Esempio n. 1
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 def get_position(self):
     '''
     current order position including open and close position, return None if there is no position
     当前的仓位,如果没有的话,返回None
     '''
     ret = u.retry(lambda: self.client.Position.Position_get(filter=json.dumps({"symbol": s.SYMBOL})).result())
     if ret: return ret[0]
     else: return None
Esempio n. 2
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 def get_market_price(self):
     '''
     current close price for settings symbol
     当前设置的交易对收盘价格
     '''
     if self.market_price:
         return self.market_price
     else:
         return u.retry(lambda: self.client.Instrument.Instrument_get(symbol=s.SYMBOL).result())[0]["lastPrice"]
Esempio n. 3
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 def cancel_all(self):
     """
     cancel all orders, including stop orders
     """
     orders = u.retry(lambda: self.client.Order.Order_cancelAll().result())
     for order in orders:
         logger.info(f"Cancel Order : (orderID, orderType, side, orderQty, limit, stop) = "
                     f"({order['clOrdID']}, {order['ordType']}, {order['side']}, {order['orderQty']}, "
                     f"{order['price']}, {order['stopPx']})")
     logger.info(f"Cancel All Order")    
Esempio n. 4
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 def get_open_orders(self):
     """
     fetch my all open orders
     """
     open_orders = u.retry(lambda: self.client
                         .Order.Order_getOrders(filter=json.dumps({"symbol": s.SYMBOL, "open": True}))
                         .result())
     open_orders = [o for o in open_orders if o["clOrdID"].startswith('Daxiang')]
     if len(open_orders) > 0:
         return open_orders
     else:
         return None
Esempio n. 5
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 def order(self, orderQty, stop=0):
     '''
     This is 'Market' order
     'buy' if orderQty is positive
     'sell' if orderQty is nagative
     '''
     clOrdID = 'Daxiang_' + u.random_str()
     side = 'Buy' if orderQty>0 else 'Sell'       
     if stop == 0:
         # market order
         orderType = 'Market'
         u.retry(lambda: self.client.Order.Order_new(symbol=s.SYMBOL, ordType=orderType, clOrdID=clOrdID,
                                                         side=side, orderQty=orderQty).result())
         u.logging_order(id=clOrdID, type=orderType, side=side,
                         qty=orderQty, price=self.get_market_price())
     else:
         # stop order
         orderType = 'Stop'
         u.retry(lambda: self.client.Order.Order_new(symbol=s.SYMBOL, ordType=orderType, clOrdID=clOrdID,
                                                         side=side, orderQty=orderQty, stopPx=stop).result())
         u.logging_order(id=clOrdID, type=orderType, side=side,
                         qty=orderQty, stop=stop)
Esempio n. 6
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    def fetch_ohlcv(self, start_time, end_time):
        '''
        get data for open-high-low-close-volumn array
        获取open-high-low-close-volumn数组数据
        '''
        left_time = start_time
        right_time = end_time
        data = u.to_data_frame([])

        while True:
            source = u.retry(lambda: self.client.Trade.Trade_getBucketed(symbol=s.SYMBOL, binSize="1m",
                                        startTime=left_time, endTime=right_time, count=500, partial=False).result())
            if len(source) == 0:
                break

            source = u.to_data_frame(source)
            data = pd.concat([data, source])

            if right_time > source.iloc[-1].name + timedelta(minutes=1):
                left_time = source.iloc[-1].name + timedelta(minutes=1)
                time.sleep(1)
            else:
                break
        return data
Esempio n. 7
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 def get_margin(self):
     '''
     account balance summary
     当前的账户余额相关信息
     '''
     return u.retry(lambda: self.client.User.User_getMargin(currency="XBt").result())
Esempio n. 8
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 def set_leverage(self, leverage):
     '''
     set leverage to position
     '''
     return u.retry(lambda: self.client.Position.Position_updateLeverage(symbol=s.SYMBOL, leverage=leverage).result())