def QA_SU_save_okex_symbol(client=DATABASE, market="OKEx"):
"""
保存OKEx交易对信息
"""
print('Under construction... I will test and debug soon...')
return False
QA_util_log_info('Downloading {:s} symbol list...'.format(market))
# 保存 OKEx API 原始 Symbol 数据备查阅，自动交易用得着
raw_symbol_lists = QA_util_save_raw_symbols(
QA_fetch_okex_symbols,
market
)
if (len(raw_symbol_lists) > 0):
# 保存到 QUANTAXIS.crypto_asset_list 数字资产列表，为了跨市场统一查询做数据汇总
symbol_lists = pd.DataFrame(raw_symbol_lists)
# market,symbol为 mongodb 索引字段，保存之前必须要检查存在
symbol_lists['market'] = market
symbol_lists['category'] = 1
symbol_lists.rename(
{
'baseAssetPrecision': 'price_precision',
'baseAsset': 'base_currency',
'quoteAsset': 'quote_currency',
'status': 'state',
},
axis=1,
inplace=True
)
symbol_lists['name'] = symbol_lists.apply(
lambda x: '{:s}/{:s}'.
format(x['base_currency'].upper(),
x['quote_currency'].upper()),
axis=1
)
symbol_lists['desc'] = symbol_lists['name']
symbol_lists['created_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple())
)
symbol_lists['updated_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple())
)
# 移除非共性字段，这些字段只有 broker 才关心，做对应交易所 broker 接口的时候在交易所 raw_symbol_lists
# 数据中读取。
symbol_lists.drop(
[
'_id',
'price_precision',
'baseCommissionPrecision',
'quotePrecision',
'filters',
'icebergAllowed',
'isMarginTradingAllowed',
'isSpotTradingAllowed',
'ocoAllowed',
'orderTypes',
'quoteCommissionPrecision',
'quoteOrderQtyMarketAllowed',
],
axis=1,
inplace=True
)
# 删除不交易的交易对
symbol_lists = symbol_lists[symbol_lists['state'].isin(['TRADING'])]
coll_crypto_asset_list = client.crypto_asset_list
coll_crypto_asset_list.create_index(
[('market',
pymongo.ASCENDING),
('symbol',
pymongo.ASCENDING)],
unique=True
)
try:
query_id = {'market': market}
if (coll_crypto_asset_list.count_documents(query_id) > 0):
# 删掉重复数据
query_id = {
'market': market,
'symbol': {
'$in': symbol_lists['symbol'].tolist()
}
}
coll_crypto_asset_list.delete_many(query_id)
coll_crypto_asset_list.insert_many(
QA_util_to_json_from_pandas(symbol_lists)
)
return symbol_lists
except:
QA_util_log_expection(
'QA_SU_save_OKEx_symbol: Insert_many(symbol) to "crypto_asset_list" got Exception {}'
.format(len(data))
)
pass
return []
def QA_SU_save_huobi_symbol(client=DATABASE, market="huobi"):
"""
保存火币交易对信息
"""
QA_util_log_info('Downloading {:s} symbol list...'.format(market))
# 保存Huobi API 原始 Symbol 数据备查阅，自动交易用得着
raw_symbol_lists = QA_util_save_raw_symbols(QA_fetch_huobi_symbols, market)
if (len(raw_symbol_lists) > 0):
# 保存到 QUANTAXIS.crypto_asset_list 数字资产列表，为了跨市场统一查询做数据汇总
symbol_lists = pd.DataFrame(raw_symbol_lists)
# market,symbol为 mongodb 索引字段，保存之前必须要检查存在
symbol_lists['market'] = market
symbol_lists['category'] = 1
symbol_lists['name'] = symbol_lists.apply(lambda x: '{:s}/{:s}'.format(
x['base-currency'].upper(), x['base-currency'].upper()),
axis=1)
symbol_lists['desc'] = symbol_lists.apply(
lambda x: '现货: {:s} 兑换 {:s}'.format(x['base-currency'], x[
'quote-currency']),
axis=1)
# 移除非共性字段，这些字段只有 broker 才关心，做对应交易所 broker 接口的时候在交易所 raw_symbol_lists
# 数据中读取。火币网超有个性的，注意字段里面的减号，不是下划线！！！
symbol_lists.drop([
'_id', 'amount-precision', 'leverage-ratio', 'max-order-amt',
'min-order-amt', 'min-order-value', 'symbol-partition',
'value-precision'
],
axis=1,
inplace=True)
symbol_lists['created_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
symbol_lists['updated_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
coll_crypto_asset_list = client.crypto_asset_list
coll_crypto_asset_list.create_index([('market', pymongo.ASCENDING),
('symbol', pymongo.ASCENDING)],
unique=True)
try:
query_id = {'market': market}
if (coll_crypto_asset_list.count_documents(query_id) > 0):
# 删掉重复数据
query_id = {
'market': market,
'symbol': {
'$in': symbol_lists['symbol'].tolist()
}
}
coll_crypto_asset_list.delete_many(query_id)
coll_crypto_asset_list.insert_many(
QA_util_to_json_from_pandas(symbol_lists))
return symbol_lists
except:
QA_util_log_expection(
