market_client = MarketClient()
depth_size = 2
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0,
depth_size)
#LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
if not depth:
return 0
for entry in depth.bids:
i += 1
if i == 1:
first_price = entry.price
return first_price
#LogInfo.output(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
except Exception as e:
print("ExecuteError in get_current_price", e)
send_email(
"HB: " + "get_current_price Exception ",
"you can have a check if it is break or not after using pass!")
pass
return 0
# Futures setup
URL = 'https://api.hbdm.com'
ACCESS_KEY = ''
SECRET_KEY = ''
dm = HuobiDM(URL, ACCESS_KEY, SECRET_KEY)
# BB setup
market_client = MarketClient()
while True:
for contract in contractlist:
# Get BB MarketData
bbsymbol = contract.lower() + 'usdt'
depth = market_client.get_pricedepth(bbsymbol, DepthStep.STEP0, 20)
bb_ask = depth.asks[19].price
# Get Future MarketData
futsymbol = contract.upper() + '_NQ'
delivery_date = dm.get_contract_info(
symbol=contract.upper(),
contract_type="next_quarter")['data'][0]['delivery_date']
waiteday = (datetime.datetime.strptime(delivery_date, '%Y%m%d') -
datetime.datetime.now()).days + 2
fut_depth = dm.get_contract_depth(symbol=futsymbol, type='step6')
fut_bid = fut_depth['tick']['bids'][19][0]
jc = round((fut_bid - bb_ask) / bb_ask * 100 * 365 / waiteday, 6)
if jc > watch_thresh:
print(contract + ' NQ: ' + str(jc))
time.sleep(1)
from huobi.client.market import MarketClient
from huobi.utils import *
market_client = MarketClient()
symbol = "btcusdt"
depth_size = 6
depth = market_client.get_pricedepth(symbol, DepthStep.STEP0, depth_size)
LogInfo.output("---- Top {size} bids ----".format(size=len(depth.bids)))
i = 0
for entry in depth.bids:
i = i + 1
LogInfo.output(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))
LogInfo.output("---- Top {size} asks ----".format(size=len(depth.asks)))
i = 0
for entry in depth.asks:
i = i + 1
LogInfo.output(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))