okcoinFuture = OKCoinFuture(okcoinRESTURL, apikey, secretkey)
'''
print (u' 现货行情 ')
print (okcoinSpot.ticker('btc_usd'))
print (u' 现货深度 ')
print (okcoinSpot.depth('btc_usd'))
print (u' 现货历史交易信息 ')
print (okcoinSpot.trades('btc_usd',0))
print (u'期货交易记录信息')
print (okcoinFuture.future_trades('ltc_usd','this_week',0))
'''
print(u'期货分钟日线数据')
print(okcoinFuture.future_kline('btc_usd', '1min', 'this_week', 0, 0))
print(u' it has done the job')
print(okcoinSpot.kline('btc_usd', '1min', 0, 0))
#print (u' 用户现货账户信息 ')
#print (okcoinSpot.userinfo())
#print (u' 现货下单 ')
#print (okcoinSpot.trade('ltc_usd','buy','0.1','0.2'))
#print (u' 现货批量下单 ')
#print (okcoinSpot.batchTrade('ltc_usd','buy','[{price:0.1,amount:0.2},{price:0.1,amount:0.2}]'))
#print (u' 现货取消订单 ')
#print (okcoinSpot.cancelOrder('ltc_usd','18243073'))
#print (okcoinFuture.future_depth('btc_usd','this_week','6'))
#print (u'期货交易记录信息')
#print (okcoinFuture.future_trades('ltc_usd','this_week'))
#print (u'期货指数信息')
#print (okcoinFuture.future_index('ltc_usd'))
#print (u'美元人民币汇率')
#print (okcoinFuture.exchange_rate())
#print (u'获取预估交割价')
#print (okcoinFuture.future_estimated_price('ltc_usd'))
print(u'获取虚拟合约的K线信息')
print(okcoinFuture.future_kline('ltc_usd', 'this_week', '1min', '50'))
print(u'获取当前可用合约总持仓量')
print(okcoinFuture.future_hold_amount('ltc_usd', 'this_week'))
print(u'获取合约坐高买价和最低卖价格')
print(okcoinFuture.future_price_limit('ltc_usd', 'this_week'))
#print (u'获取全仓账户信息')
#print (okcoinFuture.future_userinfo())
#print (u'获取全仓持仓信息')
#print (okcoinFuture.future_position('ltc_usd','this_week'))
#print (u'期货下单')
#print (okcoinFuture.future_trade('ltc_usd','this_week','0.1','1','1','0','20'))
operateState = 'empty' # 初始仓位状态：空仓
directionList = ['rise', 'fall'] # 开单方向列表：多，空
operateDirection = 'rise' # 初始开单方向：多
orderId = '' # 合约单id
try:
buyPrice = float(
okcoinFuture.future_ticker(tradePair, tradeCycle)['ticker']['buy'])
sellPrice = float(
okcoinFuture.future_ticker(tradePair,
tradeCycle)['ticker']['sell'])
except:
restart_program()
# 获取之前的k线：交易对、k线周期、合约类型、k线数量
kLinePre = okcoinFuture.future_kline(tradePair, kLineName, tradeCycle,
str(klinePreSize))
print('Get History KLine DONE.')
# 用于计算EMA、MA、ATR的价格列表
pricePre = []
for i in range(len(kLinePre)):
a = float(kLinePre[i][4])
pricePre.append(a)
# 记录此前的极端行情
priceKLine = [
pricePre[i] for i in range(len(pricePre)) if (i + 1) % kLineCycle == 0
]
# 按周期级别生成新价格表
class Kline(object):
__my_future_client = None
__my_spot_client = None
__mydb = None
def __init__(self, dbconfig, credential):
self.__my_future_client = OKCoinFuture(credential['okcoinRESTURL'],
credential['apikey'],
credential['secretkey'])
self.__my_spot_client = OKCoinSpot(credential['okcoinRESTURL'],
credential['apikey'],
credential['secretkey'])
self.__mydb = MySQL(dbconfig['host'], dbconfig['user'],
dbconfig['passwd'], dbconfig['db'])
def collect_future_kline(self, symbol, type, contract_type):
max_timestamp = self.__mydb.get_max_timestamp(symbol, type, 0,
contract_type)
hjson = self.__my_future_client.future_kline(symbol, type,
contract_type, 0,
max_timestamp)
collected = 0
for i in range(0, len(hjson)):
timestamp = hjson[i][0]
open = hjson[i][1]
high = hjson[i][2]
low = hjson[i][3]
close = hjson[i][4]
amount = hjson[i][5]
amount_in_coin = hjson[i][6]
dateArray = datetime.datetime.fromtimestamp(timestamp / 1000)
otherStyleTime = dateArray.strftime("%Y-%m-%d %H:%M:%S")
if timestamp > max_timestamp:
self.__mydb.insert_kline(otherStyleTime, type, open, high, low,
close, amount, symbol, 0,
amount_in_coin, contract_type)
collected = collected + 1
print(symbol + ' ' + type + ' ' + contract_type +
' future kline history' + ' is done! collected ' +
str(collected) + ' records!')
##end of def
def collect_spot_kline(self, symbol, type):
spot = 1
since = 0
max_timestamp = self.__mydb.get_max_timestamp(symbol, type, spot)
hjson = self.__my_spot_client.kline(symbol, type, since, max_timestamp)
collected = 0
for i in range(0, len(hjson)):
timestamp = hjson[i][0]
open = hjson[i][1]
high = hjson[i][2]
low = hjson[i][3]
close = hjson[i][4]
amount = hjson[i][5]
dateArray = datetime.datetime.fromtimestamp(timestamp / 1000)
otherStyleTime = dateArray.strftime("%Y-%m-%d %H:%M:%S")
if timestamp > max_timestamp:
self.__mydb.insert_kline(otherStyleTime, type, open, high, low,
close, amount, symbol, spot)
collected = collected + 1
print(symbol + ' ' + type + ' spot kline history' +
' is done! collected ' + str(collected) + ' records!')