'QA_SU_save_huobi_symbol(): Insert_many(symbol) to "crypto_asset_list" got Exception with {} klines'
.format(len(data)))
pass
return []
def QA_SU_save_okex_symbol(
market="okex",
client=DATABASE,
):
"""
保存OKEx交易对信息
"""
QA_util_log_info('Downloading {:s} symbol list...'.format(market))
# 保存 OKEx API 原始 Symbol 数据备查阅，自动交易用得着
raw_symbol_lists = QA_util_save_raw_symbols(QA_fetch_okex_symbols, market)
if (len(raw_symbol_lists) > 0):
# 保存到 QUANTAXIS.crypto_asset_list 数字资产列表，为了跨市场统一查询做数据汇总
symbol_lists = pd.DataFrame(raw_symbol_lists)
# market,symbol为 mongodb 索引字段，保存之前必须要检查存在
symbol_lists['market'] = market
symbol_lists['category'] = 1
symbol_lists.rename(
{
'instrument_id': 'symbol',
'tick_size': 'price_precision',
},
axis=1,
inplace=True)
symbol_lists['state'] = 'online'
symbol_lists['name'] = symbol_lists.apply(lambda x: '{:s}/{:s}'.format(
x['base_currency'].upper(), x['quote_currency'].upper()),
axis=1)
symbol_lists['desc'] = symbol_lists['name']
# 移除非共性字段，这些字段只有 broker 才关心，做对应交易所 broker 接口的时候在交易所 raw_symbol_lists
# 数据中读取。
symbol_lists.drop([
'min_size',
'size_increment',
],
axis=1,
inplace=True)
symbol_lists['created_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
symbol_lists['updated_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
coll_crypto_asset_list = client.crypto_asset_list
coll_crypto_asset_list.create_index([('market', pymongo.ASCENDING),
('symbol', pymongo.ASCENDING)],
unique=True)
try:
query_id = {'market': market}
if (coll_crypto_asset_list.count_documents(query_id) > 0):
# 删掉重复数据
query_id = {
'market': market,
'symbol': {
'$in': symbol_lists['symbol'].tolist()
}
}
coll_crypto_asset_list.delete_many(query_id)
coll_crypto_asset_list.insert_many(
QA_util_to_json_from_pandas(symbol_lists))
return symbol_lists
except:
QA_util_log_expection(
'QA_SU_save_okex_symbol(): Insert_many(symbol) to "crypto_asset_list" got Exception with {} klines'
.format(len(data)))
pass
return []
def QA_SU_save_bitmex_symbol(
market=bitmex_EXCHANGE,
client=DATABASE,
):
"""
保存 bitmex 交易对信息
"""
market = market.upper()
QA_util_log_info('Downloading {:s} symbol list...'.format(market))
# 保存 bitmex API 原始 Symbol 数据备查阅，自动交易用得着
raw_symbol_lists = QA_util_save_raw_symbols(QA_fetch_bitmex_symbols,
market)
if (len(raw_symbol_lists) > 0):
# 保存到 QUANTAXIS.crypto_asset_list 数字资产列表，为了跨市场统一查询做数据汇总
symbol_lists = pd.DataFrame(raw_symbol_lists)
# market,symbol为 mongodb 索引字段，保存之前必须要检查存在
symbol_lists['market'] = market
symbol_lists['category'] = symbol_lists['typ']
symbol_lists.rename(
{
'rootSymbol': 'base_currency',
'quoteCurrency': 'quote_currency',
},
axis=1,
inplace=True)
symbol_lists['price_precision'] = symbol_lists.apply(
lambda x: 2 + -1 * int(math.log10(float(x.maintMargin))), axis=1)
symbol_lists['name'] = symbol_lists['symbol']
symbol_lists['desc'] = ''
# 移除非共性字段，这些字段只有 broker 才关心，做对应交易所 broker 接口的时候在交易所 raw_symbol_lists
# 数据中读取。
symbol_lists = symbol_lists[[
'symbol', 'name', 'market', 'state', 'category', 'base_currency',
'quote_currency', 'price_precision', 'desc'
]]
if ('_id' in symbol_lists.columns.values):
# 有时有，必须单独删除
symbol_lists.drop([
'_id',
], axis=1, inplace=True)
symbol_lists['created_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
symbol_lists['updated_at'] = int(
time.mktime(datetime.datetime.now().utctimetuple()))
coll_cryptocurrency_list = client.cryptocurrency_list
coll_cryptocurrency_list.create_index([('market', pymongo.ASCENDING),
('symbol', pymongo.ASCENDING)],
unique=True)
try:
query_id = {'market': market}
if (coll_cryptocurrency_list.count_documents(query_id) > 0):
# 删掉重复数据
query_id = {
'market': market,
'symbol': {
'$in': symbol_lists['symbol'].tolist()
}
}
coll_cryptocurrency_list.delete_many(query_id)
coll_cryptocurrency_list.insert_many(
QA_util_to_json_from_pandas(symbol_lists))
return symbol_lists
except:
QA_util_log_expection(
'QA_SU_save_bitmex_symbol(): Insert_many(symbol) to "cryptocurrency_list" got Exception with {} klines'
.format(len(symbol_lists)))
pass
return []