def get_latest_price(symbol=CoinSymbol.Btcusdt):
try:
request_client = RequestClient()
depth = request_client.get_price_depth(symbol.symbol, 1)
market_info.bid = depth.bids[0].price
market_info.ask = depth.asks[0].price
average_price = (depth.bids[0].price + depth.asks[0].price) / 2
return average_price
except Exception as e:
print(e)
print("retrying in 1s")
time.sleep(1)
return get_latest_price()
from huobi import RequestClient
request_client = RequestClient()
depth = request_client.get_price_depth("btcusdt", 5)
print("---- Top 5 bids ----")
i = 0
for entry in depth.bids:
i = i + 1
print(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))
print("---- Top 5 asks ----")
i = 0
for entry in depth.asks:
i = i + 1
print(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))
from huobi import RequestClient
request_client = RequestClient()
depth = request_client.get_price_depth("BTC_CQ", 150)
print("---- Top 5 bids ----")
i = 0
for entry in depth.bids:
i = i + 1
print(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))
print("---- Top 5 asks ----")
i = 0
for entry in depth.asks:
i = i + 1
print(
str(i) + ": price: " + str(entry.price) + ", amount: " +
str(entry.amount))
class QsHuobi(object):
"""
qsq系统提供的火币接口，可通过此接口获取数据和交易等
要想进行交易，必须在qs/config/config.ini中设置好自己的火币api密钥
"""
def __init__(self):
[self.api_key, self.secret_key,
self.client_order_id] = self.get_apikey()
self.request_client = RequestClient(api_key=self.api_key,
secret_key=self.secret_key)
#self.subscription_client = SubscriptionClient()
def get_apikey(self):
cfg = ConfigParser()
cfg.read(QsEnv.g_project_config)
return [
cfg.get('huobi', 'huobiapi_key'),
cfg.get('huobi', 'huobisecret_key'),
cfg.get('huobi', 'client_order_id')
]
def get_24h_trade_statistics(self, pair="btcusdt"):
"""
param: pair 想要获取的交易对，默认为btcusdt
获取24小时的市场数据，返回结构体成员包括有
timestamp, high, low, open, close, volume
可使用trade_statistics.high这样的方式获取对应数据
"""
trade_statistics = self.request_client.get_24h_trade_statistics(pair)
return trade_statistics
def get_latest_candlestick(self,
pair="btcusdt",
interval=CandlestickInterval.MIN1,
size=10):
"""
param: pair 想要获取的交易对，默认为btcusdt
param: interval 时间间隔，默认为MIN1, 可选有MIN1 MIN5 MIN15 MIN30 MIN60 DAY1 MON1 WEEK1 YEAR1
param: size 获取的数据条数，默认为10,选择范围为[1,2000]
获取最近一段时间的K线数据，返回一个list，这个list的每一项的结构体成员包括有
timestamp, high, low, open, close, volume
可使用member.high这样的方式获取对应数据
"""
candlestick_list = self.request_client.get_latest_candlestick(
pair, interval, size)
return candlestick_list
def get_exchange_currencies(self):
"""
获取火币所有交易币种
"""
return self.request_client.get_exchange_currencies()
def get_exchange_info(self):
"""
获取交易所信息，返回交易对和支持币种，使用案例
for symbol in exchange_info.symbol_list:
print(symbol.symbol)
for currency in exchange_info.currencies:
print(currency)
"""
return self.request_client.get_exchange_info()
def get_fee_rate(self, symbol="btcusdt"):
"""
获取交易手续费，返回一个FeeRate对象，成员包括
symbol 对应币种 maker_fee 卖方手续费 taker_fee 买方手续费
实际使用中，symbol也为一个费率
"""
result = self.request_client.get_fee_rate(symbols=symbol)
return result[0]
def get_historical_orders(self,
symbol="ethusdt",
order_state=OrderState.CANCELED,
order_type=None,
start_date=None,
end_date=None,
start_id=None,
size=None):
"""
param: symbol 符号(必须)
param: order_state 订单状态(必须)，可选参数有SUBMITTED PARTIAL_FILLED CANCELLING PARTIAL_CANCELED FILLED CANCELED INVALID
param: order_type 订单类型(可选)，可选参数有SELL_LIMIT BUY_LIMIT BUY_MARKET SELL_MARKET BUY_IOC SELL_IOC BUY_LIMIT_MAKER SELL_LIMIT_MAKER BUY_STOP_LIMIT SELL_STOP_LIMIT INVALID
