#%% trade / account api ===============
print (u' 获取用户账户信息 ')
pprint (dm.get_contract_account_info())
pprint (dm.get_contract_account_info("BTC"))
print (u' 获取用户持仓信息 ')
pprint (dm.get_contract_position_info())
pprint (dm.get_contract_position_info("BTC"))
print (u' 合约下单 ')
pprint(dm.send_contract_order(symbol='', contract_type='', contract_code='BTC181228',
client_order_id='', price=10000, volume=1, direction='sell',
offset='open', lever_rate=5, order_price_type='limit'))
print (u' 合约批量下单 ')
orders_data = {'orders_data': [
{'symbol': 'BTC', 'contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':10000, 'volume':1, 'direction':'sell', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'},
{'symbol': 'BTC','contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':20000, 'volume':2, 'direction':'sell', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'}]}
pprint(dm.send_contract_batchorder(orders_data))
MA_EMA = MA[len(MA) - 1] > EEMA[len(EEMA) - 1]
else:
MA_EMA = MA[len(MA) - 1] <= EEMA[len(EEMA) - 1]
logger.info('BuyOpen%s%s%s' % (BuyOpen, '购买时机：', MA_EMA))
print('BuyOpen', BuyOpen, '购买时机：', MA_EMA)
if MA_EMA:
# 建立订单 价格：MA[int(size) - 1]
print(symbol_type, contract_type, int(volume), direction, offset,
lever_rate, order_price_type)
Order = dm.send_contract_order(symbol=symbol_type,
contract_type=contract_type,
contract_code='',
client_order_id='',
price=price,
volume=int(volume),
direction=direction,
offset=offset,
lever_rate=lever_rate,
order_price_type=order_price_type)
# 打印订单信息
logger.info("下单返回信息：", Order)
pprint(Order)
# 判断订单是否成功
if Order['status'] == 'error':
logger.error("下单失败：%s" % Order['err_msg'])
print(Order['err_msg'])
break
elif Order['status'] == 'ok':
BTC_Trade = True
Already_Judged = True
class RestClient:
def __init__(self):
self.__client = HuobiDM('https://api.hbdm.com',
'f2643261-4cfd9d14-ca908a0f-dbye2sf5t7',
'34ae74a1-853da993-eac728aa-f812f')
# 季度合约K线数据
def get_contract_kline(self, period, start, end, size=150):
"""
:param symbol BTC_CW, BTC_NW, BTC_CQ , ...
:param period: 可选值：{1min, 5min, 15min, 30min, 60min, 4hour, 1day, 1week, 1mon }
:param size: [1,2000]
:return:
"""
params = {
'symbol': 'BTC_CQ',
'period': period,
'start': start,
'end': end
}
if size:
params['size'] = size
url = self.__url + '/market/history/kline'
resp = self.__client.http_get_request(url, params)
return resp['data']
# 合约下单
def send_contract_order(self, price, volume, direction, offset):
""" 当季合约下单,
Args:
price: 价格.
volume: 委托数量(张).
direction: "buy":买 "sell":卖.
offset: "open":开 "close":平
order_price_type: 订单报价类型 "limit":限价; "opponent":对手价
Returns:
下单结果.
"""
print(u' 合约下单BTC ', " price =", price, " volume =", volume,
" direction =", direction, " offset =", offset)
symbol = 'BTC'
contract_type = 'quarter'
client_order_id = ''
contract_code = ''
#client_order_id=''
# direction='buy'
#offset='open'
resp = self.__client.send_contract_order(symbol,
contract_type,
contract_code,
client_order_id,
price,
volume,
direction,
offset,
lever_rate=5,
order_price_type='limit')
return resp['data']
# 获取用户持仓信息
def get_contract_position_info(self):
resp = self.__client.get_contract_position_info('BTC')
return resp['data']
# 获取基差数据
def get_history_base(self):
resp = self.__client.get_history_base()
return resp['data']
#%% trade / account api ===============
print (u' 获取用户账户信息 ')
pprint (dm.get_contract_account_info())
pprint (dm.get_contract_account_info("BTC"))
print (u' 获取用户持仓信息 ')
pprint (dm.get_contract_position_info())
pprint (dm.get_contract_position_info("BTC"))
print (u' 合约下单 ')
pprint(dm.send_contract_order(symbol='', contract_type='', contract_code='BTC181228',
client_order_id='', price=50, volume=1, direction='buy',
offset='open', lever_rate=5, order_price_type='limit'))
# {'data': {'order_id': 42652161}, 'status': 'ok', 'ts': 1537270256575}
print (u' 合约批量下单 ')
orders_data = {'orders_data': [
{'symbol': 'BTC', 'contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':1, 'volume':1, 'direction':'buy', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'},
{'symbol': 'BTC','contract_type': 'quarter',
'contract_code':'BTC181228', 'client_order_id':'',
'price':2, 'volume':2, 'direction':'buy', 'offset':'open',
'leverRate':5, 'orderPriceType':'limit'}]}
pprint(dm.send_contract_batchorder(orders_data))