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 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 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, 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 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 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 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 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