def get_user(self, api_key):
if api_key is None or api_key == "":
raise HuobiApiException(HuobiApiException.KEY_MISSING,
"[User] Key is empty or null")
if api_key not in self.user_map:
raise HuobiApiException(
HuobiApiException.RUNTIME_ERROR,
"[User] Cannot found user by key: " + api_key)
return self.user_map[api_key]
def check_list(list_value, min_value, max_value, name):
if list_value is None:
return
if len(list_value) > max_value:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] " + name + " is out of bound, the max size is " + str(max_value))
if len(list_value) < min_value:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] " + name + " should contain " + str(min_value) + " item(s) at least")
def format_date(value, name):
if value is None:
return None
if not isinstance(value, str):
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] " + name + " must be string")
try:
new_time = time.strptime(value, "%Y-%m-%d")
return time.strftime("%Y-%m-%d", new_time)
except:
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] " + name + " is not invalid date format")
def update_kline(self):
if not self.klines:
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "klines is not init")
new_klines = self.req_client.get_contract_kline(symbol=self.symbol, period=self.interval, size=2)["data"]
update_klines(self.klines, new_klines, self.size)
interval_datas = interval_handler(self.klines)
print(interval_datas[5][0], interval_datas[10][0], interval_datas[30][0])
def __init__(self, req_client: HuobiDM, symbol='BCH_CW', interval=CandlestickInterval.MIN1, size=200, file_name=None):
self.req_client = req_client
self.symbol = symbol
self.interval = interval
self.size = size
self.file_name = file_name if file_name else self.__class__.__name__
self.json_data = load_json(self.file_name)
self.strategy_pos = 0.0 # 给个默认的值
self.boll_up = 0.0
self.boll_dn = 0.0
self.boll_mid = 0.0
for key in self.variables:
self.__setattr__(key, float(self.json_data.get(key, 0)))
print(f"self.strategy_pos: {self.strategy_pos}")
self.open_orders = []
self.pos_dict = {} # 默认的仓位信息.
# 策略的参数.
self.boll_window = 40 # 布林带的window
self.boll_dev = 2.5 # 布林带的标准差倍数.
self.trade_money = 1 # 10USDT. 每次交易的金额, 修改成自己下单的金额.
self.min_volume = 0.001 # 最小的交易数量.
self.trade_size = 0
self.last_price = 0
self.klines = req_client.get_contract_kline(symbol=symbol, period=interval, size=size)["data"]
if not self.klines:
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "klines data init error")
self.logger = logging.getLogger(__name__)
def check_range(value, min_value, max_value, name):
if value is None:
return
if min_value > value or value > max_value:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] " + name + " is out of bound. " + str(value) + " is not in [" + str(
min_value) + "," + str(max_value) + "]")
def update_kline(self):
if not self.klines:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"klines is not init")
new_klines = self.req_client.get_contract_kline(symbol=self.symbol,
period=self.interval,
size=2)["data"]
if new_klines[-1]["id"] == self.klines[-1]["id"]:
self.klines[-1] = new_klines[-1]
elif new_klines[-2]["id"] == self.klines[-1]["id"]:
self.klines[-1] = new_klines[-2]
self.klines.append(new_klines[-1])
if len(self.klines) > self.size:
self.klines.pop(0)
else:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"update klines error")
def get_account_by_id(self, api_key, account_id):
user = self.get_user(api_key)
account = user.get_account_by_id(account_id)
if account is None:
raise HuobiApiException(
HuobiApiException.RUNTIME_ERROR,
"[User] Cannot find the account, key: " + api_key +
", account id: " + str(account_id))
return account
def get_account_by_id(self, account_id):
"""
Get account by account id.
:param account_id: The specified account id.
:return: The account.
"""
for account in self.accounts:
if account.id == account_id:
return account
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] No such account")
def check_response(json_wrapper):
if json_wrapper.contain_key("status"):
status = json_wrapper.get_string("status")
if status == "error":
err_code = json_wrapper.get_string("err-code")
err_msg = json_wrapper.get_string("err-msg")
raise HuobiApiException(HuobiApiException.EXEC_ERROR,
"[Executing] " + err_code + ": " + err_msg)
elif status != "ok":
raise HuobiApiException(
HuobiApiException.RUNTIME_ERROR,
"[Invoking] Response is not expected: " + status)
elif json_wrapper.contain_key("success"):
success = json_wrapper.get_boolean("success")
if success is False:
err_code = etf_result_check(json_wrapper.get_int("code"))
err_msg = json_wrapper.get_string("message")
if err_code == "":
raise HuobiApiException(HuobiApiException.EXEC_ERROR,
"[Executing] " + err_msg)
else:
raise HuobiApiException(
HuobiApiException.EXEC_ERROR,
"[Executing] " + err_code + ": " + err_msg)
elif json_wrapper.contain_key("code"):
code = json_wrapper.get_int("code")
if code != 200:
raise HuobiApiException(HuobiApiException.EXEC_ERROR,
"[Executing] " + str(code))
else:
raise HuobiApiException(
HuobiApiException.RUNTIME_ERROR,
"[Invoking] Status cannot be found in response.")
def get_account_by_type(self, account_type, subtype: 'str' = None):
"""
Get account by account type.