param: start_date 开始日期(可选) 格式为 yyyy-mm-dd
param: end_date 结束日期(可选) 格式为 yyyy-mm-dd
param: start_id(可选) 订单起始id，暂时忽略
param: size(可选) 大小，暂时忽略
获取历史订单
"""
orders = self.request_client.get_historical_orders(
symbol=symbol,
order_state=order_state,
order_type=order_type,
start_date=start_date,
end_date=end_date,
start_id=start_id,
size=size)
return orders
def get_historical_trade(self, symbol="btcusdt", size=5):
"""
param: symbol 符号(必须)
param: size 交易列表的大小(必须)
获取历史交易数据，返回trade_list对象列表，每个对象有如下几个成员
timestamp trade_id price amount direction
"""
trade_list = self.request_client.get_historical_trade(symbol, size)
return trade_list
def get_market_trade(self, symbol="btcusdt"):
"""
param: symbol 符号，默认为btcusdt
获取当前市场上的交易，返回一个trade对象组成的tradelist列表，每个trade对象的成员有
price, amount, trade_id timestamp, direction
"""
trades = self.request_client.get_market_trade(symbol=symbol)
return trades
def get_open_orders(self,
symbol="htusdt",
account_type=AccountType.SPOT,
direct="next"):
"""
获取自己账户当前开放的交易,返回order数组，每个Order对象有
order_id, symbol, price, amount, account_type, created_timestamp, order_type, filled_amount, filled_cash_amount, filled_fees, source, state
"""
orders = self.request_client.get_open_orders(symbol=symbol,
account_type=account_type,
direct=direct)
return orders
def get_order_recent_48hour(self,
symbol=None,
start_time=None,
end_time=None,
size=None,
direct=None):
"""
获取自己账户48小时内的交易记录，返回order数组
"""
orders = self.request_client.get_order_recent_48hour(
symbol=symbol,
start_time=start_time,
end_time=end_time,
size=size,
direct=direct)
return orders
def get_price_depth(self, symbol, size):
"""
获取当前市场的交易深度，symbol 为交易对，size为头部的几个交易，一个用例如下
i = 0
for entry in depth.bids:
i = i + 1
print(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
i = 0
for entry in depth.asks:
i = i + 1
print(str(i) + ": price: " + str(entry.price) + ", amount: " + str(entry.amount))
"""
depth = self.request_client.get_price_depth(symbol, size)
return depth
def order(self,
symbol="btcusdt",
account_type=AccountType.SPOT,
order_type=OrderType.SELL_LIMIT,
amount=1.0,
price=None,
stop_price=None,
operator=None):
"""
下单函数，谨慎使用
必须提供的参数为symbol,account_type,order_type,amount
param: account_type 账户类型，包括有SPOT MARGIN OTC POINT
param: order_type 订单类型，包括有SELL_LIMIT BUY_LIMIT BUY_MARKET SELL_MARKET BUY_IOC SELL_IOC
"""
order_id = self.request_client.create_order(symbol, account_type,
order_type, amount, price,
self.client_order_id,
stop_price, operator)
return order_id
def cancle_order(self, symbol="btcusdt", order_id="00000"):
"""
取消某笔订单
"""
cancle_state = self.request_client.cancel_order(symbol, order_id)
return cancle_state
def get_order(self, symbol="btcusdt", order_id="000000"):
"""
根据order_id获取某笔交易,每个Order对象有
order_id, symbol, price, amount, account_type, created_timestamp, order_type, filled_amount, filled_cash_amount, filled_fees, source, state
"""
order = self.request_client.get_order(symbol=symbol, order_id=order_id)
return order
def get_order_by_client_order_id(self):
"""
根据client_order_id来获取订单, 每个Order对象有
order_id, symbol, price, amount, account_type, created_timestamp, order_type, filled_amount, filled_cash_amount, filled_fees, source, state
"""
order = self.request_client.get_order_by_client_order_id(
client_order_id=self.client_order_id)
return order
def cancel_client_order(self):
"""
根据client_order_id取消某笔交易
"""
self.request_client.cancel_client_order(
client_order_id=self.client_order_id)
