def get_position(self):
'''
current order position including open and close position, return None if there is no position
当前的仓位,如果没有的话，返回None
'''
ret = u.retry(lambda: self.client.Position.Position_get(filter=json.dumps({"symbol": s.SYMBOL})).result())
if ret: return ret[0]
else: return None
def get_market_price(self):
'''
current close price for settings symbol
当前设置的交易对收盘价格
'''
if self.market_price:
return self.market_price
else:
return u.retry(lambda: self.client.Instrument.Instrument_get(symbol=s.SYMBOL).result())[0]["lastPrice"]
def cancel_all(self):
"""
cancel all orders, including stop orders
"""
orders = u.retry(lambda: self.client.Order.Order_cancelAll().result())
for order in orders:
logger.info(f"Cancel Order : (orderID, orderType, side, orderQty, limit, stop) = "
f"({order['clOrdID']}, {order['ordType']}, {order['side']}, {order['orderQty']}, "
f"{order['price']}, {order['stopPx']})")
logger.info(f"Cancel All Order")
def get_open_orders(self):
"""
fetch my all open orders
"""
open_orders = u.retry(lambda: self.client
.Order.Order_getOrders(filter=json.dumps({"symbol": s.SYMBOL, "open": True}))
.result())
open_orders = [o for o in open_orders if o["clOrdID"].startswith('Daxiang')]
if len(open_orders) > 0:
return open_orders
else:
return None
def order(self, orderQty, stop=0):
'''
This is 'Market' order
'buy' if orderQty is positive
'sell' if orderQty is nagative
'''
clOrdID = 'Daxiang_' + u.random_str()
side = 'Buy' if orderQty>0 else 'Sell'
if stop == 0:
# market order
orderType = 'Market'
u.retry(lambda: self.client.Order.Order_new(symbol=s.SYMBOL, ordType=orderType, clOrdID=clOrdID,
side=side, orderQty=orderQty).result())
u.logging_order(id=clOrdID, type=orderType, side=side,
qty=orderQty, price=self.get_market_price())
else:
# stop order
orderType = 'Stop'
u.retry(lambda: self.client.Order.Order_new(symbol=s.SYMBOL, ordType=orderType, clOrdID=clOrdID,
side=side, orderQty=orderQty, stopPx=stop).result())
u.logging_order(id=clOrdID, type=orderType, side=side,
qty=orderQty, stop=stop)
def fetch_ohlcv(self, start_time, end_time):
'''
get data for open-high-low-close-volumn array
获取open-high-low-close-volumn数组数据
'''
left_time = start_time
right_time = end_time
data = u.to_data_frame([])
while True:
source = u.retry(lambda: self.client.Trade.Trade_getBucketed(symbol=s.SYMBOL, binSize="1m",
startTime=left_time, endTime=right_time, count=500, partial=False).result())
if len(source) == 0:
break
source = u.to_data_frame(source)
data = pd.concat([data, source])
if right_time > source.iloc[-1].name + timedelta(minutes=1):
left_time = source.iloc[-1].name + timedelta(minutes=1)
time.sleep(1)
else:
break
return data
def get_margin(self):
'''
account balance summary
当前的账户余额相关信息
'''
return u.retry(lambda: self.client.User.User_getMargin(currency="XBt").result())
def set_leverage(self, leverage):
'''
set leverage to position
'''
return u.retry(lambda: self.client.Position.Position_updateLeverage(symbol=s.SYMBOL, leverage=leverage).result())