:param account_type: The specified account type.
:param subtype: for margin trade
:return: The account.
"""
margin_account_type_list = [AccountType.MARGIN]
if account_type in margin_account_type_list and subtype is None or len(
subtype) == 0:
raise HuobiApiException(
HuobiApiException.INPUT_ERROR,
"[Input] subtype for margin account error")
for account in self.accounts:
if account.account_type == account_type:
if account_type in margin_account_type_list:
if account.subtype == subtype:
return account
else:
return account
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] No such account")
def update_klines(klins, new_klines, size):
if len(new_klines) == 1:
if new_klines[-1]["id"] == klins[-1]["id"]:
klins = new_klines[-1]
else:
klins.append(new_klines[-1])
if len(klins) > size:
klins.pop(0)
else:
if new_klines[-1]["id"] == klins[-1]["id"]:
klins = new_klines[-1]
elif new_klines[-2]["id"] == klins[-1]["id"]:
klins[-1] = new_klines[-2]
klins.append(new_klines[-1])
if len(klins) > size:
klins.pop(0)
else:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"update klines error")
def create_signature_v2(api_key, secret_key, method, url, builder):
if api_key is None or secret_key is None or api_key == "" or secret_key == "":
raise HuobiApiException(HuobiApiException.KEY_MISSING, "API key and secret key are required")
timestamp = utc_now()
builder.put_url("accessKey", api_key)
builder.put_url("signatureVersion", "2.1")
builder.put_url("signatureMethod", "HmacSHA256")
builder.put_url("timestamp", timestamp)
host = urllib.parse.urlparse(url).hostname
path = urllib.parse.urlparse(url).path
# 对参数进行排序:
keys = sorted(builder.param_map.keys())
# 加入&
qs0 = '&'.join(['%s=%s' % (key, parse.quote(builder.param_map[key], safe='')) for key in keys])
# 请求方法，域名，路径，参数 后加入`\n`
payload0 = '%s\n%s\n%s\n%s' % (method, host, path, qs0)
dig = hmac.new(secret_key.encode('utf-8'), msg=payload0.encode('utf-8'), digestmod=hashlib.sha256).digest()
# 进行base64编码
s = base64.b64encode(dig).decode()
builder.put_url("signature", s)
builder.put_url("authType", "api")
params = {
"accessKey": api_key,
"signatureVersion": "2.1",
"signatureMethod": "HmacSHA256",
"timestamp": timestamp,
"signature":s,
"authType":"api"
}
builder.put_url("action", "req")
builder.put_url("ch", "auth")
builder.put_url("params", params)
"""
def check_symbol(symbol):
if not isinstance(symbol, str):
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] symbol must be string")
if re.match(reg_ex, symbol):
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] " + symbol + " is invalid symbol")
def greater_or_equal(value, base, name):
if value is not None and value < base:
raise HuobiApiException(HuobiApiException.INPUT_ERROR,
"[Input] " + name + " should be greater than " + base)
def __check_mandatory_field(self, name):
if name not in self.json_object:
raise HuobiApiException(
HuobiApiException.RUNTIME_ERROR,
"[Json] Get json item field: " + name + " does not exist")
def check_should_none(value, name):
if value is not None:
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] " + name + " should be null")
def check_currency(currency):
if not isinstance(currency, str):
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] currency must be string")
if re.match(reg_ex, currency) is not None:
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] " + currency + " is invalid currency")
def check_symbol_list(symbols):
if not isinstance(symbols, list):
raise HuobiApiException(HuobiApiException.INPUT_ERROR, "[Input] symbols in subscription is not a list")
for symbol in symbols:
check_symbol(symbol)
def on_error(self, error_message):
if self.request.error_handler is not None:
exception = HuobiApiException(HuobiApiException.SUBSCRIPTION_ERROR,
error_message)
self.request.error_handler(exception)
self.logger.error("[Sub][" + str(self.id) + "] " + str(error_message))
